A large Bayesian VAR of the United States economy
Abstract We model the United States macroeconomic and financial sectors using a formal
and unified econometric model. Through shrinkage, our Bayesian VAR provides a flexible …
and unified econometric model. Through shrinkage, our Bayesian VAR provides a flexible …
[PDF][PDF] The impact of geopolitical risk on financial conditions of emerging economies
The detrimental impacts of financial instability on the world economy during the financial
crisis highlighted the requirement to understand the existing financial circumstances …
crisis highlighted the requirement to understand the existing financial circumstances …
Создание внутренних кризисных предикторов: российский индекс финансовых условий
ЮА Данилов, ДА Пивоваров… - Экономическое …, 2020 - cyberleninka.ru
В статье рассматриваются вопросы создания кризисных предикторов, основанных на
показателях внутреннего финансового рынка Российской Федерации. Авторы …
показателях внутреннего финансового рынка Российской Федерации. Авторы …
The Relationship Between a Unified Financial Condition Index and The Most Actively Traded USD Based Foreign Currency Pairs
I Gurrib - Gurrib, I.(2020). The Relationship Between a Unified …, 2018 - papers.ssrn.com
This study proposes a unified financial condition index centred around the most popular
financial conditions indices used in the US and tests its relationship with the most actively …
financial conditions indices used in the US and tests its relationship with the most actively …
[PDF][PDF] Financial conditions indices and economic downturn
A Mbelu, L Soobyah - 2019 - 2019.essa.org.za
This paper uses monthly financial data to construct a Financial Conditions Index (FCI) for the
Sub-Saharan African region to capture financial market fluctuations. We use the TVP-FAVAR …
Sub-Saharan African region to capture financial market fluctuations. We use the TVP-FAVAR …
[PDF][PDF] A Large Bayesian VAR of the US Economy
Vector autoregressive (VAR) techniques—popularized by a series of papers by Chris Sims—
are a powerful tool in macroeconomics (Sims 1972, 1980a, 1980b). These atheoretic …
are a powerful tool in macroeconomics (Sims 1972, 1980a, 1980b). These atheoretic …
Estabilidad financiera en Guatemala
GEA García - ECO revista académica, 2022 - revistas.url.edu.gt
La estabilidad financiera juega un papel importante para el adecuado funcionamiento de
los mercados financieros. Por ello, su monitoreo resulta relevante para la implementación …
los mercados financieros. Por ello, su monitoreo resulta relevante para la implementación …
2008 kriz sonrası Türkiye ve Doğu Avrupa şirketlerinde nakit tutma belirleyicileri
B Batuman - 2020 - acikbilim.yok.gov.tr
Bu çalışmanın amacı Türkiye'nin de içinde yer aldığı Orta ve Doğu Avrupa ülkeşirketlerinde
nakit tutma dinamiklerini 2008 Küresel Krizi'nin de etkisini yansıtarakdeğerlendirmektir …
nakit tutma dinamiklerini 2008 Küresel Krizi'nin de etkisini yansıtarakdeğerlendirmektir …