نتایج جستجو برای: pvar

تعداد نتایج: 154  

The relationship between monetary policy shocks and total deposits of banks is one of the main important issues in monetary economics and banking literature and has been considered empirically in recent years. Hence, the main aim of this paper is to evaluate the relationship between these variables by applying the PVAR approach for 23 private and governmental banks during 2008-2018. For achievi...

هدف از این مقاله بررسی تأثیر متغیرهای اقتصاد کلان بر بازده سهام شرکت­های شیمیایی و پتروشیمی است. در این راستا از داده­های فصلی مربوط به بازده سهام 18 شرکت شیمیایی و پتروشیمی فعال در بورس اوراق بهادار و برخی متغیرهای مهم اقتصاد کلان در دوره 1395-1386 و الگوی خودتوضیح برداری پانل (PVAR) استفاده شده است. سپس الگوی مورد مطالعه شامل شش متغیر بازده سهام شرکت­های شیمیایی و پتروشیمی، قیمت نفت، نرخ ارز ...

Journal: :Asian journal of economics, business and accounting 2021

This study was carried out to examine how stocks of Nigerian deposit money banks (DMBs) reacted the covid-19 pandemic from two perspectives: prices and volume traded on Stock Exchange. The effect DMBs stock examined three methodical areas: general effect, predictive response shock. Panel data prices, all 15 listed monthly February, 2020 August, 2021 were analyzed with panel least square (PLS)s,...

2015
Harlan Holt Joshua R. Hendrickson

This paper presents evidence on the link between employment protection legislation (EPL), such as mandated severance packages for fired workers, and the rate of unemployment in a cross-country panel data set of OECD countries from 1990-2013. We use both a traditional fixed effects panel specification with lags of the policy variable, and also a unique structural panel vector autoregression (PVA...

ژورنال: اقتصاد مقداری 2016

هدف از این مطالعه بررسی تاثیر درآمدهای نفتی بر عملکرد نهادها در کشورهای صادرکننده نفت بوده است. در این راستا از داده‌های 18 کشور نفتی طی دوره زمانی 2012-1996 و الگوی خودتوضیح برداری پانل (PVAR) استفاده شده است. سپس الگوی مورد مطالعه شامل چهار متغیر رشد اقتصادی، تورم، آزادی اقتصادی و درآمدهای نفت و گاز، با استفاده از روش-شناسی PVAR مورد برآورد قرار گرفت. نتایج آزمون علیت گرنجری نشان می‌دهد، درآم...

Journal: :SAGE Open 2023

This paper examined finance-growth nexus in the finance industry and influencing factors of economic indicators which deliberate on performance Solow Growth model to prove actuality financial development (FD) inside growth (EG) model, based regional data from 1980 2017 Africa. We applied econometric method GMM style panel vector autoregressive (PVAR) quantile regression (PQR). With optimal outc...

2013
Florence Bouvet Ryan Brady

Abstract: The European sovereign-debt crisis began in Greece when the government announced in December, 2009, that its debt reached 121% of GDP (or 300 billion euros) and its 2009 budget deficit was 12.7% of GDP, four times the level allowed by the Maastricht Treaty. The Greek crisis soon spread to other Economic and Monetary Union (EMU) countries, notably Ireland, Portugal, Spain and Italy. Us...

2014
Gary Koop Dimitris Korobilis

We develop methods for Bayesian model averaging (BMA) or selection (BMS) in Panel Vector Autoregressions (PVARs). Our approach allows us to select between or average over all possible combinations of restricted PVARs where the restrictions involve interdependencies between and heterogeneities across cross-sectional units. The resulting BMA framework can find a parsimonious PVAR specification, t...

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