This paper aims to evaluate the impact of commodity terms trade (CTOT) shocks on labour market resilience Sub-Saharan Africa (SSA) countries, comparing franc zone countries one hand, from non-franc other hand. The results PVAR estimation indicate a positive in SSA countries. finding holds both and When robustness is checked through PSTR, this relationship established be non-linear. policy impli...

O objetivo do estudo é verificar a relação entre concessão Agroamigo e o desenvolvimento crescimento econômico, representados pelo IFDM pela taxa de PIB per capita, respectivamente. Para isso, estimamos um Vetor Autorregressivo para Dados em Painel (PVAR), abrangendo 1.626 municípios Nordeste norte Minas Gerais, no período 2010 2016. Nossos resultados apontam uma resposta positiva estatisticame...

El objetivo de este trabajo es realizar un análisis empírico los efectos macroeconómicos la política macroprudencial y influencia del régimen monetario sobre esta en principales países América Latina desde 2007 hasta 2019. Los analizados son Argentina, Bolivia, Brasil, Costa Rica, Chile, Colombia, Ecuador, México, Perú Uruguay, divididos con Régimen Metas Inflación (RMI) que siguen otra estruct...

This paper explores the dynamics between design and technological change for regional innovation. We discuss a framework integrating persistence effects processes of knowledge recombination that explicitly recognize role as separated yet synergic element to within context innovation systems. Using panel vector autoregressive (PVAR) approach information on over 900 NUTS-3 regions across 20 count...

This paper builds a mixed-frequency panel data model for nowcasting economic variables across many countries. The extends the vector autoregression (MF-PVAR) to allow heterogeneous coefficients and multifactor error structure cross-sectional dependence. We propose modified common correlated effects (CCE) estimation technique which performs well in simulations. is applied two distinct settings: ...

The relevance of information and communication technology to long-lasting human improvement cannot be disregarded in this modern world. From perspective, study analyzed the association between technologies, renewable energy, economic growth, development indices considering CO 2 emissions remittances from 1990 2017 30 developing countries by using panel vector autoregressive (PVAR) model. findin...

This study analyzes the relationships and dynamics between material production, foreign direct investment (FDI), economic activity, carbon productivity, stock market, green tech, both in a global European context, using panel vector autoregressive methodology (PVAR). The empirical evidence obtained for Global Group reveals four significant positive unidirectional causality relationships, where ...

Nghiên cứu phân tích mối quan hệ nhân quả giữa lợi nhuận và rủi ro ngân hàng. Dữ liệu nghiên bao gồm 32 hàng thương mại Việt Nam, giai đoạn 2002-2020. Lợi được đo lường bằng chỉ số ROA ROE. Rủi xem xét bởi Zscore. Tác giả sử dụng phương pháp ước lượng PVAR kiểm định Granger Causality để mô hình. Kết cho thấy, luôn tồn tại hai chiều (ROA) Tuy nhiên, một ROE lên tín không xảy ra tác động ngược lạ...

Based on the PVAR model and taking data of 10 major coal provinces in China from 2011 to 2020 as an example, dynamic relationship between mine accidents, environmental regulation economic development is analyzed at provincial level. Research findings include: (1) From static China’s ten provinces, accidents promote regulation; inhibits accidents; strongly promotes has a weak inhibitory effect d...