Search Results - subject:"SVAR"

External instrument SVAR analysis for noninvertible shocks

Forni, Mario; Gambetti, Luca; Ricco, Giovanni - 2023

Persistent link: https://www.econbiz.de/10013557118

Modeling inflation expectations in forward-looking interest rate and money growth rules

Chen, Zhengyang; Valcarcel, Victor J. - In: Journal of Economic Dynamics and Control 170 (2025), pp. 1-21

autoregression (SVAR) without the need for any mapping to a dynamic stochastic general equilibrium (DSGE) model. Beginning from a … fully specified “consensus” structural model, we establish an instrumental variable procedure internal to the SVAR to obtain … RE-consistent structural responses to identified monetary policy shocks. Our RE-SVAR framework facilitates a comparison …

Persistent link: https://www.econbiz.de/10015181978

Breaking the divide : can public spending on social infrastructure boost female employment in Italy?

Reljic, Jelena; Zezza, Francesco - In: Economic modelling 143 (2025), pp. 1-17

Persistent link: https://www.econbiz.de/10015193334

Dynamics between foreign portfolio investment, stock price and financial development in South Africa : a SVAR approach

Sanusi, Kazeem Abimbola; Dickason Koekemoer, Zandri - In: Economies : open access journal 13 (2025) 1, pp. 1-16

development, and foreign private investment (FPI) are examined using the SVAR technique. Our findings show that a financial …

Persistent link: https://www.econbiz.de/10015206946

Fuel price surges and rising inflation expectations in the Euro Area

Morão, Hugo - In: International economics : the quarterly journal in … 181 (2025), pp. 1-14

Persistent link: https://www.econbiz.de/10015329633

Extraordinary measures : the role of debt levels in fiscal policy responses to Covid-19

Elbourne, Adam; Piccillo, Giulia; Velentzas, Konstantinos - 2025

Persistent link: https://www.econbiz.de/10015186229

Quantifying the Federal Reserve's objectives using a structural vector autoregressive model

Ou, Shengliang; Zhang, Donghai - In: Economica 92 (2025) 366, pp. 351-367

Persistent link: https://www.econbiz.de/10015402017

Re-visiting the relationship between oil prices and monetary policy

Bjørnland, Hilde Christiane; Cross, Jamie; Hölz, Jonas - 2025

stabilizing inflation and output. To do so we develop a dual external instrument proxy structural vector autoregressive (SVAR …

Persistent link: https://www.econbiz.de/10015333302

The loan puzzle in Mexico

Colunga-Ramos, Luis Fernando - In: Latin American journal of central banking : LAJCB 6 (2025) 1, pp. 1-28

Empirical evidence for advanced economies suggests that following a monetary tightening, commercial and industrial bank loans show a positive "puzzling response". Since there is no wide evidence for the Mexican case, this paper analyzes the response of bank loans at the sectoral level after a...

Persistent link: https://www.econbiz.de/10015358012

Long-lag VARs

De Graeve, Ferre; Westermark, Andreas - 2025

Macroeconomic research often relies on structural vector autoregressions, (S)VARs, to uncover empirical regularities. Critics argue the method goes awry due to lag truncation: short lag-lengths imply a poor approximation to important data-generating processes (e.g. DSGE-models). Empirically,...

Persistent link: https://www.econbiz.de/10015403531