Asymptotic theory for the estimation of nonlinear vector error correction models that exhibit regime-specific short-run dynamics is developed. In particular, regimes ...
Statistica Sinica, Vol. 26, No. 4, Bayesian Inference, Environment Statistics, Time Series Analysis, and Their Applications (October 2016), pp. 1479-1498 (20 pages) As an extension of linear ...
Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper examines the transmission of changes in the U.S. monetary policy to localcurrency sovereign bond yields of ...
Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation Yemen has had a high and volatile rate of inflation in recent years. This paper studies the underlying determinants of ...
Abstract: The objectives of this research are to study the interrelationship among oil, gold price and stock returns. In this study, data from secondary source is used to examine association amongst ...
ABSTRACT: The objective of this study is to analyze the impact of financial development (variable of interest) on fossil energy demand (dependent variable) in West African Economic and Monetary Union ...
The estimated real neutral rate shows a downward trend following 2008 starting from approximately 4 percent, reaching negative values during the onset of the pandemic in 2020, and since then, steadily ...
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