Sfoglia per Soggetto "vector autoregression"
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The Distorting Effects of Corruption on Financial Stability and Economic Growth: Evidence from Russian Banks Using a PVAR Approach
(2022)In this study, we use a panel vector autoregression approach to investigate how financial stability, measured by nonperforming loans (NPLs), interacts with profitability, leverage, loan growth, and economic growth in an ... -
Regional asymmetries in monetary policy transmission: The case of the Greek regions
(2016)Monetary policy is unlikely to have a uniform impact on the real economic activity across regions with different industrial structures. This study measures the heterogeneous effects of monetary policy on regional and ... -
The Spillover Effect of Euribor on Southeastern European Economies: A Global VAR Approach
(2021)In this paper we employ a Global Vector Autoregressive Model (G-VAR) to examine macroeconomic and international monetary spillovers within the South Eastern European Countries over the period 2002–2016. In particular, we ...