Sfoglia per Soggetto "Vector autoregressions"
Items 1-2 di 2
-
The effects of fiscal policy on CO2 emissions: Evidence from the U.S.A.
(2016)This paper examines the effects of fiscal policy on CO2 emissions using Vector Autoregressions on U.S. quarterly data from 1973 to 2013. In particular, we analyze the short- and mid-term interactions between fiscal policy ... -
The prudential role of Basel III liquidity provisions towards financial stability
(2021)This paper examines the prudential role and the effectiveness of banking regulation in EU. Using a unique sample of banks' balance and off-balance sheet data, we focus on the capital requirements (tier1) and the liquidity ...