S vector autoregressions have become one of the major ways of extracting information about the macro economy. One might cite three major uses of them in macroeconometric research: for quantifying impulse responses to macroeconomic shocks; for measuring the degree of uncertainty about the impulse responses or other quantities formed from them; and for deciding on the contribution of different sh...

Poverty has always a concern of policy makers around the world, because it hinders sustainable economic development. alleviation is one development goals that will be achieved, including in Southeast Asia. This study aims to analyze determinants poverty ASEAN countries using Vector Autoregression Model analysis, with an analysis period 2017-2021. The results showed financial sector and macroeco...

The current study investigates the impact of real oil price shocks on Eurozone banking sector from February 2009 to 2022, using Structural Vector Autoregressive method distinguish reaction between bank indices and three structural indicators in market shocks. include global demand, supply shock, specific Our findings show that responds positively toward an oil-specific demand shock (oil price) ...

This paper performs an empirical investigation into the relationship between oil price and stock markets returns for seven countries (Kuwait, Oman, UAE, Bahrain, Qatar, UK and USA) by applying the Vector Auto Regression (VAR) analysis. During this period oil prices have tripled creating a substantial cash surplus for the Gulf Cooperation Council (GCC) Countries while simultaneously creating inc...

Temperature is important for mosquito development and physiological response. Several genes of heat shock protein (HSP) families are known to be expressed in mosquitoes and may be crucial in responding to stress induced by elevated temperature. Suppression subtractive hybridization (SSH) was used to identify target transcripts to heat shock treatment in female Aedes aegypti. Subtraction was per...

Temperature is important for mosquito development and physiological response. Several genes of heat shock protein (HSP) families are known to be expressed in mosquitoes and may be crucial in responding to stress induced by elevated temperature. Suppression subtractive hybridization (SSH) was used to identify target transcripts to heat shock treatment in female Aedes aegypti. Subtraction was per...

Using time-series data for 19 countries, we examine whether market connectedness (measured by returns and volatility) increased over time because of the global financial crisis COVID-19 pandemic. a vector autoregression–based spillover index, show that shock varies increases crises. <br>

Assumption of exchange rate overshooting has significant position in international macroeconomic discussion. This phenomenon is one of the abnormal behaviors of exchange rate that happen in short run. Dornbusch (1976) shows that because speed of equilibrium prices is slow relative to asset markets and commodity prices are sticky in the short run, However, over time, commodity prices will rise a...

Nowadays one of the most important issues in our economy, both from economic and political view is the link between monetary policy and business cycle fluctuations. Amongst the shocks related to the supply side, the shock of oil price is the important factor that has affected the world economy since the 1970s. This paper examines the effects of monetary policy and oil price shocks on the busine...

T his paper investigates the existence of possible spillover effects among four main asset markets namely foreign exchange, stock, gold, and housing markets in Iran from 2002:03 to 2015:06. For this purpose, we have exploited Sigma-Point Kalman Filter (SPKF) to extract the bubble component of assets prices in the aforementioned Markets. Then, in order to analyze the price bubbles spi...