Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 57 for “"Impulse Response Functions"”.
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Understanding sewer infiltration and inflow using impulse response functions derived from physics-based models
… using physics-based models. The typical flow response of each I&I source is calculated and these flow responses, called Impulse Response Functions (IRFs), are evaluated. I&I estimation using the three IRFs, calibrated using a genetic algorithm (GA), was performed on a catchment in the Chicago …
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Identification of the Impulse-Response Functions of a Non-Reflecting Monopolar Neuron and Its Parts
In order to understand mechanistically how neurons process information, it is necessary to know how postsynaptic potentials and currents are propagated and integrated. In the present work the propagation of current was analyzed by introducing a "current" cable equation to standard ("voltage") cable …
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The effects of fiscal and monetary policy on economic growth in Zambia
… from monetary and fiscal instruments using impulse response functions. The SVAR uses a recursive identification strategy and ordered the exogenous copper prices first, followed by GDP, inflation, a monetary policy instrument and a fiscal policy instrument. Consistent with theory, the results …
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Towards realisation of stable oil prices: an empirical analysis of the impact of OPEC's oil price band/stabilisation policies.
… from the literature. Granger causality tests, impulse response functions (IRFs) and forecast error variance decompositions (FEVDs) were obtained from the VAR estimates to enable a critical analysis to be undertaken of the complex dynamics at play between OPEC and other key market players. The …
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Marginal income tax rates and the U.K. economy: three essays
… policy on economic activity by analyzing the response of major macroeconomic variables to innovations to the average marginal income tax rate (AMTR) measures in the U.K. by employing vector autoregressive (VAR) models. We identify these innovations by making certain assumptions about fiscal …
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The impact of stock market performance on economic growth in Malawi
… the variables, while Granger causality tests, impulse response functions and variance decomposition analyses were employed to examine the short- run dynamics. The co-integration tests found no evidence of a long-run relationship between real GDP and all measures of stock market performance. …
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Essays on macroeconomic dynamics and the econometrics of expectiles
… multipliers using a two-regime model and impulse response functions with fully endogenous regimes. While short-run multipliers vary depending on business cycle fluctuations, we find little evidence that medium or long-run multipliers vary between expansions and recessions. The reason for …
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Essays on Bayesian Macroeconometrics
… of Michigan Index of Consumer Sentiments (ICS). Impulse response functions from downturn risk shocks produce the same comovement as those from ICS innovations in a structural vector autoregression. The second chapter, co-authored with Minchul Shin, proposes the multivariate stochastic volatility …
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Empirical essays on inferring information from options and other financial derivatives
… examined using vector autoregressive analysis, impulse response functions and forecast error variance decomposition. Empirical results show that the U.S. is unambiguously the dominant source of uncertainty in the world. Correlation between markets largely depends on geographical proximity. The …
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Three essays in time series analysis
The first essay studies quantile impulse response functions (QIRFs) and their applications in macroeconomics and finance. We build a multi-equation autoregressive conditional quantile model and propose a new construction of the QIRF. We investigate dynamic QIRFs of the US economy in response to …
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The relationship between derivatives, portfolio flows and economic growth: Evidence from South Africa
… in addition to conducting Granger causality, impulse response functions and variance decomposition tests to analyse the relationship between the factors of interest. The efficiency of the model was established using standard diagnostics, which confirmed the overall significance of the model. …
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Essays on macroeconometrics and fiscal policy
… which measures the change in output in response to a $1 increase in government spending. The central question of the literature is then about whether the multiplier exceeds 1. Despite an extensive amount of research, the literature has not come to a satisfying conclusion. This …
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Understanding the price of DDGS
… of causality between the three price series. Impulse response functions are also included in the analysis. The VECM that is fit to the data also demonstrates value as a forecasting tool at up to four time horizons.
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Effects of monetary and macroprudential policies on credit and real economy in lithuania /
… exhibit distinct reactions to policy changes. Impulse response functions indicate that tightening macro-prudential policies reduce total credit, while positive shocks to the monetary policy rate enhance total credit. Forecast error variance decomposition underscores the interdependencies among …
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Do prices drive commercial trader positions in grains and oilseeds markets?
… in grains and oilseeds markets. The results from Impulse Response Functions (IRFs) retrieved from the SVAR confirm the role of futures price changes in driving position changes, shedding new light on whether commercial traders hedge or instead speculate.
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Valstybės taupymo politikos poveikis: Lietuvos atvejis /
… to the concept of unit root tests, VAR, impulse response functions and the VECM. The third part – the research – was mainly conducted of 3 parts. In the first, a SVAR model of Lithuania’s GDP, government expenditures and tax revenues showed that indeed these three variables are strongly …
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Understanding the role of public preferential procurement on the development of black owned construction SMME'S IN South Africa
… among the variables was examined. In the end, Impulse response functions are estimated. The research found both a short term and long-term causality going from FDI inflow to employment. Impulse responses show that both GDP and employment respond positively to an exogenous shock in FDI inflow. …
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Foreign Direct Investment, Economic Growth and Employment creation: A Causality Analysis from Namibia
… among the variables was examined. In the end, Impulse response functions are estimated. The research found both a short term and long-term causality going from FDI inflow to employment. Impulse responses show that both GDP and employment respond positively to an exogenous shock in FDI inflow. …
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Detection power, temporal response, and spatial resolution of IRON fMRI in awake, behaving monkeys at 3 Tesla
… characterize the detection sensitivity, temporal response, and spatial resolution of IRON contrast for fMRI within the awake, behaving monkey. Understanding these issues provides insights into the physiology of the functional response to local changes in brain activity, enables researchers to …
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The effect of trade liberalisation and foreign direct investment in Mexico
… do Granger cause FDI. Variance decomposition and impulse response functions confirmed the relative importance of each variable in the system. 3SLS estimations including instruments of fiscal and monetary policies and inflation, demonstrated that the main determinants of GDP are capital …
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