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 7 of 7 for “"Panel Vector Autoregressive"”.
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The health-economic growth nexus: a lower and middle-income Sub-Saharan economies comparison
… exists for health. The study employed two Panel Vector Autoregressive models (PVAR) to investigate the relationship between health and economic growth. A Panel Vector Autoregressive model is an appropriate model for large panel data sets (Munyengwa, 2012). The results of the study support …
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Green, Clean, and Mean? China’s Foreign Direct Investment in Sub-Saharan Africa Economy
… is an investigative study that utilized the Panel Vector Autoregressive (PVAR) model that examines the impact of China’s Foreign Direct Investment on the environment and economy of Sub-Saharan Africa (SSA). In evaluating this impact, 43 SSA countries were analyzed and subdivided into various …
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Marketing Expenses, Brand Equity, and a Firm's Financial Value
… as well as in the short term. Making use of the panel vector autoregressive model and orthogonalized impulse response analysis, this study provides empirical evidence of a link between strategic investments and brand value generation and finds feedback loops where advertising and research and …
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The Stock Market, the Housing Market and Consumption
… time-series data in an examination of the US and panel data in an examination of OECD countries. It is argued that nonlinear estimation might provide a better explanation of fluctuations in the relationship between consumption and wealth, given the nature of the studied variables and the …
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Three Essays in Economic Inequality
… the associated statistics, I perform a set of panel vector autoregressive models with heterogeneous dynamics using a comprehensive dataset of the United States at the state level. The estimation results highlight that the rapid growth of wealth residual during the last four decades, influenced …
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Exploring the Role of Fiscal Policy and Sovereign Debt Shocks on Economic Growth among Southern African Developing Communities
… growth in the SADC region. In this chapter, a Panel Vector Autoregressive (PVAR) model was estimated using annual data for 13 SADC countries ranging from 2000-2018. The empirical results revealed that government expenditure, employment and public debt has a significant positive influence on …
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Essays on the financial sector and macroeconomic policy
… rate paid by governments on debt using a panel of 14 European countries over several decades. This is done in the context of a panel vector autoregressive (PVAR) model, using sign restrictions via the penalty function method of Mountford and Uhlig (2009) to identify structural …