subject:(Impulse)

NSYSU

1. Chen, Sheng-wen. Reexamination of the relationship between Real Exchange Rates and Real Interest Differentialsï¼The Evidence from G7 countries.

Degree: Master, Economics, 2014, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0517114-084240

► This paper applies a vector autoregressive model of real exchange rate changes and real interest rate differentials to estimate expected real exchange rate changes. The… (more)

Subjects/Keywords: Impulse Response; Vector Autoregression; Uncovered Interest Parity

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APA (6^th Edition):

Chen, S. (2014). Reexamination of the relationship between Real Exchange Rates and Real Interest Differentialsï¼The Evidence from G7 countries. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0517114-084240

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Chen, Sheng-wen. “Reexamination of the relationship between Real Exchange Rates and Real Interest Differentialsï¼The Evidence from G7 countries.” 2014. Thesis, NSYSU. Accessed December 10, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0517114-084240.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Chen, Sheng-wen. “Reexamination of the relationship between Real Exchange Rates and Real Interest Differentialsï¼The Evidence from G7 countries.” 2014. Web. 10 Dec 2019.

Vancouver:

Chen S. Reexamination of the relationship between Real Exchange Rates and Real Interest Differentialsï¼The Evidence from G7 countries. [Internet] [Thesis]. NSYSU; 2014. [cited 2019 Dec 10]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0517114-084240.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chen S. Reexamination of the relationship between Real Exchange Rates and Real Interest Differentialsï¼The Evidence from G7 countries. [Thesis]. NSYSU; 2014. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0517114-084240

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

2. Chang, Shien-Lin. The Dynamic Analysis of Taiwan Money Demand Function-Impulse Response Analysis in Infinite Order Cointegrated Vector Autoregressive Processes.

Degree: Master, Economics, 2000, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0719100-181157

none Advisors/Committee Members: (chair), (chair), Wuu-Lonng Lin (committee member).

Subjects/Keywords: Persistence Profile; Cointegration; Impulse Response

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Chang, S. (2000). The Dynamic Analysis of Taiwan Money Demand Function-Impulse Response Analysis in Infinite Order Cointegrated Vector Autoregressive Processes. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0719100-181157

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Chang, Shien-Lin. “The Dynamic Analysis of Taiwan Money Demand Function-Impulse Response Analysis in Infinite Order Cointegrated Vector Autoregressive Processes.” 2000. Thesis, NSYSU. Accessed December 10, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0719100-181157.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Chang, Shien-Lin. “The Dynamic Analysis of Taiwan Money Demand Function-Impulse Response Analysis in Infinite Order Cointegrated Vector Autoregressive Processes.” 2000. Web. 10 Dec 2019.

Vancouver:

Chang S. The Dynamic Analysis of Taiwan Money Demand Function-Impulse Response Analysis in Infinite Order Cointegrated Vector Autoregressive Processes. [Internet] [Thesis]. NSYSU; 2000. [cited 2019 Dec 10]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0719100-181157.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chang S. The Dynamic Analysis of Taiwan Money Demand Function-Impulse Response Analysis in Infinite Order Cointegrated Vector Autoregressive Processes. [Thesis]. NSYSU; 2000. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0719100-181157

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

3. Lin, Meng-wei. The Impulse Response Analysis of General Inference on Cointegration Vector for Non-Stationary Process by Local Projection.

Degree: Master, Economics, 2010, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0726110-153330

► Jorda (2005) proposed the new method to estimate impulse response functions by local projection. The new method, local projection, can avoid the misspecification problem. That… (more)

Subjects/Keywords: Johansen MLE; Local Projection; Impulse Response Function; Cointegration; Non-Stationary

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APA (6^th Edition):

Lin, M. (2010). The Impulse Response Analysis of General Inference on Cointegration Vector for Non-Stationary Process by Local Projection. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0726110-153330

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Lin, Meng-wei. “The Impulse Response Analysis of General Inference on Cointegration Vector for Non-Stationary Process by Local Projection.” 2010. Thesis, NSYSU. Accessed December 10, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0726110-153330.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Lin, Meng-wei. “The Impulse Response Analysis of General Inference on Cointegration Vector for Non-Stationary Process by Local Projection.” 2010. Web. 10 Dec 2019.

Vancouver:

Lin M. The Impulse Response Analysis of General Inference on Cointegration Vector for Non-Stationary Process by Local Projection. [Internet] [Thesis]. NSYSU; 2010. [cited 2019 Dec 10]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0726110-153330.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lin M. The Impulse Response Analysis of General Inference on Cointegration Vector for Non-Stationary Process by Local Projection. [Thesis]. NSYSU; 2010. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0726110-153330

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

4. Hsu, Hua-wen. The Relationship between Price Indices and the Prices of Property Stocks.

Degree: Master, Economics, 2012, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0814112-043159

► As the price level soars up, it become more important to study the dynamic relation between stock prices, price indices. In this paper we suspect… (more)

Subjects/Keywords: property stock; inflation; RENT; CPI; WPI; VAR; Impulse Response; Correction test

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APA (6^th Edition):

Hsu, H. (2012). The Relationship between Price Indices and the Prices of Property Stocks. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0814112-043159

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Hsu, Hua-wen. “The Relationship between Price Indices and the Prices of Property Stocks.” 2012. Thesis, NSYSU. Accessed December 10, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0814112-043159.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Hsu, Hua-wen. “The Relationship between Price Indices and the Prices of Property Stocks.” 2012. Web. 10 Dec 2019.

Vancouver:

Hsu H. The Relationship between Price Indices and the Prices of Property Stocks. [Internet] [Thesis]. NSYSU; 2012. [cited 2019 Dec 10]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0814112-043159.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hsu H. The Relationship between Price Indices and the Prices of Property Stocks. [Thesis]. NSYSU; 2012. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0814112-043159

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Georgia State University

5. Vasquez-Ruiz, Harold A. A New Approach to Estimate the Incidence of the Corporate Income Tax.

Degree: PhD, Economics, 2012, Georgia State University

URL: https://scholarworks.gsu.edu/econ_diss/82

► After Harberger published his influential paper in 1962, many authors have assessed empirically whether the incidence of the corporate income tax (CIT) falls on… (more)

Subjects/Keywords: Corporate Income Tax; Incidence; Romer and Romer; Impulse Response Function

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APA (6^th Edition):

Vasquez-Ruiz, H. A. (2012). A New Approach to Estimate the Incidence of the Corporate Income Tax. (Doctoral Dissertation). Georgia State University. Retrieved from https://scholarworks.gsu.edu/econ_diss/82

Chicago Manual of Style (16^th Edition):

Vasquez-Ruiz, Harold A. “A New Approach to Estimate the Incidence of the Corporate Income Tax.” 2012. Doctoral Dissertation, Georgia State University. Accessed December 10, 2019. https://scholarworks.gsu.edu/econ_diss/82.

MLA Handbook (7^th Edition):

Vasquez-Ruiz, Harold A. “A New Approach to Estimate the Incidence of the Corporate Income Tax.” 2012. Web. 10 Dec 2019.

Vancouver:

Vasquez-Ruiz HA. A New Approach to Estimate the Incidence of the Corporate Income Tax. [Internet] [Doctoral dissertation]. Georgia State University; 2012. [cited 2019 Dec 10]. Available from: https://scholarworks.gsu.edu/econ_diss/82.

Council of Science Editors:

Vasquez-Ruiz HA. A New Approach to Estimate the Incidence of the Corporate Income Tax. [Doctoral Dissertation]. Georgia State University; 2012. Available from: https://scholarworks.gsu.edu/econ_diss/82

NSYSU

6. Chen, Wen-ren. Empirical analysis of interest rate channel between Taiwan and U.S.

Degree: Master, Economics, 2012, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0618112-211206

► This paper applies a Factor-augmented error correction model proposed by Banerjee. A, Marcellino. Mï¼2009ï¼to measure the impact of the United Statesâ monetary policy on Taiwan.… (more)

Subjects/Keywords: Cointegration; Monetary transmission mechanism; Generalized impulse respone; Interest rate channel; Factor-augmented error correction model

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Chen, W. (2012). Empirical analysis of interest rate channel between Taiwan and U.S. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0618112-211206

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Chen, Wen-ren. “Empirical analysis of interest rate channel between Taiwan and U.S.” 2012. Thesis, NSYSU. Accessed December 10, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0618112-211206.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Chen, Wen-ren. “Empirical analysis of interest rate channel between Taiwan and U.S.” 2012. Web. 10 Dec 2019.

Vancouver:

Chen W. Empirical analysis of interest rate channel between Taiwan and U.S. [Internet] [Thesis]. NSYSU; 2012. [cited 2019 Dec 10]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0618112-211206.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chen W. Empirical analysis of interest rate channel between Taiwan and U.S. [Thesis]. NSYSU; 2012. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0618112-211206

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

7. Deng, Yu-chi. Factors that affect the share price index of Taiwan's solar energy industryï¼the crude oil prices and industry scale.

Degree: Master, Economics, 2012, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0619112-171100

► This paper discusses the factors that affect the share price index of Taiwan solar power industry, crude oil prices and the size of the solar… (more)

Subjects/Keywords: Chow test; Integration test; Error correction model; Impulse response; Forecast error variance decomposition

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Deng, Y. (2012). Factors that affect the share price index of Taiwan's solar energy industryï¼the crude oil prices and industry scale. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0619112-171100

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Deng, Yu-chi. “Factors that affect the share price index of Taiwan's solar energy industryï¼the crude oil prices and industry scale.” 2012. Thesis, NSYSU. Accessed December 10, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0619112-171100.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Deng, Yu-chi. “Factors that affect the share price index of Taiwan's solar energy industryï¼the crude oil prices and industry scale.” 2012. Web. 10 Dec 2019.

Vancouver:

Deng Y. Factors that affect the share price index of Taiwan's solar energy industryï¼the crude oil prices and industry scale. [Internet] [Thesis]. NSYSU; 2012. [cited 2019 Dec 10]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0619112-171100.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Deng Y. Factors that affect the share price index of Taiwan's solar energy industryï¼the crude oil prices and industry scale. [Thesis]. NSYSU; 2012. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0619112-171100

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

8. Lin, Tzu-Yin. The Study on Relationships of Business Leading Indicators and the Real Estate Price in Taiwan.

Degree: Master, Economics, 2017, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0526117-091329

► Over the past decade, housing prices have been soared. From the past literature, we can find that the correlation between the business cycle and prices… (more)

Subjects/Keywords: Impulse response; Granger; VECM; Co-integration Test; Unit root test; Housing price index

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APA (6^th Edition):

Lin, T. (2017). The Study on Relationships of Business Leading Indicators and the Real Estate Price in Taiwan. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0526117-091329

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Lin, Tzu-Yin. “The Study on Relationships of Business Leading Indicators and the Real Estate Price in Taiwan.” 2017. Thesis, NSYSU. Accessed December 10, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0526117-091329.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Lin, Tzu-Yin. “The Study on Relationships of Business Leading Indicators and the Real Estate Price in Taiwan.” 2017. Web. 10 Dec 2019.

Vancouver:

Lin T. The Study on Relationships of Business Leading Indicators and the Real Estate Price in Taiwan. [Internet] [Thesis]. NSYSU; 2017. [cited 2019 Dec 10]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0526117-091329.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lin T. The Study on Relationships of Business Leading Indicators and the Real Estate Price in Taiwan. [Thesis]. NSYSU; 2017. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0526117-091329

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Uppsala University

9. Gajic, Ruzica. Macroeconomic Shocks and Monetary Policy : Analysis of Sweden and the United Kingdom.

Degree: Economics, 2012, Uppsala University

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-184682

► External economic shocks cause domestic macroeconomic aggregates to fluctuate. This may call for a macroeconomic policy intervention. Since the early 1990s an increasing number… (more)

Subjects/Keywords: Cost-push; demand-pull; impulse-response; monetary policy; New Keynesian theory; shocks; structural VAR

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APA (6^th Edition):

Gajic, R. (2012). Macroeconomic Shocks and Monetary Policy : Analysis of Sweden and the United Kingdom. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-184682

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Gajic, Ruzica. “Macroeconomic Shocks and Monetary Policy : Analysis of Sweden and the United Kingdom.” 2012. Thesis, Uppsala University. Accessed December 10, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-184682.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Gajic, Ruzica. “Macroeconomic Shocks and Monetary Policy : Analysis of Sweden and the United Kingdom.” 2012. Web. 10 Dec 2019.

Vancouver:

Gajic R. Macroeconomic Shocks and Monetary Policy : Analysis of Sweden and the United Kingdom. [Internet] [Thesis]. Uppsala University; 2012. [cited 2019 Dec 10]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-184682.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Gajic R. Macroeconomic Shocks and Monetary Policy : Analysis of Sweden and the United Kingdom. [Thesis]. Uppsala University; 2012. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-184682

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

10. Takumah, Wisdom. Implications of Macroeconomic Controls in Ghana.

Degree: MS, Economics, 2018, South Dakota State University

URL: https://openprairie.sdstate.edu/etd/2630

► Ghana’s desire to achieve sustainable economic growth with relatively stable price level pursue both monetary and fiscal policies that could lead to macroeconomic. This… (more)

Subjects/Keywords: causality; cointegration; economic growth; fiscal policy; impulse response; monetary policy; Economics; Macroeconomics; Regional Economics

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APA (6^th Edition):

Takumah, W. (2018). Implications of Macroeconomic Controls in Ghana. (Masters Thesis). South Dakota State University. Retrieved from https://openprairie.sdstate.edu/etd/2630

Chicago Manual of Style (16^th Edition):

Takumah, Wisdom. “Implications of Macroeconomic Controls in Ghana.” 2018. Masters Thesis, South Dakota State University. Accessed December 10, 2019. https://openprairie.sdstate.edu/etd/2630.

MLA Handbook (7^th Edition):

Takumah, Wisdom. “Implications of Macroeconomic Controls in Ghana.” 2018. Web. 10 Dec 2019.

Vancouver:

Takumah W. Implications of Macroeconomic Controls in Ghana. [Internet] [Masters thesis]. South Dakota State University; 2018. [cited 2019 Dec 10]. Available from: https://openprairie.sdstate.edu/etd/2630.

Council of Science Editors:

Takumah W. Implications of Macroeconomic Controls in Ghana. [Masters Thesis]. South Dakota State University; 2018. Available from: https://openprairie.sdstate.edu/etd/2630

NSYSU

11. Hsueh, Lung-chin. The Interrelationships among Stock Returns and Institutional Investors' Buy-sell Difference in Taiwan's Stock Market: An Empirical Analysis.

Degree: Master, Economics, 2009, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0828109-084937

► This study investigates the long-term and short-term dynamic relationships among the variables of stock returns and institutional investors' buy-sell difference in Taiwan's stock market for… (more)

▼ This study investigates the long-term and short-term dynamic relationships among the variables of stock returns and institutional investors' buy-sell difference in Taiwan's stock market for the sample periods from Jan., 2000 through May, 2009. Some econometrical methodologies are used in this study, such as unit test, vector autoregressive model, cointegration test, vector error correction model, impulse response function. The major empirical results are shown as follows: 1. Cointegration test For the sample periods, one long-term equilibrium relationship is found from the Johansen's cointegration test, significantly with 5% confidence level between stock year returns and the buy-sell difference for the foreign investment institutions, the domestic investment institutions, and the dealers. The long-term equilibrium relationship is Ry=1.65*QFII+4.28*FUND+35.22*DLR-1142.6. 2. VECM estimation (1)With the vector error correction model (VECM) being applied to the sample periods, the findings indicate that the changes of stock returns are not influenced among the short-term dynamic relationships by the changes of institutional investors' buy-sell difference, but only affected by one-period-lag of itself. (2) Among the short-term dynamic relationships, the changes of foreign investment institutions' buy-sell difference are affected by one-period-lag of institutional investors that positively affected by one-period-lag of the dealers, and inversely affected by one-period-lag of itself and one-period-lag of the domestic investment institutions. However, it is positively affected by one-period-lag of long-term equilibrium, which indicates foreign investment institutions follow positive feedback trading strategies. (3)The changes of the domestic investment institutions' buy-sell difference are only affected by one-period-lag of itself among the short-term dynamic relationships. (4)The changes of the dealers' buy-sell difference are positively affected among the short-term dynamic relationships by one-period-lag of the foreign investment institutions. As for the long-term relationships, it is affected by one-period-lag of long-term equilibrium, which also indicates the dealers follow positive feedback trading strategies. (5)The foreign investment institutions and the dealers have the mutual feedback relationship. Advisors/Committee Members: Tzu-wei Wang (chair), Ming-Jang Weng (chair), Chingnun Lee (committee member).

Subjects/Keywords: Impulse Response Function; Vector Autoregressive Model; Stock Returns; Institutional Investors; Unit Test; Cointegration Test; Vector Error Correction Model

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APA (6^th Edition):

Hsueh, L. (2009). The Interrelationships among Stock Returns and Institutional Investors' Buy-sell Difference in Taiwan's Stock Market: An Empirical Analysis. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0828109-084937

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Hsueh, Lung-chin. “The Interrelationships among Stock Returns and Institutional Investors' Buy-sell Difference in Taiwan's Stock Market: An Empirical Analysis.” 2009. Thesis, NSYSU. Accessed December 10, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0828109-084937.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Hsueh, Lung-chin. “The Interrelationships among Stock Returns and Institutional Investors' Buy-sell Difference in Taiwan's Stock Market: An Empirical Analysis.” 2009. Web. 10 Dec 2019.

Vancouver:

Hsueh L. The Interrelationships among Stock Returns and Institutional Investors' Buy-sell Difference in Taiwan's Stock Market: An Empirical Analysis. [Internet] [Thesis]. NSYSU; 2009. [cited 2019 Dec 10]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0828109-084937.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hsueh L. The Interrelationships among Stock Returns and Institutional Investors' Buy-sell Difference in Taiwan's Stock Market: An Empirical Analysis. [Thesis]. NSYSU; 2009. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0828109-084937

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

12. Lin, An-ni. Monetary transmission mechanism in Taiwan- Application of FAVECM model.

Degree: Master, Economics, 2010, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0706110-104547

► This study discusses the monetary policy transmission mechanism in the different channels. The analysis is conducted using generalized impulse response functions derived from a factor-augmented… (more)

Subjects/Keywords: Generalized Impulse Response Function; monetary transmission mechanism; Factor Model; Factor-Augmented Vector Error Correction Model (FAVECM)

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Lin, A. (2010). Monetary transmission mechanism in Taiwan- Application of FAVECM model. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0706110-104547

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Lin, An-ni. “Monetary transmission mechanism in Taiwan- Application of FAVECM model.” 2010. Thesis, NSYSU. Accessed December 10, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0706110-104547.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Lin, An-ni. “Monetary transmission mechanism in Taiwan- Application of FAVECM model.” 2010. Web. 10 Dec 2019.

Vancouver:

Lin A. Monetary transmission mechanism in Taiwan- Application of FAVECM model. [Internet] [Thesis]. NSYSU; 2010. [cited 2019 Dec 10]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0706110-104547.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lin A. Monetary transmission mechanism in Taiwan- Application of FAVECM model. [Thesis]. NSYSU; 2010. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0706110-104547

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

13. Lai, Siou-Huei. The Effects of Financial Variables on Economic Activitiesï¼The Case of G7 Countries.

Degree: Master, Economics, 2013, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0518113-131934

► The occurrence of financial crisis will inevitably lead to serious economic recession. Thus, it is imperative to study the relationship between financial variables and real… (more)

Subjects/Keywords: Stock Market Volatility; Financial Variables; Stock Market Index; The Yield Curve; Impulse Response Function; Forecast Error Variance Decomposition; Real Economic Activities

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Lai, S. (2013). The Effects of Financial Variables on Economic Activitiesï¼The Case of G7 Countries. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0518113-131934

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Lai, Siou-Huei. “The Effects of Financial Variables on Economic Activitiesï¼The Case of G7 Countries.” 2013. Thesis, NSYSU. Accessed December 10, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0518113-131934.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Lai, Siou-Huei. “The Effects of Financial Variables on Economic Activitiesï¼The Case of G7 Countries.” 2013. Web. 10 Dec 2019.

Vancouver:

Lai S. The Effects of Financial Variables on Economic Activitiesï¼The Case of G7 Countries. [Internet] [Thesis]. NSYSU; 2013. [cited 2019 Dec 10]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0518113-131934.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lai S. The Effects of Financial Variables on Economic Activitiesï¼The Case of G7 Countries. [Thesis]. NSYSU; 2013. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0518113-131934

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

14. Cheng, Hsiang-Yan. The Study on Relationships of Housing Prices in Taipei City and Macroeconomic Indices.

Degree: Master, Economics, 2016, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0409116-144506

► The housing price in Taipei city is so high that it is difficult for young people to buy a new apartment. Therefore, the government should… (more)

Subjects/Keywords: Impulse Response Analysis; Granger Causality Test; Vector Error Correction Model; Co-integration Test; Unit Root Test; Housing Price

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APA (6^th Edition):

Cheng, H. (2016). The Study on Relationships of Housing Prices in Taipei City and Macroeconomic Indices. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0409116-144506

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Cheng, Hsiang-Yan. “The Study on Relationships of Housing Prices in Taipei City and Macroeconomic Indices.” 2016. Thesis, NSYSU. Accessed December 10, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0409116-144506.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Cheng, Hsiang-Yan. “The Study on Relationships of Housing Prices in Taipei City and Macroeconomic Indices.” 2016. Web. 10 Dec 2019.

Vancouver:

Cheng H. The Study on Relationships of Housing Prices in Taipei City and Macroeconomic Indices. [Internet] [Thesis]. NSYSU; 2016. [cited 2019 Dec 10]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0409116-144506.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Cheng H. The Study on Relationships of Housing Prices in Taipei City and Macroeconomic Indices. [Thesis]. NSYSU; 2016. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0409116-144506

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

15. Pai, Kay-Yuan. The Connection of Crude Oil Prices, Currency Market and Stock Market Index: Impact on Before and After 2008 Financial Crisis.

Degree: Master, Economics, 2017, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0528117-094221

► The stock market is the national economical display window. In 2008, financial crisis broke out and gave rise to oil prices increased, stock market crashing… (more)

Subjects/Keywords: stock return rate; oil surge; impulse- response function; variance decomposition; Granger causality test; Financial crisis; vector autoregression model

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APA (6^th Edition):

Pai, K. (2017). The Connection of Crude Oil Prices, Currency Market and Stock Market Index: Impact on Before and After 2008 Financial Crisis. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0528117-094221

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Pai, Kay-Yuan. “The Connection of Crude Oil Prices, Currency Market and Stock Market Index: Impact on Before and After 2008 Financial Crisis.” 2017. Thesis, NSYSU. Accessed December 10, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0528117-094221.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Pai, Kay-Yuan. “The Connection of Crude Oil Prices, Currency Market and Stock Market Index: Impact on Before and After 2008 Financial Crisis.” 2017. Web. 10 Dec 2019.

Vancouver:

Pai K. The Connection of Crude Oil Prices, Currency Market and Stock Market Index: Impact on Before and After 2008 Financial Crisis. [Internet] [Thesis]. NSYSU; 2017. [cited 2019 Dec 10]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0528117-094221.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Pai K. The Connection of Crude Oil Prices, Currency Market and Stock Market Index: Impact on Before and After 2008 Financial Crisis. [Thesis]. NSYSU; 2017. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0528117-094221

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

The Ohio State University

16. Song, In Ho. Essays on House Prices and Consumption.

Degree: PhD, Economics, 2011, The Ohio State University

URL: http://rave.ohiolink.edu/etdc/view?acc_num=osu1306848116

► Micro data suggests that housing and consumption tend to move together and are classified as complements. However, most macroeconomic models rule out the possibility… (more)

▼ Micro data suggests that housing and consumption tend to move together and are classified as complements. However, most macroeconomic models rule out the possibility of complementarity between housing and consumption by adopting separable preferences, usually based on a log utility function. Along with complementarity, housing transaction costs are also crucial to the analysis of housing and consumption. Recognizing the importance of both complementarity and transaction costs, I develop a dynamic stochastic general equilibrium (DSGE) model that allows for realtor fees and nonseparable preferences over housing and consumption. The assumption of complementarity is supported by an estimate of the elasticity of intratemporal substitution (EIS) using the National Income and Product Accounts (NIPA) data over the period 1970 Q1 to 2009 Q1. I estimate the EIS at 0.68; thus, housing and non-housing consumption are complements. This result is strong evidence against models that impose preferences characterized by additive separability. Using my DSGE model, I investigate the consumption responses of heterogeneous households following changes in both house prices and interest rates. The model predicts that credit constrained households will be substantially more responsive to changes in both house prices and interest rates than unconstrained households. I confirm these predictions of my model using household data from the Consumer Expenditure Surveys. I also investigate whether monetary policy responding to house prices improves the stability of inflation and output. Efficient frontier lines show that responding to house prices lowers the volatility of both inflation and output when the central bank values output stability. This result is consistent with a vector autoregression (VAR) analysis examining the interaction of the federal funds rate, house prices, inflation and output. Furthermore, using an extension of the Rudebusch and Svensson model, I find that there exists a house price effect in monetary policy. These results indicate that, to the extent that house prices affected output, monetary policy responded during the 1970 through 2007 period. Advisors/Committee Members: Khan, Aubhik (Advisor).

Subjects/Keywords: Economics; dynamic stochastic general equilibrium model; the elasticity of intra-temporal substitution; complementarity; non-separability; impulse response function; co-integrating method; DOLS; efficient frontier lines

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APA (6^th Edition):

Song, I. H. (2011). Essays on House Prices and Consumption. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1306848116

Chicago Manual of Style (16^th Edition):

Song, In Ho. “Essays on House Prices and Consumption.” 2011. Doctoral Dissertation, The Ohio State University. Accessed December 10, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=osu1306848116.

MLA Handbook (7^th Edition):

Song, In Ho. “Essays on House Prices and Consumption.” 2011. Web. 10 Dec 2019.

Vancouver:

Song IH. Essays on House Prices and Consumption. [Internet] [Doctoral dissertation]. The Ohio State University; 2011. [cited 2019 Dec 10]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1306848116.

Council of Science Editors:

Song IH. Essays on House Prices and Consumption. [Doctoral Dissertation]. The Ohio State University; 2011. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1306848116

North Carolina State University

17. Gogenakan Onder, Nushet Anil. A Var Analysis of the Current Account.

Degree: MA, Economics, 2006, North Carolina State University

URL: http://www.lib.ncsu.edu/resolver/1840.16/1646

► The objective of this paper is to characterize the interaction of the current account with its determinants using quarterly time series data for Japan, the… (more)

Subjects/Keywords: vector autoregressive analysis; forecast error variance decomposition; impulse response analysis; current account balance

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APA (6^th Edition):

Gogenakan Onder, N. A. (2006). A Var Analysis of the Current Account. (Thesis). North Carolina State University. Retrieved from http://www.lib.ncsu.edu/resolver/1840.16/1646

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Gogenakan Onder, Nushet Anil. “A Var Analysis of the Current Account.” 2006. Thesis, North Carolina State University. Accessed December 10, 2019. http://www.lib.ncsu.edu/resolver/1840.16/1646.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Gogenakan Onder, Nushet Anil. “A Var Analysis of the Current Account.” 2006. Web. 10 Dec 2019.

Vancouver:

Gogenakan Onder NA. A Var Analysis of the Current Account. [Internet] [Thesis]. North Carolina State University; 2006. [cited 2019 Dec 10]. Available from: http://www.lib.ncsu.edu/resolver/1840.16/1646.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Gogenakan Onder NA. A Var Analysis of the Current Account. [Thesis]. North Carolina State University; 2006. Available from: http://www.lib.ncsu.edu/resolver/1840.16/1646

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

North Carolina State University

18. Balikcioglu, Metin. Essays on Environmental and Computational Economics.

Degree: PhD, Economics, 2008, North Carolina State University

URL: http://www.lib.ncsu.edu/resolver/1840.16/3285

► The study consists of three separate essays. The first essay reassesses and extends the papers by Pindyck (2000, 2002) which analyze the effects of uncertainty… (more)

Subjects/Keywords: irreversibility; climate change; uncertainty; impulse control; singular control; pollution control; real options

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APA (6^th Edition):

Balikcioglu, M. (2008). Essays on Environmental and Computational Economics. (Doctoral Dissertation). North Carolina State University. Retrieved from http://www.lib.ncsu.edu/resolver/1840.16/3285

Chicago Manual of Style (16^th Edition):

Balikcioglu, Metin. “Essays on Environmental and Computational Economics.” 2008. Doctoral Dissertation, North Carolina State University. Accessed December 10, 2019. http://www.lib.ncsu.edu/resolver/1840.16/3285.

MLA Handbook (7^th Edition):

Balikcioglu, Metin. “Essays on Environmental and Computational Economics.” 2008. Web. 10 Dec 2019.

Vancouver:

Balikcioglu M. Essays on Environmental and Computational Economics. [Internet] [Doctoral dissertation]. North Carolina State University; 2008. [cited 2019 Dec 10]. Available from: http://www.lib.ncsu.edu/resolver/1840.16/3285.

Council of Science Editors:

Balikcioglu M. Essays on Environmental and Computational Economics. [Doctoral Dissertation]. North Carolina State University; 2008. Available from: http://www.lib.ncsu.edu/resolver/1840.16/3285

NSYSU

19. Chen, Sheng-Tung. The Contractionary Devaluation Effect of Developing Countries – A Case Study of Taiwan and Korea.

Degree: Master, Economics, 2001, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0628101-143353

none Advisors/Committee Members: Chingnun Lee (committee member), David Shyu (chair), Yung-Hsiang Ying (committee member).

Subjects/Keywords: forecast error impulse response function; forecast error variance decomposition; real exchange rate; contractionary devaluation; Vector Autoregression

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APA (6^th Edition):

Chen, S. (2001). The Contractionary Devaluation Effect of Developing Countries – A Case Study of Taiwan and Korea. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0628101-143353

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Chen, Sheng-Tung. “The Contractionary Devaluation Effect of Developing Countries – A Case Study of Taiwan and Korea.” 2001. Thesis, NSYSU. Accessed December 10, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0628101-143353.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Chen, Sheng-Tung. “The Contractionary Devaluation Effect of Developing Countries – A Case Study of Taiwan and Korea.” 2001. Web. 10 Dec 2019.

Vancouver:

Chen S. The Contractionary Devaluation Effect of Developing Countries – A Case Study of Taiwan and Korea. [Internet] [Thesis]. NSYSU; 2001. [cited 2019 Dec 10]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0628101-143353.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chen S. The Contractionary Devaluation Effect of Developing Countries – A Case Study of Taiwan and Korea. [Thesis]. NSYSU; 2001. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0628101-143353

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

20. Akram, Muhammad. Do crude oil price changes affect economic growth of India, Pakistan and Bangladesh? : A multivariate time series analysis.

Degree: Economics, 2012, Dalarna University

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:du-10723

► This paper analyzes empirically the effect of crude oil price change on the economic growth of Indian-Subcontinent (India, Pakistan and Bangladesh). We use a… (more)

Subjects/Keywords: Oil price shocks; Economic growth; Vector Autoregressive; Impulse response function; Wald Granger causality test

…testing Granger causality and impulse response analysis. An important implication of VAR is… …estimation is Impulse Response Function (IRF) values. These values help to estimate how a… …unit shock in impulse variable is 10 responded by response variable keeping others constant… …We analyze the impulse and response from crude oil price to GDP per capita. 4.2.1 Unit… …are then used for Wald granger causality test and impulse response function. Wald granger…

10 more images…

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APA (6^th Edition):

Akram, M. (2012). Do crude oil price changes affect economic growth of India, Pakistan and Bangladesh? : A multivariate time series analysis. (Thesis). Dalarna University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:du-10723

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Akram, Muhammad. “Do crude oil price changes affect economic growth of India, Pakistan and Bangladesh? : A multivariate time series analysis.” 2012. Thesis, Dalarna University. Accessed December 10, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:du-10723.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Akram, Muhammad. “Do crude oil price changes affect economic growth of India, Pakistan and Bangladesh? : A multivariate time series analysis.” 2012. Web. 10 Dec 2019.

Vancouver:

Akram M. Do crude oil price changes affect economic growth of India, Pakistan and Bangladesh? : A multivariate time series analysis. [Internet] [Thesis]. Dalarna University; 2012. [cited 2019 Dec 10]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:du-10723.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Akram M. Do crude oil price changes affect economic growth of India, Pakistan and Bangladesh? : A multivariate time series analysis. [Thesis]. Dalarna University; 2012. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:du-10723

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

21. Ebadi, Esmaeil. Relative Responsiveness of Trade Flows to a Change in Prices and Exchange Rate.

Degree: PhD, Economics, 2015, University of Wisconsin – Milwaukee

URL: https://dc.uwm.edu/etd/1047

► This dissertation includes two essays in international trade. In my first essay I consider Orcutt’s (1950) hypothesis in which trade flows respond to changes… (more)

Subjects/Keywords: Ardl Approach; Cointegration; Impulse Response; International Trade; Orcutt's Hypothesis; Trade Flows; Economics

…to derive the generalized impulse response function (GIRF). Using this approach… …x28;Bahmani-Oskooee and Kara, 2003). 15 To derive generalized impulse response… …Normal) distribution. Impulse Response Functions When dealing with trade flows, it is of… …exchange rate. Nowadays impulse response analysis has become a common tool. Impulse response… …1  i (Coefficient matrices of MA) contains the impulse responses of the system…

1 more image…

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Ebadi, E. (2015). Relative Responsiveness of Trade Flows to a Change in Prices and Exchange Rate. (Doctoral Dissertation). University of Wisconsin – Milwaukee. Retrieved from https://dc.uwm.edu/etd/1047

Chicago Manual of Style (16^th Edition):

Ebadi, Esmaeil. “Relative Responsiveness of Trade Flows to a Change in Prices and Exchange Rate.” 2015. Doctoral Dissertation, University of Wisconsin – Milwaukee. Accessed December 10, 2019. https://dc.uwm.edu/etd/1047.

MLA Handbook (7^th Edition):

Ebadi, Esmaeil. “Relative Responsiveness of Trade Flows to a Change in Prices and Exchange Rate.” 2015. Web. 10 Dec 2019.

Vancouver:

Ebadi E. Relative Responsiveness of Trade Flows to a Change in Prices and Exchange Rate. [Internet] [Doctoral dissertation]. University of Wisconsin – Milwaukee; 2015. [cited 2019 Dec 10]. Available from: https://dc.uwm.edu/etd/1047.

Council of Science Editors:

Ebadi E. Relative Responsiveness of Trade Flows to a Change in Prices and Exchange Rate. [Doctoral Dissertation]. University of Wisconsin – Milwaukee; 2015. Available from: https://dc.uwm.edu/etd/1047

22. Ovbiosa-Akinbosoye, Osayi Ethel. Essays on the Effects of Trade Liberalization and Oil Price Volatility in Open Economies.

Degree: PhD, Economics, 2009, Vanderbilt University

URL: http://etd.library.vanderbilt.edu//available/etd-02022009-175154/ ;

► ECONOMICS ESSAYS ON THE EFFECTS OF TRADE LIBERALIZATION AND OIL PRICE VOLATILITY IN OPEN ECONOMIES OSAYI ETHEL OVBIOSA-AKINBOSOYE Dissertation under the direction of Professor… (more)

Subjects/Keywords: Welfare; Oil Price Volatility; Multimarket Collusion; Impulse Response; Terms of Trade Shocks; Trade Liberalization

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APA (6^th Edition):

Ovbiosa-Akinbosoye, O. E. (2009). Essays on the Effects of Trade Liberalization and Oil Price Volatility in Open Economies. (Doctoral Dissertation). Vanderbilt University. Retrieved from http://etd.library.vanderbilt.edu//available/etd-02022009-175154/ ;

Chicago Manual of Style (16^th Edition):

Ovbiosa-Akinbosoye, Osayi Ethel. “Essays on the Effects of Trade Liberalization and Oil Price Volatility in Open Economies.” 2009. Doctoral Dissertation, Vanderbilt University. Accessed December 10, 2019. http://etd.library.vanderbilt.edu//available/etd-02022009-175154/ ;.

MLA Handbook (7^th Edition):

Ovbiosa-Akinbosoye, Osayi Ethel. “Essays on the Effects of Trade Liberalization and Oil Price Volatility in Open Economies.” 2009. Web. 10 Dec 2019.

Vancouver:

Ovbiosa-Akinbosoye OE. Essays on the Effects of Trade Liberalization and Oil Price Volatility in Open Economies. [Internet] [Doctoral dissertation]. Vanderbilt University; 2009. [cited 2019 Dec 10]. Available from: http://etd.library.vanderbilt.edu//available/etd-02022009-175154/ ;.

Council of Science Editors:

Ovbiosa-Akinbosoye OE. Essays on the Effects of Trade Liberalization and Oil Price Volatility in Open Economies. [Doctoral Dissertation]. Vanderbilt University; 2009. Available from: http://etd.library.vanderbilt.edu//available/etd-02022009-175154/ ;

23. Kim, Yun Jung. Essays on Debt, Financial Crisis, and Impulse Response Functions.

Degree: PhD, Economics, 2012, University of Michigan

URL: http://hdl.handle.net/2027.42/94001

► The first two chapters of my dissertation study the impact of private external debt on the economy, both theoretically and empirically. The third chapter is… (more)

▼ The first two chapters of my dissertation study the impact of private external debt on the economy, both theoretically and empirically. The third chapter is focused on an econometric method that is of central interest in empirical macroeconomics-impulse response functions. The first chapter analyzes the effects of a shift from sovereign to private sector borrowing on credit costs, default frequencies, aggregate debt levels and country welfare, using a theoretical model with decentralized borrowing and centralized default. Relative to a model with centralized borrowing, decentralized borrowing drives up aggregate credit costs and sovereign default risk, and reduces aggregate welfare. Private agents do not internalize the effect of their borrowing on economy-wide credit costs and tend to overborrow. Depending on the severity of default penalties, decentralized borrowing may lead to either too much or too little debt in equilibrium. The second chapter empirically studies the effects of firms' foreign debt and other characteristics on firm performance in financial crisis. Using Korean firm-level data on publicly-listed and privately-held firms together with firm exit data, we find strong evidence of the balance-sheet effect for small firms at both the intensive and extensive margins. During the financial crisis, small firms with more short-term foreign debt are more likely to go bankrupt, and experience larger declines in sales conditional on survival. The extensive margin accounts for a large fraction of small firms' adjustment during the crisis. The third chapter studies whether the choice of different methods of constructing impulse response functions leads to different conclusions about the responses of monetary policy. The impulse response confidence intervals based on local projections (LPs) tend to be less accurate and wider than those based on standard vector autoregressive (VAR) models. The accuracy of joint intervals can be more erratic in practice than typical pointwise confidence intervals. For a standard model of monetary policy, the use of LP estimates or joint intervals does not overturn the substantive findings of VAR studies based on pointwise intervals. Advisors/Committee Members: Tesar, Linda L. (committee member), Zhang, Jing (committee member), Rajan, Uday (committee member), Dominguez, Kathryn Mary (committee member).

Subjects/Keywords: Debt; Financial Crisis; Impulse Response; Default; Balance Sheet Effect; Sovereign Debt; Economics; Business

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Kim, Y. J. (2012). Essays on Debt, Financial Crisis, and Impulse Response Functions. (Doctoral Dissertation). University of Michigan. Retrieved from http://hdl.handle.net/2027.42/94001

Chicago Manual of Style (16^th Edition):

Kim, Yun Jung. “Essays on Debt, Financial Crisis, and Impulse Response Functions.” 2012. Doctoral Dissertation, University of Michigan. Accessed December 10, 2019. http://hdl.handle.net/2027.42/94001.

MLA Handbook (7^th Edition):

Kim, Yun Jung. “Essays on Debt, Financial Crisis, and Impulse Response Functions.” 2012. Web. 10 Dec 2019.

Vancouver:

Kim YJ. Essays on Debt, Financial Crisis, and Impulse Response Functions. [Internet] [Doctoral dissertation]. University of Michigan; 2012. [cited 2019 Dec 10]. Available from: http://hdl.handle.net/2027.42/94001.

Council of Science Editors:

Kim YJ. Essays on Debt, Financial Crisis, and Impulse Response Functions. [Doctoral Dissertation]. University of Michigan; 2012. Available from: http://hdl.handle.net/2027.42/94001

North Carolina State University

24. He, Dequan. Modeling Transactions Costs Band and Nonlinear Price Dynamics in Forest Commodity Markets.

Degree: PhD, Economics, 2005, North Carolina State University

URL: http://www.lib.ncsu.edu/resolver/1840.16/4254

► This study first shows that a transactions costs band may exist in commodity spot and futures markets and spatially separated markets as a result of… (more)

Subjects/Keywords: vector error correction model (VECM); smooth transition vector error correction model (S; lumber spot and futures markets; equilibrium; cointegration; unit roots; cost of carry model; transactions costs; nonlinear price dynamics; the law of one price; Market efficiency; generalized impulse response functions; OSB markets

Record Details Similar Records Cite « Share

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

He, D. (2005). Modeling Transactions Costs Band and Nonlinear Price Dynamics in Forest Commodity Markets. (Doctoral Dissertation). North Carolina State University. Retrieved from http://www.lib.ncsu.edu/resolver/1840.16/4254

Chicago Manual of Style (16^th Edition):

He, Dequan. “Modeling Transactions Costs Band and Nonlinear Price Dynamics in Forest Commodity Markets.” 2005. Doctoral Dissertation, North Carolina State University. Accessed December 10, 2019. http://www.lib.ncsu.edu/resolver/1840.16/4254.

MLA Handbook (7^th Edition):

He, Dequan. “Modeling Transactions Costs Band and Nonlinear Price Dynamics in Forest Commodity Markets.” 2005. Web. 10 Dec 2019.

Vancouver:

He D. Modeling Transactions Costs Band and Nonlinear Price Dynamics in Forest Commodity Markets. [Internet] [Doctoral dissertation]. North Carolina State University; 2005. [cited 2019 Dec 10]. Available from: http://www.lib.ncsu.edu/resolver/1840.16/4254.

Council of Science Editors:

He D. Modeling Transactions Costs Band and Nonlinear Price Dynamics in Forest Commodity Markets. [Doctoral Dissertation]. North Carolina State University; 2005. Available from: http://www.lib.ncsu.edu/resolver/1840.16/4254

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