AEA Papers and Proceedings, Vol. 112, PAPERS AND PROCEEDINGS OF THE One Hundred Thirty-Fourth Annual Meeting OF THE AMERICAN ECONOMIC ASSOCIATION (MAY 2022), pp. 466-470 (5 pages) The problem of ...
The paper examines the effect of exchange rate changes on consumer prices in Tanzania using structural vector autoregression (VAR) models. Using a data set covering the period 1990-2005, we find that ...
Abstract: Unanticipated changes in commodity prices can generate significant movements in fiscal aggregates. This paper seeks to understand the dynamics of these fiscal movements in the context of ...
We estimate the impact of distinct types of slowdowns in China on countries and firms globally. First, we combine a structural vector autoregression framework with a broad-based measure of domestic ...
The regression model with autocorrelated disturbances is as follows: In these equations, y t are the dependent values, x t is a column vector of regressor variables, is a column vector of structural ...