Essays about: "Orthogonalized impulse response function"

Found 1 essay containing the words Orthogonalized impulse response function.

  1. 1. Financial depth, economic growth, private investment rate and private savings rate: A clarification on the variables' dynamics in two European countries

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Cathrine Danin; Michaela O´Konor; [2013]
    Keywords : Panel VARX; financial depth; demand-following hypothesis; Granger causality; Orthogonalized impulse response function;

    Abstract : For many years the direction of causality between financial depth and economic growth has been at the center of attention for economists. Still no consensus has been reached. Globalized financial and economic markets expand the spectra of possible interactions among macro-economic variables. READ MORE