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Browsing Research Articles (Economics) by Subject "Impulse response"

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Greek economic policy uncertainty : does it matter for Europe? Evidence from a dynamic connectedness decomposition approach

Antonakakis, Nikolaos; Gabauer, David; Gupta, Rangan (Elsevier, 2019-12)

This study examines the propagation mechanism of economic policy uncertainty shocks within Greece and between Greece and Europe over the period of January, 1998 and May, 2018. Further insights about the Greek-internal and ...
Has the SARB become more effective post inflation targeting?

Gupta, Rangan; Kabundi, Alain; Modise, Mampho P. (Royal Society of Chemistry, 2010-01)

This paper assesses the impact of a monetary policy shock on 15 key macroeconomic variables of South Africa, in the pre- and post-inflation targeting periods. For this purpose, we use a Factor-Augmented Vector Autoregressive ...

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