[HTML][HTML] Beyond distance: The spatial relationships of European regional economic growth
P Piribauer, C Glocker, T Krisztin - Journal of Economic Dynamics and …, 2023 - Elsevier
We analyze the spatial relationships of economic output dynamics in European regions from
2000 to 2019 using dynamic spatial autoregressive growth models. In contrast to previous …
2000 to 2019 using dynamic spatial autoregressive growth models. In contrast to previous …
[HTML][HTML] On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty
N Hauzenberger, M Pfarrhofer, A Stelzer - Journal of Economic Behavior & …, 2021 - Elsevier
In this paper, we investigate the effectiveness of conventional and unconventional monetary
policy measures by the European Central Bank (ECB) conditional on the prevailing level of …
policy measures by the European Central Bank (ECB) conditional on the prevailing level of …
Time-varying impacts of monetary policy uncertainty on China's housing market
Y Lu, J Li, H Yang - Economic Modelling, 2023 - Elsevier
We investigate how the monetary policy uncertainty (MPU) affects China's regional housing
prices. We extend the empirical literature on the relationship between MPU and housing …
prices. We extend the empirical literature on the relationship between MPU and housing …
Interpreting and predicting the economy flows: A time-varying parameter global vector autoregressive integrated the machine learning model
Y Jiang, X Wang, Z Xiong, H Yang, T Tian - arXiv preprint arXiv …, 2022 - arxiv.org
The paper proposes a time-varying parameter global vector autoregressive (TVP-GVAR)
framework for predicting and analysing developed region economic variables. We want to …
framework for predicting and analysing developed region economic variables. We want to …
Oil Shock, Policy Uncertainty and Stock Return: An Analysis Based on the Tndp Model with Dominant Sectors
J Wu, X Lan, H Yang - Xinyue and Yang, Haisheng, Oil Shock …, 2023 - papers.ssrn.com
Based on an extension of the time-varying network dependence panel (TNDP) model
proposed by Hauzenberger and Pfarrhofer (2021) with the identification of dominant units …
proposed by Hauzenberger and Pfarrhofer (2021) with the identification of dominant units …