On the relationship between impulse response analysis, innovation accounting and Granger causality

1993 ◽  
Vol 42 (4) ◽  
pp. 327-333 ◽  
Author(s):  
Jean-Marie Dufour ◽  
David Tessier
Keyword(s):  
Granger Causality ◽  
Impulse Response ◽  
Response Analysis ◽  
Impulse Response Analysis ◽  
The Relationship

scholarly journals Exports as a Determinant of Inflation in Kenya: Disaggregated Econommetric Analysis

2017 ◽  
Vol 13 (10) ◽  
pp. 417
Author(s):  
Evans Ovamba Kiganda ◽  
Scholastica Adhiambo ◽  
Nelson Obange
Keyword(s):  
Time Series ◽  
Central Bank ◽  
Granger Causality ◽  
Impulse Response ◽  
Response Analysis ◽  
Vector Autoregressive ◽  
Impulse Response Analysis ◽  
Long Run ◽  
The Government ◽  
The Relationship

The purpose of this study was to examine exports as a determinant of inflation in Kenya: A disaggregated econometric analysis with specific objectives of establishing the relationship between domestic exports and inflation in Kenya and determining the relationship between re - exports and inflation in Kenya. This was occasioned by inconclusive and incomprehensive analysis on the relationship between exports and inflation given mixed results and failure by scholars to disaggregate total exports into domestic exports and re-exports. Correlation research design was employed using monthly time series obtained from Central Bank of Kenya (CBK) data spanning 132 months from January 2005 to December 2015.Vector Autoregressive (VAR) techniques of cointegration, Granger causality and impulse response analysis were employed. Results indicated a significant positive and negative long run relationship between domestic exports and re- exports with inflation in Kenya respectively that were supported by the impulse response analysis. A unidirectional causality running from domestic exports to inflation and re-exports to inflation was also established. The study concluded that domestic exports and re-exports determine inflation in Kenya with domestic exports having greater influence and therefore recommended that the government of Kenya needs to advocate for a trade policy that aims at reducing exports of domestically produced products and increase re-exports. This will ensure that only surplus is exported to reduce shortage of domestically produced commodities hence a reduction in price for the products.

scholarly journals Remittances and corruption in Nigeria

2020 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Folorunsho M. Ajide ◽  
John A. Olayiwola
Keyword(s):  
Impulse Response ◽  
Variance Decomposition ◽  
Response Analysis ◽  
Estimation Variance ◽  
Content Type ◽  
Impulse Response Analysis ◽  
Dynamic Ols ◽  
The Impact ◽  
The Relationship ◽  
Control Of Corruption

PurposeIn this paper, we investigate the impact of remittances on control of corruption in Nigeria for a period of 1986–2016.Design/methodology/approachThe study uses ARDL modeling framework, dynamic OLS estimation, variance decomposition and impulse response analysis to examine the relationship between the two variables.FindingsThe study finds that remittances significantly improve the control of corruption in Nigeria. We further examine the robustness test of the results using dynamic OLS estimation, variance decomposition and impulse response analysis. Our results remain significant and consistent to the earlier one reported in ARDL framework which supports the extant literature.Practical implicationsOur study suggests that international remittances can be used, through the cross-border transfer of norms and practices, to significantly impact the socioeconomic progresses of a country by reducing corruption.Originality/valueThe existing studies on the relationship between corruption and remittances document conflicting results. In addition, study on corruption - remittances nexus that specifically focuses on any African country is largely absent despite the fact that most of the countries in the region are recognized as highly corrupt. This paper provides insights on how remittances can be used as part of tool kits to control corruption in African nation.

Impulse response analysis in nonlinear multivariate models

1996 ◽  
Vol 74 (1) ◽  
pp. 119-147 ◽  
Author(s):  
Gary Koop ◽  
M.Hashem Pesaran ◽  
Simon M. Potter
Keyword(s):  
Impulse Response ◽  
Response Analysis ◽  
Multivariate Models ◽  
Impulse Response Analysis

A Study on Bitcoin Price Volatility Based on the SVAR Model and Impulse Response Analysis

2021 ◽  
pp. 214-225
Author(s):  
Hecong Xu ◽  
Xiaolei Xu ◽  
Zhen Wu ◽  
Haifeng Guo ◽  
Yuxi Zhang ◽  
...  
Keyword(s):  
Impulse Response ◽  
Price Volatility ◽  
Response Analysis ◽  
Impulse Response Analysis ◽  
Svar Model

Sound Insulation of Open Screens: Measurement by Impulse Response Analysis

1997 ◽  
Vol 4 (1) ◽  
pp. 51-72 ◽  
Author(s):  
R. Lyons ◽  
B.M. Gibbs
Keyword(s):  
Impulse Response ◽  
Standard Method ◽  
Transmission Loss ◽  
Practical Method ◽  
Companion Paper ◽  
Sound Insulation ◽  
Response Analysis ◽  
Impulse Response Analysis ◽  
Method Of Measurement ◽  
Good Agreement

In a companion paper. Impulse Response Analysis methods were developed as a practical method of measuring the sound insulation of panels, both as partitions and as solid screens and a method for comparing the results with the standard method of measurement for transmission loss, ISO 140, was demonstrated. In this paper studies are presented on the application of the method to more complex open forms of screen. A prediction model has been used for the simpler form of screen, which shows good agreement with measurements. For the more complicated screens, which provide greater sound insulation, the results are compared with standard ISO 140 measurements.

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