The effects of monetary policy shocks on exchange rates: A structural vector error correction model approach

Monetary Policy Shocks ◽

Correction Model ◽

Vector Error Correction ◽

Vector Error ◽

Policy Shocks ◽

Structural Vector ◽

Arbitrage behaviour in the exchange rates of Taiwan and Japan: applying the smooth transition vector error correction model with GJR-GARCH and spillover volatility

Applied Economics ◽

10.1080/00036840902902235 ◽

2011 ◽

Vol 43 (15) ◽

pp. 1935-1943 ◽

Cited By ~ 2

Author(s):

Yen-Hsien Lee ◽

Chien-Liang Chiu

Keyword(s):

Exchange Rates ◽

Error Correction ◽

Error Correction Model ◽

Smooth Transition ◽

Correction Model ◽

Vector Error Correction ◽

Vector Error ◽

Transition Vector

Direct air transport and demand interaction: A vector error-correction model approach

Journal of Air Transport Management ◽

10.1016/j.jairtraman.2012.12.005 ◽

2013 ◽

Vol 28 ◽

pp. 14-19 ◽

Cited By ~ 11

Author(s):

Tay T.R. Koo ◽

David T. Tan ◽

David Timothy Duval

Keyword(s):

Error Correction ◽

Error Correction Model ◽

Air Transport ◽

Correction Model ◽

Vector Error Correction ◽

Vector Error ◽

An Econometric Analysis of Food Security Determinants in Malaysia: A Vector Error Correction Model Approach (VECM)

Asian Social Science ◽

10.5539/ass.v11n23p1 ◽

2015 ◽

Vol 11 (23) ◽

Author(s):

Noor Thoyibbah Abdul Wahab ◽

Shri-Dewi Applanaidu ◽

Nor’Aznin Abu Bakar

Keyword(s):

Food Security ◽

Error Correction ◽

Error Correction Model ◽

Econometric Analysis ◽

Correction Model ◽

Vector Error Correction ◽

Vector Error ◽

Competition between the ports of Hong Kong and Singapore: a structural vector error correction model to forecast the demand for container handling services

Maritime Policy & Management ◽

10.1080/03088830119563 ◽

2001 ◽

Vol 28 (1) ◽

pp. 3-22 ◽

Cited By ~ 42

Author(s):

King-Fai Fung

Keyword(s):

Hong Kong ◽

Error Correction ◽

Error Correction Model ◽

Correction Model ◽

Vector Error Correction ◽

Vector Error ◽

Container Handling ◽

Structural Vector

Proceedings of the International Conference on Pattern Recognition Applications and Methods ◽

An Online Vector Error Correction Model for Exchange Rates Forecasting

10.5220/0005205901930200 ◽

2015 ◽

Cited By ~ 1

Author(s):

Paola Arce ◽

Jonathan Antognini ◽

Werner Kristjanpoller ◽

Luis Salinas

Keyword(s):

Exchange Rates ◽

Error Correction ◽

Error Correction Model ◽

Correction Model ◽

Vector Error Correction ◽

Vector Error

The Analysis of Turkish Labor Market with Structural Vector Error Correction Model (SVECM)

Ekonomik Yaklasim ◽

10.5455/ey.35602 ◽

2015 ◽

Vol 26 (94) ◽

pp. 57

Author(s):

Zekeriya Yildirim

Keyword(s):

Labor Market ◽

Error Correction ◽

Error Correction Model ◽

Correction Model ◽

Vector Error Correction ◽

Vector Error ◽

Structural Vector

EXCHANGE RATE FLUCTUATION IN INDONESIA: VECTOR ERROR CORRECTION MODEL APPROACH

Jurnal Ekonomi & Studi Pembangunan ◽

10.18196/jesp.17.2.3955 ◽

2016 ◽

Vol 17 (2) ◽

Author(s):

Fitra Prasapawidya Purna ◽

Puguh Prastyo Mulyo ◽

M Roqi Azza Bima

Keyword(s):

Exchange Rate ◽

Error Correction ◽

Error Correction Model ◽

Correction Model ◽

Exchange Rate Fluctuation ◽

Vector Error Correction ◽

Vector Error ◽

Rate Fluctuation ◽

Investigating Nepal’s Gross Domestic Product from Tourism: Vector Error Correction Model Approach

American Journal of Theoretical and Applied Statistics ◽

10.11648/j.ajtas.20160505.20 ◽

2016 ◽

Vol 5 (5) ◽

pp. 311

Author(s):

Basanta Dhakal

Keyword(s):

Gross Domestic Product ◽

Error Correction ◽

Error Correction Model ◽

Domestic Product ◽

Correction Model ◽

Vector Error Correction ◽

Vector Error ◽

Air Transport Capacity and Tourism Demand Interaction: A Vector Error Correction Model Approach

SSRN Electronic Journal ◽

10.2139/ssrn.1899128 ◽

2011 ◽

Author(s):

Tay T.R. Koo ◽

David Tan ◽

David Timothy Duval

Keyword(s):

Error Correction ◽

Error Correction Model ◽

Air Transport ◽

Tourism Demand ◽

Transport Capacity ◽

Correction Model ◽

Vector Error Correction ◽

Vector Error ◽

Implications of Oil Price Shocks for Monetary Policy in Ghana: A Vector Error Correction Model

SSRN Electronic Journal ◽

10.2139/ssrn.1312366 ◽

2008 ◽

Cited By ~ 2

Author(s):

George Tweneboah ◽

Anokye M. Adam

Keyword(s):

Monetary Policy ◽

Error Correction ◽

Error Correction Model ◽

Oil Price ◽

Oil Price Shocks ◽

Price Shocks ◽

Correction Model ◽

Vector Error Correction ◽

Vector Error