scholarly journals Investigating the Effectiveness of Government Expenditures and Taxes During Business Cycles: Application of Threshold Vector Auto-regression Model

2021 ◽  
Vol 29 (50) ◽  
pp. 27-53
Author(s):  
Ahmad Ezzati Shourghouli ◽  
Tirdad Ahmadi ◽  
Parisa Sahraiee ◽  
Ramin Rahimi
Keyword(s):  
Business Cycles ◽  
Regression Model ◽  
Government Expenditures ◽  
Vector Auto Regression ◽  
Auto Regression

scholarly journals A Vector Auto Regression Model Applied to Real Estate Development Investment: A Statistic Analysis

2016 ◽  
Vol 8 (11) ◽  
pp. 1082 ◽  
Author(s):  
Fengyun Liu ◽  
Shuji Matsuno ◽  
Reza Malekian ◽  
Jin Yu ◽  
Zhixiong Li
Keyword(s):  
Real Estate ◽  
Regression Model ◽  
Real Estate Development ◽  
Statistic Analysis ◽  
Vector Auto Regression ◽  
Auto Regression

scholarly journals The Impact of Bank Credit on Inflation in Jordan by Using Vector Auto Regression Model: A Case Study of Jordan during 1968-2017

2019 ◽  
Vol 12 (5) ◽  
pp. 34
Author(s):  
Suleiman Daood Al-Oshaibat ◽  
Hmood H. Banikhalid
Keyword(s):  
Regression Model ◽  
Inflation Rate ◽  
Function Analysis ◽  
Explanatory Power ◽  
Mutual Effect ◽  
Bank Credit ◽  
Annual Data ◽  
Vector Auto Regression ◽  
The Impact ◽  
Auto Regression

Previous studied revealed mixed results regarding the Banks have an influence on the inflation rate. This study aims at investigating the impact of the bank credit on the inflation rate in Jordan during the period 1968-2017 by using Vector Auto Regression Model (VAR) on the annual data. Necessary tests were conducted for this model such as Unit Root Test, Granger Causality Test, Variance Decomposition and Response Function analysis. The results reveal that there is a mutual effect between the bank credit and the inflation rate. Moreover the study states that there is an explanatory power of the bank credit in explaining the changes in inflations rates in Jordan. Namely, there is a positive effect of the credit bank on the inflation rate in Jordan.

scholarly journals effectiveness of car scrapping schemes in the Italian market

2012 ◽  
Vol 9 (2) ◽  
Author(s):  
Antonio Romano ◽  
Giuseppe Scandurra
Keyword(s):  
Regression Model ◽  
Automotive Industry ◽  
Economic Trend ◽  
Consumer Confidence ◽  
Intervention Analysis ◽  
Italian Market ◽  
Vector Auto Regression ◽  
The Relationship ◽  
Auto Regression ◽  
Structural Vector

The aim of this work is to examine the effectiveness of policies in support of the automotive industry that have taken place over the years and the link between car registration and consumer confidence. Firstly, through an intervention analysis, the series of total car registrations in Italy has been corrected for the effect of seasonality and incentives. Secondly, a Structural Vector Auto Regression model has been estimated in order to evaluate the effectiveness of the relationship between car registrations and consumers' confidence. The results show that policies in support of the automotive industry are useful if granted during an increasing economic trend. Otherwise they have no effect on sales of new vehicles.

scholarly journals Dynamics of Public Policy on Economic Activity: The Case of Pakistan

2020 ◽  
Vol 4 (2) ◽  
pp. 230-241
Author(s):  
Saima Shafique ◽  
M. Mansoor Ali ◽  
Anwar-ul Mujahid Shah ◽  
Seema Zubair
Keyword(s):  
Economic Activity ◽  
Government Expenditures ◽  
Tax Revenue ◽  
Aggregate Output ◽  
Long Run ◽  
Short Run ◽  
Tax Shocks ◽  
Vector Auto Regression ◽  
Auto Regression ◽  
Structural Vector

The unanticipated domestic and international changes in conjunction with policy discretion become reason for shocks to overall economy that affect overall economic growth. Based on methodology by Blanchard and Perotti (2002) the study used timing of fiscal decisions in a Structural Vector Auto-Regression (SVAR) to map dynamics of shocks due to tax revenue, government expenditures and aggregate output in Pakistan. When tax decisions precede expenditure decision, the tax shocks have a volatile short run impact causing expenditures to sharply adjust. Expenditure shocks persistently increase tax revenues and government expenditures. But in the second specification, expenditure shocks reduce the tax revenue and aggregate output that reverts to equilibrium only in the long run. The response of output shocks is almost identical for both the scenarios. Therefore, growth in output increases taxes collection in Pakistan enabling better management of burden of debt and deficit.

Government Expenditures and the Growth-Inequality Trade-Off: The Swedish Case

2011 ◽  
Author(s):  
Hector Sala ◽  
Oriol Roca-Sagalés
Keyword(s):  
Income Inequality ◽  
Regression Models ◽  
Government Expenditures ◽  
Close Attention ◽  
Policy Makers ◽  
Trade Off ◽  
Long Run ◽  
The World ◽  
Vector Auto Regression ◽  
Auto Regression

Sweden is one of the countries with the largest public fiscal intervention and narrowest income inequality in the world. This article investigates to what extent these two features are interconnected and whether economic growth affects and is affected by this relationship. Empirical results from vector auto-regression models reveal the existence of important long-run non-Keynesian effects (i.e., lessening fiscal expansions and, conversely, expansionary fiscal contractions) and significant downward effects of government expenditures on income inequality. The existence of a negative trade-off between growth and inequality is an important stylized fact which deserves close attention by policy makers.

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