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Pregled bibliografske jedinice broj: 139876

Macroeconomic Granger-Causal Dynamics in Croatia: Evidence Based on a Vector Error-Correction Modelling Analysis


Erjavec, Nataša; Cota, Boris
Macroeconomic Granger-Causal Dynamics in Croatia: Evidence Based on a Vector Error-Correction Modelling Analysis // Ekonomski pregled : mjesečnik Hrvatskog društva ekonomista Zagreb, 54 (2003), 1-2; 139-156 (podatak o recenziji nije dostupan, članak, znanstveni)


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Naslov
Macroeconomic Granger-Causal Dynamics in Croatia: Evidence Based on a Vector Error-Correction Modelling Analysis

Autori
Erjavec, Nataša ; Cota, Boris

Izvornik
Ekonomski pregled : mjesečnik Hrvatskog društva ekonomista Zagreb (0424-7558) 54 (2003), 1-2; 139-156

Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni

Ključne riječi
money; output; interest rate; prices; granger causality; vector autoregression; variance decomposition; impulse response function

Sažetak
The main task is investigation the causal relationship between money and other macroeconomic variabales such as output, prices, interest rate and exchange rate in Croatia. The empirical results show that money supply cannot be independent stimulus to the economic activity in the short run in Croatia. The vector error correction model indicates that in the short-run variables interest rate and exchange rate stand out econometrically exogenous. In the empirical period these veriables were relatively the leading variables. They were initial receptors of exogenous shocks to the long run equilibrium.

Izvorni jezik
Engleski

Znanstvena područja
Ekonomija



POVEZANOST RADA


Projekti:
0067031

Ustanove:
Ekonomski fakultet, Zagreb

Profili:

Avatar Url Nataša Erjavec (autor)

Avatar Url Boris Cota (autor)


Citiraj ovu publikaciju

Erjavec, Nataša; Cota, Boris
Macroeconomic Granger-Causal Dynamics in Croatia: Evidence Based on a Vector Error-Correction Modelling Analysis // Ekonomski pregled : mjesečnik Hrvatskog društva ekonomista Zagreb, 54 (2003), 1-2; 139-156 (podatak o recenziji nije dostupan, članak, znanstveni)
Erjavec, N. & Cota, B. (2003) Macroeconomic Granger-Causal Dynamics in Croatia: Evidence Based on a Vector Error-Correction Modelling Analysis. Ekonomski pregled : mjesečnik Hrvatskog društva ekonomista Zagreb, 54 (1-2), 139-156.
@article{article, year = {2003}, pages = {139-156}, keywords = {money, output, interest rate, prices, granger causality, vector autoregression, variance decomposition, impulse response function}, journal = {Ekonomski pregled : mjese\v{c}nik Hrvatskog dru\v{s}tva ekonomista Zagreb}, volume = {54}, number = {1-2}, issn = {0424-7558}, title = {Macroeconomic Granger-Causal Dynamics in Croatia: Evidence Based on a Vector Error-Correction Modelling Analysis}, keyword = {money, output, interest rate, prices, granger causality, vector autoregression, variance decomposition, impulse response function} }
@article{article, year = {2003}, pages = {139-156}, keywords = {money, output, interest rate, prices, granger causality, vector autoregression, variance decomposition, impulse response function}, journal = {Ekonomski pregled : mjese\v{c}nik Hrvatskog dru\v{s}tva ekonomista Zagreb}, volume = {54}, number = {1-2}, issn = {0424-7558}, title = {Macroeconomic Granger-Causal Dynamics in Croatia: Evidence Based on a Vector Error-Correction Modelling Analysis}, keyword = {money, output, interest rate, prices, granger causality, vector autoregression, variance decomposition, impulse response function} }

Časopis indeksira:


  • Scopus
  • EconLit


Uključenost u ostale bibliografske baze podataka:


  • International Bibliography of the Social Sciences (IBSS)





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