.../methodology/approach This paper uses a sign-restriction method to identify a fiscal shock in the panel structural VAR analysis in the context of both developed and developing countries. Findings The authors’ find that (1) private consumption increases in response to a positive government spending shock...

..., the study adopts a multivariate vector autoregressive (VAR) model to analyze the nexus. Findings The study supports the presence of the twin deficits hypothesis in Bangladesh, both in the short run and long run. Unidirectional causation running from the budget deficit to the current account deficit...

...-at-risk (VaR) forecasts. They also use the generalized orthogonal generalized autoregressive conditional heteroskedasticity (GO-GARCH) model to explore the hedging potential of cryptocurrencies by estimating the dynamic conditional correlation between cryptocurrencies and gold, on the one hand, and stock...

... analysis of the real and nominal exchange rate that impact corporate profitability. Additionally, the use of panel vector auto-regression (VAR) model in this study has led to innovation in capturing the dynamics of profitability of different firm-specific and macroeconomic indicators in a multivariate...

... and all emerging markets in the sample. Stock market Emerging economies Cointegration Panel analysis VAR The main variables we examine in this study are: stock markets (proxied by each country’s general equity index, see Table AI), GDPs, GFCF, two interest rates (one short term and one long...