Details about Vladimir Arčabić

Access statistics for papers by Vladimir Arčabić.

Last updated 2018-03-07. Update your information in the RePEc Author Service.

Short-id: par409

Working Papers

2017

1. Efikasnost monetarne politike u uvjetima financijske globaliziranosti
   EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb
2. Persistence and stochastic convergence of euro area unemployment rates: evidence from LM and RALS-LM unit root tests with breaks
   EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb

2016

3. Does the Foreign Income Shock in a Small Open Economy DSGE Model Fit Croatian Data?
   EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb
4. Macroeconomic Effects of Productivity Shocks – A VAR Model of a Small Open Economy
   EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb
5. Monetary Policy Effectiveness, Net Foreign Currency Exposure and Financial Globalisation
   EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb
6. Uncertainty and the effectiveness of fiscal policy
   EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb

2015

7. Djelovanje neizvjesnosti na bankarsko tržište u Republici Hrvatskoj
   EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb

2014

8. Inflation in New EU Member States: A Domestically or Externally Driven Phenomenon?
   EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb View citations (2)
   See also Journal Article in Emerging Markets Finance and Trade (2016)
9. On the Causal Relationship between Public Debt and GDP Growth Rates in Panel Data Models
   EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb

Journal Articles

2018

1. DF-IV Unit Root Tests Using Stationary Instrument Variables
   Journal of Statistical and Econometric Methods, 2018, 7, (1), 1
2. Public debt and economic growth conundrum: nonlinearity and inter-temporal relationship
   Studies in Nonlinear Dynamics & Econometrics, 2018, 22, (1), 20

2017

3. Fourier ADL cointegration test to approximate smooth breaks with new evidence from Crude Oil Market
   Economic Modelling, 2017, 67, (C), 114-124

2016

4. Inflation in New EU Member States: A Domestically or Externally Driven Phenomenon?
   Emerging Markets Finance and Trade, 2016, 52, (1), 154-168
   See also Working Paper (2014)
5. Technology, employment and the business cycle in post-transition countries of the EU
   Post-Communist Economies, 2016, 28, (4), 537-560

2013

6. The relationship between the stock market and foreign direct investment in Croatia: evidence from VAR and cointegration analysis
   Financial Theory and Practice, 2013, 37, (1), 109-126 View citations (2)

Chapters

2011

1. Usporedba karakteristika poslovnih ciklusa u Europskoj uniji i Republici Hrvatskoj
   Chapter 4 in Zbornik radova: Kriza: Preobrazba ili propast? (ur. Obadić, Alka; Šimurina, Jurica; Tica, Josip, izdavač: Ekonomski fakultet Zagreb), 2011, vol. 1, pp 31-46

Software Items

2017

1. Rolling window correlation procedure
   EFZG Department of Macroeconomics Software Series, Faculty of Economics and Business, University of Zagreb

2014

2. CENSUS-X12: EViews program for automatic seasonal adjustment
   EFZG Department of Macroeconomics Software Series, Faculty of Economics and Business, University of Zagreb