Details about davaajargal Luvsannyam

Access statistics for papers by davaajargal Luvsannyam.

Last updated 2023-12-05. Update your information in the RePEc Author Service.

Short-id: plu423

Working Papers

2023

1. External Commodity Shocks and the Insulating Role of Fiscal Policy on Real Output: Evidence from a Commodity-Exporting Economy
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
   Also in Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre (2023)

2022

2. Effects of global liquidity and commodity market shocks in a commodity-exporting developing economy
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Effects of global liquidity and commodity market shocks in a commodity-exporting developing economy, Journal of Commodity Markets, Elsevier (2023) View citations (1) (2023)

2020

3. The Effectiveness of Currency Intervention in a Commodity-Exporter: Evidence from Mongolia
   Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020)

2019

4. Development and access to finance of small and medium-sized enterprises in Mongolia
   MPRA Paper, University Library of Munich, Germany View citations (1)

2018

5. A Factor Augmented Vector Autoregressive (FAVAR) approach for Monetary Policy: Replication of the empirical results in “Measuring the effects of Monetary Policy”
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article A factor‐augmented vector autoregressive (FAVAR) approach for monetary policy: Replication of the empirical results in “measuring the effects of monetary policy”, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2019) (2019)

2017

6. Forecasting inflation in Mongolia: A dynamic model averaging approach
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Forecasting Inflation in Mongolia: A Dynamic Model Averaging Approach, Journal of Time Series Econometrics, De Gruyter (2023) View citations (1) (2023)

Journal Articles

2023

1. Effects of global liquidity and commodity market shocks in a commodity-exporting developing economy
   Journal of Commodity Markets, 2023, 30, (C) View citations (1)
   See also Working Paper Effects of global liquidity and commodity market shocks in a commodity-exporting developing economy, MPRA Paper (2022) (2022)
2. Forecasting Inflation in Mongolia: A Dynamic Model Averaging Approach
   Journal of Time Series Econometrics, 2023, 15, (1), 27-48 View citations (1)
   See also Working Paper Forecasting inflation in Mongolia: A dynamic model averaging approach, MPRA Paper (2017) (2017)
3. The dynamics of business cycle connectedness and the decoupling of Asia‐Pacific
   International Journal of Finance & Economics, 2023, 28, (2), 1667-1692

2021

4. Non-Performing Loan Recovery: The Case of Mongolia
   Journal of Applied Finance & Banking, 2021, 11, (1), 6 View citations (1)
5. The effectiveness of currency intervention: Evidence from Mongolia
   Journal of International Financial Markets, Institutions and Money, 2021, 75, (C) View citations (1)

2019

6. A factor‐augmented vector autoregressive (FAVAR) approach for monetary policy: Replication of the empirical results in “measuring the effects of monetary policy”
   Journal of Applied Econometrics, 2019, 34, (5), 820-821
   See also Working Paper A Factor Augmented Vector Autoregressive (FAVAR) approach for Monetary Policy: Replication of the empirical results in “Measuring the effects of Monetary Policy”, MPRA Paper (2018) (2018)
7. Dating the business cycle: Evidence from Mongolia
   Central Bank Review, 2019, 19, (2), 59-66 View citations (1)
8. External Shocks and Business Cycle Fluctuations in Mongolia: Evidence from a Large Bayesian VAR
   International Economic Journal, 2019, 33, (1), 42-64 View citations (7)