Jasmina Đurašković
Biographic Data
| ID | 3051621 |
|---|---|
| NAME | Jasmina Đurašković |
| GIVEN NAMES | Jasmina |
| FAMILY NAME | Đurašković |
| SIGNATURE | ĐURAŠKOVIĆ J |
| AFFILIATIONS | Technical College of Applied Sciences |
| ORCID | 0000-0001-6020-6025 |
| VERIFIED | Yes |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 1 |
| AUTHOR COUNT | 3 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2020 |
| LATEST PUBLICATION YEAR | 2023 |
| H-INDEX | 1 |
Multiscale interdependence between economic policy uncertainty and industrial production of Central and Eastern European countries
This paper shows how the three economic policy uncertainties (EPUs), namely global economic uncertainty, US economic policy uncertainty and German economic policy uncertainty, impact the industrial production of 8 Central and Eastern European countries. The investigation is done in both time and frequency domains, using the wavelet coherence and wavelet correlation approaches. The US EPU has the strongest effect on all industrial productions, whi…
Multiscale Interdependence Between Consumer and Producer Prices in Emerging Eastern European Countries
This paper investigates multiscale causal relations between consumer and producer prices in eight emerging Eastern European countries.We use wavelet coherence to measure the multiscale nexus between inflation types, and wavelet-based Bayesian quantile regression (BQR) to inspect the spillover effect.Wavelet coherence plots indicate low coherence in the short time horizon (up to two months) and higher coherence in the longer time horizons, particu…
Multiscale oil-stocks dynamics
This paper tries to determine the strength of the interdependence between Brent oil market and the stock markets of oil importing Visegrad group countries and oil exporting Russia in different time-horizons. The paper uses several novel and elaborate methodologies – bivariate DCC-EGARCH model, wavelet correlations and phase difference. The results of DCC model show that all dynamic correlations between Brent oil and the selected stock indices are…
Multiscale Interdependence Between Consumer and Producer Prices in Emerging Eastern European Countries
This paper investigates multiscale causal relations between consumer and producer prices in eight emerging Eastern European countries.We use wavelet coherence to measure the multiscale nexus between inflation types, and wavelet-based Bayesian quantile regression (BQR) to inspect the spillover effect.Wavelet coherence plots indicate low coherence in the short time horizon (up to two months) and higher coherence in the longer time horizons, particu…
Multiscale oil-stocks dynamics
This paper tries to determine the strength of the interdependence between Brent oil market and the stock markets of oil importing Visegrad group countries and oil exporting Russia in different time-horizons. The paper uses several novel and elaborate methodologies – bivariate DCC-EGARCH model, wavelet correlations and phase difference. The results of DCC model show that all dynamic correlations between Brent oil and the selected stock indices are…
Multiscale interdependence between economic policy uncertainty and industrial production of Central and Eastern European countries
This paper shows how the three economic policy uncertainties (EPUs), namely global economic uncertainty, US economic policy uncertainty and German economic policy uncertainty, impact the industrial production of 8 Central and Eastern European countries. The investigation is done in both time and frequency domains, using the wavelet coherence and wavelet correlation approaches. The US EPU has the strongest effect on all industrial productions, whi…
Multiscale Interdependence Between Consumer and Producer Prices in Emerging Eastern European Countries
This paper investigates multiscale causal relations between consumer and producer prices in eight emerging Eastern European countries.We use wavelet coherence to measure the multiscale nexus between inflation types, and wavelet-based Bayesian quantile regression (BQR) to inspect the spillover effect.Wavelet coherence plots indicate low coherence in the short time horizon (up to two months) and higher coherence in the longer time horizons, particu…
Economics (3 works) · Market Dynamics and Volatility (3 works) · International economics (2 works) · Macroeconomics (2 works) · Mathematics (2 works) · Statistics (2 works) · Bivariate analysis (1 work) · Business (1 work) · Coherence (philosophical gambling strategy) (1 work) · Computer Science (1 work)