A Panel Vector Autoregression Analysis of Sudden Stops and Banking Crises [PDF]
Journal of International Business and Economics, 2015 Chiratus Ratanamaneichat +1 more
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FORECAST EVALUATION FOR MULTIVARIATE TIME-SERIES MODELS: THE U.S. CATTLE MARKET [PDF]
A set of rigorous diagnostic techniques is used to evaluate the forecasting performance of five multivariate time-series models for the U.S. cattle sector.
Park, Timothy A.
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Analysis of co-explosive processes [PDF]
A vector autoregressive model allowing for unit roots as well as explosive characteristic roots is developed. The Granger-Johansen representation shows that this results in processes with two common features: a random walk and an explosively growing ...
Bent Nielsen
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Identification, estimation and inference in Panel Vector Autoregressions using external instruments
This paper proposes an identification inspired from the SVAR-IV literature that uses external instruments to identify PVARs, and discusses associated issues of identification, estimation, and inference. I introduce a form of local average treatment effect - the $μ$-LATE - which arises when a continuous instrument targets a binary treatment.
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THE CORN-EGG PRICE TRANSMISSION MECHANISM [PDF]
A vector autoregression (VAR) model of corn, farm egg, and retail egg prices is estimated and shocked with a corn price increase. Impulse responses in egg prices, t-statistics for the impulse responses, and decompositions of forecast error variance are ...
Babula, Ronald A., Bessler, David A.
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GOVERNMENT PAYMENTS TO FARMERS AND REAL AGRICULTURAL ASSET VALUES IN THE 1980S [PDF]
This study determines the effect of government payments on real agricultural asset values using Bayesian vector autoregression. In developing the empirical model, special attention is focused on the informational content of government payments.
Moss, Charles B. +2 more
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The role of environmental tax on the environmental quality in EU counties: evidence from panel vector autoregression approach. [PDF]
Environ Sci Pollut Res IntSavranlar B, Ertas SA, Aslan A.
europepmc +1 more source
Exploring the antecedents of tourist satisfaction: A big data analysis of ice and snow tourism destinations. [PDF]
PLoS OneWang S, Chen S, Guan Q.
europepmc +1 more source
Is Fiscal Policy Contracyclical in India: An Empirical Analysis [PDF]
The paper empirically examines the validity of Keynesian philosophy of contracyclical variation in fiscal policy to the macroeconomic activity in India.
Chakraborty, Pinaki +1 more
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This data is for the study "The Trilogy Of Exchange Rate Undervaluation, Term of Trade and Economic Growth in Asia: New Evidence From Panel Vector Autoregression ...
Duong, Khoa Dang
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