Results 171 to 180 of about 1,911,399 (201)
Economic Policy Uncertainty and Firm Value: Is There a Link? A Panel Vector Autoregression Approach [PDF]
Asia-Pacific Social Science Review, 2022 This study examines the effect of the economic policy uncertainty (EPU) index on firm value. The financial data of 105 conventional banks for BRICS (Brazil, Russia, India, China, and South Africa) countries over 2009–2019 were used, totaling 1,155 observations.
Oluwaseyi Ebenezer Olalere +1 more
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A panel vector autoregression analysis for the dynamics of medical and long‐term care expenditures
Health Economics, 2023AbstractAlthough medical and long‐term care expenditures for older adults are closely related, providing rigorous statistical analysis for their dynamic relationship is challenging. In this research, we propose a novel approach using the panel vector autoregression model to reveal the realized patterns of the interdependence.
Shinya, Sugawara +4 more
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Journal of Econometrics, 2021
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yang, Kai, Lee, Lung-fei
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zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yang, Kai, Lee, Lung-fei
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Applying panel vector autoregression to institutions, human capital, and output
Empirical Economics, 2015We bridge two areas of study by applying panel vector autoregression (PVAR) to human capital, political institutions, economic institutions, and economic output per capita. Institutions and human capital have competed within the scholarly literature as hypotheses explaining the origins of economic growth. Elsewhere, our measure of economic institutions,
Ryan H Murphy, Colin O'Reilly
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A note on parameter estimations of panel vector autoregressive models with intercorrelation
Acta Mathematicae Applicatae Sinica, English Series, 2009zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wu, Jian-Hong +2 more
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Environmental Science and Pollution Research, 2022
Today, as a result of the developments and widespread use of information and communication technologies, the weight of online shopping in the economy has increased. The environmental impacts of this new order, which is an important part of electronic finance, are discussed.
Buket Altinoz +4 more
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Today, as a result of the developments and widespread use of information and communication technologies, the weight of online shopping in the economy has increased. The environmental impacts of this new order, which is an important part of electronic finance, are discussed.
Buket Altinoz +4 more
openaire +6 more sources
MULTISTEP PREDICTION OF PANEL VECTOR AUTOREGRESSIVE PROCESSES
Econometric Theory, 2013This paper considers the conventional recursive (otherwise known as plug-in) and direct multistep forecasts in a panel vector autoregressive framework. We derive asymptotic expressions for the mean square prediction error (MSPE) of both forecasts asN(cross sections) andT(time periods) grow large.
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GLOBALIZATION AND REAL GDP: NEW EVIDENCE USING PANEL VECTOR AUTOREGRESSION
The Singapore Economic Review, 2016The existence and the direction of the relationship between globalization and real GDP (RGDP) are very debatable. By employing annual data of 92 countries from 1970 to 2011, we apply Pedroni’s [Econometric Theory, 20, (2004) 597–625] panel cointegration test and the panel vector autoregressions (VARs) model, proposed by Love and Zicchino [Quarterly ...
JUN WEN +3 more
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Factor Augmented Vector Autoregressions, Panel VARs, and Global VARs
2019This chapter provides a thorough introduction to panel, global, and factor augmented vector autoregressive models. These models are typically used to capture interactions across units (i.e., countries) and variable types. Since including a large number of countries and/or variables increases the dimension of the models, all three approaches aim to ...
Feldkircher, Martin +2 more
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The Dynamic Relationship Between Corruption-Inflation: Evidence From Panel Vector Autoregression
The Japanese Economic Review, 2016This paper aims to explain the mixed causality nexus between corruption and inflation. For that, we apply a panel vector autoregression model on a large sample of 180 countries over the period 1996–2014. Using two corruption indexes and subsample estimations, results provide evidence that the inflation—corruption nexus is bidirectional.
Seifallah Sassi, Amira Gasmi
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