Results 81 to 90 of about 1,911,399 (201)
Bootstrap Confidence Bands for Forecast Paths [PDF]
The problem of forecasting from vector autoregressive models has attracted considerable attention in the literature. The most popular non-Bayesian approaches use large sample normal theory or the bootstrap to evaluate the uncertainty associated with the ...
Anna Staszewska-Bystrova
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A bleak outlook for the U.S. economy [PDF]
Economic activity in the United States has been growing more slowly than average for the past three years, and it is not likely to speed up soon. The slow growth has been due primarily to pessimism among consumers about their long-run personal income ...
David E. Runkle
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Tourism and economic growth: African evidence from panel vector autoregressive framework [PDF]
, 2015 Using a panel vector autoregressive model this paper investigates the dynamic and endogeneous contribution of tourism to output based on a sample of 40 African countries for the period 1990–2006.
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Determinants of Private Corporate Investment: A Panel VAR and Machine Learning Approach
Journal of Statistical Theory and Applications (JSTA)The pivotal role of private corporate investment in facilitating India’s economic expansion is widely recognized. Nevertheless, the recent slowdown in corporate investment has posed a significant challenge to India’s sustained growth.
Purnendu Kumar +2 more
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Improving forecasts of the federal funds rate in a policy model [PDF]
Vector autoregression (VAR) models are widely used for policy analysis. Some authors caution, however, that the forecast errors of the federal funds rate from such a VAR are large compared to those from the federal funds futures market.
Ellis W. Tallman, John C. Robertson
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SystemsThis study aims to empirically investigate the contemporaneous, bidirectional causal relationship between innovation and entrepreneurial activities in China by constructing a dynamic simultaneous equation system.
Song Lin, Haiyao Liu
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The e-commerce expansion and waste generation in the EU: A panel vector autoregression approach
Economics of Sustainable DevelopmentThis research study applies a multi-method framework, combining Panel Vector Autoregression (PVAR), panel threshold models, quantile regressions, and random forest analyses, to investigate how e-commerce (ECOMS) growth affects different waste streams across 27 EU Member States from 2014 to 2023.
Andrija Popović +2 more
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COINTEGRATION VECTOR ESTIMATION BY DOLS FOR A THREE-DIMENSIONAL PANEL [PDF]
This paper extends the asymptotic results of the dynamic ordinary least squares (DOLS) cointegration vector estimator of Mark and Sul (2003) to a three-dimensional panel. We use a balanced panel of N and M lengths observed over T time periods.
John J. León +2 more
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Estimation of panel vector autoregression in Stata: a package of programs”, [PDF]
, 2015 . Panel vector autoregression (VAR) models have been increasingly used in applied research. While programs specifically designed to estimate time-series VAR models are often included as standard features in most statistical packages, panel VAR model ...
Inessa Love, Michael R M Abrigo
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Studies in Business and EconomicsThe outbreak of the COVID-19 pandemic activated the European Central Bank (ECB) to maintain financial stability. Two years later, the Russian-Ukraine war accelerated commodity prices and set inflation at unprecedented levels. The conflict in Ukraine once
Aliu Florin +2 more
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