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VAR Models as Structural Approximations [PDF]

open access: possible, 1987
This paper presents a way of estimating how accurate VAR models are likely to be for answering structural questions. Data are generated from a dynamic deterministic solution of a structural model; a VAR model is estimated using a subset of these data; and the properties of the VAR model are compared to the properties of the structural model.
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A Structural VAR Approach to Core Inflation in Canada

2008
L'auteur construit une mesure de l'inflation sous-jacente à l'aide d'un modèle vectoriel autorégressif structurel qui comprend le taux de variation du prix du pétrole, la croissance de la production et l'inflation. Cette mesure de l'inflation fondée sur la théorie macroéconomique permet de prévoir l'inflation globale aussi bien que des mesures non ...
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A structural VAR approach on labour taxation policies

Applied Economics, 2006
This paper presents a Structural VAR analysis on the employment and output effects of labour tax policies in six European countries for the period 1974–1997. By considering impulse response functions, it turns out that, on average, a shock to the total personal income tax revenues is positively correlated to employment, whereas there is mixed evidence ...
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Identification of One Independent Shock in Structural Vars

We establish the identification of a specific shock in a structural vector autoregressive model under the assumption that this shock is independent of the other shocks in the system, without requiring the latter shocks to be mutually independent, unlike the typical assumptions in the independent component analysis literature.
Fiorentini, Gabriele   +2 more
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VADER and VAR ingot structures

JOM, 1989
K. O. Yu   +3 more
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Structural characterization and immunostimulatory activity of a novel polysaccharide from green alga Caulerpa racemosa var peltata

International Journal of Biological Macromolecules, 2019
Riming Huang, Lianmei Hu, Xuewu Duan
exaly  

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