Geopolitical turmoil and energy dynamics: Analyzing the impact on inflation in selected European economies. [PDF]
Marangoz C.
europepmc +1 more source
A pioneering genotypic and phylogenetic characterisation of Cichorium crops through a genome-scale sequencing for future breeding innovations. [PDF]
Scariolo F +7 more
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Bayesian TVP-VARX models with time invariant long-run multipliers
The time-varying parameters vector autoregression models with exogenous variables (TVP-VARX) have become an indispensable tool for modeling time-varying relationships between macroeconomic indicators.
Polbin, Andrey +2 more
core
Bond market opening, monetary policy, and systemic financial risks - An empirical study based on the TVP-SV-VAR model. [PDF]
Ping WY, Hu YW, Luo LQ.
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The quantile domain volatility shock transmission between carbon emission trading system and European emerging stock markets: Practical implications for portfolio optimization. [PDF]
Aljughaiman AA +3 more
europepmc +1 more source
A novel method to select time-varying multivariate time series models for the surveillance of infectious diseases. [PDF]
Yu J +11 more
europepmc +1 more source
Nexus of crude oil and clean energy stock indices: Evidence from time-vector-auto-regression in conjunction with conditional-autoregressive-value-at-risk. [PDF]
Trabelsi N +3 more
europepmc +1 more source
The time-varying bidirectional causal relationship between household education expenditure and resident credit behavior: Dynamic quantile evidence and heterogeneous mechanisms. [PDF]
Jiang C, Wang Y, Li W, Ding R.
europepmc +1 more source
A comparative study of dynamic risk spillovers among financial sectors in China before and after the epidemic. [PDF]
Liu C, Ma H, Wang X, Cui J, Shen X.
europepmc +1 more source
Simultaneous detection of gradual and abrupt structural changes in Bayesian longitudinal modelling using entropy and model fit measures. [PDF]
Li Y, Xiong X, Oravecz Z, Chow SM.
europepmc +1 more source

