Results 141 to 150 of about 1,170,766 (226)

SÅ GÖR DU JOURNALISTKARRIÄR: Var man, Var vit, Var medelklass

open access: yes
Title: Så gör du journalistkarriär: Var man, var vit, var medelklass Authors: Saga Aschan Kjellström, Isak Berndtsson & Maja Skvagerson Level: Bachelor thesis in Journalism Term: HT 2024 Supervisor: Jenny Wiik This study investigates how Swedish journalists with five to fifteen years of experience in the industry perceive the impact of different ...
Aschan Kjellström, Saga   +2 more
openaire   +1 more source

Monetary policy, asset prices and macroeconomic conditions : a panel-VAR study [PDF]

open access: yes
This paper studies the relationships between inflation, economic activity, credit, monetary policy, and residential property and equity prices in 17 OECD countries, using quarterly data for 1986-2006.
Katrin Assenmacher-Wesche   +1 more
core  

Le Var /

open access: yes, 1999
Research and contributions by members of Centre archéologique du Var, partly supported and funded by the Conseil général du Var.Includes bibliographical references (volume 1, pages 11-63) and ...
Brun, Jean-Pierre,   +5 more
core  

A Randomized Factorial Trial of Varenicline, Nicotine Lozenges, and Smartphone Medication Adherence Reminders for Smoking Cessation: Protocol for the COMBO II Study. [PDF]

open access: yesJMIR Res Protoc
Machado NM   +13 more
europepmc   +1 more source

Structural VAR identification of the Turkish business cycles [PDF]

open access: yes
In this paper, we investigate some of the main properties of the Turkish business cycles. Our empirical findings indicate that domestic inflation is countercyclical with real output and lags the GDP cycle by one quarter.
Levent, Korap
core  

Effective Connectivity and Clinical Correlates in Chronic Obstructive Pulmonary Disease. [PDF]

open access: yesInt J Chron Obstruct Pulmon Dis
Han KI   +7 more
europepmc   +1 more source

A Gibbs simulator for restricted VAR models [PDF]

open access: yes
Many economic applications call for simultaneous equations VAR modeling. We show that the existing importance sampler can be prohibitively inefficient for this type of models.
Tao Zha, Daniel F. Waggoner
core  

Bootstrap prediction intervals for VaR and ES in the context of GARCH models [PDF]

open access: yes
In this paper, we propose a new bootstrap procedure to obtain prediction intervals of future Value at Risk (VaR) and Expected Shortfall (ES) in the context of univariate GARCH models.
Esther Ruiz, María Rosa Nieto
core  

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