Results 11 to 20 of about 1,319,657 (283)
VAR analysis and the Great Moderation [PDF]
SSRN Electronic Journal, 2008 Most analyses of the U.S. Great Moderation have been based on structural VAR methods, and have consistently pointed towards good luck as the main explanation for the greater macroeconomic stability of recent years.
Benati, Luca, Surico, Paolo
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Monetary analysis: a VAR perspective [PDF]
, 2007 The purpose of this study is to investigate the dynamic relationships between some key variables for the euro area by means of a systems approach (i.e.
Gerdesmeier, Dieter, Roffia, Barbara
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Philogenetic Analysis of S. Scabiei Var. Hominis, Var. Cuniculi, and Var. Marmoota
Bioscientia Medicina : Journal of Biomedicine and Translational Research, 2021 Introduction: Based on data from the 2017 Global Burden of Disease, it is known that Indonesia is the country with the highest number of scabies incidences out of 195 countries in the world. In addition to humans, scabies is also an infectious disease in mammals with a prevalence of 300 million infestations every year, even in animals the mortality ...
Gita Dwi Prasasty +5 more
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Intellectual capital investments: evidence from panel VAR analysis [PDF]
Journal of Intellectual Capital, 2013 Purpose – Investments in intellectual capital (IC) are often linked to competitive advantages that improve economic profit and increase the value of a company. However, this effect is reciprocal: companies that generate higher cash flow can invest more in IC. The purpose of this paper is to analyze a dynamic relationship
Iuliia Naidenova, Petr Parshakov
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Power analysis of static VAr compensators [PDF]
International Journal of Electrical Power & Energy Systems, 2008 Analysis of three-phase loads usually assume them to be three impedances in a star or triangle connection. This is the reason why obtained results can only be considered valid for passive loads, strictly speaking. Analysis leading to the proposal of some static compensators is usually performed in this way, which induces to believe that this ...
Redondo Quintela, Félix +2 more
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Evaluating VaR forecasts under stress: the German experience [PDF]
, 2003 We present an analysis of VaR forecasts and P&L-series of all 13 German banks that used internal models for regulatory purposes in the year 2001. To this end, we introduce the notion of well-behaved forecast systems.
Jaschke, Stefan +2 more
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Diversification within Lycianthes moziniana (Capsiceae, Solanaceae)
Botanical Sciences, 2023 Background: Lycianthes moziniana (Capsiceae, Solanaceae) is an endemic and widespread species in Mexico. Morphological and molecular evidence suggested three varieties (L. moziniana var. margaretiana, L. moziniana var. moziniana and L.
Marco Antonio Anguiano-Constante +5 more
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Parsimonious Var Models For Air Pollution Dynamic Analysis [PDF]
Journal of Mathematics and Statistics, 2005 We discuss a framework to obtain temporal predictions for an evolving spatial field regularly sampled in time at arbitrary spatial locations. Difficulties caused by large data sets and the modelling of complicated spatio-temporal interactions limit the effectiveness of traditional space-time statistical models.
FONTANELLA, Lara, GRANTURCO M.
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Comparison and Forecasting of VaR Models for Measuring Financial Risk: Evidence from China
Discrete Dynamics in Nature and Society, 2022 With increasing extremal risk, VaR has been becoming a popular methodology because it is easy to interpret and calculate. For comparing the performance of extant VaR models, this paper makes an empirical analysis of five VaR models: simple VaR, VaR based
Yuling Wang, Yunshuang Xiang, Huan Zhang
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Investor Sentiment and Speculative Bond Yield Spreads
Foundations of Management, 2019 The valuation of risky debt is central to theoretical and empirical work in corporate finance. Although much is known on the returns and valuation of bonds, there is hardly a consensus on the risk components of the yield spreads.
Turkmen Muldur Gozde +2 more
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