Results 1 to 10 of about 14,734,722 (312)
DeepVARwT: deep learning for a VAR model with trend. [PDF]
J Appl Stat, 2022 Abstract The vector autoregressive (VAR) model has been used to describe the dependence within and across multiple time series. This is a model for stationary time series which can be extended to allow the presence of a deterministic trend in each series.
Li X, Yuan J.
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The causal relationship between current account and financial account balance in Western Balkan countries: The case of Serbia [PDF]
Bankarstvo, 2020 The Western Balkans (WB) countries registered an increase in the current account (CA) deficit and net capital inflow in the period before the outbreak of the global financial crisis of 2008. The external debt of these countries has increased.
Kovačević Radovan
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Assessing the influence of exchange rate on agricultural commodity export price: evidence from Vietnamese coffee [PDF]
Journal of Economics and Development, 2020 Purpose – The purpose of this paper is to evaluate the influence of VND/USD exchange rate on Vietnamese coffee export price (PVN). Design/methodology/approach – The study uses cointegration test, Granger causality test and vector autoregression (VAR ...
Trung Tuyen Dang +3 more
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Asset allocation efficiency from dynamic and static strategies in underfunded pension funds [PDF]
Seonmul yeongu, 2022 This study attempts to conduct a comparative analysis between dynamic and static asset allocation to achieve the long-term target return on asset liability management (ALM).
Chunsuk Park, Dong-Soon Kim, Kaun Y. Lee
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Pemex: oil price and financial management in the context of elevated fiscal burden [PDF]
Journal of Economics Finance and Administrative Science, 2022 Purpose – The article analyzes how oil price fluctuations are reflected in the management of Petróleos Mexicanos (Pemex) based on its balance sheet (BS) and particularly how oil price fluctuations affect Pemex's corporate income.
Angélica Tacuba
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On the appropriateness of inappropriate VaR models [PDF]
Allgemeines Statistisches Archiv, 2006 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wolfgang Härdle +2 more
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Forecasting with a noncausal VAR model [PDF]
Computational Statistics & Data Analysis, 2012 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Nyberg Henri, Saikkonen Pentti
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Contemporary Social Sciences, 2022 Our analysis used the monthly data of the average sales price of commodity houses and stock turnover in the Shenzhen Stock Exchange from January 2016 to December 2020.
Sun Xianchao, Huang Chengjie, Tang Zhou, and Li Xianbin
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House Price Shock and Business Cycle: The French Case
Scientific Annals of Economics and Business, 2021 This study examined the relationship between house prices and the business cycle. Specifically, we examined the effect of house price and stock price in the French business cycle.
Asma Ben Saad +2 more
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The Impact of the Global Pandemic Crisis on East and Central EU Stock Markets [PDF]
Ovidius University Annals: Economic Sciences Series, 2022 Our research is based on an examination of capital market dynamics in four European countries, namely Poland, Romania, Hungary, and the Czech Republic, during the pandemic crisis.
Mitica Pepi
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