Response of Venezuelan output to monetary policy, deficit spending, and currency depreciation: a VAR model [PDF]
This study applies the VAR model to find possible responses of real GDP to selected macroeconomic variables in Venezuela. Based on an annual sample during 1961 - 2001, the author finds that the real GDP responds positively to a shcock to real M2 ...
Yu Hsing
core
Measuring financial risk : comparison of alternative procedures to estimate VaR and ES [PDF]
, 2008 We review several procedures for estimating and backtesting two of the most important measures of risk, the Value at Risk (VaR) and the Expected Shortfall (ES). The alternative estimators differ in the way the specify and estimate the conditional mean
Ruiz Ortega, Esther, Nieto, María Rosa
core +1 more source
Socioeconomic Challenges on Algeria’s Progress toward SDG2 (Zero Hunger): Public Spending, Agriculture, and Economic Resilience [PDF]
SocioEconomic ChallengesEnsuring food security and promoting sustainable agriculture are critical global priorities, particularly in Algeria, a country endowed with substantial agricultural potential yet challenged by resource inefficiencies, climate variability, and a heavy ...
Seyf Eddine Benbekhti +3 more
doaj +1 more source
Economic Policy Uncertainty (EPU) and China's Export Fluctuation in the Post-pandemic Era: An Empirical Analysis based on the TVP-SV-VAR Model. [PDF]
Front Public Health, 2021 Hu G, Liu S.
europepmc +1 more source
Structural insights into an engineered feruloyl esterase with improved MHET degrading properties
FEBS Letters, EarlyView.A feruloyl esterase was engineered to mimic key features of MHETase, enhancing the degradation of PET oligomers. Structural and computational analysis reveal how a point mutation stabilizes the active site and reshapes the binding cleft, expading substrate scope.
Panagiota Karampa +5 more
wiley +1 more source
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features [PDF]
An important aspect of empirical research based on the vector autoregressive (VAR) model is the choice of the lag order, since all inference in the VAR model depends on the correct model specification.
Carlos Enrique Carrasco Gutiérrez +2 more
core
Gut microbiome and aging—A dynamic interplay of microbes, metabolites, and the immune system
FEBS Letters, EarlyView.Age‐dependent shifts in microbial communities engender shifts in microbial metabolite profiles. These in turn drive shifts in barrier surface permeability of the gut and brain and induce immune activation. When paired with preexisting age‐related chronic inflammation this increases the risk of neuroinflammation and neurodegenerative diseases.
Aaron Mehl, Eran Blacher
wiley +1 more source
A review of nonfundamentalness and identification in structural VAR models [PDF]
We review, under a historical perspective, the development of the problem of nonfundamentalness of Moving Average (MA) representations of economic models.
Capasso, Marco +2 more
core
FEBS Letters, EarlyView.Biomolecular condensates formed by fused in sarcoma (FUS) are dissolved by high ATP concentrations yet persist in cells. Using a reconstituted system, we demonstrate that valosin‐containing protein (VCP), an AAA+ ATPase, counteracts ATP‐driven dissolution of FUS condensates through its D2 ATPase activity.
Hitomi Kimura +2 more
wiley +1 more source
Common features and common I(2) trends in VAR systems [PDF]
This paper discusses serial correlation common features, CF, and integration of order 2, I(2), in VAR systems. The interplay of the CF restrictions and the I(2) conditions is discussed both for full VAR systems and for conditional systems with no levels ...
Paruolo Paolo
core