Results 11 to 20 of about 24,674,854 (304)
Quaternion VAR Modelling and Estimation [PDF]
IEEE Transactions on Signal Processing, 2013 Quaternion vector autoregression (VAR) modeling is a natural extension of real and complex VAR. We demonstrate how a quaternion VAR can be treated as a special case of structured real VAR. We show that generalized least squares and (under Gaussianity) maximum likelihood estimation of the parameters reduces to simple least squares estimation if the ...
Paul Ginzberg, Andrew T. Walden
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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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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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Tạp chí Khoa học Đại học Đà Lạt, 2020 The paper used a cointegration test, the Granger causality test, and a vector autoregression (VAR) model to determine the relationship between the international coffee price on the spot market and the Vietnamese coffee export price from January 2004 to ...
Đặng Trung Tuyến +2 more
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Analysis of the Effects of Economic Variables on the Price of Cement and Forecasting its Price Trend [PDF]
مدلسازی اقتصادسنجی, 2023 The present study aims to identify the variables affecting the price of cement and provide in- and out-of-sample forecasts using monthly data from 2019:03 to 2023:02 and a vector autoregression (VAR) model. In this regard, according to the results of the
Seyed Saleh Akbar Mousavi +2 more
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FOREIGN ECONOMIC STRATEGIC PRIORITIES OF UKRAINE [PDF]
Akademičnij Oglâd, 2023 The paper is devoted to the analysis of modern foreign economic strategic priorities of Ukraine, features of their implementation in the context of the key purposes of economic development of the country.
ANTON FILIPENKO +3 more
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Impulse Response of Inflation to Economic Growth Dynamics: VAR Model Analysis
, 2020 The study investigates the impact of inflation rate on economic growth to find the best-fit model for economic growth in Vietnam. The study applied Vector Autoregressive (VAR), cointegration models, and unit root test for the time-series data from 1996 ...
D. Dinh
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Government Debt-Economic Growth Nexus in ASEAN-4 Countries
JDE (Journal of Developing Economies), 2022 Given a background of controversial political and theoretical academic debate and diverse empirical result, as Checherita and Rother (2010) concluded government debt and economic growth relationship is a country specific issue.
Hoda Hajian +2 more
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Expansionary monetary policy vs. bank concentration: The Eurozone & other European countries [PDF]
PanoeconomicusExpansionary monetary policy combined with unconventional measures led to a decline in the profitability of U.S. and European banks. This paper studies whether such measures also affect the asset concentration in the European banking sector. The findings
Jović Željko
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Studia Universitatis Vasile Goldis Arad, Seria Stiinte Economice, 2022 This study investigated Nigeria's economic interactions with China, India, and the USA with a view to identifying the main source of real output shock to Nigeria in the period 1981Q1-2019Q4.
Orji Anthony +3 more
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