Results 11 to 20 of about 14,734,722 (312)
Analysis of the Effects of Economic Variables on the Price of Cement and Forecasting its Price Trend [PDF]
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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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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FOREIGN ECONOMIC STRATEGIC PRIORITIES OF UKRAINE [PDF]
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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Quaternion VAR Modelling and Estimation [PDF]
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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Government Debt-Economic Growth Nexus in ASEAN-4 Countries
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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Analyzing the Housing Market Network among Iran’s Provinces: New Evidence through Variance Decomposition of Forecast Errors [PDF]
Housing price shocks of one region may spread to the housing market of neighboring regions or geographical areas bounded by political border and lead to the formation of price shocks in shock-receiving areas.
Hodjatollah Mirzaei +3 more
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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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Expansionary monetary policy vs. bank concentration: The Eurozone & other European countries [PDF]
Expansionary 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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Estimating Multi-Country VAR Models [PDF]
This paper describes a methodology to estimate the coefficients, to test specification hypotheses and to conduct policy exercises in multi-country VAR models with cross unit interdependencies, unit specific dynamics and time variations in the coefficients.
Fabio Canova, Matteo Ciccarelli
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The Relationship between Financial Inclusion and Sudanese Economic Growth 2006-2020 [PDF]
The paper shed light on the causal relationship between financial inclusion, and economic growth in Sudan from 2006 to 2020. The paper seeks to answer the following question: What is the impact of financial inclusion indicators on economic growth in ...
Mozamel Aldai Alabass Alfaki +1 more
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