Results 271 to 280 of about 24,674,854 (304)

A small-scale DSGE-VAR model for the Romanian economy

, 2017
Raluca-Elena Pop
semanticscholar   +1 more source

Consistent estimation of global VAR models [PDF]

, 2009
In this paper, I propose an instrumental variable (IV) estimation procedure to estimate global VAR (GVAR) models and show that it leads to consistent and asymptotically normal estimates of the parameters. I also provide computationally simple conditions that guarantee that the GVAR model is stable.
openaire   +1 more source

Dynamic VAR model-based control charts for batch process monitoring

European Journal of Operational Research, 2020
Danilo Marcondes Filho, Marcio Valk
exaly  

Examining asymmetries in the transmission of monetary policy in the euro area: Evidence from a mixed cross-section global VAR model

, 2015
Georgios P. Georgiadis
semanticscholar   +1 more source

Structural VAR models

in corso di ...
AMISANO, Giovanni Gabriele, GIANNINI C.
openaire   +1 more source

Study on the Contribution of Land Use and Climate Change to Available Water Resources in Basins Based on Vector Autoregression (VAR) Model

Water (Switzerland), 2023
Zening Wu, Huiliang Wang, Yihong Zhou
exaly  

Forecasting Private-Sector Construction Works: VAR Model Using Economic Indicators

, 2015
M. Sing, D. Edwards, H. Liu, P. Love
semanticscholar   +1 more source

Trend in Markov Switching VAR Models

We consider deterministic time trends in Markov Switching Vector Autoregressive processes, and propose estimation of the parameters by using a modified Expectation-Maximization (EM) algorithm. Then we derive consistency and the asymptotic distribution of the obtained estimators.
openaire   +2 more sources

Forecasting VaR using realized EGARCH model with skewness and kurtosis

Finance Research Letters, 2020
Xinyu Wu, Michelle Xia
exaly  

Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area

, 2014
S. Bekiros
semanticscholar   +1 more source