Results 141 to 150 of about 28,910 (183)
Modelling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers [PDF]
Giorgio Valente, Sarno, Lucio
core
UK business investment: long-run elasticities and short-run dynamics [PDF]
Colin Ellis, Simon Price
core
Some of the next articles are maybe not open access.
Related searches:
Related searches:
The Relative Performance of VAR and VECM Model
2010 3rd International Conference on Information Management, Innovation Management and Industrial Engineering, 2010Two models are examined in this study: Vector Autoregressive Model (VAR) and Vector Error Correction Model (VECM). Based on three indices: S&P 500, Nikkei 225 (NIKKEI), and Morgan Stanley EAFE (MSCIEAFE or MSCI EAFE) Index, we implement VAR and VECM models, including the pre-estimation diagnostics, model estimation and interpretation and post ...
Jianfeng Zhang, Wenxiu Hu, Xin Zhang
exaly +2 more sources
Modelling External Debt Using VECM and GARCH Models
Lecture Notes in Networks and Systems, 2022Naledi Blessing Mokoena +2 more
exaly +2 more sources
Forecasting bunker prices using a VECM approach
2020H παρούσα πτυχιακή εργασία, προτείνει μια μεθοδολογική προσέγγιση για την πρόβλεψη των τιμών των θαλάσσιων καυσίμων. Η πρόβλεψη των τιμών των θαλάσσιων καυσίμων έχει εξαιρετική σημασία για τη ναυτιλία, καθώς οι τιμές των καυσίμων επηρεάζουν σε μεγάλο βαθμό τον οικονομικό προϋπολογισμό των εμπορικών συναλλαγών.
Nikolitsi, Christina +1 more
openaire +1 more source
2005
In specifying VECMs, the lag order, the cointegration rank and possibly further restrictions have to be determined. The lag order and the cointegration rank are typically determined before further restrictions are imposed on the parameter matrices. Moreover, the specification of a VECM usually starts by determining a suitable lag length because, in ...
openaire +2 more sources
In specifying VECMs, the lag order, the cointegration rank and possibly further restrictions have to be determined. The lag order and the cointegration rank are typically determined before further restrictions are imposed on the parameter matrices. Moreover, the specification of a VECM usually starts by determining a suitable lag length because, in ...
openaire +2 more sources
ANALYSING UNEMPLOYMENT DETERMINANTS IN MALAYSIA USING THE VECM METHODOLOGY
Malaysian Journal of Business and Economics (MJBE), 2022This research examines the factors influencing unemployment in Malaysia, considering both short-term and long-term perspectives through the utilization of the VECM (Vector Error Correction Model) methodology. After reviewing relevant literature, various macroeconomic indicators such as GDP growth, foreign direct investment, inflation, interest rate ...
null Ng, Kuang Yong +3 more
openaire +1 more source
2005
In Chapters 2 and 6, we have seen that, on the one hand, impulse responses are an important tool to uncover the relations between the variables in a VAR or VECM and, on the other hand, there are some obstacles in their interpretation. In particular, impulse responses are generally not unique and it is often not clear which set of impulse responses ...
openaire +2 more sources
In Chapters 2 and 6, we have seen that, on the one hand, impulse responses are an important tool to uncover the relations between the variables in a VAR or VECM and, on the other hand, there are some obstacles in their interpretation. In particular, impulse responses are generally not unique and it is often not clear which set of impulse responses ...
openaire +2 more sources
Remittance and Trade Deficit Nexus in Nepal: A VECM Approach [PDF]
NRB Economic Review, 2013 Once Nepal eased the access to the international labor market, there is an increasing trend of Nepalese working abroad, where annually thousands of young people migrate from the country. Consequently, there has been a sharp increment of remittance inflow in the recent years.
openaire +2 more sources