Results 131 to 140 of about 1,779,916 (322)
Small open economies and external shocks: an application of Bayesian global vector autoregression model. [PDF]
Qual Quant, 2023 Onipede SF, Bashir NA, Abubakar J.
europepmc +1 more source
Life Cycle Consumption and Portfolio Choice Under Real Interest Rate Risk
Financial Management, EarlyView.ABSTRACT We set up a life cycle model with real interest rate risk to demonstrate that real interest rates have implications for optimal household consumption and investments. Lower interest rates lead to higher optimal stock investments and lower consumption.
Marcel Fischer, Natascha Jankowski
wiley +1 more source
Clustering individuals' temporal patterns of affective states, hunger, and food craving by latent class vector-autoregression. [PDF]
Int J Behav Nutr Phys Act, 2022 Pannicke B +3 more
europepmc +1 more source
Headache: The Journal of Head and Face Pain, EarlyView.Abstract Objective To evaluate changes in public interest in calcitonin gene‐related peptide therapies associated with major product lifecycle milestones using online search data from the United States and Europe. Background Calcitonin gene‐related peptide therapies have transformed migraine treatment, but the impact of key product lifecycle milestones
Bradley Ong +5 more
wiley +1 more source
Vector autoregression evidence on monetarism: another look at the robustness debate
This paper is a case study of the use of vector autoregression (VAR) models to test economic theories. It focuses on the work of Christopher A. Sims, who in 1980 found that relationships in economic data generated by a small VAR model were inconsistent ...
Richard M. Todd
core
Health Label and Behavioral Feature Prediction Using Bayesian Hierarchical Vector Autoregression Models. [PDF]
Annu Int Conf IEEE Eng Med Biol Soc, 2021 Lyon EN, Victor LH, Sano A.
europepmc +1 more source
Journal of Business Finance &Accounting, EarlyView.ABSTRACT We use banks’ quarterly fair value disclosures to perform the first short‐window event study of fair value adjustments excluded from net income and offer three main results. First, we find that fair value adjustments for banks’ loan portfolios are positively associated with short‐window stock returns and that they impact investors’ response to
John L. Campbell +2 more
wiley +1 more source
The methods of the cointegrated vector autoregression/error correction (VAR/VEC) model are applied to monthly U.S. markets for sugar and for sugar-using markets for confectionary, soft drink, and bakery products.
Babula, Ronald A., Newman, Douglas
core
A vector autoregression model of the Nevada economy [PDF]
Nevada ...
Thomas F. Cargill, Steven A. Morus
core
Cogent Economics & Finance, 2019 The foremost objective of the manuscript is to predict dynamic behaviour of economic and financial time series i.e. exchange rate and price of stock market in China and also to determine if there is a interrelation between the two.
Shweta Ahalawat, Archana Patro
doaj +1 more source