Results 161 to 170 of about 1,779,916 (322)

Asymmetries In The Exchange Rate Pass-Through Into Romanian Price Indices [PDF]

The article examines the asymmetries of the exchange rate pass-through (ERPT) into import, producer and consumer price indices for the Romanian economy.
Manea, Florentina, Cozmânca, Bogdan Octavian   +1 more
core  

Testing Distributional Granger Causality With Entropic Optimal Transport

Journal of Time Series Analysis, EarlyView.
ABSTRACT We develop a novel nonparametric test for Granger causality in distribution based on entropic optimal transport. Unlike classical mean‐based approaches, the proposed method directly compares the full conditional distributions of a response variable with and without the history of a candidate predictor.
Tao Wang
wiley   +1 more source

Regime-switching Vector Error Correction Model (VECM) analysis of UK meat consumption [PDF]

The standard Vector Error Correction Model (VECM) approach to investigating the underlying dynamics of economic variables assumes a constant co-integration space.
John Lingard, Philip Kostov
core  

The Accuracy Smoothness Dilemma in Prediction: A Novel Multivariate M‐SSA Forecast Approach

Journal of Time Series Analysis, EarlyView.
ABSTRACT Forecasting presents a complex estimation challenge, as it involves balancing multiple, often conflicting, priorities and objectives. Conventional forecast optimization methods typically emphasize a single metric, such as minimizing the mean squared error (MSE), which may neglect other crucial aspects of predictive performance. To address this
Marc Wildi
wiley   +1 more source

ANALISIS PERAMALAN JUMLAH SISWA MENGGUNAKAN METODE VECTOR AUTOREGRESSION BERBASIS KOMPUTER (STUDI KASUS : VALTO EDUCATION CENTRE) [PDF]

, 2009
ANALISIS PERAMALAN JUMLAH SISWA MENGGUNAKAN METODE VECTOR AUTOREGRESSION BERBASIS KOMPUTER (STUDI KASUS : VALTO EDUCATION CENTRE) - Vector Autoregression, Time Series, Autokorelasi ...
ANDRIA, VIVI
core  

Multiple Chains Markov Switching Vector Autoregression

Journal of Time Series Analysis, EarlyView.
ABSTRACT Both the U.S. stock and bond returns exhibit distinct Markovian regimes. However, because these regimes display limited coherence, conventional models typically require highly parameterized systems to adequately capture their joint distribution.
Leopoldo Catania
wiley   +1 more source

Classical and Bayesian vector autoregression for housing market analysis: evidence from Ireland

LAUREA MAGISTRALEQuesta tesi studia l’applicazione di modelli econometrici, in particolare Vector Autoregression e Bayesian Vector Autoregression, per prevedere i prezzi delle case in Irlanda, un indicatore rilevante per i recenti sviluppi economici e ...
Lizzini, Simone
core  

Graph-Based Search Procedure for Vector Autoregressive Models [PDF]

Vector Autoregressions (VARs) are a class of time series models commonly used in econometrics to study the dynamic effect of exogenous shocks to the economy.
Alessio Moneta, Peter Spirtes
core  

Vector autoregression modelling and forecasting growth of South Korea

In this paper, we have estimated vector autoregression (VAR), Bayesian vector autoregression (BVAR) and vector error-correction models (VECMs) using annual time-series data of South Korea for 1950-94.
Anita Ghatak
core   +1 more source

Using Vector Autoregression Modeling to Reveal Bidirectional Relationships in Gender/Sex-Related Interactions in Mother-Infant Dyads. [PDF]

Front Psychol, 2020
Eason EG, Carver NS, Kelty-Stephen DG, Fausto-Sterling A.   +3 more
europepmc   +1 more source