Results 191 to 200 of about 1,779,916 (322)

GOVERNMENT PAYMENTS TO FARMERS AND REAL AGRICULTURAL ASSET VALUES IN THE 1980S

This study determines the effect of government payments on real agricultural asset values using Bayesian vector autoregression. In developing the empirical model, special attention is focused on the informational content of government payments.
Moss, Charles B., Shonkwiler, John Scott, Reynolds, John E.   +2 more
core  

On the identification of structural vector autoregressions [PDF]

Vector ...
Pierre-Daniel G. Sarte
core  

Confidence Intervals for Price Discovery

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT This paper discusses asymptotic and bootstrap confidence intervals for multivariate permanent‐transitory decompositions of cointegrated vector autoregressive I(1) systems, with a focus on price discovery. Alternative estimators of the permanent components are compared in terms of efficiency also under separable linear restrictions on the ...
Heino Bohn Nielsen, Paolo Paruolo, Anders Rahbek   +2 more
wiley   +1 more source

A Bayesian vector error corrections model of the U.S. economy [PDF]

This paper presents a small-scale macroeconometric time-series model that can be used to generate short-term forecasts for U.S. output, inflation, and the rate of unemployment.
Tom Stark
core  

Google search interests and new cases of COVID-19 in Bangladesh: a vector autoregression analysis for disease surveillance. [PDF]

BMC Res Notes
Ahmed MU, Ahamad MG, Hasan MM, Al Amin SF.   +3 more
europepmc   +1 more source

Least Trimmed Squares: Cointegration and Outliers

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT When applying the cointegrated autoregressive distributed lag model it is common to include indicator variables for outliers. This is often done in a somewhat ad hoc way. Least Trimmed Squares estimation provides a more systematic approach. This estimator is robust to a large number of outliers of many types.
Vanessa Berenguer‐Rico, Bent Nielsen
wiley   +1 more source

Is Fiscal Policy Contracyclical in India: An Empirical Analysis

The paper empirically examines the validity of Keynesian philosophy of contracyclical variation in fiscal policy to the macroeconomic activity in India.
Chakraborty, Pinaki, Chakraborty, Lekha S   +1 more
core  

Bad news from a forecasting model of the U.S. economy [PDF]

This paper describes and analyzes the 1990-92 economic forecasts of a Bayesian vector autoregression model developed by researchers at the Minneapolis Fed. The model's 1990 forecast was pretty bad - too optimistic about both inflation and economic growth,
David E. Runkle
core  

Dynamic time warp versus vector autoregression models for network analyses of psychological processes. [PDF]

Sci Rep
van der Does F, van Eeden W, Bringmann LF, Lamers F, Penninx BWJH, Riese H, Vermetten E, van der Wee N, Giltay E.   +8 more
europepmc   +1 more source

Inference on Common Trends in a Cointegrated Nonlinear SVAR

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT We consider the problem of performing inference on the number of common stochastic trends when data is generated by a cointegrated CKSVAR (a two‐regime, piecewise affine SVAR; Mavroeidis, 2021), using a modified version of the Breitung (2002) multivariate variance ratio test that is robust to the presence of nonlinear cointegration (of a known
James A. Duffy, Xiyu Jiao
wiley   +1 more source