The role of environmental tax on the environmental quality in EU counties: evidence from panel vector autoregression approach. [PDF]
Environ Sci Pollut Res IntSavranlar B, Ertas SA, Aslan A.
europepmc +1 more source
Inflation Control in a CVAR Model With an Application to the Burns/Miller Period in the USA
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT The paper addresses the problem of “how to make a nonstationary inflation rate stationary by controlling the policy instrument”. It shows that a necessary condition is a significant non‐zero element in the long‐run impact matrix. An application to US data covering the Burns/Miller periods finds a significant, but positive, long‐run impact on ...
Søren Johansen, Katarina Juselius
wiley +1 more source
Analyzing moisture-heat coupling in a wheat-soil system using data-driven vector autoregression model. [PDF]
PeerJ, 2019 Feng X, Zhang X, Feng Z, Wei Y.
europepmc +1 more source
Detecting Sparse Cointegration
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT We propose a two‐step procedure for detecting sparse cointegration in high‐dimensional single‐equation models. First, we employ the adaptive lasso to identify the subset of integrated covariates driving the long‐run equilibrium relationship.
Jesús Gonzalo, Jean‐Yves Pitarakis
wiley +1 more source
General--to--Specific Reductions of Vector Autoregressive Processes [PDF]
Unrestricted reduced form vector autoregressive (VAR) models have become a dominant research strategy in empirical macroeconomics since Sims (1980) critique of traditional macroeconometric modeling.
Hans-Martin Krolzig
core
Controller-driven vector autoregression model for predicting content popularity in programmable named data networking devices. [PDF]
PeerJ Comput SciQaiser F, Hussain M, Ahad A, Pires IM.
europepmc +1 more source
Modelling Trends of Climatic Variability and Malaria in Ghana Using Vector Autoregression. [PDF]
Malar Res Treat, 2018 Ankamah S, Nokoe KS, Iddrisu WA.
europepmc +1 more source
The Heterogeneous Regional Employment Effects of Environmental Policies
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT This paper examines the effects of Environmental Policies—measured by the OECD Environmental Policy Stringency Index (EPS)—on employment in 349 regions across 26 countries from 1990 to 2020. We find that more stringent EPS have short‐term negative effects on regional employment, which disappear in the medium term.
Luca Bettarelli +4 more
wiley +1 more source
Integer-valued autoregressive (INAR) processes have been introduced to model nonnegative integer-valued phenomena that evolve over time. The distribution of an INAR(p) process is essentially described by two parameters: a vector of autoregression ...
Werker, B.J.M. +2 more
core
The impact of TV mass media campaigns on calls to a National Quitline and the use of prescribed nicotine replacement therapy: a structural vector autoregression analysis. [PDF]
Addiction, 2017 Haghpanahan H +5 more
europepmc +1 more source