Results 21 to 30 of about 1,779,916 (322)
An Approach of Vector Autoregression Model for Inflation Analysis in Indonesia
Journal of Economics, Business & Accountancy Ventura, 2018 A control of the inflation rate caused by the fluctuations in foreign exchange reserves, money supply, and exchange rate is required to create the stability of the country's economy.
Idah Zuhroh +2 more
doaj +2 more sources
Estimation of Panel Vector Autoregression in Stata
The Stata Journal, 2016 Inessa Love
exaly +2 more sources
Vector autoregression, structural equation modeling, and their synthesis in neuroimaging data analysis [PDF]
Computers in Biology and Medicine, 2011 Gang Chen, Daniel Glen, Ziad S Saad
exaly +2 more sources
Vector autoregression models with skewness and heavy tails [PDF]
Journal of Economic Dynamics and Control, 2021 With uncertain changes of the economic environment, macroeconomic downturns during recessions and crises can hardly be explained by a Gaussian structural shock. There is evidence that the distribution of macroeconomic variables is skewed and heavy tailed.
Sune Karlsson, S. Mazur, Hoang Nguyen
semanticscholar +1 more source
Heteroskedastic Proxy Vector Autoregressions [PDF]
SSRN Electronic Journal, 2020 In proxy vector autoregressive models, the structural shocks of interest are identified by an instrument. Although heteroskedasticity is occasionally allowed for, it is typically taken for granted that the impact effects of the structural shocks are time-invariant despite the change in their variances. We develop a test for this implicit assumption and
Lütkepohl, Helmut, Schlaak, Thore
openaire +3 more sources
Reexamining Phillips curve: An empirical analysis from Structural Vector Autoregression [PDF]
Industrija, 2021 In the literature, the existence of the Phillips curve in every country has been extensively explored. The goal of this research is to investigate the inflation-unemployment trade-off in Indonesia.
Sasongko Gatot +3 more
doaj +1 more source
Unintended Transnational Effects of Sanctions: A Global Vector Autoregression Simulation
Defence and Peace Economics, 2022 The debate on unintended consequences of sanctions, such as their adverse effects on human rights, public health, or the economy beyond intended sectors in the target state, has become increasingly popular over the last couple of decades.
E. Hatipoglu +2 more
semanticscholar +1 more source
Nonlinear vector autoregressions in short-term metal price forecasting
π-Economy, 2023 In order to make an effective economic decision, it is necessary to have an idea of the possible future state of the decision-making object and its environment, which is obtained by means of forecasting.
Svetunkov Sergey, Samarina Elizaveta
doaj +1 more source
Markov-Switching Bayesian Vector Autoregression Model in Mortality Forecasting
Risks, 2023 We apply a Markov-switching Bayesian vector autoregression (MSBVAR) model to mortality forecasting. MSBVAR has not previously been applied in this context, and our results show that it is a promising tool for mortality forecasting. Our model shows better
Wanying Fu +3 more
doaj +1 more source
Noncausal Vector Autoregression [PDF]
SSRN Electronic Journal, 2009 In this paper, we propose a new noncausal vector autoregressive (VAR) model for non-Gaussian time series. The assumption of non-Gaussianity is needed for reasons of identifiability. Assuming that the error distribution belongs to a fairly general class of elliptical distributions, we develop an asymptotic theory of maximum likelihood estimation and ...
Lanne, Markku, Saikkonen, Pentti
openaire +6 more sources