Results 31 to 40 of about 1,779,916 (322)

Unemployment and COVID-19 Impact in Greece: A Vector Autoregression (VAR) Data Analysis

Engineering Proceedings, 2021
In this paper, the scope is to study whether and how the COVID-19 situation affected the unemployment rate in Greece. To achieve this, a vector autoregression (VAR) model is employed and data analysis is carried out.
Christos Katris
semanticscholar   +1 more source

Causal Vector Autoregression Enhanced with Covariance and Order Selection

Econometrics, 2023
A causal vector autoregressive (CVAR) model is introduced for weakly stationary multivariate processes, combining a recursive directed graphical model for the contemporaneous components and a vector autoregressive model longitudinally.
Marianna Bolla, Dongze Ye, Haoyu Wang, Renyuan Ma, Valentin Frappier, William Thompson, Catherine Donner, Máté Baranyi, Fatma Abdelkhalek   +8 more
doaj   +1 more source

Neural Additive Vector Autoregression Models for Causal Discovery in Time Series Data [PDF]

IFIP Working Conference on Database Semantics, 2020
Causal structure discovery in complex dynamical systems is an important challenge for many scientific domains. Although data from (interventional) experiments is usually limited, large amounts of observational time series data sets are usually available.
Bart Bussmann, Jannes Nys, Steven Latr'e
semanticscholar   +1 more source

Do Corruption and Institutions Contribute to the Economic Growth in ASEAN Countries During 2000-2018?

Jurnal Ekonomi Pembangunan: Kajian Masalah Ekonomi dan Pembangunan, 2023
This study attempts to estimate the impact of corruption and institutions on economic growth in ASEAN countries during 2000-2018. The corruption perception index and six indicators of institutions are utilized.
Dwi Prasetyani, Malik Cahyadin, Yong Sze Wei, Amelia Choya Tia Rosalia   +3 more
doaj   +1 more source

Designing a Financial Condition Index to Predict Macroeconomic Variables Using Dynamic Time-varying Models [PDF]

تحقیقات مالی, 2023
Objective: Since financial developments that are not driven by fundamental factors of monetary policy may have a large impact on the economy, policymakers have placed significant emphasis on the financial conditions index over the past recent years ...
Paria Karimi, Alireza Saranj, Mohammad Nadiri, Mohammad Reza Mehrabanpour   +3 more
doaj   +1 more source

Vector autoregression estimates.

, 2023
Vector autoregression estimates.
Yuriy Bilan (11191594), Beata Gavurova (10960588), Olha Kuzmenko (14485787), Evgenia Bondarenko (14485790), Hanna Yarovenko (14485793)   +4 more
core   +2 more sources

FUZZY VECTOR AUTOREGRESSION FOR FORECASTING FARMER EXCHANGE RATE IN CENTRAL JAVA PROVINCE

Media Statistika, 2022
Computer technology has developed to a very advanced measure. Calculations using complex formulas are no longer an obstacle for industry and researchers.
Nurhayadi Nurhayadi
doaj   +1 more source

Automating Vector Autoregression on Electronic Patient Diary Data

IEEE Journal of Biomedical and Health Informatics, 2016
Lian Van Der Krieke, Elisabeth H Bos, Peter De Jonge   +2 more
exaly   +2 more sources

Vector Autoregressions [PDF]

Journal of Economic Perspectives, 2001
This paper critically reviews the use of vector autoregressions (VARs) for four tasks: data description, forecasting, structural inference, and policy analysis. The paper begins with a review of VAR analysis, highlighting the differences between reduced-form VARs, recursive VARs and structural VARs.
James H. Stock, Mark W. Watson
openaire   +2 more sources

Public Debt and Economic Growth in Egypt: A Vector Autoregression Approach [PDF]

المجلة الدولية للسياسات العامة في مصر, 2023
يُعدُّ تراكم الدين العام مشكلة مزمنة في العديد من الدول، وخاصة الدول النامية في القرن الواحد والعشرين. وعلى الرغم من الدراسات الكثيرة التي تناولت العلاقة بين الدين والنمو الاقتصادي، بيد أن هذه العلاقة لا تزال مثار جدل بُّين الأكاديميين. تتناول هذه الورقة
سحر محمد عبد الحليم عبد المنعم
doaj   +1 more source