Results 61 to 70 of about 1,779,916 (322)
Bayesian Vector Autoregressions: Applications [PDF]
, 2019 Bayesian vector autoregressions (BVARs) are standard multivariate autoregressive models routinely used in empirical macroeconomics and finance for structural analysis, forecasting, and scenario analysis in an ever-growing number of applications. A preeminent field of application of BVARs is forecasting. BVARs with informative priors have
Miranda-Agrippino, Silvia +1 more
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Discriminator‐Guided Inverse Folding for Multi‐Property Protein Design
Advanced Science, EarlyView.Discriminator‐Guided Inverse Folding (DGIF) integrates multiple property predictors trained from single‐property datasets to guide protein sequence generation from a backbone structure. DGIF enables simultaneous improvement of thermostability and solubility without requiring multi‐property annotated datasets and generates designs that move toward the ...
Yuchuan Zheng +7 more
wiley +1 more source
Agribusiness, EarlyView.Abstract The vegetable market experiences significant price fluctuations due to the complex interplay of trend, cyclical, seasonal, and irregular factors. This study takes Korean green onions as an example and employs the Christiano–Fitzgerald filter and the CensusX‐13 seasonal adjustment methods to decompose its price into four components: trend ...
Yiyang Qiao, Byeong‐il Ahn
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Food Prices and Inflation Expectations in New Zealand
Agribusiness, EarlyView.ABSTRACT Food prices are conspicuous, and spending on food constitutes a considerable share of household expenditure. In this study, we use partially identified Bayesian structural vector autoregression models to analyze the effects of food price shocks on core inflation and 1‐ and 5‐year inflation expectations in New Zealand.
Puneet Vatsa +2 more
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Agribusiness, EarlyView.ABSTRACT Brazil and the United States account for more than 40% of global poultry exports, with China and South Korea among their major destination markets. This study examines price transmission and market linkages between Brazil and the United States using monthly poultry export price data from January 1990 to December 2024. It also assesses which of
Khondoker Abdul Mottaleb +2 more
wiley +1 more source
Oxford Bulletin of Economics and Statistics, 2019 Theories often make predictions about the signs of the effects of economic shocks on observable variables, thus implying inequality constraints on the parameters of a structural vector autoregression (SVAR).
Markku Lanne, Jani Luoto
semanticscholar +1 more source
Structural Approaches to Vector Autoregressions [PDF]
Review, 1992 cia it HE VECTOR AUTOREGRESSION (VAR) model of Sims (1980) has become a popular tool in empirical macroeconomics and finance. The VAR is a reduced.form time series model of the economy that is estimated by ordinary least squares.1 Initial interest in VARs arose because of the inability of economists to agree on the economy’s true structure.
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Dynamic Spillovers Between FinTech, Blockchain, and Green Finance: A Quantile Connectedness Approach
Business Strategy and the Environment, EarlyView.ABSTRACT This paper explores how financial innovation and environmental sustainability intersect by analyzing spillovers between FinTech, blockchain energy use, and green finance. Using a Quantile Vector Autoregression (QVAR) framework, we examine weekly data from 2018 to 2024 across 11 digital, environmental, and macro‐financial indices.
Mehmet Sahiner, Sisi Sung, James Devlin
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Cointegration Between Macroeconomic Variables and Sectoral Indices Movement in Bursa Malaysia [PDF]
Global Journal Al-Thaqafah, 2017 This paper examines the cointegration between sectoral indices in Bursa Malaysia and the selected macroeconomic variables, namely, oil price (OP), gold price (GP), and exchange rate (ER), during the period 1995- 2014.
Jaafar Pyeman, Ismail Ahmad
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Policy and Market Mechanisms for Sustainable Finance: A Systematic Review and Research Agenda
Business Strategy and the Environment, EarlyView.ABSTRACT Sustainable finance has emerged as a critical instrument for addressing the dual challenges of climate change and sustainable development. Nonetheless, a substantial financing gap persists, while the concept remains under‐theorized without a universally accepted definition, and empirical evidence of its effectiveness remains inconsistent and ...
Jihyung Joo, Byounguk Keum, Taewoo Roh
wiley +1 more source