Results 81 to 90 of about 1,779,916 (322)
Статистика и экономика, 2018 The consumer price index is a key indicator of the inflation level in Russia. It is important for the Central Bank and Government in decision-making process. There is a strong need for high-quality analysis and accurate forecast of this index.
A. K. Sapova
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International Journal of Finance &Economics, EarlyView.ABSTRACT This article investigates whether the unconventional monetary policy (UMP) measures pursued by the Federal Reserve, the Bank of England, the Bank of Japan, and the European Central Bank since the Global Financial Crisis (GFC) are associated with an appetite for cryptocurrency.
Niamh Wylie, Martha O'Hagan‐Luff
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From data to safer roads: predictive modelling and causal analysis of road fatalities in Australia
Scientific ReportsThis study uses advanced time-series forecasting and causal modelling techniques to examine long-term patterns in Australian road traffic fatalities. Four statistical approaches were assessed: Holt-Winters, Theta, TBATS, and Vector Autoregression, with ...
Saeid Afshari +2 more
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Prior Selection for Panel Vector Autoregressions [PDF]
SSRN Electronic Journal, 2015 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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International Studies of Economics, EarlyView.Abstract This paper examines the link between climate risk, energy consumption, and financial market performance in a sample of emerging countries over the period 2000–2024. The objective is to model the dynamic interactions between these three dimensions, in order to understand the extent to which energy dependence and exposure to climate risks ...
Abdelkader Mohamed Derbali
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Univariate and multivariate ARIMA versus vector autoregression forecasting [PDF]
The purposes of this study are two: 1) to compare the forecasting abilities of the three methods: univariate autoregressive integrated moving average (ARIMA), multivariate autoregressive integrated moving average (MARIMA), and vector autoregression (both
Michael L. Bagshaw
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Structural Periodic Vector Autoregressions
Journal of EconometricsWhile seasonality inherent to raw macroeconomic data is commonly removed by seasonal adjustment techniques before it is used for structural inference, this may distort valuable information in the data. As an alternative method to commonly used structural vector autoregressions (SVARs) for seasonally adjusted data, we propose to model potential ...
Daniel Dzikowski, Carsten Jentsch
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THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES [PDF]
Econometric Theory, 2007 Summary: We show that the order of integration of a vector autoregressive process is equal to the difference between the multiplicity of the unit root in the characteristic equation and the multiplicity of the unit root in the adjoint matrix polynomial. The equivalence with the standard I(1) and I(2) conditions [\textit{S.
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Journal of Applied Econometrics, EarlyView.ABSTRACT The effects of monetary policy shocks are regularly estimated using high‐frequency surprises in asset prices around central bank meetings as an instrument. These studies, insofar as they explicitly model the relationship between instrument and structural shock, assume a constant relationship between the instrument and the monetary policy shock.
Pooyan Amir‐Ahmadi +2 more
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Determinants of Private investment in Iran: Using A Vector Autoregression Approach [PDF]
پژوهشهای اقتصادی, 2009 This paper investigates the determinants of private investment in Iran over the period of 1382-2004. First, the variables are tested for unit root and then the long run private investment equation is estimated using cointegration technique.
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