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Modeling mortality with a Bayesian vector autoregression [PDF]
Insurance: Mathematics and Economics, 2011 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Njenga, Carolyn, Sherris, Michael
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Vector autoregressive models: A Gini approach [PDF]
Physica A: Statistical Mechanics and its Applications, 2018 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mussard, Stéphane, Ndiaye, Oumar Hamady
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Bernoulli vector autoregressive model
Journal of Multivariate Analysis, 2020 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Carolina Euán, Ying Sun 0002
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Jurnal Economia, 2018 Abstrak: Kejutan Transmisi Kebijakan Moneter dan Variabel Makro Ekonomi di Indonesia: Suatu Pendekatan Structural Vector Autoregression. Tujuan dari tulisan ini adalah untuk mengetahui berapa besar guncangan transmisi kebijakan moneter mempengaruhi ...
Rizal Rahman H. Teapon +1 more
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Okun’s law in an emerging country: An empirical analysis in Indonesia [PDF]
International Entrepreneurship Review, 2019 Objective: Labor economics policy instruments, such as gross domestic product (GDP) and unemployment are persistent challenges for every country. As an emerging country, Indonesia seeks to reduce unemployment and increase gross domestic product.
Cheng-Wen Lee +1 more
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The Baltic countries sectoral share price indexes VAR model
Lietuvos Matematikos Rinkinys, 2011 According to the same modern Baltic countries economical and political integration, united OMX Baltic security market created.The main purpose of this article is to forecast her sectoral share price indexes according to their interdependent relationship ...
Roma Uzdanavičiūtė +1 more
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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 +3 more
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The Vector Autoregressive Model [PDF]
, 1998 Abstract In Chapter 2 of SJ the basic facts about the vector autoregressive model with unrestricted parameters are given, and the asymptotics of the statistical theory is given in the stationary case. The p-dimensional process Xt considered throughout the book is generated by the autoregressive equations where X-k+i, ...
Peter Reinhard Hansen, Søren Johansen
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Investigation of the relationship between macro-economic variables and tax evasion using nonlinear approaches [PDF]
اقتصاد باثباتThe main purpose of present study is to investigate the relationship between macroeconomic variables and tax evasion using nonlinear approaches. . First of all, it was used Markov Switching Vector Autoregression method, statistics and information from ...
masoumeh motallebi, Mohammad Alizadeh
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On Vector Autoregressive Modeling in Space and Time [PDF]
SSRN Electronic Journal, 2010 Despite the fact that it provides a potentially useful analytical tool, allowing for the joint modeling of dynamic interdependencies within a group of connected areas, until lately the VAR approach had received little attention in regional science and spatial economic analysis.
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