Results 31 to 40 of about 3,856 (236)
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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IDENTIFIKASI DAMPAK LIBERALISASI KEUANGAN DALAM SMALL OPEN ECONOMY: STUDI KASUS DI INDONESIA
Ecoplan, 2018 Abstrak- Adanya pandangan bahwa liberalisasi keuangan berperan penting dalam mendorong pertumbuhan ekonomi menyebabkan banyak negara-negara berkembang melakukan serangkaian kebijakan liberalisasi di sektor keuangan.
Ryan Juminta Anward
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An Empirical Study of Carbon Emission Impact Factors Based on the Vector Autoregression Model
Energies, 2021 It is important to effectively reduce carbon emissions and ensure the simultaneous adjustment of economic development and environmental protection.
Wei Fan, Xi Luo, Jiabei Yu, Yiyang Dai
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Stationary Threshold Vector Autoregressive Models [PDF]
Journal of Risk and Financial Management, 2018 This paper examines the steady state properties of the Threshold Vector Autoregressive model. Assuming that the trigger variable is exogenous and the regime process follows a Bernoulli distribution, necessary and sufficient conditions for the existence of stationary distribution are derived.
Galyna Grynkiv, Lars Stentoft
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A vector autoregression weather model for electricity supply and demand modeling
Journal of Modern Power Systems and Clean Energy, 2018 Weather forecasting is crucial to both the demand and supply sides of electricity systems. Temperature has a great effect on the demand side. Moreover, solar and wind are very promising renewable energy sources and are, thus, important on the supply side.
Yixian LIU +2 more
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Crude Oil Spot Price Forecasting Using Ivanov-Based LASSO Vector Autoregression
Complexity, 2022 This paper proposes a forecasting methodology that investigates a set of different sparse structures for the vector autoregression (VAR) model using the Ivanov-based least absolute shrinkage and selection operator (LASSO) framework. The variant auxiliary
Yishan Ding +3 more
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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
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Simplicial Vector Autoregressive Models
IEEE Transactions on Signal ProcessingAbstract ...
Joshin Krishnan +3 more
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Mixture multilevel vector-autoregressive modeling
Psychological Methods, 2023 With the rising popularity of intensive longitudinal research, the modeling techniques for such data are increasingly focused on individual differences. Here we present mixture multilevel vector-autoregressive modeling, which extends multilevel vector-autoregressive modeling by including a mixture, to identify individuals with similar traits and ...
Anja F. Ernst +4 more
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IEEE AccessMeteorological parameters are increasingly influenced by unsustainable development and environmental pollution, contributing to the rising frequency of natural calamities. Accurate prediction of these parameters is crucial for prevention. This study uses
Archana Rout +2 more
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