Results 61 to 70 of about 3,856 (236)
Austrian Journal of Statistics, 2017 We consider a vector autoregression model with exogenous variables and Markov-switching regimes to describe complex systems with cyclic changes of states.
Vladimir Malugin, Alexander Novopoltsev
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Harnessing Diversity: Majority‐Group Acculturation Predicts Creativity and Flourishing Over Time
European Journal of Social Psychology, EarlyView.ABSTRACT Creativity and flourishing are core aims of higher education (HE) institutions and government initiatives globally. Large‐scale projects have linked creativity and flourishing with cultural diversity, yet their associations with majority‐group acculturation (i.e., how members of dominant culture groups adopt minority‐cultural elements and/or ...
David Colledge +9 more
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The Interpretation of Coefficients of the Vector Autoregressive Model [PDF]
, 2005 Johansen (2002) suggests a counterfactual experiment that can be implemented in the vector autoregressive model to interpret the coefficients of an identified cointegrating relation. This article proposes an alternative counterfactual experiment ("design of experiment") that, contrary to the one suggested by Johansen, does not imply a dichotomy of ...
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Robust estimation for vector autoregressive models
Computational Statistics & Data Analysis, 2013 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Muler, Nora, Yohai, Victor Jaime
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Predicting EU Emissions Allowance Prices Using Macroeconomic Indicators and Hybrid AI Models
Journal of Forecasting, EarlyView.ABSTRACT Predicting carbon allowance prices has grown more crucial in relation to carbon market regulation, financial strategy, and environmental policy development. This study examines a hybrid forecasting system that combines deep learning with ensemble machine learning models to forecast the price fluctuations of EU Emissions Allowance (EUAs) within
Saptarshi Ganguly +2 more
wiley +1 more source
Threshold Asymmetric Conditional Autoregressive Range (TACARR) Model
Journal of Forecasting, EarlyView.ABSTRACT This paper introduces a Threshold Asymmetric Conditional Autoregressive Range (TACARR) model for analyzing the daily price ranges of financial assets. The proposed formulation assumes that the conditional expected range switches between two regimes, representing upward and downward market states, with the disturbance distribution also allowed ...
Isuru Ratnayake, V. A. Samaranayake
wiley +1 more source
The Impact of Public Debt on Sustainable Development. The Romanian Case Study [PDF]
Ovidius University Annals: Economic Sciences Series, 2023 The study aims to analyze the impact of the ratio between the public debt and the gross domestic product on the Romanian economic development, for years 2000 - 2021 and to offer solutions for growth and sustainable development.
Alin-Vasile Strachinaru
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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
wiley +1 more source
Cogent Economics & Finance, 2014 In this paper, we provide evidence supporting the hypothesis that permanent shifts in the consumption-saving pattern will have permanent effects on investment, with subsequent consequences for the unemployment rate, by estimating a structural vector ...
Roberto Bande-Ramudo +2 more
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On Counterfactual Interventions in Vector Autoregressive Models
2024 32nd European Signal Processing Conference (EUSIPCO)Counterfactual reasoning allows us to explore hypothetical scenarios in order to explain the impacts of our decisions. However, addressing such inquires is impossible without establishing the appropriate mathematical framework. In this work, we introduce the problem of counterfactual reasoning in the context of vector autoregressive (VAR) processes. We
Kurt Butler +2 more
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