Results 61 to 70 of about 23,659 (294)
UN MODELO VECTORIAL AUTORREGRESIVO (VAR) APLICADO A LA FECUNDIDAD Y NUPCIALIDAD EN ESPAÑA
Rect@, 2014 The study analyzes in Spain the relationship between fecundity and marriage. In order to analyze how marriage and fertility are interrelated variables over time empirically evaluated a model that attempts to capture the non- causal temporal relationships
Díaz Fernández, Montserrat +2 more
doaj
Modeling the interaction across international conventional and Islamic stock indices
Cogent Economics & Finance, 2021 Islamic financial instruments have been experiencing rapid growth in the last 50 years. Despite the unique motivation in formulating them, namely based on Syariah law, their movement might link to those of the conventional ones.
Abdul Hakim +3 more
doaj +1 more source
The Interpretation of Coefficients of the Vector Autoregressive Model [PDF]
SSRN Electronic Journal, 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 ...
openaire +3 more sources
Understanding Egg Price Volatility and Policy Implications in the U.S. With Machine Learning
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Eggs are an inexpensive and sustainable source of proteins, but volatility in the U.S. egg prices has intensified in recent years, raising concerns over food affordability and market stability. This study examines the drivers of U.S. egg price dynamics over 2004–2025 using a two‐stage framework that combines LASSO‐based variable selection with
Xuemei Zhao +3 more
wiley +1 more source
, 2011 1 Introduction 1.1 Structure of the Chapter 1.2 Terminology, Notation and General Assumptions 2 VAR Processes 2.1 The Reduced Form 2.2 Structural Forms 3 Estimation of VAR Models 3.1 Classical Estimation of Reduced Form VARs 3.2 Bayesian Estimation of Reduced Form VARs 3.3 Estimation of Structural VARs 4 Model Specification 5 Model Checking 5.1 Tests ...
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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
wiley +1 more source
Data forecasting performance evaluation of threshold spatial vector autoregressive with exogenous variables [PDF]
International Journal of Data and Network ScienceOne time series model developed to predict economic data is Spatial Vector Autoregressive with Exogenous Variables (SpVARX). This model can accommodate simultaneously the interrelationships between variables, the impact of exogenous variables ...
Gama Putra Danu Sohibien +2 more
doaj +1 more source
Balanced Growth Approach to Tracking Recessions
Econometrics, 2020 In this paper, we propose a hybrid version of Dynamic Stochastic General Equilibrium models with an emphasis on parameter invariance and tracking performance at times of rapid changes (recessions).
Marta Boczoń, Jean-François Richard
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The Relationship Between Interest Rates and Agricultural Commodity Price Dynamics
Agribusiness, EarlyView.ABSTRACT The U.S. Federal Reserve has undertaken several interest rate interventions in the past decade. This study explores the relationship between U.S. corn and soybean prices and Federal Reserve monetary policy interventions, in the short and long run.
Zhining Sun, Ani L. Katchova
wiley +1 more source
Price Transmission During Promotions: A Case Study of Spanish Milk Brands
Agribusiness, EarlyView.ABSTRACT Price promotion is the marketing tool typically used by retail brands to boost sales and gain market share. In this paper, we intend to investigate the price transmission mechanism among competitive brands in Spain when price reductions that are associated with price promotions take place.
Yasmine Bedoui +2 more
wiley +1 more source