Results 81 to 90 of about 23,659 (294)
Public Capital and Regional Economic Growth: a SVAR Approach for the Spanish Regions [PDF]
Investigaciones Regionales - Journal of Regional Research, 2011 Recently, a significant share of the empirical analysis on the impact of public capital on regional growth has used multivariate time-series frameworks based on vector autoregressive (VAR) models. Nevertheless, not as much attention has been dedicated to
Geoffrey J. D. Hewings +2 more
doaj
Robust estimation of the vector autoregressive model by a least trimmed squares procedure. [PDF]
The vector autoregressive model is very popular for modeling multiple time series. Estimation of its parameters is typically done by a least squares procedure.
Croux, Christophe, Joossens, Kristel
core
Cost Pass‐Through in Crisis: Evidence From the German Malt‐Beer Supply Chain
Agribusiness, EarlyView.Abstract Global agri‐food supply chains are increasingly exposed to geopolitical shocks, climate volatility, and market consolidation, factors that disrupt traditional price relationships and reshape market power dynamics. Nowhere is this more visible than in the brewing sector, where agricultural raw materials meet complex industrial processing and ...
Nikolas Bublik, Lukáš Čechura
wiley +1 more source
A Pitfall in Using the Characterization of Granger Non-Causality in Vector Autoregressive Models
Econometrics, 2015 It is well known that in a vector autoregressive (VAR) model Granger non-causality is characterized by a set of restrictions on the VAR coefficients. This characterization has been derived under the assumption of non-singularity of the covariance matrix ...
Umberto Triacca
doaj +1 more source
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
openaire +3 more sources
Problems Related to Over-identifying Restrictions for Structural Vector Error Correction Models [PDF]
Structural vector autoregressive (VAR) models are in frequent use for impulse response analysis. If cointegrated variables are involved, the corresponding vector error correction models offer a convenient framework for imposing structural long-run and ...
Helmut Luetkepohl
core
Agribusiness, EarlyView.ABSTRACT Brazil and the United States account for more than 40% of global poultry exports, with China and South Korea among their major destination markets. This study examines price transmission and market linkages between Brazil and the United States using monthly poultry export price data from January 1990 to December 2024. It also assesses which of
Khondoker Abdul Mottaleb +2 more
wiley +1 more source
Multivariate Contemporaneous-Threshold Autoregressive Models [PDF]
This paper proposes a contemporaneous-threshold multivariate smooth transition autoregressive (C-MSTAR) model in which the regime weights depend on the ex ante probabilities that latent regime-specific variables exceed certain threshold values.
Michael J. Dueker +3 more
core
An investigation of feature models for music genre classification using the support vector classifier [PDF]
, 2005 In music genre classification the decision time is typically of the order of several seconds, however, most automatic music genre classification systems focus on short time features derived from 10?50ms.
Shawe-Taylor, John +5 more
core
Large Language Model in Materials Science: Roles, Challenges, and Strategic Outlook
Advanced Intelligent Discovery, EarlyView.Large language models (LLMs) are reshaping materials science. Acting as Oracle, Surrogate, Quant, and Arbiter, they now extract knowledge, predict properties, gauge risk, and steer decisions within a traceable loop. Overcoming data heterogeneity, hallucinations, and poor interpretability demands domain‐adapted models, cross‐modal data standards, and ...
Jinglan Zhang +4 more
wiley +1 more source