Results 51 to 60 of about 118,950 (155)

Pemodelan Time Series Multivariat secara Automatis

open access: yesJurnal Teknik Industri, 2011
This research aims at establishing model of multivariate time series by means of econometric instruments. Four instruments in use are vector auto regressive (VAR), structural vector auto regressive (SVAR), vector error correction model (VECM), and ...
Siana Halim, Arif Chandra
doaj  

Data-based priors for vector error correction models

open access: yesInternational Journal of Forecasting, 2023
We propose two data-based priors for vector error correction models. Both priors lead to highly automatic approaches which require only minimal user input. An empirical investigation reveals that Bayesian vector error correction (BVEC) models equipped with our proposed priors turn out to scale well to higher dimensions and to forecast well. In addition,
openaire   +2 more sources

VECTOR ERROR CORRECTION MODEL FOR FORECASTING SHEEP NUMBERS IN BULGARIA [PDF]

open access: yesScientific Papers Series : Management, Economic Engineering in Agriculture and Rural Development, 2016
The aim of this study was to forecast sheep numbers in Bulgaria on 01.11.2016 and on 01.11.2017, using a vector error correction model (VECM). A vector error correction model was constructed to forecast sheep numbers in Bulgaria for 2016 and 2017.
Tsvetana HARIZANOVA–METODIEVA   +2 more
doaj  

Global Tomato Production: Price Sensitivity and Policy Impact in Mexico, Türkiye, and the United States

open access: yesHorticulturae
Tomato, a vital subtropical vegetable crop, is in demand globally but is produced in limited regions. Recently, its supply has become increasingly influenced by internal and external production factors.
Ramu Govindasamy   +2 more
doaj   +1 more source

DEFICIT FINANCING DI INDONESIA: SATU KAJIAN EMPIRIK

open access: yesJurnal Ekonomi & Studi Pembangunan, 2006
The fiscal policy has become an important issue in Asian countries, including Indonesia. In recent years, a number of papers have focused on the examination official performance, including fiscal sustainability and the relationship between fiscal and ...
Jaka Sriyana
doaj  

EXCHANGE RATE FLUCTUATION IN INDONESIA: VECTOR ERROR CORRECTION MODEL APPROACH

open access: yesJurnal Ekonomi & Studi Pembangunan, 2016
Exchange rate in the last few years has been fluctuating highly. A number of variables were used in this research to analyze which variable has impact on exchange rate. The variables used were export, import, money supply and Bank Indonesia rate, for the
Fitra Prasapawidya Purna   +2 more
doaj  

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