Simulación Modelo VAR IPP-IPC.
- Published in:
- Cuadernos de Administración, 2014, v. 30, n. 52, p. 84, doi. 10.25100/cdea.v30i52.33
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- Publication type:
- Article
Works matching DE "VECTOR autoregression model"
Results: 2056
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Internal migration dynamics of native and foreign workers: an impulse–response analysis of perturbation and resilience by means of a spatial vector autoregressive model.
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- Regional Studies, 2023, v. 57, n. 12, p. 2473, doi. 10.1080/00343404.2023.2180144
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- Publication type:
- Article
3
Growth versus equity: the effects of centralized fiscal transfers on Chinese provinces.
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- Regional Studies, 2023, v. 57, n. 11, p. 2307, doi. 10.1080/00343404.2022.2160868
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- Article
4
A changepoint analysis of UK house price spillovers.
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- Regional Studies, 2023, v. 57, n. 7, p. 1223, doi. 10.1080/00343404.2022.2120977
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- Article
5
On the persistence and complementarities of design and technological change: a regional perspective.
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- Regional Studies, 2023, v. 57, n. 7, p. 1289, doi. 10.1080/00343404.2022.2120975
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- Article
6
An Empirical Investigation of Oil-Macro-financial Linkages in Saudi Arabia.
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- Review of Middle East Economics & Finance, 2017, v. 13, n. 2, p. 1, doi. 10.1515/rmeef-2017-0018
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- Article
7
Credit risk dynamics in response to changes in the federal funds target: The implication for firm short-term debt
- Published in:
- Review of Financial Economics, 2012, v. 21, n. 3, p. 141, doi. 10.1016/j.rfe.2012.06.008
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- Article
8
How large is the Government Spending Multiplier? Evidence from World Bank Lending*.
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- Quarterly Journal of Economics, 2012, v. 127, n. 2, p. 829, doi. 10.1093/qje/qjs008
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- Article
9
Predicting Tourist Arrivals in Greece With a Novel Tourism-Specific Business Leading Indicator.
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- Tourism Analysis, 2024, v. 29, n. 4, p. 501, doi. 10.3727/108354224X17209729214430
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- Publication type:
- Article
10
Substitutes or Complements? Evidence of the Relationship Between Air and Cruise Tourism.
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- Tourism Analysis, 2024, v. 29, n. 1, p. 17, doi. 10.3727/108354223X16948995945067
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- Publication type:
- Article
11
Post Keynesian endogenous money theory: A theoretical and empirical investigation of the credit demand schedule.
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- Journal of Post Keynesian Economics, 2018, v. 41, n. 2, p. 185, doi. 10.1080/01603477.2017.1338967
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- Article
12
Structural VAR analysis of debt, capital accumulation, and income distribution in the Japanese economy: a Post Keynesian perspective.
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- Journal of Post Keynesian Economics, 2012, v. 34, n. 4, p. 685, doi. 10.2753/PKE0160-3477340405
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- Publication type:
- Article
13
Operator-valued kernel-based vector autoregressive models for network inference.
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- Machine Learning, 2015, v. 99, n. 3, p. 489, doi. 10.1007/s10994-014-5479-3
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- Article
14
Political institutions and government spending behavior: theory and evidence from Iran.
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- International Tax & Public Finance, 2016, v. 23, n. 3, p. 522, doi. 10.1007/s10797-015-9378-8
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- Publication type:
- Article
15
Estimation of value-at-risk by Lp quantile regression: Estimation of VaR by Lp quantile regression: P. Sun et al.
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- Annals of the Institute of Statistical Mathematics, 2025, v. 77, n. 1, p. 25, doi. 10.1007/s10463-024-00911-y
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- Publication type:
- Article
16
A two-stage support vector regression assisted sequential sampling approach for global metamodeling.
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- Structural & Multidisciplinary Optimization, 2018, v. 58, n. 4, p. 1657, doi. 10.1007/s00158-018-1992-5
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- Article
17
Biometeorological and autoregressive indices for predicting olive pollen intensity.
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- International Journal of Biometeorology, 2013, v. 57, n. 2, p. 307, doi. 10.1007/s00484-012-0555-5
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- Article
18
The empirical relevance of the Mises-Hayek theory of the trade cycle.
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- Review of Austrian Economics, 2013, v. 26, n. 4, p. 433, doi. 10.1007/s11138-013-0225-9
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- Publication type:
- Article
19
The Application of VAR Model in Economic Interaction: The Case of China E-Commerce and Trade.
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- Wireless Personal Communications, 2018, v. 103, n. 1, p. 847, doi. 10.1007/s11277-018-5481-3
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- Publication type:
- Article
20
The impact of pandemic-induced uncertainty shock on tourism demand.
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- Current Issues in Tourism, 2023, v. 26, n. 16, p. 2575, doi. 10.1080/13683500.2022.2113044
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- Publication type:
- Article
21
The influence of registered divorces on outbound tourism: empirical evidence from Mexico.
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- Current Issues in Tourism, 2022, v. 25, n. 18, p. 2939, doi. 10.1080/13683500.2021.2012434
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- Publication type:
- Article
22
Assessing The Exports And Commodity Prices Linkage Amid Uncertainity.
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- Gümüshane University Journal of Social Sciences (GUSBID) / Gümüshane Üniversitesi Sosyal Bilimler Dergisi (GUSBID), 2025, v. 16, n. 1, p. 134
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- Article
23
Reviewing demand regimes in open economies with Penn World Table data.
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- Manchester School (1463-6786), 2022, v. 90, n. 6, p. 730, doi. 10.1111/manc.12423
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- Article
24
Inflation persistence and monetary policy: DSGE‐VAR approach.
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- Manchester School (1463-6786), 2022, v. 90, n. 6, p. 715, doi. 10.1111/manc.12420
- Publication type:
- Article
25
Modelling Money Shocks in a Small Open Economy: The Case of Taiwan.
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- Manchester School (1463-6786), 2017, v. 85, p. 104, doi. 10.1111/manc.12179
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- Article
26
The Efficiency of Multivariate Macroeconomic Forecasts.
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- Manchester School (1463-6786), 2014, v. 82, n. 5, p. 509, doi. 10.1111/manc.12016
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- Article
27
Central bank balance sheet and inflation in a euroised small open economy: a cointegrated SVAR analysis.
- Published in:
- Public Sector Economics (2459-8860), 2024, v. 48, n. 4, p. 529, doi. 10.3326/pse.48.4.6
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- Publication type:
- Article
28
A nexus between fiscal policy and inflation: a case study of Indonesia using SVAR model.
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- Public Sector Economics (2459-8860), 2023, v. 47, n. 4, p. 477, doi. 10.3326/pse.47.4.5
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- Publication type:
- Article
29
Economic growth or social expenditure: what is more effective in decreasing poverty and income inequality in the European Union -- a panel VAR approach.
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- Public Sector Economics (2459-8860), 2023, v. 47, n. 1, p. 111, doi. 10.3326/pse.47.1.5
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- Publication type:
- Article
30
Economic uncertainty and its impact on the Croatian economy.
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- Public Sector Economics (2459-8860), 2017, v. 41, n. 4, p. 443, doi. 10.3326/pse.41.4.3
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- Article
31
Türkiye Ekonomisinin Kronik Sorunu Dolarizasyon ve Dolarizasyon Sürecine Makroekonomik-Finansal Değişkenlerin Etkileri.
- Published in:
- TESAM Academy Journal, 2023, v. 10, n. 2, p. 613, doi. 10.30626/tesamakademi.1163376
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- Article
32
Remittances and competitiveness: a case study on Armenia and Georgia.
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- Hungarian Statistical Review, 2022, v. 5, n. 1, p. 94, doi. 10.35618/hsr2022.01.en094
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- Article
33
Empirical Analyses of the Relationship between Trade and Budget Deficit of FYR of Macedonia.
- Published in:
- KnE Social Sciences, 2018, p. 1, doi. 10.18502/kss.v3i10.3527
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- Article
34
Estimating Systemic Risk and Interconnectedness of Islamic Banks: Evidence from Indonesia.
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- Journal of Islamic Financial Studies, 2018, v. 4, n. 2, p. 75, doi. 10.12785/jifs/040201
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- Article
35
Performance Analysis of Sustainable Responsible Companies: An Empirical Study of Indian Sustainability Indices.
- Published in:
- Grenze International Journal of Engineering & Technology (GIJET), 2024, v. 10, n. 2,Part 3, p. 2426
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- Publication type:
- Article
36
Stochastic Forecast of Construction Cost Index Using a Cointegrated Vector Autoregression Model.
- Published in:
- Journal of Management in Engineering, 2013, v. 29, n. 1, p. 10, doi. 10.1061/(ASCE)ME.1943-5479.0000112
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- Article
37
Stochastic Debt Sustainability Analysis in Romania in the Context of the War in Ukraine.
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- Econometrics (2225-1146), 2024, v. 12, n. 3, p. 19, doi. 10.3390/econometrics12030019
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- Article
38
Celebrated Econometricians: Katarina Juselius and Søren Johansen.
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- Econometrics (2225-1146), 2022, v. 10, n. 2, p. 24, doi. 10.3390/econometrics10020024
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- Publication type:
- Article
39
An Alternative Estimation Method for Time-Varying Parameter Models.
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- Econometrics (2225-1146), 2022, v. 10, n. 2, p. 23, doi. 10.3390/econometrics10020023
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- Article
40
Model Validation and DSGE Modeling.
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- Econometrics (2225-1146), 2022, v. 10, n. 2, p. 17, doi. 10.3390/econometrics10020017
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- Publication type:
- Article
41
Structural Panel Bayesian VAR with Multivariate Time-Varying Volatility to Jointly Deal with Structural Changes, Policy Regime Shifts, and Endogeneity Issues.
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- Econometrics (2225-1146), 2021, v. 9, n. 2, p. 20, doi. 10.3390/econometrics9020020
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- Publication type:
- Article
42
Triple the Gamma—A Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models.
- Published in:
- Econometrics (2225-1146), 2020, v. 8, n. 2, p. 20, doi. 10.3390/econometrics8020020
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- Article
43
Estimation of FAVAR Models for Incomplete Data with a Kalman Filter for Factors with Observable Components.
- Published in:
- Econometrics (2225-1146), 2019, v. 7, n. 3, p. 31, doi. 10.3390/econometrics7030031
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- Publication type:
- Article
44
Structural Panel Bayesian VAR Model to Deal with Model Misspecification and Unobserved Heterogeneity Problems.
- Published in:
- Econometrics (2225-1146), 2019, v. 7, n. 1, p. 8, doi. 10.3390/econometrics7010008
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- Article
45
Recent Developments in Cointegration.
- Published in:
- 2018
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- Publication type:
- Editorial
46
Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles.
- Published in:
- Econometrics (2225-1146), 2017, v. 5, n. 2, p. 25, doi. 10.3390/econometrics5020025
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- Publication type:
- Article
47
Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions.
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- Econometrics (2225-1146), 2017, v. 5, n. 2, p. 19, doi. 10.3390/econometrics5020019
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- Publication type:
- Article
48
Measuring the Distance between Sets of ARMA Models.
- Published in:
- Econometrics (2225-1146), 2016, v. 4, n. 3, p. 32, doi. 10.3390/econometrics4030032
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- Article
49
An Empirical Study on the Impact of Seaports on Urban Economic Development Based on VAR Model: The Case of Shenzhen and Shenzhen Port in the Context of Industrial Transfer.
- Published in:
- Journal of Coastal Research, 2020, v. 111, p. 204, doi. 10.2112/JCR-SI111-035.1
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- Publication type:
- Article
50
Relationship between Foreign Direct Investment and China's Industrial Upgrading in the Background of the Belt and Road Initiative: An Empirical Study of the Marine Silk Route Enterprises.
- Published in:
- Journal of Coastal Research, 2020, v. 104, p. 695, doi. 10.2112/JCR-SI104-120.1
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- Publication type:
- Article