Works matching DE "VECTOR autoregression model"
Results: 2063
REAL-TIME CONSIDERATION OF SYSTEMATIC PATTERNS IN MALTESE GDP DATA AND REVISIONS.
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- Research Bulletin (Central Bank of Malta), 2023, p. 21
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Central bank information effects in Japan: the role of uncertainty channel: Central bank information effects...: H. Morita et al.
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- Empirical Economics, 2025, v. 68, n. 2, p. 855, doi. 10.1007/s00181-024-02656-2
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El modelo Centro-Periferia desde la Economía Política de la Acumulación.
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- Ensayos de Economia, 2024, v. 34, n. 64, p. 104, doi. 10.15446/ede.v34n64.114754
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Forecasting House Prices: The Role of Fundamentals, Credit Conditions, and Supply Indicators: Forecasting House Prices: The Role of Fundamentals, Credit...: N. K. Kishor.
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- Journal of Real Estate Finance & Economics, 2025, v. 70, n. 1, p. 121, doi. 10.1007/s11146-023-09971-y
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Analysing the Relationship between Food Inflation and Exchange Rate in Turkey.
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- Balkan & Near Eastern Journal of Social Sciences (BNEJSS), 2024, v. 10, p. 169
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THE AUGMENTED DICKEY-FULLER TEST FOR THE STATIONARITY OF THE FINAL PUBLIC CONSUMPTION AND GDP TIME SERIES OF THE REPUBLIC OF NORTH MACEDONIA.
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- UTMS Journal of Economics, 2024, v. 15, n. 2, p. 109
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The Empirical Research of Relation Between Price and Supply and Demand of Coal in China.
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- Journal of Systems Science & Information, 2012, v. 10, n. 4, p. 387
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Grey Support Vector Autoregression Model with Application to iPhone Demand Forecasting.
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- Journal of Grey System, 2016, v. 28, n. 4, p. 65
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International interdependency of macroeconomic activities: a multivariate empirical analysis.
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- International Economics & Economic Policy, 2021, v. 18, n. 2, p. 425, doi. 10.1007/s10368-020-00483-1
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Human capital and productivity growth in a services economy: Some insights from the Portuguese case.
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- International Economics & Economic Policy, 2019, v. 16, n. 3, p. 511, doi. 10.1007/s10368-019-00439-0
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Do Laws Influence the Cost of Real Estate Brokerage Services? A State Fixed Effects Approach.
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- Real Estate Economics, 2016, v. 44, n. 4, p. 918, doi. 10.1111/1540-6229.12124
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Investor Sentiment, Limits to Arbitrage and Private Market Returns.
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- Real Estate Economics, 2014, v. 42, n. 3, p. 531, doi. 10.1111/1540-6229.12037
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Short Sales and Fundamental Value: Explaining the REIT Premium to NAV.
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- Real Estate Economics, 2013, v. 41, n. 3, p. 481, doi. 10.1111/reec.12004
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Predicting Stock and Bond Market Returns with Emotions: Evidence from Futures Markets.
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- Journal of Behavioral Finance, 2023, v. 24, n. 3, p. 333, doi. 10.1080/15427560.2021.1975717
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The Impact of Investor Sentiment on Bitcoin Returns and Conditional Volatilities during the Era of Covid-19.
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- Journal of Behavioral Finance, 2023, v. 24, n. 3, p. 276, doi. 10.1080/15427560.2021.1975285
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Impact of Firm-Initiated Tweets on Stock Return and Trading Volume.
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- Journal of Behavioral Finance, 2023, v. 24, n. 2, p. 171, doi. 10.1080/15427560.2021.1949717
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Reuters Sentiment and Stock Returns.
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- Journal of Behavioral Finance, 2014, v. 15, n. 4, p. 287, doi. 10.1080/15427560.2014.967852
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Implementation of two‐field inflation for cosmic linear anisotropy solving system.
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- Astronomische Nachrichten, 2021, v. 342, n. 1, p. 58, doi. 10.1002/asna.202113881
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Does advance booking matter in hedonic pricing? A new multivariate approach.
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- International Journal of Tourism Research, 2020, v. 22, n. 3, p. 277, doi. 10.1002/jtr.2331
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Interdependence of international tourism demand for Mediterranean countries: Impact of demand shocks.
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- International Journal of Tourism Research, 2019, v. 21, n. 1, p. 97, doi. 10.1002/jtr.2244
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Predictive Control of Investment Portfolio on the Financial Market with Hidden Regime Switching and MS VAR Model of Returns.
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- Automation & Remote Control, 2021, v. 82, n. 5, p. 841, doi. 10.1134/S0005117921050088
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Path Analysis of Sea-Level Rise and Its Impact.
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- Stats, 2022, v. 5, n. 1, p. 12, doi. 10.3390/stats5010002
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Agricultural Commodities in the Context of the Russia-Ukraine War: Evidence from Corn, Wheat, Barley, and Sunflower Oil.
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- Forecasting, 2023, v. 5, n. 1, p. 351, doi. 10.3390/forecast5010019
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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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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
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SCGN: novel generative model using the convergence of latent space by training.
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- Electronics Letters (Wiley-Blackwell), 2020, v. 56, n. 17, p. 879, doi. 10.1049/el.2020.1333
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Bank Capital And Liquidity Creation: The Case Of Jordanian Commercial Banks.
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- Journal of Positive School Psychology, 2022, v. 6, p. 12
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Vector Autoregressive Analysis -VAR Foreign Direct Investment and Unemployment: Sudan, 1990-2016.
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- Global Journal of Economics & Business, 2018, v. 4, n. 2, p. 224
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Analyzing COVID-19 outbreak for Turkey and Eight Country with Curve Estimation Models, Box-Jenkins (ARIMA), Brown Linear Exponential Smoothing Method, Autoregressive Distributed Lag (ARDL) and SEIR Models.
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- Eurasian Journal of Veterinary Sciences, 2020, v. 36, p. 142, doi. 10.15312/EurasianJVetSci.2020.304
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Are VaR models effective in capturing downside risk in alternative investment funds? Insights from a cross-country study.
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- International Journal of Financial Engineering, 2024, v. 11, n. 2, p. 1, doi. 10.1142/S2424786323500445
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FORECASTING FUTURE PROSPECTS OF FISH AND PADDY PRODUCTION IN ANDHRA PRADESH USING VAR MODEL.
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- Journal of Experimental Zoology India, 2022, v. 25, n. 1, p. 891
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Farm Acreage Shocks and Crop Prices: An SVAR Approach to Understanding the Impacts of Biofuels.
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- Environmental & Resource Economics, 2012, v. 53, n. 1, p. 117, doi. 10.1007/s10640-012-9550-x
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Performance Analysis of Sustainable Responsible Companies: An Empirical Study of Indian Sustainability Indices.
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- Grenze International Journal of Engineering & Technology (GIJET), 2024, v. 10, n. 2,Part 3, p. 2426
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Digital Economy, Science and Technology Innovation and Carbon Emissions - A Dynamic Analysis of PVAR Based on Provincial Panel Data.
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- Journal of Risk Analysis & Crisis Response (JRACR), 2023, v. 13, n. 1, p. 35, doi. 10.54560/jracr.v13i1.354
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The Fiscal Effects of Aid in Ethiopia: Evidence from CVAR Applications.
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- Journal of Development Studies, 2017, v. 53, n. 7, p. 1037, doi. 10.1080/00220388.2017.1303676
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Bidirectional dependencies between the residential market in voivodeship cities and the mortgage loans market in Poland.
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- World of Real Estate Journal / Swiat Nieruchomosci, 2021, v. 115, p. 4, doi. 10.14659/WOREJ.2021.115.01
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TRANSMISSION OF MONETARY SHOCKS: THE FAVAR APPROACH.
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- Journal of Economics & Management Research, 2012, v. 1, p. 21
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A structural VAR and VECM modeling method for open-high-low-close data contained in candlestick chart.
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- Financial Innovation, 2024, v. 10, p. 1, doi. 10.1186/s40854-024-00622-6
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Time-varying spillovers in high-order moments among cryptocurrencies.
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- Financial Innovation, 2024, v. 10, n. 1, p. 1, doi. 10.1186/s40854-024-00612-8
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Cryptocurrency technology revolution: are Bitcoin prices and terrorist attacks related?
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- Financial Innovation, 2023, v. 9, n. 1, p. 1, doi. 10.1186/s40854-022-00445-3
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Are life insurance futures a safe haven during COVID-19?
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- Financial Innovation, 2023, v. 9, n. 1, p. 1, doi. 10.1186/s40854-022-00411-z
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On the factors of Bitcoin's value at risk.
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- Financial Innovation, 2021, v. 7, n. 1, p. 1, doi. 10.1186/s40854-021-00297-3
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Agenda-Setting Dynamics during COVID-19: Who Leads and Who Follows?
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- Social Sciences (2076-0760), 2022, v. 11, n. 12, p. 556, doi. 10.3390/socsci11120556
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Measuring the Degree of Integration in the Dairy Products Market in Malawi.
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- Social Sciences (2076-0760), 2019, v. 8, n. 2, p. 66, doi. 10.3390/socsci8020066
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The Time-Varying Effects of Oil Shocks on the Trade Balance of Saudi Arabia.
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- Resources (2079-9276), 2023, v. 12, n. 5, p. 54, doi. 10.3390/resources12050054
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Changes in the tax structure and their impact on economic growth in the Republic of Croatia based on the VAR model.
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- Economic Research-Ekonomska Istrazivanja, 2023, v. 36, n. 3, p. 1, doi. 10.1080/1331677X.2022.2158114
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Formalize the informal: market segmentation and integration in the formal and informal credit markets in Wenzhou.
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- Economic Research-Ekonomska Istrazivanja, 2023, v. 36, n. 2, p. 1, doi. 10.1080/1331677X.2022.2108477
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Dynamic relationship between international tourism, economic growth and environmental pollution in the OECD countries: evidence from panel VAR model.
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- Economic Research-Ekonomska Istrazivanja, 2022, v. 35, n. 1, p. 5907, doi. 10.1080/1331677X.2022.2041063
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Assessment of country institutional factor on sustainable energy target achievement in European Union.
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- Economic Research-Ekonomska Istrazivanja, 2022, v. 35, n. 1, p. 3641, doi. 10.1080/1331677X.2021.2002706
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The impact of high-frequency economic policy uncertainty on China's macroeconomy: evidence from mixed-frequency VAR.
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- Economic Research-Ekonomska Istrazivanja, 2021, v. 34, n. 1, p. 3201, doi. 10.1080/1331677X.2020.1870519
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