Works matching DE "VECTOR autoregression model"

Results: 2160

Do Shocks in Financial Risk Affect the Financial Performance of Indian Microfinance Institutions?

Published in:

Journal of Risk Analysis & Crisis Response (JRACR), 2025, v. 15, n. 1, p. 145, doi. 10.54560/jracr.v15i1.519

By:

Biswas, Bappaditya;
Sharma, Suraj

Publication type:

Article

Türkiye’de İkiz Açık Hipotezinin Nedensellik Analizi.

Published in:

Journal of Emerging Economies & Policy, 2024, v. 9, n. 2, p. 148

By:

Akan, Recep

Publication type:

Article

基于VAR模型的豆粕价格波动影响因素的实证研究.

Published in:

Feed Research, 2025, v. 48, n. 4, p. 189, doi. 10.13557/j.cnki.issn1002-2813.2025.04.034

By:

郝瑶

Publication type:

Article

SHIFTING THE RELATIONSHIP BETWEEN MARKET SENTIMENT, MARKET VOLUME, TRADING VOLUME AND VOLATILITY ON THE INDONESIA STOCK EXCHANGE APPROACH MODEL VECTOR AUTOREGRESSION.

Published in:

Eduvest: Journal Of Universal Studies, 2025, v. 5, n. 4, p. 3832, doi. 10.59188/eduvest.v5i4.34659

By:

Mariyani, Dede;
Hariyanti;
Kalista, Anggian

Publication type:

Article

Nonlinear effects of uncertainty shocks: State dependency and asymmetry.

Published in:

Scottish Journal of Political Economy, 2025, v. 72, n. 1, p. 1, doi. 10.1111/sjpe.12399

By:

Morita, Hiroshi;
Yuasa, Shiro

Publication type:

Article

A note of caution on the relation between money growth and inflation.

Published in:

Scottish Journal of Political Economy, 2023, v. 70, n. 5, p. 479, doi. 10.1111/sjpe.12364

By:

Berger, Helge;
Karlsson, Sune;
Österholm, Pär

Publication type:

Article

Technology News and the US Economy: Time Variation and Structural Changes.

Published in:

Scottish Journal of Political Economy, 2015, v. 62, n. 3, p. 227, doi. 10.1111/sjpe.12073

By:

Berg, Tim Oliver

Publication type:

Article

The Analytics of SVARs: A Unified Framework to Measure Fiscal Multipliers.

Published in:

Review of Economic Studies, 2017, v. 84, n. 3, p. 1015, doi. 10.1093/restud/rdx030

By:

CALDARA, DARIO;
KAMPS, CHRISTOPHE

Publication type:

Article

Global Identification in DSGE Models Allowing for Indeterminacy.

Published in:

Review of Economic Studies, 2017, v. 84, n. 3, p. 1306, doi. 10.1093/restud/rdw048

By:

ZHONGJUN QU;
TKACHENKO, DENIS

Publication type:

Article

Business Cycle Dynamics under Rational Inattention.

Published in:

Review of Economic Studies, 2015, v. 82, n. 4, p. 1502, doi. 10.1093/restud/rdv027

By:

MAC´KOWIAK, BARTOSZ;
WIEDERHOLT, MIRKO

Publication type:

Article

Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum.

Published in:

2015

By:

DEL NEGRO, MARCO;
PRIMICERI, GIORGIO E.

Publication type:

Correction Notice

Vínculos Comerciales y sus Efectos sobre la Producción Uruguaya.

Published in:

Revista de Ciencias Empresariales y Economia, 2011, n. 10, p. 113

By:

Cantera, Valeria

Publication type:

Article

Post Keynesian endogenous money theory: A theoretical and empirical investigation of the credit demand schedule.

Published in:

Journal of Post Keynesian Economics, 2018, v. 41, n. 2, p. 185, doi. 10.1080/01603477.2017.1338967

By:

Deleidi, Matteo

Publication type:

Article

Structural VAR analysis of debt, capital accumulation, and income distribution in the Japanese economy: a Post Keynesian perspective.

Published in:

Journal of Post Keynesian Economics, 2012, v. 34, n. 4, p. 685, doi. 10.2753/PKE0160-3477340405

By:

Nishi, Hiroshi

Publication type:

Article

Generalization and learning rate of multi-class support vector classification and regression.

Published in:

International Journal of Wavelets, Multiresolution & Information Processing, 2022, v. 20, n. 5, p. 1, doi. 10.1142/S0219691322500175

By:

Dong, Zijie;
Gong, Jiawen;
Zou, Bin;
Wang, Yichi;
Xu, Jie

Publication type:

Article

Time-Varying Effects of External Shocks on Macroeconomic Fluctuations in Peru: An Empirical Application using TVP-VAR-SV Models.

Published in:

Open Economies Review, 2024, v. 35, n. 5, p. 1015, doi. 10.1007/s11079-023-09742-5

By:

Rodriguez, Gabriel;
Castillo B., Paul;
Ojeda Cunya, Junior A.

Publication type:

Article

The Role of Systemic Risk Spillovers in the Transmission of Euro Area Monetary Policy.

Published in:

Open Economies Review, 2023, v. 34, n. 5, p. 1079, doi. 10.1007/s11079-022-09707-0

By:

Skouralis, Alexandros

Publication type:

Article

Foreign and Domestic Uncertainty Shocks in Four Open Economies.

Published in:

Open Economies Review, 2021, v. 32, n. 5, p. 933, doi. 10.1007/s11079-021-09656-0

By:

Nilavongse, Rachatar;
Rubaszek, Michał;
Staehr, Karsten;
Uddin, Gazi Salah

Publication type:

Article

Market Shocks in the G7 Countries.

Published in:

Open Economies Review, 2022, v. 33, n. 1, p. 33, doi. 10.1007/s11079-020-09610-6

By:

Azad, Nahiyan;
Serletis, Apostolos

Publication type:

Article

Monetary Policy and Interest Rate Spreads.

Published in:

Open Economies Review, 2020, v. 31, n. 3, p. 707, doi. 10.1007/s11079-019-09572-4

By:

Nsafoah, Dennis;
Serletis, Apostolos

Publication type:

Article

Testing the 'Fear of Floating' Hypothesis: A Statistical Analysis for Eight African Countries.

Published in:

Open Economies Review, 2020, v. 31, n. 2, p. 407, doi. 10.1007/s11079-019-09557-3

By:

Ahmad, Ahmad Hassan;
Pentecost, Eric J.

Publication type:

Article

Financial vs. Policy Uncertainty in Emerging Market Economies.

Published in:

Open Economies Review, 2019, v. 30, n. 2, p. 297, doi. 10.1007/s11079-018-9509-9

By:

Choi, Sangyup;
Shim, Myungkyu

Publication type:

Article

Trilemma-Dilemma: Constraint or Choice? Some Empirical Evidence from a Structurally Identified Heterogeneous Panel VAR.

Published in:

Open Economies Review, 2019, v. 30, n. 1, p. 1, doi. 10.1007/s11079-018-9516-x

By:

Montiel, Peter J.;
Pedroni, Peter

Publication type:

Article

Financial Stability, Monetary Stability and Growth: a PVAR Analysis.

Published in:

Open Economies Review, 2019, v. 30, n. 1, p. 157, doi. 10.1007/s11079-018-9507-y

By:

Apostolakis, George;
Papadopoulos, Athanasios P.

Publication type:

Article

How should Central Banks Respond to Non-neutral Inflation Expectations?

Published in:

Open Economies Review, 2018, v. 29, n. 2, p. 321, doi. 10.1007/s11079-018-9482-3

By:

Shah, Imran H.;
Corrick, Ian;
Saboor, Abdul

Publication type:

Article

Oil Price Shocks and the Credit Default Swap Market.

Published in:

Open Economies Review, 2018, v. 29, n. 2, p. 283, doi. 10.1007/s11079-017-9454-z

By:

Dai, Wei;
Serletis, Apostolos

Publication type:

Article

International Trade Finance and Exports: Evidence from Korean Bank-Intermediated Trade Finance Instruments.

Published in:

Open Economies Review, 2017, v. 28, n. 2, p. 319, doi. 10.1007/s11079-016-9423-y

By:

Hwang, Sangyeon;
Im, Hyejoon

Publication type:

Article

The Spillover Effect of Euro Area on Central and Southeastern European Economies: A Global VAR Approach.

Published in:

Open Economies Review, 2016, v. 27, n. 2, p. 359, doi. 10.1007/s11079-015-9378-4

By:

Hájek, Jan;
Horváth, Roman

Publication type:

Article

Exchange Rate Pass-Through: Evidence Based on Vector Autoregression with Sign Restrictions.

Published in:

Open Economies Review, 2012, v. 23, n. 2, p. 359, doi. 10.1007/s11079-010-9195-8

By:

An, Lian;
Wang, Jian

Publication type:

Article

Does G7 Engross the Shock of COVID 19: An Assessment with Market Volatility?

Published in:

Asia-Pacific Financial Markets, 2023, v. 30, n. 4, p. 795, doi. 10.1007/s10690-023-09398-8

By:

Das, Nupur Moni;
Rout, Bhabani Sankar;
Khatun, Yashmin

Publication type:

Article

Is Being "Robust" Beneficial? A Perspective from the Indian Market.

Published in:

Asia-Pacific Financial Markets, 2021, v. 28, n. 4, p. 469, doi. 10.1007/s10690-021-09331-x

By:

Girach, Mohammed Bilal;
Oberoi, Shashank;
Chakrabarty, Siddhartha P.

Publication type:

Article

Testing PPP Hypotheses between Japan and the Six G7 Countries.

Published in:

Asia-Pacific Financial Markets, 2000, v. 7, n. 2, p. 155, doi. 10.1023/A:1010021831337

By:

Tsukuda, Yoshihiko;
Miyakoshi, Tatsuyoshi

Publication type:

Article

Estimation of value-at-risk by Lp quantile regression: Estimation of VaR by Lp quantile regression: P. Sun et al.

Published in:

Annals of the Institute of Statistical Mathematics, 2025, v. 77, n. 1, p. 25, doi. 10.1007/s10463-024-00911-y

By:

Sun, Peng;
Lin, Fuming;
Xu, Haiyang;
Yu, Kaizhi

Publication type:

Article

Discussion of "Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions".

Published in:

Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 1, p. 33, doi. 10.1007/s10463-019-00742-2

By:

Nakajima, Jouchi

Publication type:

Article

A two-stage support vector regression assisted sequential sampling approach for global metamodeling.

Published in:

Structural & Multidisciplinary Optimization, 2018, v. 58, n. 4, p. 1657, doi. 10.1007/s00158-018-1992-5

By:

Jiang, Chen;
Cai, Xiwen;
Qiu, Haobo;
Gao, Liang;
Li, Peigen

Publication type:

Article

REAL-TIME CONSIDERATION OF SYSTEMATIC PATTERNS IN MALTESE GDP DATA AND REVISIONS.

Published in:

Research Bulletin (Central Bank of Malta), 2023, p. 21

By:

DEBONO, NATHANIEL

Publication type:

Article

Volatility Information in High-Frequency Financial Interval-Valued Time Series: A Direct Modeling Pattern.

Published in:

Fluctuation & Noise Letters, 2025, v. 24, n. 2, p. 1, doi. 10.1142/S0219477525500087

By:

Hu, Xu;
Yu, Jianwen;
Xu, Qin;
Tao, Zhifu

Publication type:

Article

بررسی رابطه بین متغیرهای کلان اقتصادی و فرار مالیاتی با استفاده از رهیافتهای غیر خطی.

Published in:

Stable Economy Journal, 2024, v. 5, n. 2, p. 151, doi. 10.22111/sedj.2024.47262.1415

By:

معصومه مطلبی;
محمد علیزاده

Publication type:

Article

ارزیابی شوک های اقتصاد کالن بر ثبات بانکی با رویکرد خودتوضیحی برداری عامل تعمیم یافته)FAVAR()مطالعه موردی: اقتصاد ایران(.

Published in:

Stable Economy Journal, 2023, v. 4, n. 2, p. 34, doi. 10.22111/sedj.2023.43757.1252

By:

ئاسو اسماعیل پور;
جعفر حقیقت;
زهرا کریمی تکانل

Publication type:

Article

بررسی اثر تسهیلات تکلیفی بر تورم در اقتصاد ایران با استفاده از مدل VAR.

Published in:

Journal of Monetary & Financial Economics / Iqtiṣād-i Pūlī, Mālī, 2023, v. 30, n. 25, p. 164, doi. 10.22067/mfe.2023.80093.1263

By:

سید ابوالفضل وزی;
عباس یزدانی;
مهدی صادقی شاهدا

Publication type:

Article

BIST100 Bankacılık Sektöründeki Bağımlılığın Asma Kopula ile İncelenmesi.

Published in:

Istanbul Journal of Economics / İstanbul Iktisat Dergisi, 2023, v. 73, n. 1, p. 55, doi. 10.26650/ISTJECON2022-1229039

By:

YILDIRIM KÜLEKCİ, Bükre;
POYRAZ, Gülden;
GÜR, İsmail;
EVKAYA, Ozan

Publication type:

Article

Estimation of the Distribution and Demand Dynamics in Turkey: Structural Vector Autoregression Approach to a Post-Keynesian Model .

Published in:

Istanbul Journal of Economics / İstanbul Iktisat Dergisi, 2023, v. 73, n. 1, p. 1, doi. 10.26650/ISTJECON2022-1275817

By:

MUTLUGÜN, Betül;
İNCEKARA, Ahmet

Publication type:

Article

HARCAMA GRUPLARININ ŞOK ETKİLERİNE VERİLEN ENFLASYONİST REAKSİYONLAR: TÜRKİYE ÜZERİNE UYGULAMA.

Published in:

Journal of Academic Studies, 2012, v. 14, n. 54, p. 51

By:

Doğru, Büent

Publication type:

Article

Stock Market Turnover and China's Real Estate Market Price: An Empirical Study Based on VAR.

Published in:

Contemporary Social Sciences, 2022, v. 7, n. 4, p. 17, doi. 10.19873/j.cnki.2096-0212.2022.04.002

By:

Sun Xianchao;
Huang Chengjie

Publication type:

Article

Stock Market TVP-VAR Dynamic Connectedness and VIX Shocks Spillovers: Evidence from a Sectoral Analysis of the Fragile Five.

Published in:

International Entrepreneurship Review, 2024, v. 10, n. 1, p. 97, doi. 10.15678/IER.2024.1001.07

By:

Jurkowska, Aleksandra;
Ozcelebi, Oguzhan;
Fijorek, Kamil

Publication type:

Article

MIEJSKA POLITYKA MIESZKANIOWA A ROLA RYNKU W ZASPOKAJANIU POTRZEB MIESZKANIOWYCH.

Published in:

Studies in Politics & Society / Polityka & Społeczeństwo, 2024, v. 22, n. 1, p. 274, doi. 10.15584/polispol.2024.1.18

By:

Nowak, Krzysztof Adam

Publication type:

Article

The Impact of Policy Quantification on Rural Spatial Development in Suburbs: A Case Study of Dalian's Main Urban Area.

Published in:

Land (2012), 2025, v. 14, n. 1, p. 153, doi. 10.3390/land14010153

By:

Wang, Jiaxiang;
Cao, Zehao;
Chen, Tian;
Hu, Chunguang

Publication type:

Article

Exploring the Coupling of Land Development Intensity and Green Economy Development in the Pearl River Delta: Patterns, Challenges, and Strategic Pathways.

Published in:

Land (2012), 2025, v. 14, n. 1, p. 105, doi. 10.3390/land14010105

By:

Huang, Huiming;
Xu, Shuangyu;
Fang, Kailun

Publication type:

Article

Impacts of Policies on Tourism-Oriented Rural Spaces: A Case Study of Minority Villages in Yanbian Prefecture.

Published in:

Land (2012), 2024, v. 13, n. 12, p. 2190, doi. 10.3390/land13122190

By:

Zhang, Yu;
Xiong, Wenxin;
Dong, Li

Publication type:

Article

Analysis of the Reciprocal Feedback between Glacier Tourism Development and Regional Economic Growth in Hailuogou.

Published in:

Land (2012), 2023, v. 12, n. 1, p. 24, doi. 10.3390/land12010024

By:

Wang, Yanxia;
Yang, Jianping;
Tang, Fan;
Ge, Qiuling;
He, Qingshan;
Dai, Xun

Publication type:

Article