Works about VECTOR autoregression model
Results: 2085
Revisiting the drivers of inflation in Sub-Saharan Africa after COVID-19: Revisiting the drivers of inflation in Sub-Saharan Africa after COVID-19: D. Nsafoah et al.
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- Empirical Economics, 2025, v. 68, n. 3, p. 1073, doi. 10.1007/s00181-024-02666-0
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- Article
Mixed vector autoregression and GARCH–Copula approach for long-term streamflow probabilistic forecasting in a multisite system.
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- Stochastic Environmental Research & Risk Assessment, 2025, v. 39, n. 3, p. 1039, doi. 10.1007/s00477-025-02906-4
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- Article
Dynamic nonlinear connectedness between the green bonds, clean energy, and stock price: the impact of the COVID-19 pandemic.
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- Annals of Operations Research, 2025, v. 345, n. 2, p. 1137, doi. 10.1007/s10479-021-04452-y
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- Article
Evaluation of the Endowment of Geothermal Resources and Its Impact on Regional Industrial Structure: A Case Study of Qinghai Province (China).
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- Sustainability (2071-1050), 2025, v. 17, n. 4, p. 1751, doi. 10.3390/su17041751
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- Article
Os Impactos do Sentimento do Mercado de Petróleo nas Variáveis Macroeconômicas: Uma Análise por Vetores Autorregressivos em Painel.
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- Economía del Caribe, 2024, n. 34, p. 1
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- Article
Productivity and Firm Dynamics over the Business Cycle.
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- University of Tartu - Faculty of Economics & Business Administration Working Paper Series, 2022, n. 141, p. 3
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- Article
A note of caution on the relation between money growth and inflation.
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- Scottish Journal of Political Economy, 2023, v. 70, n. 5, p. 479, doi. 10.1111/sjpe.12364
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- Article
Technology News and the US Economy: Time Variation and Structural Changes.
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- Scottish Journal of Political Economy, 2015, v. 62, n. 3, p. 227, doi. 10.1111/sjpe.12073
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- Article
Inflation Expectations and the Pass-Through of Oil Prices.
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- Review of Economics & Statistics, 2023, v. 105, n. 3, p. 733, doi. 10.1162/rest_a_01073
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- Article
Growth Expectations, Undue Optimism, and Short-Run Fluctuations.
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- Review of Economics & Statistics, 2021, v. 103, n. 5, p. 905, doi. 10.1162/rest_a_00949
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- Article
GRANGER CAUSAL PRIORITY AND CHOICE OF VARIABLES IN VECTOR AUTOREGRESSIONS.
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- Review of Economics & Statistics, 2017, v. 99, n. 2, p. 319, doi. 10.1162/REST_a_00601
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- Article
PRIOR SELECTION FOR VECTOR AUTOREGRESSIONS.
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- Review of Economics & Statistics, 2015, v. 97, n. 2, p. 436, doi. 10.1162/REST_a_00483
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- Article
OVERTIME LABOR, EMPLOYMENT FRICTIONS, AND THE NEW KEYNESIAN PHILLIPS CURVE.
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- Review of Economics & Statistics, 2014, v. 96, n. 4, p. 767, doi. 10.1162/REST_a_00457
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- Article
A FLEXIBLE FINITE-HORIZON ALTERNATIVE TO LONG-RUN RESTRICTIONS WITH AN APPLICATION TO TECHNOLOGY SHOCKS.
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- Review of Economics & Statistics, 2014, v. 96, n. 4, p. 638, doi. 10.1162/REST_a_00406
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- Article
STRUCTURAL BREAKS IN THE INTERNATIONAL DYNAMICS OF INFLATION.
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- Review of Economics & Statistics, 2013, v. 95, n. 2, p. 646, doi. 10.1162/REST_a_00261
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- Article
FACTOR DEMAND LINK AGES, TECHNOLOGY SHOCKS, AND THE BUSINESS CYCLE.
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- Review of Economics & Statistics, 2012, v. 94, n. 4, p. 948, doi. 10.1162/REST_a_00253
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- Article
Estimating nonlinear effects of fiscal policy using quantile regression methods.
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- Oxford Economic Papers, 2016, v. 68, n. 4, p. 1120, doi. 10.1093/oep/gpw020
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- Article
The macroeconomic effects of legislated tax changes in Germany.
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- Oxford Economic Papers, 2014, v. 66, n. 2, p. 397, doi. 10.1093/oep/gpt017
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- Article
The nexus between higher education and economic growth in Morocco: an empirical investigation using VaR model and VECM.
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- Multimedia Tools & Applications, 2023, v. 82, n. 4, p. 5709, doi. 10.1007/s11042-022-13471-1
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- Article
Exploring Dynamic Impact of Foreign Direct Investment on China’s CO2 Emissions Using Markov-Switching Vector Error Correction Model.
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- Computational Economics, 2018, v. 52, n. 4, p. 1139, doi. 10.1007/s10614-017-9745-x
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- Article
The Electricity Consumption and Economic Growth Nexus in China: A Bootstrap Seemingly Unrelated Regression Estimator Approach.
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- Computational Economics, 2018, v. 52, n. 4, p. 1195, doi. 10.1007/s10614-017-9709-1
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- Article
Robust Monetary Policy in a Model of the Polish Economy: Is the Uncertainty Responsible for the Interest Rate Smoothing Effect?
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- Computational Economics, 2018, v. 52, n. 2, p. 313, doi. 10.1007/s10614-017-9678-4
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- Article
Measuring and Testing Tail Dependence and Contagion Risk Between Major Stock Markets.
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- Computational Economics, 2017, v. 50, n. 2, p. 325, doi. 10.1007/s10614-016-9587-y
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- Article
Project dynamics and emergent complexity.
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- Computational & Mathematical Organization Theory, 2013, v. 19, n. 4, p. 480, doi. 10.1007/s10588-012-9132-z
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- Article
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
On the dynamics of persistent states and their secular trends in the waveguides of the Southern Hemisphere troposphere.
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- Climate Dynamics, 2016, v. 46, n. 11/12, p. 3567, doi. 10.1007/s00382-015-2786-8
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- Article
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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- Article
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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- Article
The impact of geopolitical risk on tourism.
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- 2021
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- Letter
Thank you for your staying! An analysis of the economic impact of tourism in Japanese prefectures.
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- Current Issues in Tourism, 2021, v. 24, n. 12, p. 1721, doi. 10.1080/13683500.2020.1801604
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- Article
Effects of foreign direct investment on climate change in the Asian region.
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- Economic Journal of Emerging Markets, 2024, v. 16, n. 2, p. 151, doi. 10.20885/ejem.vol16.iss2.art5
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- Article
Are the global economic policy uncertainties blocking the export flows of emerging markets? A heterogeneous panel SVAR analysis.
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- Economic Journal of Emerging Markets, 2023, v. 15, n. 1, p. 87, doi. 10.20885/ejem.vol15.iss1.art7
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- Article
Shadows and Screens: Exploring the Impact of Astroturfing as a Facet of Fake Reviews in the Movie Industry's Social Media Dynamics.
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- Journal of the Association for Information Systems, 2025, v. 26, n. 1, p. 205, doi. 10.17705/1jais.00903
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- Article
The Dynamic Effects of Perceptions of Dread Risk and Unknown Risk on SNS Sharing Behavior During EID Events: Do Crisis Stages Matter?
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- Journal of the Association for Information Systems, 2020, v. 21, n. 3, p. 545, doi. 10.17705/1jais.00612
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- Article
Exploring the Dynamic Influence of Visit Behavior on Online Store Sales Performance: An Empirical Investigation.
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- Journal of the Association for Information Systems, 2020, v. 21, n. 3, p. 607, doi. 10.17705/1jais.00614
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- Article
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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- Article
علاقة اسعار لحوم الدواجن بالطلب على لحوم الاغنام نموذج غرانجر للسببية 2019-2008.
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- Economic & Managerial Researshes, 2023, v. 17, n. 1, p. 873
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- Article
Public Investments and Economic Growth in Algeria: A VAR Approach.
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- Economic & Managerial Researshes, 2022, v. 16, n. 2, p. 71
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- Article
The monetary policy transmission mechanism evidence from the Algerian economy An SVAR approach.
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- Economic & Managerial Researshes, 2021, v. 15, n. 1, p. 145
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- Article
Regularizing priors for Bayesian VAR applications to large ecological datasets.
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- PeerJ, 2022, p. 1, doi. 10.7717/peerj.14332
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- Article
Analyzing moisture-heat coupling in a wheat-soil system using data-driven vector autoregression model.
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- PeerJ, 2019, p. 1, doi. 10.7717/peerj.7101
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- Article
Real Exchange Rate Misalignment and Economic Fundamentals in Korea.
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- East Asian Economic Review (EAER), 2024, v. 28, n. 3, p. 277, doi. 10.11644/KIEP.EAER.2024.28.3.437
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- Article
Evolution of China's Economy and Monetary Policy: An Empirical Evaluation Using a TVP-VAR Model.
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- East Asian Economic Review (EAER), 2021, v. 25, n. 1, p. 73, doi. 10.11644/KIEP.EAER.2021.25.1.391
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- Article
The Relationship Between Financial Condition and Business Cycle in Mongolia.
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- East Asian Economic Review (EAER), 2019, v. 23, n. 2, p. 203, doi. 10.11644/KIEP.EAER.2019.23.2.361
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- Article
THE NEXUS BETWEEN FDI, EXTERNAL (IM)BALANCE AND ECONOMIC GROWTH ON SERBIAN REAL CONVERGENCE PATH.
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- European Journal of Applied Economics, 2024, v. 21, n. 2, p. 125, doi. 10.5937/EJAE21-52654
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- Article
BEHAVIORAL ECONOMICS: HOW WELL DO INVESTORS IN SERBIA PREDICT THE STOCK PRICES?
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- European Journal of Applied Economics, 2018, v. 15, n. 1, p. 110, doi. 10.5937/EJAE15-16665
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- Article
TIME-VARYING SPILLOVER OF US TRADE WAR ON THE GROWTH OF EMERGING ECONOMIES.
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- Journal of Developing Areas, 2023, v. 57, n. 1, p. 167, doi. 10.1353/jda.2023.0011
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- Article
INTERNATIONAL VULNERABILITY OF SUB- SAHARAN AFRICAN COUNTRIES WITH FIXED EXCHANGE REGIMES.
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- Journal of Developing Areas, 2021, v. 55, n. 2, p. 169
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- Article
INTEREST RATES, EXCHANGE RATE AND TRADE FLOWS IN THAILAND.
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- Journal of Developing Areas, 2021, v. 55, n. 2, p. 147, doi. 10.1353/jda.2021.0037
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- Article
FOREIGN AID AND SECTORAL GROWTH IN SUB-SAHARAN AFRICA.
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- Journal of Developing Areas, 2021, v. 55, n. 2, p. 77, doi. 10.1353/jda.2021.0033
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- Article