Log in

Relevant bibliographies by topics / Structual VAR / Journal articles

Journal articles on the topic 'Structual VAR'

To see the other types of publications on this topic, follow the link: Structual VAR.

Author: Grafiati

Published: 10 December 2022

Last updated: 28 January 2023

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 50 journal articles for your research on the topic 'Structual VAR.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse journal articles on a wide variety of disciplines and organise your bibliography correctly.

1

GÜLŞEN, Mustafa Alpin, and Mustafa YILDIRAN. "TÜRKMENİSTAN’DA BÜYÜME VE MALİ YAPI: VAR ANALİZİ (1996-2019)." Asya Araştırmaları Uluslararası Sosyal Bilimler Dergisi 5, no. 1 (June 30, 2021): 53–68. http://dx.doi.org/10.34189/asyam.5.1.006.

Full text

APA, Harvard, Vancouver, ISO, and other styles

2

COULON, Alexandre, Amor MOSBAH, André LOPEZ, Anne-Marie SAUTEREAU, Gerhard SCHALLER, Konrad URECH, Pierre ROUGÉ, and Hervé DARBON. "Comparative membrane interaction study of viscotoxins A3, A2 and B from mistletoe (Viscum album) and connections with their structures." Biochemical Journal 374, no. 1 (August 15, 2003): 71–78. http://dx.doi.org/10.1042/bj20030488.

Full text

Abstract:

Viscotoxins A2 (VA2) and B (VB) are, together with viscotoxin A3 (VA3), among the most abundant viscotoxin isoforms that occur in mistletoe-derived medicines used in anti-cancer therapy. Although these isoforms have a high degree of amino-acid-sequence similarity, they are strikingly different from each other in their in vitro cytotoxic potency towards tumour cells. First, as VA3 is the only viscotoxin whose three-dimensional (3D) structure has been solved to date, we report the NMR determination of the 3D structures of VA2 and VB. Secondly, to account for the in vitro cytotoxicity discrepancy, we carried out a comparative study of the interaction of the three viscotoxins with model membranes. Although the overall 3D structure is highly conserved among the three isoforms, some discrete structural features and associated surface properties readily account for the different affinity and perturbation of model membranes. VA3 and VA2 interact in a similar way, but the weaker hydrophobic character of VA2 is thought to be mainly responsible for the apparent different affinity towards membranes. VB is much less active than the other two viscotoxins and does not insert into model membranes. This could be related to the occurrence of a single residue (Arg25) protruding outside the hydrophobic plane formed by the two amphipathic α-helices, through which viscotoxins are supposed to interact with plasma membranes.

APA, Harvard, Vancouver, ISO, and other styles

3

Naseer, Amjad, Abdul Jabbar, Akhtar Naeem Khan, Qaisar Ali, Zakir Hussain, and Jahangir Mirza. "Performance of Pakistani volcanic ashes in mortars and concrete." Canadian Journal of Civil Engineering 35, no. 12 (December 2008): 1435–45. http://dx.doi.org/10.1139/l08-093.

Full text

Abstract:

Two Pakistani volcanic ashes, VA1 (as is and calcined) and VA2 (as is), were incorporated into mortar cubes, concrete cylinders, and concrete beams as a partial substitute for ordinary Portland cement (OPC), and were studied in detail. The X-ray diffraction patterns showed that both ashes possessed crystalline as well as amorphous phases. The pozzolanic activity index (PAI) of VA1 at 7 d was below 75%, whereas it was 80% at 28 d. The pozzolonic activity indices in OPC mortars containing VA2 were much higher than those for VA1, both at 7 and 28 d. In mortar cubes and concrete cylinders, approximately the same compressive strengths were observed in samples containing 100% cement as in those incorporating a 10% replacement of cement by either VA1 or VA2. Mortar cubes soaked in 5% sodium sulphate solution demonstrated consistently improved resistances to sulphate attack as ash content increased in the mortar. Similar results were also observed in water absorption tests. Modulus of rupture of all concrete beams decreased as the levels of VA1 and VA2 increased from 10% of OPC content to 40%. Rupture moduli were higher for VA1 than for VA2 at all cement replacement levels.

APA, Harvard, Vancouver, ISO, and other styles

4

Makhneva, T. M., V. B. Dementiev, and S. S. Makarov. "About Impact Strength and Thermal Properties of Steel Melts." Solid State Phenomena 299 (January 2020): 430–35. http://dx.doi.org/10.4028/www.scientific.net/ssp.299.430.

Full text

Abstract:

The comparable study of the structure and structure-sensitive properties of the melt of steel 08H15N5D2T and two melts prepared by electro-slag re-melting (ESR) and vacuum-arc re-melting (VAR) of the steel has been carried out. The temperature dependences have been obtained for the kinematic viscosity, density, surface tension, electrical resistance, and magnetic susceptibility. The short-range structural order of the ESR and VAR melts has been studied by direct diffraction methods. The connection between the method of re-melting and the level of impact strength (KCU) has been established. The reasons for the appearance of the difference in the structure and properties of ESR and VAR steel are discussed.

APA, Harvard, Vancouver, ISO, and other styles

5

Suhendra, Indra, and Cep Jandi Anwar. "The response of asset prices to monetary policy shock in Indonesia: A structural VAR approach." Banks and Bank Systems 17, no. 1 (March 25, 2022): 104–14. http://dx.doi.org/10.21511/bbs.17(1).2022.09.

Full text

Abstract:

This paper aims to determine the effect of central bank monetary policy on financial asset prices in Indonesia from 1990 Q1 to 2020 Q4. Furthermore, this study measures the responses of three different asset prices: bond yield, stock price and exchange rate to central bank rate shocks using the structural vector autoregression model. The impulse response functions showed that tightening monetary policy in Indonesia appreciated the exchange rate in four periods, lowered stock prices in five periods, and increased bond yield in all periods. These results imply that an increase in monetary policy interest rate appreciates exchange rate, lowers the stock price, and reduces bond yield. The result of variance decomposition showed that the most dominant central bank rate prediction was in predicting forecast error variance of bond yield but the smallest in predicting forecast error variance of the exchange rate. These results corroborated the hypothesis that tightening monetary policy in Indonesia increases financial asset prices. It also highlighted the informational role of monetary policy interest rate in stabilizing financial asset prices.

APA, Harvard, Vancouver, ISO, and other styles

6

Riouchi, Ouassila, Faid El Madani, Eric Abadie, Ali Skalli, and Mourad Baghour. "The spatio-temporal evolution of the genus Nitzschia Longissima at the level of the lagoon in Nador, Morocco." E3S Web of Conferences 234 (2021): 00081. http://dx.doi.org/10.1051/e3sconf/202123400081.

Full text

Abstract:

This work aims to study the spatio-temporal evolution of the genus Nitzschia longissima, one of the most important genera of marine plankton diatoms, from 3 sampling stations in the Nador lagoon and during 2 seasons (spring and summer 2018), Using Nitzschia longissima, as a study system, one of the most diverse and abundant genera among marine planktonic diatoms. This species counts, in addition to the form Nitzschia longissima forma parva Grunow, three varieties namely Nitzschia longissima var. closterium (W. Smith) Van Heurck, Nitzschia longissima var. longissima (Breb.) Ralfs and Nitzschia longissima var. reversa Grunow. Nitzschia Longissima genus density was high during the warm season (Summer 2018) with a value of 8000 cells/liter, and low during the cold seasons (Spring 2018), which may be caused by water temperature and zooplankton community structure; and underwater light intensity was an important factor influencing the spatial distribution of Nitzschia density.

APA, Harvard, Vancouver, ISO, and other styles

7

Fita, Josep Lluis, Gonzalo Besuievsky, and Gustavo Patow. "Perspective on procedural modeling based on structural analysis." Virtual Archaeology Review 8, no. 16 (May 22, 2017): 44. http://dx.doi.org/10.4995/var.2017.5765.

Full text

Abstract:

<p>With the rise of available computing capabilities, structural analysis has recently become a key tool for building assessment usually managed by art historians, curators, and other specialist related to the study and preservation of ancient buildings. On the other hand, the flourishing field of procedural modeling has provided some exciting breakthroughs for the recreation of lost buildings and urban structures. However, there is a surprising lack of literature to enable the production of procedural-based buildings taking into account structural analysis, which has proven to be a crucial element for the recreation of faithful masonry structures. In order to perform an in-depth study of the advances in this type of analysis for cultural heritage buildings, we performed a study focused on procedural modeling that make use of structural analysis methods, especially in its application to historic masonry buildings such as churches and cathedrals. Moreover, with the aim of improving the knowledge about structural analysis of procedurally-recreated historical buildings, we have taken a geometric structure, added a set of procedural walls structured in masonry bricks, and studied its behavior in a generic, freely-available simulation tool, thus showing the feasibility of its analysis with non-specialized tools. This not only has allowed us to understand and learn how the different parameter values of a masonry structure can affect the results of the simulation, but also has proven that this kind of simulations can be easily integrated in an off-the-shelf procedural modeling tool, enabling this kind of analysis for a wide variety of historical studies, or restoration and preservation actions.</p>

APA, Harvard, Vancouver, ISO, and other styles

8

MORITA, Yoji, and Shigeyoshi MIYAGAWA. "Structural VAR Model and Economic Fluctuations." Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications 1995 (May 5, 1995): 113–18. http://dx.doi.org/10.5687/sss.1995.113.

Full text

APA, Harvard, Vancouver, ISO, and other styles

9

Dias, Francisco C., José A. F. Machado, and Maximiano R. Pinheiro. "Structural VAR Estimation with Exogeneity Restrictions." Oxford Bulletin of Economics and Statistics 58, no. 2 (May 1, 2009): 417–22. http://dx.doi.org/10.1111/j.1468-0084.1996.mp58002012.x.

Full text

APA, Harvard, Vancouver, ISO, and other styles

10

Karamé, Frédéric. "Asymmetries and Markov-switching structural VAR." Journal of Economic Dynamics and Control 53 (April 2015): 85–102. http://dx.doi.org/10.1016/j.jedc.2015.01.007.

Full text

APA, Harvard, Vancouver, ISO, and other styles

11

Keating, John W. "Structural information in recursive VAR orderings." Journal of Economic Dynamics and Control 20, no. 9-10 (September 1996): 1557–80. http://dx.doi.org/10.1016/0165-1889(96)00914-1.

Full text

APA, Harvard, Vancouver, ISO, and other styles

12

Georgoutsos, Dimitris A., Georgios P. Kouretas, and Dikaios E. Tserkezos. "Temporal aggregation in structural VAR models." Applied Stochastic Models and Data Analysis 14, no. 1 (March 1998): 19–34. http://dx.doi.org/10.1002/(sici)1099-0747(199803)14:1<19::aid-asm304>3.0.co;2-h.

Full text

APA, Harvard, Vancouver, ISO, and other styles

13

Goodwin, Barry K. "Forecasting Cattle Prices in the Presence of Structural Change." Journal of Agricultural and Applied Economics 24, no. 2 (December 1992): 11–22. http://dx.doi.org/10.1017/s0081305200018331.

Full text

Abstract:

AbstractRecent empirical research and developments in the cattle industry suggest several reasons to suspect structural change in economic relationships determining cattle prices. Standard forecasting models may ignore structural change and may produce biased and misleading forecasts. Vector autoregressive (VAR) models that allow parameters to vary with time are used to forecast quarterly cattle prices. The VAR procedures are flexible in that they allow the identification of structural change that begins at an a priori unknown point and occurs gradually. The results indicate that the lowest RMSE for out-of-sample forecasts of cattle prices is obtained using a gradually switching VAR model. However, differences between the gradually switching VAR model and a univariate ARIMA model are not strongly significant. Impulse response functions indicate that adjustments of cattle prices to new information have become faster in recent years.

APA, Harvard, Vancouver, ISO, and other styles

14

Sano, Yuzou, and Kazumi Fukazawa. "Structural Differences of Tyloses in Fraxinus Mandshurica Var. Japonica and Kalopanax Pictus." IAWA Journal 12, no. 3 (1991): 241–49. http://dx.doi.org/10.1163/22941932-90001250.

Full text

Abstract:

This study reports on the occurrence and structure of tyloses in Fraxinus mandshurica Rupr. var. japonica Maxim. and Kalopanax pictus Nakai. Tyloses occurred in the outer sapwood of both species, but they showed great structural differences. Tyloses of F. mandshurica var. japonica were unique in their morphology and fine structure: thinwalled, highly lignified, multi-Iamellate, lacking parallel arrangement of microfibrils and intercellular layers; they are destroyed simultaneously with the transition from sapwood to heartwood. On the other hand, in K. pictus the cell wall organisation of tyloses was similar to those of anormal cell wall; both primary and secondary walllayers, and intercellular layers were found, and the tyloses tightly occluded vessels in both the sapwood and heartwood.

APA, Harvard, Vancouver, ISO, and other styles

15

Amokrane, Lamia, Tsouria Kassab, and Juan Monjo-Carrio. "Ancient restorations: computer-based structural approach for the identification and reinterpretation of the Medracen’s constructive sequence." Virtual Archaeology Review 13, no. 27 (June 10, 2022): 33–48. http://dx.doi.org/10.4995/var.2022.17394.

Full text

Abstract:

This paper addresses the importance of a structural approach for identifying and interpreting building chronology, as well as for the establishment of historical stratigraphy. Through structural analyses, carried out on the oldest extant royal mausoleum in North Africa, the Medracen (4th-3rd century BC), located in eastern Algeria, it has been possible to identify building sequences and structural characteristics; a reinterpretation of its constructive sequence within a specific historical context was also suggested. A static linear Finite Element Method (FEM) analysis was performed on a simplified 3D model conceived with solid elements to assess the structural behaviour of the structure under the effect of its self-weight and to identify, consequently, its construction sequence. The equilibrium approach was effective in identifying the structure’s geometry. Results show that Medracen’s ancient restoration was a strengthening intervention strategy and had a symbolic aim related to the function of the funerary building. Restoration works, consisting of repairing specific parts of the building and adding an external cladding, as a whole architectural entity, contributed to reducing the effect of tensile stress, therefore, stabilizing the inner core. Besides, this same action was a means for the Numidian elite to transform an ancient monumental burial (sepulchrum) into a monument (monumentum) with cultural significance likely to convey socio-political messages relating to power and sovereignty. Therefore, we can speak of an “evolutionary restoration” that reflects the ambitions of the Numidian elite to become part of the Mediterranean orbit.

APA, Harvard, Vancouver, ISO, and other styles

16

Kim, Yong-Man. "The Structural Relationship Among VAR Justice, Trust, Viewing Flow and Viewing Satisfaction in Professional Football." Korean Journal of Sports Science 30, no. 6 (December 31, 2021): 453–70. http://dx.doi.org/10.35159/kjss.2021.12.30.6.453.

Full text

APA, Harvard, Vancouver, ISO, and other styles

17

Zhang, Zhaoyong, Kiyotaka Sato, and Michael McAleer. "Asian monetary integration: a structural VAR approach." Mathematics and Computers in Simulation 64, no. 3-4 (February 2004): 447–58. http://dx.doi.org/10.1016/s0378-4754(03)00110-1.

Full text

APA, Harvard, Vancouver, ISO, and other styles

18

Dhrymes, Phoebus J., and Dimitrios D. Thomakos. "Structural VAR, MARMA and open economy models." International Journal of Forecasting 14, no. 2 (June 1998): 187–98. http://dx.doi.org/10.1016/s0169-2070(98)00026-0.

Full text

APA, Harvard, Vancouver, ISO, and other styles

19

Zhao, Hongmei, and Vincent Hogan. "Measuring the NAIRU — A structural VAR approach." Frontiers of Economics in China 6, no. 1 (February 9, 2011): 76–91. http://dx.doi.org/10.1007/s11459-011-0123-7.

Full text

APA, Harvard, Vancouver, ISO, and other styles

20

Choi, Woon Gyu, and Yi Wen. "Dissecting Taylor Rules in a Structural VAR." IMF Working Papers 10, no. 20 (2010): 1. http://dx.doi.org/10.5089/9781451962291.001.

Full text

APA, Harvard, Vancouver, ISO, and other styles

21

Stiassny, Alfred. "A spectral decomposition for structural VAR models." Empirical Economics 21, no. 4 (December 1996): 535–55. http://dx.doi.org/10.1007/bf01180700.

Full text

APA, Harvard, Vancouver, ISO, and other styles

22

Robinson, Zurika. "Revisiting gold price behaviour: a structural VAR." Mineral Economics 32, no. 3 (August 14, 2019): 365–72. http://dx.doi.org/10.1007/s13563-019-00204-4.

Full text

APA, Harvard, Vancouver, ISO, and other styles

23

Botha, R. "Die struktuur van die tekskode: die strukturele organisasie van 'Die jonkmanskas' van Koos Prinsloo." Literator 10, no. 3 (May 7, 1989): 1–13. http://dx.doi.org/10.4102/lit.v10i3.832.

Full text

Abstract:

A unique quality of literature is that the text system is not just an instrument for conveying a literary message; the structure of the system is in itself meaningful. This article will closely examine the structural organisation and the functional significance of Koos Prinsloo’s short story “Die Jonkmanskas” . “Die jonkmanskas” is a story with a complex structure, written in the postmodernist idiom, and originated from three distinct stories. These embedded stories simultaneously work as commentaries, parodies and corrective devices, so that the ultimate interpretation of “Die jonkmanskas” is also determined through its structural code. An important aspect of this short story, which is highlighted by the structural code, is the interaction between the author’s text, the narrator’s text and the character’s text. In this [pseudo] autobiography the distinction between the actual author, the abstract author and the narrator is gradually erased, because time and again the narrator changes his role from character to narrator to author.

APA, Harvard, Vancouver, ISO, and other styles

24

Kumar, Dilip. "Estimating and Predicting Value-at-Risk in the presence of structural breaks: A Study based on unbiased extreme value volatility estimator." Journal of Prediction Markets 14, no. 1 (September 23, 2020): 27–48. http://dx.doi.org/10.5750/jpm.v14i1.1774.

Full text

Abstract:

We provide a framework based on the unbiased extreme value volatility estimator to predict long and short position value-at-risk (VaR). The given framework incorporates the impact of asymmetry, structural breaks and fat tails in volatility. We generate forecasts of both long and short position VaR and evaluate the VaR forecasting performance of the proposed framework using various backtesting approaches for both long and short positions and compare the results with that of various alternative models. Our findings indicate that the proposed framework outperforms the alternative models in predicting the long and the short position VaR. Our findings also indicate that the VaR forecasts based on the proposed framework provides the least total loss score for various long and short positions VaR and this supports the superior properties of the proposed framework in forecasting VaR more accurately. The study contributes by providing a framework to predict more accurate VaR measure based on the unbiased extreme value volatility estimator.

APA, Harvard, Vancouver, ISO, and other styles

25

Thioune, Thierno. "Écart de production dans la zone UEMOA : analyse comparative d'une estimation par la fonction de production, le filtre de Kalman et le var structurel bayésien." Revue Internationale des Économistes de Langue Française 6, no. 2 (2021): 77–105. http://dx.doi.org/10.18559/rielf.2021.2.4.

Full text

Abstract:

The potential output and output gap concepts are important tools for central banks, and in particular the Central Bank of West African States (BCEAO), to forecast inflation in pursuit of their priority objective of inflation control. The choice of a method for estimating inflation is a delicate one. This paper proposes an estimation of potential output by the unobservable component methods, Watson's (1986) and Kuttner's (1994) approach, and by an economic modelling method, namely the Bayesian structural VAR. It also proposes a comparison of these different methods with the production function, which is widely used in the literature and recognized as the best method for estimating potential output for WAEMU countries. The results indicate that the different approaches as well as the production function explain the different crisis periods identified within the union. The comparative analysis, against all expectations, reveals that only the output gap obtained by the production function does not explain inflation.

APA, Harvard, Vancouver, ISO, and other styles

26

Benati, Luca. "Leaning against house prices: A structural VAR investigation." Journal of Monetary Economics 118 (March 2021): 399–412. http://dx.doi.org/10.1016/j.jmoneco.2020.12.002.

Full text

APA, Harvard, Vancouver, ISO, and other styles

27

Chen, Li-Hsueh, and Zhen Cui. "Jobless Recovery and Structural Change: A VAR Approach." South Asian Journal of Macroeconomics and Public Finance 6, no. 1 (June 2017): 1–26. http://dx.doi.org/10.1177/2277978717695145.

Full text

Abstract:

This study uses a vector autoregression approach to examine the link between jobless recoveries and the fast employment expansion in finance, health and education (FHE) sectors. Both reduced-form estimates and impulse responses indicate a negative effect of the expansion on aggregate employment. While the expansion Granger causes aggregate employment fluctuations, up to 40 per cent of the error variance of those fluctuations can be explained by innovations in the expansion. Moreover, movements in aggregate employment are reduced by 25 per cent when the expansion is accounted for. Therefore, the fast expansion of the FHE sectors is shown to have notably contributed to the onset of jobless recoveries. JEL Classification: E24, E32, C32

APA, Harvard, Vancouver, ISO, and other styles

28

DUNGEY, MARDI, and ADRIAN PAGAN. "A Structural VAR Model of the Australian Economy." Economic Record 76, no. 235 (December 2000): 321–42. http://dx.doi.org/10.1111/j.1475-4932.2000.tb00030.x.

Full text

APA, Harvard, Vancouver, ISO, and other styles

29

Sonedda, Daniela. "A structural VAR approach on labour taxation policies." Applied Economics 38, no. 1 (January 20, 2006): 95–114. http://dx.doi.org/10.1080/00036840500166415.

Full text

APA, Harvard, Vancouver, ISO, and other styles

30

Oxley, Les, Marco Reale, and Granville Tunnicliffe Wilson. "Constructing structural VAR models with conditional independence graphs." Mathematics and Computers in Simulation 79, no. 9 (May 2009): 2910–16. http://dx.doi.org/10.1016/j.matcom.2008.11.013.

Full text

APA, Harvard, Vancouver, ISO, and other styles

31

Neaime, Simon, Isabelle Gaysset, and Nasser Badra. "The eurozone debt crisis: A structural VAR approach." Research in International Business and Finance 43 (January 2018): 22–33. http://dx.doi.org/10.1016/j.ribaf.2017.08.002.

Full text

APA, Harvard, Vancouver, ISO, and other styles

32

Trenkler, Carsten, and Enzo Weber. "Codependent VAR models and the pseudo-structural form." AStA Advances in Statistical Analysis 97, no. 3 (November 21, 2012): 287–95. http://dx.doi.org/10.1007/s10182-012-0204-7.

Full text

APA, Harvard, Vancouver, ISO, and other styles

33

Yang, Jian. "International bond market linkages: a structural VAR analysis." Journal of International Financial Markets, Institutions and Money 15, no. 1 (January 2005): 39–54. http://dx.doi.org/10.1016/j.intfin.2004.02.001.

Full text

APA, Harvard, Vancouver, ISO, and other styles

34

Milunovich, George, and Minxian Yang. "On Identifying Structural VAR Models via ARCH Effects." Journal of Time Series Econometrics 5, no. 2 (May 3, 2013): 117–31. http://dx.doi.org/10.1515/jtse-2013-0010.

Full text

Abstract:

Abstract: We consider the local identification of parameters in structural VAR models with ARCH type errors. By establishing a mapping between the structural and reduced-form models, we provide a set of sufficient conditions for the joint identification of all parameters. Under these conditions, as the structural parameters are identified, various restrictions on the parameters can be tested in a standard manner. For example, the significance test for the ARCH effect in the usual GARCH formulation for a structural shock does not suffer the complications caused by a lack of identification encountered in univariate GARCH models.

APA, Harvard, Vancouver, ISO, and other styles

35

Narayan, Seema. "A structural VAR model of the Fiji Islands." Economic Modelling 31 (March 2013): 238–44. http://dx.doi.org/10.1016/j.econmod.2012.11.014.

Full text

APA, Harvard, Vancouver, ISO, and other styles

36

Kasa, Ken, and Helen Popper. "Monetary Policy in Japan: A Structural VAR Analysis." Journal of the Japanese and International Economies 11, no. 3 (September 1997): 275–95. http://dx.doi.org/10.1006/jjie.1997.0382.

Full text

APA, Harvard, Vancouver, ISO, and other styles

37

Thoma, Mark. "Structural change and lag length in VAR models." Journal of Macroeconomics 30, no. 3 (September 2008): 965–76. http://dx.doi.org/10.1016/j.jmacro.2007.08.001.

Full text

APA, Harvard, Vancouver, ISO, and other styles

38

González, Ana María, Orlando Fabián Popoff, and Cristina Salgado Laurenti. "Structure of staminate flowers, microsporogenesis, and microgametogenesis in Helosis cayennensis var. cayennensis (Balanophoraceae)." Anales del Jardín Botánico de Madrid 70, no. 2 (December 30, 2013): 113–21. http://dx.doi.org/10.3989/ajbm.2362.

Full text

APA, Harvard, Vancouver, ISO, and other styles

39

Zia Ul Haq, Muhammad, Zheng Zhang, Jiajia Wei, and Sheng Qiang. "Ethylene Biosynthesis Inhibition Combined with Cyanide Degradation Confer Resistance to Quinclorac in Echinochloa crus-galli var. mitis." International Journal of Molecular Sciences 21, no. 5 (February 25, 2020): 1573. http://dx.doi.org/10.3390/ijms21051573.

Full text

Abstract:

Echinochloa crus-galli var. mitis has rarely been reported for herbicide resistance, and no case of quinclorac resistance has been reported so far. Synthetic auxin-type herbicide quinclorac is used extensively to control rice weeds worldwide. A long history of using quinclorac in Chinese rice fields escalated the resistance in E. crus-galli var. mitis against this herbicide. Bioassays in Petri plates and pots exhibited four biotypes that evolved into resistance to quinclorac ranking as JS01-R > AH01-R > JS02-R > JX01-R from three provinces of China. Ethylene production in these biotypes was negatively correlated with resistance level and positively correlated with growth inhibition. Determination of the related ethylene response pathway exhibited resistance in biotypes that recorded a decline in 1-aminocyclopropane-1-carboxylic acid (ACC) content, ACC synthase oxidase activities, and less inducible ACS and ACO genes expressions than the susceptible biotype, suggesting that there was a positive correlation between quinclorac resistance and ethylene biosynthesis inhibition. Cyanides produced during the ethylene biosynthesis pathway mainly degraded by the activity of β-cyanoalanine synthase (β-CAS). Resistant biotypes exhibited higher β-CAS activity than the susceptible ones. Nucleotide changes were found in the EcCAS gene of resistant biotypes as compared to sensitive ones that caused three amino acid substitutions (Asn-105-Lys, Gln-195-Glu, and Gly-298-Val), resulting in alteration of enzyme structure, increased binding residues in the active site with its cofactor, and decreased binding free energy; hence, its activity was higher in resistant biotypes. Moreover, these mutations increased the structural stability of the enzyme. In view of the positive correlation between ethylene biosynthesis inhibition and cyanide degradation with resistance level, it is concluded that the alteration in ethylene response pathway or at least variation in ACC synthase and ACC oxidase enzyme activities—due to less relative expression of ACS and ACO genes and enhanced β-CAS activity, as well as mutation and increased relative expression of EcCAS gene—can be considered as a probable mechanism of quinclorac resistance in E. crus-galli var. mitis.

APA, Harvard, Vancouver, ISO, and other styles

40

Stock, James H., and Mark W. Watson. "Vector Autoregressions." Journal of Economic Perspectives 15, no. 4 (November 1, 2001): 101–15. http://dx.doi.org/10.1257/jep.15.4.101.

Full text

Abstract:

This paper critically reviews the use of vector autoregressions (VARs) for four tasks: data description, forecasting, structural inference, and policy analysis. The paper begins with a review of VAR analysis, highlighting the differences between reduced-form VARs, recursive VARs and structural VARs. A three variable VAR that includes the unemployment rate, price inflation and the short term interest rate is used to show how VAR methods are used for the four tasks. The paper concludes that VARs have proven to be powerful and reliable tools for data description and forecasting, but have been less useful for structural inference and policy analysis.

APA, Harvard, Vancouver, ISO, and other styles

41

Westphal, Thomas, and Gunter Reuter. "Recombinogenic Effects of Suppressors of Position-Effect Variegation in Drosophila." Genetics 160, no. 2 (February 1, 2002): 609–21. http://dx.doi.org/10.1093/genetics/160.2.609.

Full text

Abstract:

Abstract Compact chromatin structure, induction of gene silencing in position-effect variegation (PEV), and crossing-over suppression are typical features of heterochromatin. To identify genes affecting crossing-over suppression by heterochromatin we tested PEV suppressor mutations for their effects on crossing over in pericentromeric regions of Drosophila autosomes. From the 46 mutations (28 loci) studied, 16 Su(var) mutations of the nine genes Su(var)2-1, Su(var)2-2, Su(var)2-5, Su(var)2-10, Su(var)2-14, Su(var) 2-15, Su(var)3-3, Su(var)3-7, and Su(var)3-9 significantly increase in heterozygotes or by additive effects in double and triple heterozygotes crossing over in the ri-pp region of chromosome 3. Su(var)2-201 and Su(var) 2-1401 display the strongest recombinogenic effects and were also shown to enhance recombination within the light-rolled heterochromatic region of chromosome 2. The dominant recombinogenic effects of Su(var) mutations are most pronounced in proximal euchromatin and are accompanied with significant reduction of meiotic nondisjunction. Our data suggest that crossing-over suppression by heterochromatin is controlled at chromatin structure as well as illustrate the possible effects of heterochromatin on total crossing-over frequencies in the genome.

APA, Harvard, Vancouver, ISO, and other styles

42

Gorbler, D. Z. "Verbetering van numeriese modelle met behulp van eksperimentele data." Suid-Afrikaanse Tydskrif vir Natuurwetenskap en Tegnologie 14, no. 1 (July 10, 1995): 4–11. http://dx.doi.org/10.4102/satnt.v14i1.599.

Full text

Abstract:

There is a growing interest in techniques for the updating of numerical structural models using experimental data. This work investigates the application of two fundamentally different approaches to the problem through a practical example. In one case the structural matrices are directly adjusted to force the eigenvalues and eigenvectors of the numerical model the same as the measured values. In the second case physical design variables are adjusted to improve the agreement between the eigenvalues. Although the direct adjustment of the structural matrices is much simpler to implement than the adjustment of physical design variables and also leads to better correspondence, the application thereof is restricted because of the changes in the physical structure of the matrices and it is suggested that further research be focused on the adjustment of physical parameters.

APA, Harvard, Vancouver, ISO, and other styles

43

Lhuissier, Stéphane, and Fabien Tripier. "Regime‐dependent effects of uncertainty shocks: A structural interpretation." Quantitative Economics 12, no. 4 (2021): 1139–70. http://dx.doi.org/10.3982/qe1298.

Full text

Abstract:

Using a Markov‐switching VAR, we show that the effects of uncertainty shocks on output are four times higher in a regime of economic distress than in a tranquil regime. We then provide a structural interpretation of these facts. To do so, we develop a business cycle model in which agents are aware of the possibility of regime changes when forming expectations. The model is estimated using a Bayesian minimum distance estimator that minimizes, over the set of structural parameters, the distance between the regime‐switching VAR‐based impulse response functions and those implied by the model. Our results point to worsening credit‐market conditions that amplify shocks during distress periods. Finally, we show that the expectation effect of regime switching in financial conditions is an important component of the financial accelerator mechanism. If agents are more pessimistic about future financial conditions, then the output effects of shocks are amplified.

APA, Harvard, Vancouver, ISO, and other styles

44

Ledo Fernández, Fabián. "Rescate documental de petroglifos y reconstrucción 3D del corredor dolménico de Cubillejo de Lara, Burgos." Virtual Archaeology Review 7, no. 14 (May 31, 2016): 43. http://dx.doi.org/10.4995/var.2015.4522.

Full text

Abstract:

This article focuses on the study of the ceiling of the corridor of the Dolmen of Cubillejo de Lara, Burgos, Spain. The process of computerisation has contributed to a better comprehension of what may or may not have been possible for its original architecture. During the study, previously lost information regarding petroglyphs within the corridor was recovered, which has been very important in understanding the structural solution of this structure in the past. This has been the fruit of interdisciplinary work, where the diagnosis of the state of the stone has played a fundamental role, assisted by techniques such as orthophotogrammetry, three-dimensional (3D) modelling and geographic information system (GIS), to recognise how the process of degradation has shaped the current condition of the corridor as part of the construction, in such a way as to be capable to reconstruct its possible original form through its current state. The result has been contrasted with other concurrent dolmens existent in the area, which has confirmed the validity of virtual reconstructions to confront hypotheses sustained for decades without further evidence to back them.

APA, Harvard, Vancouver, ISO, and other styles

45

Ledo Fernández, Fabián. "Rescate documental de petroglifos y reconstrucción 3D del corredor dolménico de Cubillejo de Lara, Burgos." Virtual Archaeology Review 7, no. 14 (May 31, 2016): 43. http://dx.doi.org/10.4995/var.2016.4522.

Full text

Abstract:

This article focuses on the study of the ceiling of the corridor of the Dolmen of Cubillejo de Lara, Burgos, Spain. The process of computerisation has contributed to a better comprehension of what may or may not have been possible for its original architecture. During the study, previously lost information regarding petroglyphs within the corridor was recovered, which has been very important in understanding the structural solution of this structure in the past. This has been the fruit of interdisciplinary work, where the diagnosis of the state of the stone has played a fundamental role, assisted by techniques such as orthophotogrammetry, three-dimensional (3D) modelling and geographic information system (GIS), to recognise how the process of degradation has shaped the current condition of the corridor as part of the construction, in such a way as to be capable to reconstruct its possible original form through its current state. The result has been contrasted with other concurrent dolmens existent in the area, which has confirmed the validity of virtual reconstructions to confront hypotheses sustained for decades without further evidence to back them.

APA, Harvard, Vancouver, ISO, and other styles

46

Camarero, M., J. Ordónez, and C. R. Tamarit. "Monetary transmission in Spain: a structural cointegrated VAR approach." Applied Economics 34, no. 17 (November 2002): 2201–12. http://dx.doi.org/10.1080/00036840210138419.

Full text

APA, Harvard, Vancouver, ISO, and other styles

47

Crowder, William J., and Mark E. Wohar. "A cointegrated structural VAR model of the Canadian economy." Applied Economics 36, no. 3 (February 20, 2004): 195–213. http://dx.doi.org/10.1080/0003684042000175325.

Full text

APA, Harvard, Vancouver, ISO, and other styles

48

Benati, Luca. "The long-run Phillips curve: A structural VAR investigation." Journal of Monetary Economics 76 (November 2015): 15–28. http://dx.doi.org/10.1016/j.jmoneco.2015.06.007.

Full text

APA, Harvard, Vancouver, ISO, and other styles

49

Dolado, Juan J., and Juan F. Jimeno. "The causes of Spanish unemployment: A structural VAR approach." European Economic Review 41, no. 7 (July 1997): 1281–307. http://dx.doi.org/10.1016/s0014-2921(97)00058-5.

Full text

APA, Harvard, Vancouver, ISO, and other styles

50

H. Ibrahim, Mansor, and Fadzlan Sufian. "A structural VAR analysis of Islamic financing in Malaysia." Studies in Economics and Finance 31, no. 4 (September 30, 2014): 371–86. http://dx.doi.org/10.1108/sef-05-2012-0060.

Full text

Abstract:

Purpose – The purpose of this paper is evaluate the interrelations between Islamic financing and key economic and financial variables including real output, price level, interest rate and stock prices for the case of Malaysia. Design/methodology/approach – The paper makes use of a structural vector autoregressive (SVAR) model to discern the influences of key economic and financial variables on the behavior of Islamic financing. Findings – The basic results indicate that Islamic financing responds positively to innovations in real output. In addition, the price level shocks also tend to have significant but lagged effects on the financing provision of Islamic banks. Most interestingly, Islamic financing is impacted negatively and immediately by positive interest rate shocks, contradicting the argument that Islamic bank operations are shielded from interest rate fluctuations. Indeed, the excess sensitivity of Islamic banks to interest rate fluctuations and their lagged responses to price level shocks are found to be robust across alternative SVAR specifications. Practical implications – Operating under a dual banking system, Islamic banks are not immune from monetary conditions of the country. Indeed, it seems to be exposed to the interest rate risk, an aspect that needs to be accounted for by Islamic banks in their risk management. Originality/value – With the emergence of Islamic finance industry, understanding the implications of various macroeconomic factors on Islamic financing is essential. This study adds to this understanding, which has received limited attention.

APA, Harvard, Vancouver, ISO, and other styles

We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!