Academic literature on the topic 'VECM'
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Journal articles on the topic "VECM"
Hapsari, Meilina Retno, Suci Astutik, and Loekito Adi Soehono. "VECM and Bayesian VECM for Overparameterization Problem." Journal of Physics: Conference Series 1811, no. 1 (March 1, 2021): 012086. http://dx.doi.org/10.1088/1742-6596/1811/1/012086.
Full textUsman, Mustofa, Luvita Loves, Edwin Russel, Muslim Ansori, Warsono Warsono, Widiarti Widiarti, and Wamiliana Wamiliana. "Analysis of Some Energy and Economics Variables by Using VECMX Model in Indonesia." International Journal of Energy Economics and Policy 12, no. 2 (March 20, 2022): 91–102. http://dx.doi.org/10.32479/ijeep.11897.
Full textBRAILSFORD, T. J., JACK PENM, and R. D. TERRELL. "TESTING PPP BY MEANS OF ZNZ PATTERNED VECM." International Journal of Theoretical and Applied Finance 11, no. 04 (June 2008): 345–62. http://dx.doi.org/10.1142/s021902490800483x.
Full textMaida, Nazira, Nanda Safarida, and Iskandar. "Pengaruh Inflasi, BI Rate dan IHSG Terhadap Nilai Aktiva Bersih Reksadana Syariah di Indonesia Periode 2015-2020." JIM: Jurnal Ilmiah Mahasiswa 4, no. 1 (April 23, 2022): 57–76. http://dx.doi.org/10.32505/jim.v4i1.3921.
Full textZhou, Rui, Guangyu Xing, and Min Ji. "Changes of Relation in Multi-Population Mortality Dependence: An Application of Threshold VECM." Risks 7, no. 1 (February 1, 2019): 14. http://dx.doi.org/10.3390/risks7010014.
Full textDeng, Qi. "A generalized VECM/VAR-DCC/ADCC framework and its application in the Black-Litterman model." China Finance Review International 8, no. 4 (November 19, 2018): 453–67. http://dx.doi.org/10.1108/cfri-07-2016-0095.
Full textSoto, Paula Andrea, and Juan Carlos Ruilova Teran. "Arbitragem Estatística: Uma Abordagem por VECM." Brazilian Review of Finance 15, no. 4 (June 20, 2018): 537. http://dx.doi.org/10.12660/rbfin.v15n4.2017.65761.
Full textChen, Yanhui, Jinrong Lu, and Mengmeng Ma. "How Does Oil Future Price Imply Bunker Price—Cointegration and Prediction Analysis." Energies 15, no. 10 (May 16, 2022): 3630. http://dx.doi.org/10.3390/en15103630.
Full textRussel, Edwin, Wamiliana Wamiliana, Nairobi Saibi, Warsono Warsono, Mustofa Usman, and Jamal I. Daoud. "Dynamic Modeling and Forecasting Data Energy Used and Carbon Dioxide (CO2)." Science and Technology Indonesia 7, no. 2 (April 19, 2022): 228–37. http://dx.doi.org/10.26554/sti.2022.7.2.228-237.
Full textValentika, Nina, Vivi Iswanti Nursyirwan, and Ilmadi Ilmadi. "Modeling The Relationships Between Export, Import, Inflation, Interest Rate, and Rupiah Exchange." Desimal: Jurnal Matematika 3, no. 3 (September 30, 2020): 247–62. http://dx.doi.org/10.24042/djm.v3i3.6942.
Full textDissertations / Theses on the topic "VECM"
Hedlin, My. "To what extent do expansions of infrastructure construct economic growth?" Thesis, KTH, Fastigheter och byggande, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-147581.
Full textRyhage, Marcus. "Dynamics of U.S. House Prices : A VECM Approach." Thesis, Umeå universitet, Nationalekonomi, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-172358.
Full textLe, Quyet. "Analys av en dynamisk bostadsmarknad : En tillämpning av VECM." Thesis, Örebro universitet, Handelshögskolan vid Örebro Universitet, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-58417.
Full textCachapa, Filipe Miguel de Mira Ferreira Marques. "Os determinantes do preço do petróleo crude e o papel da especulação financeira." Master's thesis, Universidade de Évora, 2019. http://hdl.handle.net/10174/26519.
Full textCarmona, Nuno Manuel Rosa Paias Silva de Oliveira. "Modelação econométrica da procura de electricidade em Portugal continental: uma aplicação empírica." Master's thesis, Instituto Superior de Economia e Gestão, 2006. http://hdl.handle.net/10400.5/777.
Full textA energia eléctrica é um recurso fundamental no funcionamento das sociedades modernas. A procura de electricidade, a identificação das suas principais condicionantes e a análise à forma como se relacionam com aquela têm sido alvo de estudos diversos. Com frequência, esses estudos visam igualmente a previsão da evolução da procura de electricidade. O presente trabalho partilha, em termos gerais, objectivos semelhantes, procurando concretizá-los para o caso português, recorrendo à utilização da metodologia econométrica para a análise de séries temporais e cointegração. Numa perspectiva agregada, a procura de electricidade encontra-se condicionada, nomeadamente, por factores tecnológicos, económicos, demográficos e climatéricos. Além disso, e porque a procura total de electricidade pode ser dividida por sectores relativamente homogéneos quanto à sua natureza, também aqui se exploram, à semelhança de outros estudos, análises da procura no âmbito sectorial, na esperança de obter um maior grau de compreensão do fenómeno. Assim, desenvolveram-se no presente estudo modelos econométricos, tendo por base funções de procura do tipo Cobb-Douglas, que pretendem explicar a evolução da procura de electricidade em Portugal Continental quer na sua totalidade, quer do ponto de vista sectorial, nomeadamente nos sectores Doméstico, Industrial e de Serviços. A análise incidiu sobre os dados anuais compreendidos entre 1957 e 2002. Foi encontrada evidência de cointegração em três casos: (i) entre o consumo total de electricidade no Continente e o PIB; (ii) entre o consumo no sector Doméstico e o Rendimento Disponível Bruto das Famílias; (iii) entre a procura industrial e o VAB da Indústria. Em termos de relações de equilíbrio de longo-prazo, as restantes variáveis analisadas revelaram-se incapazes de acrescentar poder explicativo adicional quer a nível sectorial, quer a nível global. Realizou-se uma análise comparativa da qualidade das previsões dos modelos seleccionados.
Electric power is an essential asset in modern societies. Electricity demand, the identification of its causal factors and the way they interact with it has been explored in many studies. Frequently, they concern the prediction of electricity demand evolution. This study shares similar goals and tries to achieve them by applying time series econometric methodology and cointegration. In an aggregate perspective, electricity demand is conditioned by technological, economical, demographic and climacteric factors, among others. Besides, regarding that global electricity demand can be divided in relatively homogenous sectors, we also explore, like many other studies, a sectoral approach hoping to achieve a higher degree of comprehension of demand. This paper develops econometric models, based on Cobb-Douglas demand functions, in order to explain electricity demand in mainland Portugal as a whole and also focusing in the Residential, Industrial and Commercial sectors. The time-series variables taken into consideration have annual periodicity and were observed between 1957 and 2002. Evidence was found supporting cointegration at three levels: (i) between total electricity demand and Portuguese GDP; (ii) between residential electricity demand and gross disposable income of families; (iii) between industrial electricity demand and industrial value added. In terms of long-term equilibrium, the remaining variables analyzed were unable to increase explanatory capacity either in the sectoral or global approach. A comparative analysis of the quality of the forecasting made through the selected models has been carried out.
Soto, Paula Andrea. "Arbitragem estatística no mercado brasileiro de ações: uma abordagem por VECM." reponame:Repositório Institucional do FGV, 2016. http://hdl.handle.net/10438/16990.
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Ao modelar séries de preços de ativos financeiros, a prática usual é tomar a primeira diferença das séries, e trabalhar assim com retornos ou logretornos. Utilizando VECM (Vector Error Correction Models, em inglês), torna-se possível trabalhar diretamente com as séries sem diferenciar, o que possibilita o estudo de tendências comuns e cointegração. Este trabalho utiliza VECM para gerar estratégias de arbitragem estatística no mercado brasileiro de ações. Tendências comuns são identificadas por PCA (Principal Components Analysis, em inglês, ou análise de componentes principais, em português) e os resultados foram utilizados para definir portfólios cointegrados. Foram propostos dois métodos de geração de sinais para estratégias de trading do tipo longshort. Um total de cinco diferentes estratégias de trading foram simuladas e a existência de arbitragem estatística em cada caso foi testada pelo teste proposto em (JARROW et al., 2012). Conclui-se que, ao considerar séries de preços não diferenciadas, a metodologia abordada permite identificar e modelar candidatos de portfólios cointegrados. Quando bem calibradas, as estratégias testadas geram ganhos significativos em todos os portfólios.
Common practice for modelling stock prices is to use their differences in form of returns or logreturns. Using VECM (Vector Error Correction Models), it is possible to work with the series of prices without differentiation, which allows looking into common trends and cointegration. This work uses VECM to create trading strategies for the Brazilian stock market. Common trends are obtained using PCA (Principal Components Analysis) and prices are modelled using VECM. Five longshort-type trading strategies are simulated in diversified portfolios, and tested for statistical arbitrage using the test proposed by (JARROW et al., 2012). The methodology for identifying common trends and modelling prices allows for trading strategies with good results for all portfolios.
Hu, Zhejin. "Time Series Forecasting Model for Chinese Future Marketing Price of Copper and Aluminum." Digital Archive @ GSU, 2008. http://digitalarchive.gsu.edu/math_theses/60.
Full textCarvalho, Gonçalo Nuno Brites de. "A relação entre as exportações e o crescimento económico : análise do caso português." Master's thesis, FEUC, 2015. http://hdl.handle.net/10316/28500.
Full textA hipótese Export-led-Growth defende que a promoção das exportações é fundamental para o reforço do crescimento económico. Contudo, nenhum consenso foi alcançado sobre a causalidade entre as duas variáveis. Este trabalho tem como objetivo reexaminar a hipótese Export-led-Growth em Portugal para o período 1970-2012, aplicando técnicas econométricas usuais para o estudo de séries temporais, como a análise de estacionaridade e cointegração das variáveis, bem como a estimação de um modelo de vetores de correção dos erros. O estudo revela a existência de uma relação de equilíbrio de longo- prazo entre as exportações e o PIB, e valida a hipótese Export-led-Growth para o caso Português. Com o objetivo de obter resultados mais detalhados, procurou-se ainda avaliar o impacto das exportações de produtos da indústria transformadora e não-transformadora no crescimento económico, utilizando dois modelos de vetores auto-regressivos bivariados. A estimação dos modelos revela um impacto positivo das exportações de produtos da indústria transformadora no PIB e um efeito “limitador” das exportações de produtos não transformados.
Ripamonti, Alexandre. "Fórmula de valoração racional (RVF) e variabilidade no tempo das taxas de retorno de ativos no Brasil." Universidade Presbiteriana Mackenzie, 2011. http://tede.mackenzie.br/jspui/handle/tede/782.
Full textFundo Mackenzie de Pesquisa
Rational valuation formula and time varying cointegration are the main thesis´ concepts, under the Muth´s (MUTH, 1961) rational expectations and theory of price movements as underlying theory, and also testing the null of time invariant error correction mechanisms and another one of inequality of fundamental value and share´s price. The data were obtained from Brazilian listed companies for 1986 to 2010 and also from 1871 to 2010 US stock market. The Johansen´s maximum likelihood and trace models, combined to Chebyshev time polynomials, as proposed by Bierens and Martins (2010) were used in order to test the null. The finds have shown first null rejection and no rejection for the second null. These finds are consistent to Bierens e Martins (BIERENS e MARTINS, 2010) and non-consistent with Muth (MUTH, 1961)
A presente tese aborda os conceitos de fórmula de valoração racional e cointegração variante no tempo para, sob o referencial da teoria das expectativas racionais e de movimentação de preços de Muth (MUTH, 1961), supor a variabilidade das taxas de retorno de ativos no mercado brasileiro, no período de 1986 a 2010, testando as hipóteses nulas de mecanismos de correção de erros dos vetores de cointegração constantes no tempo e de desigualdade entre valor fundamental e preço da ação. Foram coletados dados de preços e dividendos de ações componentes da carteira teórica do IBOVESPA de janeiro de 1986 a outubro de 2010. Além disso, também aplicamos os modelos propostos aos dados norte-americanos de preço e dividendos de 1871 a 2010, disponibilizados por Shiller. Os dados foram analisados através das técnicas de séries temporais e os coeficientes estimados através da técnica de máxima verossimilhança, especificamente com os modelos de cointegração de Johansen combinados com os polinômios temporais de Chebyshev, como proposto por Bierens e Martins (2010). Os resultados indicam a rejeição da hipótese nula de constância dos vetores de cointegração e, ainda, a não rejeição da hipótese nula de desigualdade entre valor fundamental e preço da ação para todas as séries temporais analisadas. Tais resultados são consistentes com os obtidos por Bierens e Martins (BIERENS e MARTINS, 2010) e não consistentes com a teoria das expectativas racionais de Muth (MUTH, 1961).
Silber, Frank. "Makroökonometrische Anpassungsanalyse im Vector-Error-Correction-Model (VECM) : Untersuchungen an ausgewählten Arbeitsmärkten /." Frankfurt am Main: Lang, 2003. http://www.gbv.de/dms/zbw/362076561.pdf.
Full textBooks on the topic "VECM"
Engert, Walter. Forecasting inflation with the M1-VECM: Part two. [Ottawa]: Bank of Canada, 1998.
Find full textMakroökonometrische Anpassungsanalyse im Vector-Error-Correction-Model (VECM): Untersuchungen an ausgewählten Arbeitsmarkten. Frankfurt am Main: P. Lang, 2003.
Find full textFrancis, Neville. Monetary policy in a Markov-switching VECM: Implications for the cost of disinflation and the price puzzle. [St. Louis, Mo.]: Federal Reserve Bank of St. Louis, 2003.
Find full textHlatký, Edmund. História vecí. Bratislava: Smena, 1988.
Find full textKolšek, Peter. Nikoli več. Ljubljana: Literarno-umetniško društvo Literatura, 2005.
Find full textPosada, Jorge Enrique Mendoza. Vem mulher, vem sempre--. Belo Horizonte, MG: Mazza Edições, 1993.
Find full textTomsons, Teodors. Kliedziens: Veci avīžraksti. Sidnejā: Jumara, 1988.
Find full textCohen, Doudou Gentille. J'Ai Vecu Auschwitz. Paris: La Pensee Universelle, 1986.
Find full textJež, Boris. Yu, nikoli več? Ljubljana: Slon, 1994.
Find full textLahola, Leopold. Posledná vec. Bratislava: F.R.& G., 1994.
Find full textBook chapters on the topic "VECM"
Mokoena, Naledi Blessing, Johannes Tshepiso Tsoku, and Martin Chanza. "Modelling External Debt Using VECM and GARCH Models." In Intelligent Computing & Optimization, 577–91. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-93247-3_57.
Full textHoffman, Dennis L., and Robert H. Rasche. "Higher Dimensional VECM Models with Long-Run Money Demand Functions." In Aggregate Money Demand Functions, 163–216. Dordrecht: Springer Netherlands, 1996. http://dx.doi.org/10.1007/978-94-009-1814-6_7.
Full textHoffman, Dennis L., and Robert H. Rasche. "Analysis of Three Variable VECM Models Including Demand Functions for Real Balances." In Aggregate Money Demand Functions, 101–62. Dordrecht: Springer Netherlands, 1996. http://dx.doi.org/10.1007/978-94-009-1814-6_6.
Full textKaewsompong, Nachatchapong, Woraphon Yamaka, and Paravee Maneejuk. "Export Price and Local Price Relation in Longan of Thailand: The Bivariate Threshold VECM Model." In Beyond Traditional Probabilistic Methods in Economics, 1016–27. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-030-04200-4_74.
Full textHarville, David A. "Kronecker Products and the Vec and Vech Operators." In Matrix Algebra From a Statistician’s Perspective, 337–78. New York, NY: Springer New York, 1997. http://dx.doi.org/10.1007/0-387-22677-x_16.
Full textHarville, David A. "Kronecker Products and the Vec and Vech Operators." In Matrix Algebra: Exercises and Solutions, 139–59. New York, NY: Springer New York, 2001. http://dx.doi.org/10.1007/978-1-4613-0181-3_16.
Full textLabuschagne, Coenraad C. A., Niel Oberholzer, and Pierre J. Venter. "A Vector Error Correction Model (VECM) of FTSE/JSE SA Listed Property Index and FTSE/JSE SA Capped Property Index." In Advances in Panel Data Analysis in Applied Economic Research, 95–111. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-70055-7_8.
Full textSah, Hemant Kumar, and Gyanendra Singh Sisodia. "Exploring the Relationship Among Economic Growth, Energy Consumption, Carbon Emission and Trade: A Panel Vector Error Correction Model (VECM) Analyses." In Energy Transition, 249–65. Singapore: Springer Nature Singapore, 2022. http://dx.doi.org/10.1007/978-981-19-3540-4_9.
Full textPenm, Jack, and R. D. Terrell. "The Recursions of Subset VECM/State-Space Models and Their Applications to Nonlinear Relationships of Nickel Price Formation in Conditions of Climate Change." In Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models, 176–92. London: Palgrave Macmillan UK, 2011. http://dx.doi.org/10.1057/9780230295223_10.
Full textLevendis, John D. "Cointegration and VECMs." In Springer Texts in Business and Economics, 343–82. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-98282-3_12.
Full textConference papers on the topic "VECM"
Phoong, Seuk-Wai, Mohd Tahir Ismail, and Siok-Kun Sek. "A comparison between MS-VECM and MS-VECMX on economic time series data." In PROCEEDINGS OF THE 21ST NATIONAL SYMPOSIUM ON MATHEMATICAL SCIENCES (SKSM21): Germination of Mathematical Sciences Education and Research towards Global Sustainability. AIP Publishing LLC, 2014. http://dx.doi.org/10.1063/1.4887694.
Full textZhang, Jianfeng, Wenxiu Hu, and Xin Zhang. "The Relative Performance of VAR and VECM Model." In 2010 International Conference on Information Management, Innovation Management and Industrial Engineering (ICIII). IEEE, 2010. http://dx.doi.org/10.1109/iciii.2010.195.
Full textAGCA, Alperen, and Ismail CAKMAK. "THE LINKAGE BETWEEN INFLATION AND UNEMPLOYMENT: A VECM STUDY." In 2nd International Scientific Conference - Economics and Management: How to Cope With Disrupted Times. Association of Economists and Managers of the Balkans, Belgrade, Serbia; Faculty of Management Koper, Slovenia; Doba Business School - Maribor, Slovenia; Integrated Business Faculty - Skopje, Macedonia; Faculty of Management - Zajecar, Serbia, 2018. http://dx.doi.org/10.31410/eman.2018.947.
Full textSohail, Aftab Saad, Maria Sameen, and Qazi Ahmed. "Understanding Monetary Policy Communication: A VECM Approach Based on Pakistan." In 2019 International Conference on Green and Human Information Technology (ICGHIT). IEEE, 2019. http://dx.doi.org/10.1109/icghit.2019.00039.
Full text"Aggregate Supply Response of Some Livestock Commodities in Algeria: Cointegration-VECM Approach." In Feb. 2021 International Conferences. Excellence in Research & Innovation (EIRAI), 2021. http://dx.doi.org/10.17758/eirai9.c0221208.
Full textDghais, Amel Abdoullah, and Mohd Tahir Ismail. "Relationship between stock market of UK and MENA: Wavelet transform and MS-VECM model." In 2015 International Symposium on Technology Management and Emerging Technologies (ISTMET). IEEE, 2015. http://dx.doi.org/10.1109/istmet.2015.7359048.
Full textLestari, Reni. "Analysis of Stock Market Integration Among ASEAN Countries by Using Vector Error Correction Model (VECM) Approach." In Japan International Business and Management Research Conference. RSF Press & RESEARCH SYNERGY FOUNDATION, 2020. http://dx.doi.org/10.31098/jibm.v1i1.220.
Full textAladin, Aladin, Evada Dewata, Yuliana Sari, and Yuli Antina Aryani. "The Role of Small and Medium Enterprises (SMES) and Economic Growth in Indonesia: The VECM Analysis." In 4th Forum in Research, Science, and Technology (FIRST-T3-20). Paris, France: Atlantis Press, 2021. http://dx.doi.org/10.2991/ahsseh.k.210122.017.
Full textZhu, Qian, and Meiliang He. "Tests on causal relationships between CO2 emissions and economic growth in China based on VECM model." In 2013 2nd International Symposium on Instrumentation & Measurement, Sensor Network and Automation (IMSNA). IEEE, 2013. http://dx.doi.org/10.1109/imsna.2013.6743270.
Full textXiang, Wanyu. "Empirical analysis of the effects of monetary policy on house prices��Based on the VECM model." In 2nd International Conference on Science and Social Research (ICSSR 2013). Paris, France: Atlantis Press, 2013. http://dx.doi.org/10.2991/icssr-13.2013.135.
Full textReports on the topic "VECM"
Hoffman, Dennis, and Robert H. Rasche. STLS/US-VECM 6.1: A Vector Error-Correction Forecasting Model of the US Economy. Federal Reserve Bank of St. Louis, 1997. http://dx.doi.org/10.20955/wp.1997.008.
Full textRasche, Robert H. Identification of Dynamic Economic Models from Reduced Form VECM Structures: An Application of Covariance. Federal Reserve Bank of St. Louis, 2000. http://dx.doi.org/10.20955/wp.2000.011.
Full textOwyang, Michael T., and Neville Francis. Monetary Policy in a Markov-Switching VECM: Implications for the Cost of Disinflation and the Price Puzzle. Federal Reserve Bank of St. Louis, 2003. http://dx.doi.org/10.20955/wp.2003.001.
Full textAhwireng-Obeng, Asabea Shirley, and Frederick Ahwireng-Obeng. Private Philanthropic Cross-Border Flows and Sustainable Development in Africa. Centre on African Philanthropy and Social Investment, August 2011. http://dx.doi.org/10.47019/2021.ra1.
Full textMihovilovic, Miha. Measurement of double polarized asymmetries in quasi-elastic processes ${}^3\vec{He}(\vec{e},e' d)$ and ${}^3\vec{He}(\vec{e},e' p)$. Office of Scientific and Technical Information (OSTI), January 2012. http://dx.doi.org/10.2172/1047576.
Full textVignote, Javier Rodriguez. Effective Sections, Observable Polarization and Nuclear Reactions Responses A($\vec{e}$,e'$\vec{p}$)B; Secciones Eficaces, Observables de Polarización y Respuestas Nucleares en Reacciones A($\vec{e}$,e'$\vec{p}$)B. Office of Scientific and Technical Information (OSTI), January 2005. http://dx.doi.org/10.2172/922961.
Full textKößling, Matthias, Marcel Weikert, and Martin Tajmar. Experimental Evaluation of the VEM Drive. GWT-TUD GmbH Dresden, May 2020. http://dx.doi.org/10.25368/2020.4.
Full textMeyer, William R. MIL-STD-1660 Tests for General Defense Corporation Value Engineered Change Proposal (GDC VECP) on Wooden Pallets for PA116 Containers (VECP 0520E0014R-C). Fort Belvoir, VA: Defense Technical Information Center, January 1989. http://dx.doi.org/10.21236/ada215599.
Full textChai, Zhengwei. Study of the N to Delta Transition via p($\vec{e}$, e'$\vec{p}$)π0 reaction. Office of Scientific and Technical Information (OSTI), September 2003. http://dx.doi.org/10.2172/824896.
Full textChai, Zhengwei. Study of the N to Delta Transition via p($\vec{v}$, e'$\vec{p}$)π0 Reaction. Office of Scientific and Technical Information (OSTI), September 2003. http://dx.doi.org/10.2172/816501.
Full text