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Articles de revues sur le sujet "Nonlinear Structural Vector AutoRegressions"
Harris, Glen R. « Markov Chain Monte Carlo Estimation of Regime Switching Vector Autoregressions ». ASTIN Bulletin 29, no 1 (mai 1999) : 47–79. http://dx.doi.org/10.2143/ast.29.1.504606.
Texte intégralIWATA, SHIGERU, et SHU WU. « MACROECONOMIC SHOCKS AND THE FOREIGN EXCHANGE RISK PREMIA ». Macroeconomic Dynamics 10, no 4 (23 août 2006) : 439–66. http://dx.doi.org/10.1017/s136510050606007x.
Texte intégralKumar, Nikeel, Ronald Ravinesh Kumar, Radika Kumar et Peter Josef Stauvermann. « Is the tourism–growth relationship asymmetric in the Cook Islands ? Evidence from NARDL cointegration and causality tests ». Tourism Economics 26, no 4 (2 juillet 2019) : 658–81. http://dx.doi.org/10.1177/1354816619859712.
Texte intégralStock, James H., et Mark W. Watson. « Vector Autoregressions ». Journal of Economic Perspectives 15, no 4 (1 novembre 2001) : 101–15. http://dx.doi.org/10.1257/jep.15.4.101.
Texte intégralIwata, Shigeru, et Shu Wu. « A NOTE ON FOREIGN EXCHANGE INTERVENTIONS AT ZERO INTEREST RATES ». Macroeconomic Dynamics 16, no 5 (7 septembre 2012) : 802–17. http://dx.doi.org/10.1017/s1365100512000120.
Texte intégralBranch, William A., Troy Davig et Bruce McGough. « ADAPTIVE LEARNING IN REGIME-SWITCHING MODELS ». Macroeconomic Dynamics 17, no 5 (6 mars 2012) : 998–1022. http://dx.doi.org/10.1017/s1365100511000800.
Texte intégralLanne, Markku, et Helmut Lütkepohl. « Structural Vector Autoregressions With Nonnormal Residuals ». Journal of Business & ; Economic Statistics 28, no 1 (janvier 2010) : 159–68. http://dx.doi.org/10.1198/jbes.2009.06003.
Texte intégralZha, Tao. « Block recursion and structural vector autoregressions ». Journal of Econometrics 90, no 2 (juin 1999) : 291–316. http://dx.doi.org/10.1016/s0304-4076(98)00045-1.
Texte intégralLanne, Markku, Helmut Lütkepohl et Katarzyna Maciejowska. « Structural vector autoregressions with Markov switching ». Journal of Economic Dynamics and Control 34, no 2 (février 2010) : 121–31. http://dx.doi.org/10.1016/j.jedc.2009.08.002.
Texte intégralBaumeister, Christiane, et James D. Hamilton. « Structural Vector Autoregressions with Imperfect Identifying Information ». AEA Papers and Proceedings 112 (1 mai 2022) : 466–70. http://dx.doi.org/10.1257/pandp.20221044.
Texte intégralThèses sur le sujet "Nonlinear Structural Vector AutoRegressions"
Schlaak, Thore [Verfasser]. « Essays on Structural Vector Autoregressions Identified Through Time-Varying Volatility / Thore Schlaak ». Berlin : Freie Universität Berlin, 2019. http://d-nb.info/1202996515/34.
Texte intégralPereira, Manuel Bernardo Videira Coutinho Rodrigues. « Effects of fiscal policy : measurement issues and structural change ». Doctoral thesis, Instituto Superior de Economia e Gestão, 2011. http://hdl.handle.net/10400.5/3431.
Texte intégralConsiderable uncertainty surrounds the macroeconomic effects of fiscal policy. The re-search presented in this dissertation firstly aims at improving on the methods used to measure such effects - which feature vector autoregressions (VARs) as the basic tool. The investigation is partly carried out using structural VARs. The methodological innova¬tions in that part concern the joint identification of fiscal shocks vis-a-vis monetary policy shocks and the estimation of a model with time-varying parameters using a non-recursive identification scheme. I also use reduced-form VARs to assess the effects of a novel shock measure, derived from budget forecasts, that is arguably free of anticipatory movements. The second aim of the dissertation is to present empirical results for the US, focusing on the way the impacts of the government budget on the economy have changed over time. The thesis is divided into three essays. In the first one, I present evidence that taxes and transfers were the most important force attenuating the severity of recessions up to the eighties, surpassing the role of monetary policy. Fiscal policy has, however, become less effective in stimulating output in the course of the last decades. The findings in the second and the third essays corroborate this conclusion. Such a change in effectiveness is particularly marked for the shock measure that is relatively unaffected by anticipation, which features multipliers with non-conventional signs in the recent period. In general, these findings call for more research on the factors that intervene in the transmission mechanism of fiscal policy and can bring about important variation in its impacts.
Azarskov, V. N., O. U. Kurganskyi, O. V. Ermolaeva et G. I. Rudyuk. « Structural Identification Algorithm Based on Results of Multidimensional Nonlinear Stabilization Plant Test ». Thesis, Kyiv, "Osvita Ukrainy", 2015. http://er.nau.edu.ua/handle/NAU/28365.
Texte intégralFigueres, Juan Manuel. « Nonlinear Effects of Macroeconomic Shocks ». Doctoral thesis, Università degli studi di Padova, 2016. http://hdl.handle.net/11577/3421777.
Texte intégralLa tesi analizza gli effetti macroeconomici nonlineari di shock fiscali e di incertezza. Essa comprende tre capitoli, ciascuno dei quali è independente dagli altri. In ciascun capitolo, le predizioni teoriche derivanti da modelli macroeconomici vengono presentate e discusse. Tali predizioni sono poi testate empiricamente utilizzando tecniche econometriche all'avanguardia. Il primo capitolo si intitola “News in State-Dependent Fiscal Multipliers: The Role of Confidence”. Questo studio analizza il ruolo giocato dalla fiducia dei consumatori nella determinazione degli effetti reali che shock di spesa pubblica non previsti hanno sul livello della produzione in recessione e in espansione utilizzando un modello vettoriale autoregressivo “Smooth-Transition”. Per tenere conto degli effetti di anticipazione sulla politica fiscale, utilizzo una misura di shock fiscali previsti, definita come la somma delle revisioni delle aspettative circa il livello futuro della spesa pubblica. Questa variabile risulta possedere rilevanti informazioni circa variazioni future effettive della spesa pubblica. I miei risultati indicano che il moltiplicatore fiscale durante le fasi recessive è statisticamente più elevato rispetto alle fasi espansive, oltre a essere maggiore di uno. In maniera importante, i risultati mostrano come il livello della fiducia dei consumatori giochi un ruolo decisivo nel determinare gli effetti di uno shock fiscale non previsto all’interno di un contesto non-lineare. In particolare, la risposta del livello di fiducia è cruciale nello spiegare la differenza statistica trovata in recessione. Inoltre, il ruolo del livello della fiducia è rilevante per la trasmissione soltanto degli shock previsti di politica fiscale. Questi risultati qualificano il livello di fiducia come un fattore determinante nel comprendere la trasmissione di shock fiscali previsti (a differenza degli shock fiscali non previsti). Il secondo capitolo si intitola “Fiscal-Monetary Policy Mix in Recessions and Expansions”. Questo lavoro analizza il ruolo della politica monetaria nella determinazione della grandezza dei moltiplicatori fiscali in recessione e in espansione per l’economia degli Stati Uniti. A questo scopo, quantifico i moltiplicatori fiscali utilizzando un modello VAR non lineare che include variabili sia fiscali che monetarie. Per separare gli shock fiscali anticipati da quelli non anticipati, utilizzo sia variabili di spesa pubblica che la misura di “news” fiscale proposta da Ramey (2011 QJE). I miei risultati indicano che il moltiplicatore fiscale in recessione è maggiore di uno e statisticamente differente da quello che si ottiene in espansione. In maniera importante, il ruolo della politica monetaria in recessione comporta un effetto spiazzamento. In particolare, un esercizio controfattuale mostra in maniera chiara come emerga il ruolo giocato dalla politica monetaria. Questi risultati sottolineano l’importanza di considerare in maniera congiunta indicatori fiscali e monetari per analizzare gli effetti di politiche fiscali espansive. Il terzo capitolo intitolato “Economic Policy Uncertainty Spillovers in Booms and Busts” è un lavoro congiunto con Giovanni Caggiano e Efrem Castelnuovo. Questo lavoro ha come obiettivo la quantificazione dell’impatto di shock di incertezza politico-economica che hanno origine negli USA sull’andamento del ciclo economico canadese in recessione e in espansione. A tal fine, utilizziamo un modello vettoriale autoregressivo “Smooth-Transition” per identificare e analizzare gli effetti di un aumento del livello di incertezza economico-politica negli USA su una serie di variabili macroeconomiche canadesi, inclusi indicatori del livello dell’attività economica (produzione industriale e tasso di disoccupazione), tasso di inflazione, tasso di interesse a breve termine, e tasso di cambio bilaterale. I nostri risultati mostrano che ci sono effetti contagio non lineari rilevanti sia da un punto di vista statistico che economico. Gli shock di incertezza che hanno origine negli USA spiegano in recessione circa il 27% della varianza dell’errore di previsione a due anni del tasso di disoccupazione canadese, contro un valore pari a 8% in fasi di boom economico. Simulazioni controfattuali identificano un nuovo canale di contagio dell’incertezza economico-politica. In base a esso, aumenti del livello di incertezza economico-politica negli USA provocano in primo luogo un aumento del livello di incertezza in Canada e, per questo tramite, un aumento del tasso di disoccupazione canadese.
Pellegrino, Giovanni. « Uncertainty and Monetary Policy : Assessing their Nonlinear Interactions ». Doctoral thesis, 2016. http://hdl.handle.net/11562/936395.
Texte intégralThis thesis assesses the interactions between uncertainty and monetary policy by means of nonlinear econometric methods. It consists of three separate chapters. The first chapter is concerned with the effects of monetary policy shocks conditional on different levels of uncertainty. On the basis of the theoretical literature, several explanations are thought to be able to reduce the effectiveness of monetary policy during uncertain times (e.g., real option effects, firm-price setting behavior and precautionary savings). In order to empirically assess theoretical predictions I estimate a nonlinear Interacted VAR model, where, in a novel way with respect to the literature, I model the conditioning indicator - uncertainty, in my case, which discriminate "high" from "low" uncertainty states - endogenously in the VAR. This implies the necessity to adopt the Generalized Impulse Response Functions à la Koop, Pesaran and Potter (1996). This strategy enables me to consider both the possible endogenous reaction of uncertainty to the policy shock and its feedbacks on the dynamics of the system. My findings suggest that monetary policy shocks are significantly less effective during uncertain times, with the peak reactions of a battery of real variables being about two-thirds milder than those during tranquil times. I also find that uncertainty decreases after an expansionary monetary policy shock. Further, I show that, consistently with Vavra's (2014) predictions, the reaction of prices appears greater during firm-level uncertain times. The second chapter (coauthored with G. Caggiano and E. Castelnuovo) is concerned with the impact of uncertainty shocks at the zero lower bound (ZLB), which has been hit since December 2008 in the U.S. On the theoretical side, several recent studies suggest that when monetary policy is constrained by the ZLB, uncertainty shocks should generate a much larger and persistent drop in real activity (see Fernandez-Villaverde, Guerron-Quintana, Kuester, and Rubio-Ramirez (2015), Johannsen (2013), Nakata (2013), and Basu and Bundick (2014, 2015)). However, on the empirical side, no analysis explicitly modeling the nonlinearity of the real effects of uncertainty shocks due to the ZLB has been proposed so far. To this aim we employ a parsimonious nonlinear Interacted-VAR model to examine whether the real effects of uncertainty shocks are greater when the economy is at the ZLB. Our results show that the contractionary effects of uncertainty shocks are statistically larger when the ZLB is binding, with differences that are economically important. Such differences are shown not to be driven by the contemporaneous occurrence of the Great Recession. The third chapter returns on the argument of Chapter 1 with the aim of enquiring on the structural reasons behind the lower effectiveness of monetary policy shocks during uncertain times. To do so I adopt the lens of the workhorse New Keynesian model. In particular, I propose a simple state-conditional Minimum Distance estimation strategy of a DSGE model, which I apply to the Altig, Christiano, Eichenbaum and Lindè's (ACEL, 2011) model. The estimator matches as closely as possible the regime-dependent responses coming from an unrestricted Threshold VAR model with the corresponding model-based responses. This approach may capture possibly unmodelled mechanisms through regime-specific estimates of structural parameters. I find the ACEL model to be remarkably able to match the VAR impulse responses, particularly in tranquil times. This performance is driven by very different estimated values for some key-structural parameters in the two states. A higher slope of the new-Keynesian Phillips curve, a higher cost of the variation in capital utilization, and a lower degree of habit formation in consumption are shown to be behind the model ability to predict the lower real effects of monetary policy shocks in periods of high uncertainty.
NETŠUNAJEV, Aleksei. « Structural vector autoregressions with Markov switching : identification via heteroskedasticity ». Doctoral thesis, 2013. http://hdl.handle.net/1814/26775.
Texte intégralExamining Board: Professor Helmut Lütkepohl, DIW Berlin and Freie Universität (External Supervisor); Professor Fabio Canova, European University Institute; Professor Helmut Herwartz, Georg-August-Universität Göttingen; Professor Markku Lanne, University of Helsinki
Structural vector autoregressions are of great importance in applied macroeconometric work. The main di culty associated with structural analysis is to identify unique shocks of interest. In a conventional approach this is done via zero or sign restrictions. Heteroskedasticity is proposed for use in identi cation. Under certain assumptions when volatility of shocks changes over time, unique shocks can be obtained. Then formal testing of the restrictions and impulse response analysis can be performed. In this thesis I show how identi cation via heteroskedasticity can be used in di erent contexts. In the rst chapter I analyze the dynamics of trade balances in response to macroeconomic shocks. I show that identifying restrictions, which are known in the literature, are rejected for two out of seven countries. Partially identi ed models fail to provide enough information to fully identify shocks. The second chapter, coauthored with my supervisor, demonstrates how one can bene t from identi cation via heteroskedasticity when sign restrictions are used. The approach is illustrated with a model of the crude oil market. It is shown that shocks identi ed via previously known sign restrictions are in line with the properties of the data. Use of tighter restrictions uncovers that the approach can be discriminative. The third chapter reconsiders the con icting results in the debate on the e ects of technology shocks on hours worked. Using six ways of identifying technology shocks, I nd that not all of them are supported by the data. There is no clear-cut evidence in favor of positive reaction of hours to technology shocks. However, it is plausible for real wage and disentangled investment-speci c and neutral technology shocks, even though conventional identi cation of the latter shocks is rejected.
Seymen, Atılım [Verfasser]. « Business cycle analysis with structural vector autoregressions : four applications / by Atılım Seymen ». 2009. http://d-nb.info/1000197395/34.
Texte intégralTai, Ru Yuh, et 戴如育. « NONLINEAR STRUCTURAL OPTIMIZATION ON THE VECTOR AND PARALLEL SUPERCOMPUTER ». Thesis, 1994. http://ndltd.ncl.edu.tw/handle/21297933897859596164.
Texte intégral國立中山大學
機械工程研究所
82
The purpose of this study is to investigate the optimum design of geometrically nonlinear structure by means of multilevel optimization method with sensitivity analysis. In this study the tangent stiffness method is used to solve the nonlinear problem. The Jacobian conjugate gradient, an iterative solution algorithm, is employed to promote the performance of finite element analysis for structure. The proposed solution procedures are programmed in FORTRAN for implementation on vector-parallel supercomputer CONVEX C3840. The difference of weight optimum design between linear elasticity and considering the geometrical nonlinearity behavior from large displacements are discussed. The suitable tolerances for tangent stiffness method and Jacobian conjugate method are proposed. And the results of examples are presented. Further discussion and suggestions for the results are also stated.
Nodari, Gabriela Thais. « Uncertainty, Fiscal, and Financial Shocks in a Nonlinear World : Empirical Investigations ». Doctoral thesis, 2015. http://hdl.handle.net/11562/909410.
Texte intégralThis thesis investigates the macroeconomic effects of uncertainty, fiscal and financial shocks on the US economy. It is set out in four self-contained chapters, which use linear and nonlinear (Smooth Transition) Vector Autoregressive models, and Local Projections techniques, to extend the literature, and evaluate the importance of different transmission channels of macroeconomic shocks suggested by theoretical models. The main results show that these shocks have nonlinear effects over the business cycle, i.e., the response of macro aggregates following the shocks are statistically different depending on whether the economy is in a recession or expansion. From a theoretical perspective, this finding highlights the importance of accounting for nonlinearities when developing macroeconomic models. From a policy perspective, the results suggest the implementation of nonlinear policy rules to properly deal with macroeconomic instability.
Σαλαμαλίκη, Παρασκευή. « Μελέτες στην εφαρμοσμένη μακροοικονομετρία : Αιτιότητα κατά Granger σε πολλαπλούς ορίζοντες και μη-γραμμικές τάσεις σε μακροοικονομικές χρονολογικές σειρές ». Thesis, 2013. http://hdl.handle.net/10889/6542.
Texte intégralThis thesis discusses two central research topics in applied time series econometrics that generally belong in the field of Macroeconometrics. In particular, we investigate issues and methods which are of interest to those researchers who want to analyze economic problems or economic aggregates by means of time series data. The first topic deals with the dynamic interrelationships between sets of theory related variables in a multiple time series context. Research interest is primarily focused on the generalized or extended notion of Granger causality, that is the extension of the standard Granger causality concept to higher forecast horizons. The second topic deals with nonlinear behavior of macroeconomic time series, as well as the modelling of nonlinearities in economic time series using nonlinear econometric models. Specific attention is paid to unit root tests that allow stationarity around nonlinear trends in the form of smooth transitions under the alternative. The dissertation consists of two chapters. The first chapter presents the standard concept of Granger causality, along with the generalized or extended notion of causality, also known as multiple-horizon causality, in the vector autoregressive (VAR) framework. The standard notion of Granger causality restricts prediction improvement to a forecast horizon of one period, while it considers only direct flows of information between the variables of interest. However, in VAR models with more than two variables, the concept of standard Granger causality can be extended by studying prediction improvement at forecast horizons greater than one. If this is the case, then, except for direct causality, indirect flows of information might be revealed through the additional variables of the system. The theoretical framework of the extended concept of causality which is presented in the present dissertation has been developed by Dufour and Renault (1998). In addition, special attention is paid to two recent methods for testing hypothesis of non-causality at various horizons which can provide further information on the dynamic interaction of time series, and more specifically on the direct or indirect nature of causal effects, the distinction between short-run and long-run (non)-causality, as wells as the possibility of causal delays. Finally, the potential implementation of these methods is examined through empirical applications on causality relations among different sets of economic variables. Chapter 2 presents smooth transition (STR) trend models, as well as unit root tests that allow stationarity around smooth transitions under the alternative. Smooth transition regression models presume the presence of nonlinear trends in the long-run evolution of time series. A key feature of these models is the presence of structural changes in the deterministic trend which, given that they represent changes in aggregate behavior (economic aggregates), are modelled through a deterministic component that permits gradual rather than instantaneous adjustment between regimes. Unit root tests that permit a more versatile trend function in the unit root procedure, rather than the standard linear trends, are the main concern of Chapter 2. The necessity of employing additional unit root tests, such as unit root tests that allow stationarity around smooth transitions under the alternative, becomes evident through the unit root test results that are observed in an application in a set of economic time series.
Livres sur le sujet "Nonlinear Structural Vector AutoRegressions"
Rubio-Ramírez, Juan Francisco. Markov-Switching structural vector autoregressions : Theory and application. [Atlanta, Ga.] : Federal Reserve Bank of Atlanta, 2005.
Trouver le texte intégralHealy, Brian E. Applications of parallel and vector algorithms in nonlinear structural dynamics using the finite element method. Urbana, Ill : Dept. of Civil Engineering, University of Illinois at Urbana-Champaign, 1992.
Trouver le texte intégralF, Knight Norman, et United States. National Aeronautics and Space Administration., dir. Nonlinear structural response using adaptive dynamic relaxation on a massively-parallel-processing system. [Washington, DC : National Aeronautics and Space Administration, 1994.
Trouver le texte intégralUnited States. National Aeronautics and Space Administration., dir. Parallel-vector computation for structural analysis and nonlinear unconstrained optimization problems : Final report for the period ended June 15, 1990. Norfolk, Va : Old Dominion University Research Foundation, Dept. of Civil Engineering, College of Engineering & Technology, Old Dominion University, 1990.
Trouver le texte intégralUnited States. National Aeronautics and Space Administration., dir. Parallel-vector computation for structural analysis and nonlinear unconstrained optimization problems : Final report for the period ended June 15, 1990. Norfolk, Va : Old Dominion University Research Foundation, Dept. of Civil Engineering, College of Engineering & Technology, Old Dominion University, 1990.
Trouver le texte intégralParallel-vector computation for structural analysis and nonlinear unconstrained optimization problems : Final report for the period ended June 15, 1990. Norfolk, Va : Old Dominion University Research Foundation, Dept. of Civil Engineering, College of Engineering & Technology, Old Dominion University, 1990.
Trouver le texte intégralChapitres de livres sur le sujet "Nonlinear Structural Vector AutoRegressions"
Fernández-Villaverde, Jesús, et Juan F. Rubio-Ramírez. « Structural Vector Autoregressions ». Dans The New Palgrave Dictionary of Economics, 13228–31. London : Palgrave Macmillan UK, 2018. http://dx.doi.org/10.1057/978-1-349-95189-5_2633.
Texte intégralFernández-Villaverde, Jesús, et Juan F. Rubio-Ramírez. « Structural Vector Autoregressions ». Dans The New Palgrave Dictionary of Economics, 1–5. London : Palgrave Macmillan UK, 2008. http://dx.doi.org/10.1057/978-1-349-95121-5_2633-1.
Texte intégralFernández-Villaverde, Jesús, et Juan F. Rubio-Ramírez. « Structural vector autoregressions ». Dans Macroeconometrics and Time Series Analysis, 303–7. London : Palgrave Macmillan UK, 2010. http://dx.doi.org/10.1057/9780230280830_33.
Texte intégralBrosowski, Bruno. « A Recursive Procedure for the Solution of Linear and Nonlinear Vector Optimization Problems ». Dans Discretization Methods and Structural Optimization — Procedures and Applications, 95–101. Berlin, Heidelberg : Springer Berlin Heidelberg, 1989. http://dx.doi.org/10.1007/978-3-642-83707-4_13.
Texte intégralStock, J. H., et M. W. Watson. « Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics ». Dans Handbook of Macroeconomics, 415–525. Elsevier, 2016. http://dx.doi.org/10.1016/bs.hesmac.2016.04.002.
Texte intégral« 11.6. Vector Autoregressions and Structural Econometric Models ». Dans Time Series Analysis, 324–36. Princeton University Press, 1994. http://dx.doi.org/10.1515/9780691218632-097.
Texte intégralLütkepohl, Helmut. « Identifying Structural Vector Autoregressions Via Changes in Volatility ». Dans VAR Models in Macroeconomics – New Developments and Applications : Essays in Honor of Christopher A. Sims, 169–203. Emerald Group Publishing Limited, 2013. http://dx.doi.org/10.1108/s0731-9053(2013)0000031005.
Texte intégralLütkepohl, Helmut. « Identifying Structural Vector Autoregressions Via Changes in Volatility ». Dans Var Models in Macroeconomics - New Developments and Applications : Essays in Honor of Christopher A. Sims, 169–203. Emerald Group Publishing Limited, 2014. http://dx.doi.org/10.1108/s0731-905320130000031005.
Texte intégralCallot, Laurent A. F., et Anders Bredahl Kock. « Oracle Efficient Estimation and Forecasting With the Adaptive Lasso and the Adaptive Group Lasso in Vector Autoregressions ». Dans Essays in Nonlinear Time Series Econometrics, 238–66. Oxford University Press, 2014. http://dx.doi.org/10.1093/acprof:oso/9780199679959.003.0010.
Texte intégralHarding, Don, et Adrian Pagan. « Accounting for Observed Cycle Features with a Range of Statistical Models ». Dans The Econometric Analysis of Recurrent Events in Macroeconomics and Finance. Princeton University Press, 2016. http://dx.doi.org/10.23943/princeton/9780691167084.003.0007.
Texte intégralActes de conférences sur le sujet "Nonlinear Structural Vector AutoRegressions"
Xiao, Li, et Wenzhong Qu. « Nonlinear structural damage detection using support vector machines ». Dans SPIE Smart Structures and Materials + Nondestructive Evaluation and Health Monitoring, sous la direction de Tribikram Kundu. SPIE, 2012. http://dx.doi.org/10.1117/12.914688.
Texte intégralZhang, Jian, et Tadanobu Sato. « Linear and nonlinear structural identifications using the support vector regression ». Dans Smart Structures and Materials, sous la direction de Masayoshi Tomizuka, Chung-Bang Yun et Victor Giurgiutiu. SPIE, 2006. http://dx.doi.org/10.1117/12.658419.
Texte intégralBADDOURAH, MAJDI, et DUC NGUYEN. « GEOMETRIC ALLY NONLINEAR DESIGN SENSITIVlTY ANALYSIS ON PARALLEL-VECTOR HIGH-PERFORMANCE COMPUTERS ». Dans 34th Structures, Structural Dynamics and Materials Conference. Reston, Virigina : American Institute of Aeronautics and Astronautics, 1993. http://dx.doi.org/10.2514/6.1993-1528.
Texte intégralQIN, JIANGNING, CHUH MEI et CARL GRAY, JR. « A vector unsymmetric eigenequation solver for nonlinear flutter analysis on high-performance computers ». Dans 32nd Structures, Structural Dynamics, and Materials Conference. Reston, Virigina : American Institute of Aeronautics and Astronautics, 1991. http://dx.doi.org/10.2514/6.1991-1169.
Texte intégralShen, Yanning, Brian Baingana et Georgios B. Giannakis. « Topology inference of directed graphs using nonlinear structural vector autoregressive models ». Dans 2017 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). IEEE, 2017. http://dx.doi.org/10.1109/icassp.2017.7953411.
Texte intégralKumar, Nishant, et Thomas D. Burton. « On Combined Use of POD Modes and Ritz Vectors for Model Reduction in Nonlinear Structural Dynamics ». Dans ASME 2009 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. ASMEDC, 2009. http://dx.doi.org/10.1115/detc2009-87416.
Texte intégralLi, Yilun, Shuangxi Guo, Yue Kong, Min Li et Weimin Chen. « Non-Linearly Restoring Performance and its Hysteresis Behavior of Dynamic Catenary ». Dans ASME 2019 38th International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2019. http://dx.doi.org/10.1115/omae2019-95651.
Texte intégralGuo, Shuangxi, Yilun Li, Min Li, Weimin Chen et Yue Kong. « Dynamic Response Analysis on Flexible Riser With Different Configurations in Deep-Water Based on FEM Simulation ». Dans ASME 2018 37th International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2018. http://dx.doi.org/10.1115/omae2018-77838.
Texte intégralLuo, Weilin, Bin Fu, Carlos Guedes Soares et Zaojian Zou. « Robust Control for Ship Course-Keeping Based on Support Vector Machines : Particle Swarm Optimization and L2-Gain ». Dans ASME 2013 32nd International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2013. http://dx.doi.org/10.1115/omae2013-11076.
Texte intégralNguyen, Son Hai, et David Chelidze. « Characteristic Lengths and Distances : Fast and Robust Features for Nonlinear Time Series ». Dans ASME 2012 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. American Society of Mechanical Engineers, 2012. http://dx.doi.org/10.1115/detc2012-71281.
Texte intégralRapports d'organisations sur le sujet "Nonlinear Structural Vector AutoRegressions"
Ludvigson, Sydney, Sai Ma et Serena Ng. Shock Restricted Structural Vector-Autoregressions. Cambridge, MA : National Bureau of Economic Research, mars 2017. http://dx.doi.org/10.3386/w23225.
Texte intégralBaumeister, Christiane, et James Hamilton. Advances in Structural Vector Autoregressions with Imperfect Identifying Information. Cambridge, MA : National Bureau of Economic Research, avril 2020. http://dx.doi.org/10.3386/w27014.
Texte intégralBaumeister, Christiane, et James Hamilton. Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information. Cambridge, MA : National Bureau of Economic Research, décembre 2014. http://dx.doi.org/10.3386/w20741.
Texte intégralBaumeister, Christiane, et James Hamilton. Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions. Cambridge, MA : National Bureau of Economic Research, janvier 2020. http://dx.doi.org/10.3386/w26606.
Texte intégralRead, Matthew. Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions. Reserve Bank of Australia, janvier 2023. http://dx.doi.org/10.47688/rdp2022-09.
Texte intégralBaumeister, Christiane J. S., et James Hamilton. Structural Interpretation of Vector Autoregressions with Incomplete Identification : Revisiting the Role of Oil Supply and Demand Shocks. Cambridge, MA : National Bureau of Economic Research, décembre 2017. http://dx.doi.org/10.3386/w24167.
Texte intégralBaumeister, Christiane, et James Hamilton. Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed : Re-evaluating the Role of Monetary Policy in Economic Fluctuations. Cambridge, MA : National Bureau of Economic Research, mai 2018. http://dx.doi.org/10.3386/w24597.
Texte intégralA note on global identification in structural vector autoregressions. Cemmap, février 2021. http://dx.doi.org/10.47004/wp.cem.2021.0321.
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