Littérature scientifique sur le sujet « Structural Vector Autoregressive Analysi »
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Articles de revues sur le sujet "Structural Vector Autoregressive Analysi"
Lütkepohl, Helmut. « Structural vector autoregressive analysis for cointegrated variables ». Allgemeines Statistisches Archiv 90, no 1 (mars 2006) : 75–88. http://dx.doi.org/10.1007/s10182-006-0222-4.
Texte intégralShapor, Maria Alexandrovna, et Rafael Rubenovich Gevogyan. « Features of the vector autoregression models application in macroeconomic research ». Mezhdunarodnaja jekonomika (The World Economics), no 8 (10 août 2021) : 634–49. http://dx.doi.org/10.33920/vne-04-2108-05.
Texte intégralPark, Sunghwa, Janghan Kwon et Taeil Kim. « An Analysis of the Dynamic Relationship between the Global Macroeconomy and Shipping and Shipbuilding Industries ». Sustainability 13, no 24 (17 décembre 2021) : 13982. http://dx.doi.org/10.3390/su132413982.
Texte intégralVu, Viet-Hung, Zhaoheng Liu, Marc Thomas et Bruce Hazel. « Modal analysis of a light-weight robot with a rotating tool installed at the end effector ». Proceedings of the Institution of Mechanical Engineers, Part C : Journal of Mechanical Engineering Science 231, no 9 (2 décembre 2015) : 1664–76. http://dx.doi.org/10.1177/0954406215619451.
Texte intégralKurita, Takamitsu, et Bent Nielsen. « Partial Cointegrated Vector Autoregressive Models with Structural Breaks in Deterministic Terms ». Econometrics 7, no 4 (6 octobre 2019) : 42. http://dx.doi.org/10.3390/econometrics7040042.
Texte intégralLütkepohl, Helmut, et Thore Schlaak. « Choosing Between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis ». Oxford Bulletin of Economics and Statistics 80, no 4 (6 avril 2018) : 715–35. http://dx.doi.org/10.1111/obes.12238.
Texte intégralWaiguru Muriuki, Samuel. « Structural Vector Autoregressive (SVAR) Analysis of Maize Prices and Extreme Weather Shocks ». International Journal of Data Science and Analysis 4, no 5 (2018) : 79. http://dx.doi.org/10.11648/j.ijdsa.20180405.12.
Texte intégralOsman, Aminu, Joshua Sebu, Omowumi O. Iledare, Eric Amoo Bondzie et Mubarik Salifu. « Structural Vector Autoregressive Analysis of Crude Oil Price Shocks on Ghana’s Economy ». Universal Journal of Finance and Economics 3, no 1 (3 février 2023) : 1–18. http://dx.doi.org/10.31586/ujfe.2023.442.
Texte intégralWang, Shudong, Man Zhang, Yuanzhuo Wang et Hui Meng. « Construction of Grain Price Determinants Analysis Model Based on Structural Vector Autoregressive Model ». Scientific Programming 2022 (19 janvier 2022) : 1–10. http://dx.doi.org/10.1155/2022/5694780.
Texte intégralMárquez, Miguel A., Julián Ramajo et Geoffrey J. D. Hewings. « Measuring the spillover effects of public capital : a bi-regional structural vector autoregressive analysis ». Letters in Spatial and Resource Sciences 3, no 3 (10 juillet 2010) : 111–25. http://dx.doi.org/10.1007/s12076-010-0042-8.
Texte intégralThèses sur le sujet "Structural Vector Autoregressive Analysi"
Hörnell, Fredrik, et Melina Hafelt. « Responsiveness of Swedish housing prices to the 2018 amortization requirement : An investigation using a structural Vector autoregressive model to estimate the impact of macro prudential regulation on the Swedish housing market ». Thesis, Södertörns högskola, Nationalekonomi, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-35533.
Texte intégralBraun, Robin [Verfasser]. « Three Essays on Identification in Structural Vector Autoregressive Models / Robin Braun ». Konstanz : KOPS Universität Konstanz, 2019. http://d-nb.info/1191693473/34.
Texte intégralKobler, Alexander. « Sources and dynamics of macroeconomic fluctuations in Switzerland : evidence from a structural vector autoregressive approach / ». Bern ; Berlin ; Bruxelles [etc.] : P. Lang, 2000. http://aleph.unisg.ch/hsgscan/hm00001729.pdf.
Texte intégralUhrin, Gábor B. [Verfasser], Martin [Akademischer Betreuer] Wagner et Walter [Gutachter] Krämer. « In search of Q : results on identification in structural vector autoregressive models / Gábor B. Uhrin ; Gutachter : Walter Krämer ; Betreuer : Martin Wagner ». Dortmund : Universitätsbibliothek Dortmund, 2017. http://d-nb.info/1138115134/34.
Texte intégralAkin, Serdar. « Do Riksbanken produce unbiased forecast of the inflation rate ? : and can it be improved ? » Thesis, Stockholms universitet, Nationalekonomiska institutionen, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-58708.
Texte intégralBERNARDINI, EMMANUELA. « On the use of shrinkage estimators in macroeconometric modeling and forecasting ». Doctoral thesis, Università degli Studi di Roma "Tor Vergata", 2010. http://hdl.handle.net/2108/207742.
Texte intégralNegli ultimi anni un °usso crescente di informazione di carattere macroeconomico ¶e stato raccolto in ampi database. Tuttavia ¶e risaputo che, quando un gran numero di serie ¶e disponibile, gli strumenti statistici standard non forniscono risultati a±dabili. Questa tesi propone nuovi stimatori in sistemi di elevate dimensioni, che sono una media ottimamente ponderata di due stimatori gi¶a esistenti, uno stimatore tradizionale non distorto, che com- mette un grande errore di stima, e uno stimatore target, distorto a causa di un'assunzione strutturale sbagliata, ma con un basso errore di stima. Questo metodo ¶e conosciuto come shrinkage. Due stimatori di®erenti legati a sistemi di grandi dimensioni sono derivati. Per primo viene proposto un nuovo stimatore per la matrice dei coe±cienti in un modello autoregressivo vettoriale (VAR) di grandi dimensioni. Questo stimatore mostra una performance migliore nel prevedere serie storiche macroeconomiche rispetto a un set di stimatori gi¶a esistenti, tra i quali gli stimatori dei modelli fattoriali e gli stimatori shrinkage bayesiani. Viene anche costruito un nuovo stimatore per la matrice di varianza e covarianza in sistemi di grandi dimensioni. Questo nuovo stimatore ¶e usato per testare la presenza della carat- teristica comune della correlazione seriale canonica (SCCF) in un contesto multivariato che comprende molte serie storiche collineari. Questo stimatore mostra una buona performance, in termini di size empirica, se confrontato con il metodo gi¶a esistente della analisi della correlazione canonica (CCA).
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.
Wang, Sheng-Wen, et 王聖文. « The Impact of Monetary Policy Shocks on Stock Prices:An Application of Structural Vector Autoregressive Model ». Thesis, 2011. http://ndltd.ncl.edu.tw/handle/23176771747640377306.
Texte intégral國立嘉義大學
應用經濟學系研究所
99
This study uses structural vector autoregressive models to investigate the impact of monetary policy shocks from one country on the stock prices in another countries.We choose several large and relatively closed economies (such as the U.S. and China), and then select several small open economies (eg Taiwan and Canada), in order to set up the empirical models for comparison purposes. The empirical results show that short-term interest rates in response to domestic monetary policy shocks have different dynamic reactions; furthermore, the short-term interest rates in a small open economy quite quickly reacts, but not very sustainable, while the response in a relatively large country is long-run and persists for a period of time. In addition, we found there were differences in the macroeconomic interdependence between the two economies. The monetary policy in a relatively large economy affects the stock prices in a small economy substantially, but not sustainably. it is because the floating exchange rate regime can form a strong self-stabilizer in small open economics. Finally, this research proposes that it would be helpful on understanding the monetary policy transmission mechanism when the wealth effect is taken into account in the empirical open economies.
PENG, SZ-DA, et 彭四達. « On the study and application of modal analysis of structure by vector autoregressive and moving average model ». Thesis, 1991. http://ndltd.ncl.edu.tw/handle/54458655903092521907.
Texte intégralChao, Pei Ting, et 趙珮廷. « Assessing Optimum Currency Area Criteria by Using Structural Vector Autoregressive Approach : Evidence from Asia and Europe Area ». Thesis, 2013. http://ndltd.ncl.edu.tw/handle/88797773694649177396.
Texte intégral長庚大學
工商管理學系
101
Because it is not clear whether recent attempt for monetary integration is justified. This research aims to assess the suitability of forming a currency area in Asia. The main purpose is to examine the macroeconomic shocks among the Asian economics and its persistence properties in comparison with the European Monetary Union (EMU) countries. Estimates of structural VARs are used to ascertain if the countries under review meet the essential ingredients of an Optimum Currency Area (OCA) and thus are candidates for a monetary union. The result shows that in recent Asia area it is possible for forming a common Asian currency from a smaller currency groupings, Newly Industrialized Economies(NIEs) and ASEAN regions. The identifying candidates of economies for potential monetary union are China, South Korea, Taiwan, India and three ASEAN countries.
Livres sur le sujet "Structural Vector Autoregressive Analysi"
Kobler, Alexander E. Sources and dynamics of macroeconomic fluctuations in Switzerland : Evidence from a structural vector autoregressive approach. Bern : Peter Lang, 2000.
Trouver le texte intégralFund, International Monetary, dir. Italian unemployment 1975-95 : An analysis of macroeconomic shocks and policies using evidence from a structural vector autoregression. Washington, D.C : International Monetary Fund, 1996.
Trouver le texte intégralBabeshko, Lyudmila, et Irina Orlova. Econometrics and econometric modeling in Excel and R. ru : INFRA-M Academic Publishing LLC., 2020. http://dx.doi.org/10.12737/1079837.
Texte intégralLütkepohl, Helmut, et Lutz Kilian. Structural Vector Autoregressive Analysis. Cambridge University Press, 2017.
Trouver le texte intégralLütkepohl, Helmut, et Lutz Kilian. Structural Vector Autoregressive Analysis. Cambridge University Press, 2017.
Trouver le texte intégralStructural Vector Autoregressive Analysis. Cambridge University Press, 2017.
Trouver le texte intégralLütkepohl, Helmut, et Lutz Kilian. Structural Vector Autoregressive Analysis. Cambridge University Press, 2017.
Trouver le texte intégralSources and Dynamics of Macroeconomic Fluctuations in Switzerland : Evidence from a Structural Vector Autoregressive Approach (European University Studies : Series 5, Economics and Management. Vol. 2525. Peter Lang Publishing, 1999.
Trouver le texte intégralGereziher, Hayelom Yrgaw, et Naser Yenus Nuru. Structural estimates of the South African sacrifice ratio. 12e éd. UNU-WIDER, 2021. http://dx.doi.org/10.35188/unu-wider/2021/946-4.
Texte intégralChapitres de livres sur le sujet "Structural Vector Autoregressive Analysi"
Phadkantha, Rungrapee, Woraphon Yamaka et Songsak Sriboonchitta. « Forecasting Exchange Rate with Linear and Non-linear Vector Autoregressive ». Dans Structural Changes and their Econometric Modeling, 541–51. Cham : Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-030-04263-9_42.
Texte intégralDiwambuena, Josué Mabulango, Amon Magwiro, Heinz Eckart Klingelhöfer et Martin Kaggwa. « Foreign Direct Investment and Economic Growth : The Structural Vector Autoregressive Approach for South Africa ». Dans Development Finance, 199–223. Cham : Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-54166-2_7.
Texte intégral« Analysis of the Monetary Policy Dynamics in Romania Using a Structural Vector Autoregressive Model ». Dans Emerging Research on Monetary Policy, Banking, and Financial Markets, 146–61. IGI Global, 2019. http://dx.doi.org/10.4018/978-1-5225-9269-3.ch006.
Texte intégralSpulbar, Cristi, et Ramona Birau. « Analysis of the Monetary Policy Dynamics in Romania Using a Structural Vector Autoregressive Model ». Dans Research Anthology on Macroeconomics and the Achievement of Global Stability, 788–99. IGI Global, 2022. http://dx.doi.org/10.4018/978-1-6684-7460-0.ch043.
Texte intégralRapoo, Mogari I., Elias Munapo, Martin M. Chanza et Olusegun Sunday Ewemooje. « Modelling and Forecasting Portfolio Inflows ». Dans Research Anthology on Artificial Neural Network Applications, 1427–48. IGI Global, 2022. http://dx.doi.org/10.4018/978-1-6684-2408-7.ch069.
Texte intégralRapoo, Mogari I., Elias Munapo, Martin M. Chanza et Olusegun Sunday Ewemooje. « Modelling and Forecasting Portfolio Inflows ». Dans Handbook of Research on Smart Technology Models for Business and Industry, 329–50. IGI Global, 2020. http://dx.doi.org/10.4018/978-1-7998-3645-2.ch014.
Texte intégral« Results and Discussion 2 ». Dans Post-Keynesian Empirical Research and the Debate on Financial Market Development, 180–225. IGI Global, 2014. http://dx.doi.org/10.4018/978-1-4666-6018-2.ch008.
Texte intégralBreitung, Jörg, Ralf Brüggemann et Helmut Lütkepohl. « Structural Vector Autoregressive Modeling and Impulse Responses ». Dans Applied Time Series Econometrics, 159–96. Cambridge University Press, 2004. http://dx.doi.org/10.1017/cbo9780511606885.005.
Texte intégralJuselius, Katarina. « Imperfect Knowledge, Asset Price Swings, and Structural Slumps ». Dans Rethinking Expectations. Princeton University Press, 2013. http://dx.doi.org/10.23943/princeton/9780691155234.003.0011.
Texte intégralTakaya, Sadayoshi. « International Capital Movements, Currency Crisis, and ICT Innovation ». Dans Global Information Technology and Competitive Financial Alliances, 143–61. IGI Global, 2006. http://dx.doi.org/10.4018/978-1-59140-881-9.ch008.
Texte intégralActes de conférences sur le sujet "Structural Vector Autoregressive Analysi"
Bal, Harun, Mehmet Demiral et Filiz Yetiz. « Exchange Rate Pass-Through to Domestic Prices : Evidence from OECD Countries ». Dans International Conference on Eurasian Economies. Eurasian Economists Association, 2017. http://dx.doi.org/10.36880/c08.01951.
Texte intégralCharfeddine, Lanouar, et Karim Barkat. « Do Oil and Gas Revenues promote Economic Diversification in Qatar ? » Dans Qatar University Annual Research Forum & Exhibition. Qatar University Press, 2020. http://dx.doi.org/10.29117/quarfe.2020.0048.
Texte intégralSağlam, Yağmur, et Hüseyin Avni Egeli. « Real Exchange Rate Effects on Trade and Immiserizing Growth : The Case of Turkey 2003-2013 ». Dans International Conference on Eurasian Economies. Eurasian Economists Association, 2014. http://dx.doi.org/10.36880/c05.00863.
Texte intégralLi, Tao, Xueyu Li et Xu Zhang. « The Design and Implementation of Vector Autoregressive Model and Structural Vector Autoregressive Model Based on Spark ». Dans 2017 3rd International Conference on Big Data Computing and Communications (BIGCOM). IEEE, 2017. http://dx.doi.org/10.1109/bigcom.2017.46.
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 intégralWai, Phoong Seuk, Sek Siok Kun, Mohd Tahir Ismail, Samsul Ariffin et Abdul Karim. « Model performance between linear vector autoregressive and Markov switching vector autoregressive models on modelling structural change in time series data ». Dans 2015 International Symposium on Mathematical Sciences and Computing Research (iSMSC). IEEE, 2015. http://dx.doi.org/10.1109/ismsc.2015.7594083.
Texte intégralOmenzetter, Piotr, et Simon Hoell. « Improved statistical damage classification in an experimental wind turbine blade based on vector autoregressive coefficients and sequential projection pursuit ». Dans Health Monitoring of Structural and Biological Systems XII, sous la direction de Tribikram Kundu. SPIE, 2018. http://dx.doi.org/10.1117/12.2295019.
Texte intégralIseki, Toshio. « Instantaneous Spectral Analysis of Non-Stationary Ship Motion Data ». Dans 25th International Conference on Offshore Mechanics and Arctic Engineering. ASMEDC, 2006. http://dx.doi.org/10.1115/omae2006-92197.
Texte intégralYe, Awella. « Discover Contemporaneous Connections in Dynamic Network : Regularized Unified Structural Equation Modeling as a Hybrid Vector Autoregressive Model ». Dans 2020 AERA Annual Meeting. Washington DC : AERA, 2020. http://dx.doi.org/10.3102/1588434.
Texte intégralYansong, Diao, Meng Dongmei et Cao Yadong. « Structural Damage Identification of Offshore Jacket Platform Based on the Pseudofree Response Data ». Dans ASME 2014 33rd International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2014. http://dx.doi.org/10.1115/omae2014-23726.
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