Letteratura scientifica selezionata sul tema "Vector prices"
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Articoli di riviste sul tema "Vector prices":
Rifin, A., e D. Nauly. "Vector error correction model relationship between three vegetable oil products". IOP Conference Series: Earth and Environmental Science 892, n. 1 (1 novembre 2021): 012062. http://dx.doi.org/10.1088/1755-1315/892/1/012062.
Tunang, Yulin, Tohap Manurung e Nelson Nainggolan. "Penerapan Model Vector Autoregressive (VAR) untuk Memprediksi Harga Cengkeh, Kopra dan Pala di Sulawesi Utara". d'CARTESIAN 8, n. 2 (25 luglio 2019): 100. http://dx.doi.org/10.35799/dc.8.2.2019.23967.
CHEN, Jieh-Haur, Chuan Fan ONG, Linzi ZHENG e Shu-Chien HSU. "FORECASTING SPATIAL DYNAMICS OF THE HOUSING MARKET USING SUPPORT VECTOR MACHINE". International Journal of Strategic Property Management 21, n. 3 (11 luglio 2017): 273–83. http://dx.doi.org/10.3846/1648715x.2016.1259190.
Prasada, I. made Yoga, Moh Wahyudi Priyanto e Yahya Shafiyuddin Hilmi. "KETAHANAN PANGAN PENDUDUK DI PULAU JAWA: PENDEKATAN VECTOR ERROR CORRECTION MODEL". Agrisocionomics: Jurnal Sosial Ekonomi Pertanian 4, n. 1 (27 maggio 2020): 85–95. http://dx.doi.org/10.14710/agrisocionomics.v4i1.5560.
Usman, Mustofa, M. Komarudin, Nurhanurawati Nurhanurawati, Edwin Russel, Wamiliana Wamiliana e Faiz A. M. Elfaki. "Analysis Forecasting of Gasoline Prices in Some ASEAN Countries by Using State Space Representation on Vector Autoregressive Model". International Journal of Energy Economics and Policy 13, n. 6 (10 novembre 2023): 194–202. http://dx.doi.org/10.32479/ijeep.14893.
Ali, Mostafa, Gang Sun e Mohammed Ali Arshad Chowdhury. "Dynamic Interaction Between Macroeconomic Fundamentals and Stock Prices in Bangladesh". Indonesian Journal of Management and Business Economics 1, n. 1 (26 gennaio 2018): 66. http://dx.doi.org/10.32455/ijmbe.v1i1.53.
Roman, Monika, Aleksandra Górecka e Joanna Domagała. "The Linkages between Crude Oil and Food Prices". Energies 13, n. 24 (11 dicembre 2020): 6545. http://dx.doi.org/10.3390/en13246545.
Pai, Ping-Feng, e Wen-Chang Wang. "Using Machine Learning Models and Actual Transaction Data for Predicting Real Estate Prices". Applied Sciences 10, n. 17 (23 agosto 2020): 5832. http://dx.doi.org/10.3390/app10175832.
Baranowski, Paweł, e Aleksandra Hałka. "Inflacja importowana w Polsce". Wiadomości Statystyczne. The Polish Statistician 2012, n. 8 (28 agosto 2012): 44–54. http://dx.doi.org/10.59139/ws.2012.08.3.
Algahtani, Goblan J. "The Effect of Oil Price Shocks on Economic Activity in Saudi Arabia: Econometric Approach". International Journal of Business and Management 11, n. 8 (20 luglio 2016): 124. http://dx.doi.org/10.5539/ijbm.v11n8p124.
Tesi sul tema "Vector prices":
Sjödin, Wågberg Anton. "Prices on electricity and the prices on stocks : -A Vector autoregressive approach". Thesis, Umeå universitet, Nationalekonomi, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-153448.
Bethapudi, Daniel Naveen. "Dynamic interactions between electricity prices and the regional economy". Texas A&M University, 2003. http://hdl.handle.net/1969.1/2275.
Dongo, Kouadio Kouman. "Forecasting the Chinese Futures Markets Prices of Soy Bean and Green Bean Commodities". Digital Archive @ GSU, 2007. http://digitalarchive.gsu.edu/math_theses/23.
Ångman, Josefin. "What is driving house prices in Stockholm?" Thesis, Stockholms universitet, Nationalekonomiska institutionen, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-130692.
Wong, Kin-man, e 黃健文. "A vector autoregression (VAR) model of housing starts and housing price in Hong Kong". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2012. http://hdl.handle.net/10722/194603.
published_or_final_version
Real Estate and Construction
Master
Master of Philosophy
Persson, Rickard. "The short and long-term interdependencies between stock prices and dividends: A panel vector error correction approach". Thesis, Uppsala universitet, Företagsekonomiska institutionen, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-255666.
Fischer, Manfred M., Florian Huber, Michael Pfarrhofer e Petra Staufer-Steinnocher. "The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions". WU Vienna University of Economics and Business, 2018. http://epub.wu.ac.at/6065/1/2018%2D02%2D16_housing_favar_final.pdf.
Series: Working Papers in Regional Science
Borén, Christofer, e Felix Ewert. "Assessing the Effect of the Riksbank Repo Rate on National Output and Price Level in Sweden : Focusing on Employment and Housing Prices". Thesis, KTH, Matematisk statistik, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-228969.
Det finns ingen allmänt vedertagen modell som beskriver olika penningpolitiska instruments påverkan på ekonomin. Under 2011-2017 har Sveriges inflationstakt legat under 2-procentsmålet vilket har fått Riksbanken att vidta åtgärder i syfte att stimulera inflationen. Fram till maj 2018 har upprepade sänkningar av reporäntan genomförts och den ligger i dagsläget på 0:50% vilket är den lägsta nivån någonsin. Då inflationstakten inte nått målet samtidigt som bostadsmarknaden har upplevt kraftig tillväxt och nylig nedgång uppstår frågan gällande vilken effekt som reporäntan utlovar på diverse makroekonomiska mått. I denna rapport genomförs en statistisk tidsserieanalys med en vektorautoregression och impuls-responserna studeras. En modell med 7 ekonomiska variabler skapas för att specifikt studera effekten av reporäntan på sysselsättning och bostadspriser. Resultaten visar att rationella förväntningar finns i ekonomin. Vidare visar resultaten att reporäntan influerar inflationspåverkade variabler omgående, med maximal påverkan inom det första året efter chocken. Å andra sidan påverkas volymbaserade variabler som justeras för inflation maximalt först efter en fördröjning på 6 till 7 kvartal. Sysselsättningen upplever störst negativ påverkan från en reporäntechock efter 7 kvartal motsvarande 0.317 standardavvikelser per standardavvikelse i chocken. Bostadspriser upplever störst negativ påverkan från en reporäntechock efter 4 kvartal motsvarande 0.209 standardavvikelser per standardavvikelse i chocken.
Rostami, Jako, e Fredrik Hansson. "Time Series Forecasting of House Prices: An evaluation of a Support Vector Machine and a Recurrent Neural Network with LSTM cells". Thesis, Uppsala universitet, Statistiska institutionen, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-385823.
Tao, Juan. "A re-examination of the relationship between FTSE100 index and futures prices". Thesis, Loughborough University, 2008. https://dspace.lboro.ac.uk/2134/8071.
Libri sul tema "Vector prices":
Howlett, Derval. Money, credit and prices: A VAR analysis. Dublin: Research and Publications Department, Central Bank of Ireland, 1994.
Elitzak, Howard. Quarterly forecasting of meat retail prices: A vector autoregression approach. [Washington, DC]: U.S. Dept of Agriculture, Economic Research Service, Commodity Economics Division, 1989.
Eckstein, Zvi. Agricultural supply response using vector autoregressions (VAR) with panel data: Some evidence from India. [Tel Aviv]: David Horowitz Institute for the Research of Developing Countries, Tel-Aviv University, 1985.
Ang, Andrew. A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables. Cambridge, MA: National Bureau of Economic Research, 2001.
Beltratti, Andrea. Asset prices and persistence in fundamentals: A vector arma estimation of expectations theories for stocks and bonds. London: LSE Financial Markets Group, 1991.
Bidard, Christian. Monotonic movement of price vectors. Manchester: Department of Economics and Economic History, Manchester Metropolitan University, 1994.
Salvatore, R. A. Vector Prime. New York: Random House Publishing Group, 2003.
Salvatore, R. A. Star Wars: Vector Prime: The New Jedi Order #1. New York: Ballantine Pub. Group, 1999.
Campbell, John Y. A variance decomposition for stock returns. London: LSE Financial Markets Group, 1990.
Campbell, John Y. A variance decomposition for stock returns. Cambridge, MA: National Bureau of Economic Research, 1990.
Capitoli di libri sul tema "Vector prices":
Mokhtarzadeh, Fatemeh. "A global vector autoregression model for softwood lumber trade." In International trade in forest products: lumber trade disputes, models and examples, 174–93. Wallingford: CABI, 2021. http://dx.doi.org/10.1079/9781789248234.0174.
Mokhtarzadeh, Fatemeh. "A global vector autoregression model for softwood lumber trade." In International trade in forest products: lumber trade disputes, models and examples, 174–93. Wallingford: CABI, 2021. http://dx.doi.org/10.1079/9781789248234.0008.
Chiroma, Haruna, Sameem Abdul-Kareem, Adamau Abubakar, Akram M. Zeki e Mohammed Joda Usman. "Orthogonal Wavelet Support Vector Machine for Predicting Crude Oil Prices". In Lecture Notes in Electrical Engineering, 193–201. Singapore: Springer Singapore, 2013. http://dx.doi.org/10.1007/978-981-4585-18-7_23.
Annas, Suwardi, Zulkifli Rais, Aswi Aswi, Indrayasaro e Nurfajriani. "Implementation of Support Vector Regression (SVR) Analysis in Predicting Gold Prices in Indonesia". In Advances in Computer Science Research, 97–107. Dordrecht: Atlantis Press International BV, 2023. http://dx.doi.org/10.2991/978-94-6463-332-0_12.
Xiao-lin, Zhou, e Wu Hai-wei. "Crude Oil Prices Predictive Model Based on Support Vector Machine and Particle Swarm Optimization". In Advances in Intelligent and Soft Computing, 645–50. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-29455-6_89.
Östermark, Ralf. "Modeling Cointegrated Processes by a Vector-Valued State Space Algorithm — Evidence on The Impact of Japanese Stock Prices on The Finnish Derivatives Market". In Applications of Computer Aided Time Series Modeling, 141–79. New York, NY: Springer New York, 1997. http://dx.doi.org/10.1007/978-1-4612-2252-1_7.
Campbell, Geoffrey B. "Euler Products Over Primes and New VPV Formulas". In Vector Partitions, Visible Points and Ramanujan Functions, 485–90. Boca Raton: Chapman and Hall/CRC, 2024. http://dx.doi.org/10.1201/9781003174158-30.
Napolitano, Jim. "Vectors and Matrices". In A Mathematica Primer for Physicists, 71–86. Boca Raton, FL : CRC Press, Taylor & Francis Group, [2018] |: CRC Press, 2018. http://dx.doi.org/10.1201/b21981-6.
Shiller, Robert J. "Price-Conditional Vector Autoregressions and Theories of Stock Price Determination". In A Reappraisal of the Efficiency of Financial Markets, 409–29. Berlin, Heidelberg: Springer Berlin Heidelberg, 1989. http://dx.doi.org/10.1007/978-3-642-74741-0_24.
R., Abirami, e Vijaya M.S. "Stock Price Prediction Using Support Vector Regression". In Communications in Computer and Information Science, 588–97. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-29219-4_67.
Atti di convegni sul tema "Vector prices":
Tören, Evrim. "The Impact of Stock Prices on Consumption and Interest Rate in Turkey: Evidence from a Time Varying Vector Autoregressive Model". In International Conference on Eurasian Economies. Eurasian Economists Association, 2014. http://dx.doi.org/10.36880/c05.01142.
Santana, Everton, Saulo Mastelini e Sylvio Jr. "Deep Regressor Stacking for Air Ticket Prices Prediction". In XIII Simpósio Brasileiro de Sistemas de Informação. Sociedade Brasileira de Computação, 2017. http://dx.doi.org/10.5753/sbsi.2017.6022.
Stepovaya, A. Y., e N. A. Babkina. "ANALISIS OF PRICES OF GOODS OF THE COMPANY "PROCTER&GAMBLE" ON THE INTERNET PLATFORMS OF RUSSIA AND CHINA". In RUSSIA AND CHINA: A VECTOR OF DEVELOPMENT. Amur State University, 2019. http://dx.doi.org/10.22250/rc.2019.1.46.
İzgi, Mehmet Tevfik, Faig Mammadov e Oğuzhan Özçelebi. "The Impact of Agricultural Price Inflation on Food Security: An Analysis of Countries Surrounding the Black Sea". In International Conference on Eurasian Economies. Eurasian Economists Association, 2023. http://dx.doi.org/10.36880/c15.02806.
Sroka, Lukasz. "APPLYING OF RANDOM FOREST AND SUPPORT VECTOR MACHINE IN PREDICTING PRICES OF URANIUM COMPANIES". In 10th SWS International Scientific Conferences on SOCIAL SCIENCES - ISCSS 2023. SGEM WORLD SCIENCE, 2023. http://dx.doi.org/10.35603/sws.iscss.2023/s03.14.
Bal, Harun, Mehmet Demiral e Filiz Yetiz. "Exchange Rate Pass-Through to Domestic Prices: Evidence from OECD Countries". In International Conference on Eurasian Economies. Eurasian Economists Association, 2017. http://dx.doi.org/10.36880/c08.01951.
Pongiannan, R. K., Swetanshu Agrawal, Samudra Banerjee, R. Brindha, Richard Pravin A e Franklin J. "Predicting Average Tomato Prices Using Support Vector Machine with Polynomial Features". In 2023 International Conference on System, Computation, Automation and Networking (ICSCAN). IEEE, 2023. http://dx.doi.org/10.1109/icscan58655.2023.10394972.
Hu, T., C. Chen e H. Wei. "A Novel Methodology for Forecasting Petrochemical Product Prices in East China Market by Applying ARIMAX Time Series and Machine Learning Models". In International Petroleum Technology Conference. IPTC, 2024. http://dx.doi.org/10.2523/iptc-23114-ms.
Tören, Evrim, e Mehmet Balcılar. "Fiscal Policy Shocks and the Dynamics of Asset Prices in Turkey". In International Conference on Eurasian Economies. Eurasian Economists Association, 2015. http://dx.doi.org/10.36880/c06.01285.
Nainggolan, Nelson, Hanny A. H. Komalig e Tohap Manurung. "Vector autoregressive time series model in predicting food prices in Manado city". In THE 2ND INTERNATIONAL CONFERENCE ON NATURAL SCIENCES, MATHEMATICS, APPLICATIONS, RESEARCH, AND TECHNOLOGY (ICON-SMART 2021): Materials Science and Bioinformatics for Medical, Food, and Marine Industries. AIP Publishing, 2023. http://dx.doi.org/10.1063/5.0119696.
Rapporti di organizzazioni sul tema "Vector prices":
Galindo, Arturo, e Victoria Nuguer. Fuel-Price Shocks and Inflation in Latin America and the Caribbean. Inter-American Development Bank, marzo 2023. http://dx.doi.org/10.18235/0004724.
Moran, Kevin, Dalibor Stevanovic e Stéphane Surprenant. Risk Scenarios and Macroeconomic Forecasts. CIRANO, maggio 2024. http://dx.doi.org/10.54932/dcxi8467.
Dassanayake, Wajira, Xiaoming Li e Klaus Buhr. A Revisit of Price Discovery Dynamics Across Australia and New Zealand. Unitec ePress, agosto 2015. http://dx.doi.org/10.34074/rsrp.039.
Dassanayake, Wajira, Xiaoming Li e Klaus Buhr. A Revisit of Price Discovery Dynamics Across Australia and New Zealand. Unitec ePress, agosto 2015. http://dx.doi.org/10.34074/rsrp.039.
Read, Matthew. Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions. Reserve Bank of Australia, gennaio 2023. http://dx.doi.org/10.47688/rdp2022-09.
Khadan, Jeetendra. An Econometric Analysis of Energy Revenue and Government Expenditure Shocks on Economic Growth in Trinidad and Tobago. Inter-American Development Bank, dicembre 2016. http://dx.doi.org/10.18235/0011776.
Agudelo, Johana, Yolima Reyes, Leslie Bruzón, Viviana Flórez, Zulibeth Flórez, José Bonivento, José Luis Daza et al. Primer caso identificado de leishmaniasis visceral en el municipio de Hatonuevo, La Guajira, 2018. Instituto Nacional de Salud, aprile 2020. http://dx.doi.org/10.33610/01229907.2020v2n1a4.
Baluga, Anthony, e Masato Nakane. Maldives Macroeconomic Forecasting:. Asian Development Bank, dicembre 2020. http://dx.doi.org/10.22617/wps200431-2.
Ambaw, Dessie, Madhavi Pundit, Arief Ramayandi e Nicholas Sim. Real Exchange Rate Misalignment and Business Cycle Fluctuations in Asia and the Pacific. Asian Development Bank, marzo 2022. http://dx.doi.org/10.22617/wps220066-2.
Mawassi, Munir, Baozhong Meng e Lorne Stobbs. Development of Virus Induced Gene Silencing Tools for Functional Genomics in Grapevine. United States Department of Agriculture, luglio 2013. http://dx.doi.org/10.32747/2013.7613887.bard.