Готові списки джерел за темами / Structual VAR

Добірка наукової літератури з теми "Structual VAR"

Автор: Grafiati
Опубліковано: 10 грудня 2022
Оновлено: 28 січня 2023

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Статті в журналах з теми "Structual VAR"

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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.

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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.

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Анотація:
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.
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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.

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Анотація:
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.
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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.

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Анотація:
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.
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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.

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Анотація:
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.
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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.

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Анотація:
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.
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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.

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<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>
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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.

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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.

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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.

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Більше джерел

Дисертації з теми "Structual VAR"

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Rapelanoro, Nady. "Essai empirique sur les conséquences de l’expansion de la liquidité globale dans les pays destinataires." Thesis, Paris 10, 2017. http://www.theses.fr/2017PA100073/document.

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Анотація:
Depuis l’article séminal de Baks et Kramer (1999), le concept de la liquidité globale est souvent revenu au cœur de l’actualité, car les facteurs de son développement ont été considérés comme ayant indirectement participé aux développements des déséquilibres précédents la crise financière de 2008. Face à ces enjeux, la littérature s’est largement concentrée sur l’approche de la stabilité financière dans les pays émetteurs. Contrairement à cette approche, les recherches développées dans cette thèse se concentrent la perspective des pays destinataires de la liquidité globale, en particulier les pays émergents. Ainsi pour répondre à la problématique principale de l’identification des effets de reports de la liquidité globale, cette thèse propose une analyse en trois chapitres du phénomène. Premièrement, à travers une généralisation de l’analyse de la problématique de la stabilité financière dans les pays émergents. Deuxièmement, en analysant comment le comportement d’accumulation des pays destinataires affecte les conditions de la liquidité globale dans les pays émetteurs. Troisièmement, en analysant au niveau national le comportement des autorités monétaires pour prémunir leurs économies des effets de l’expansion de la liquidité globale
Since the seminal paper by Baks and Kramer (1999), the concept of global liquidity catch once again the attention because the factors of its expansion are considered in the literature as having contributed to the development of vulnerabilities prior to the global financial crisis. Given the importance of global liquidity issues, the literature has largely focused on the financial stability approach in the issuing countries. Contrary to this approach, the research developed in this Ph.D. thesis relies principally on the receiving countries perspective, particularly the emerging countries. Accordingly, in order to answer our main problematic regarding the identification of global liquidity spillovers into the receiving countries, this thesis proposes a three chapters analysis of the phenomenon. First, we focus on a generalization of the financial stability concerns into the emerging countries. Second, we analyze how the reserve accumulation behavior in the receiving countries affects the global liquidity conditions in the main issuing country. Third, we center on the monetary authorities behavior in order to isolate their economies from the effects of the global liquidity expansion
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2

Mortatti, Caio Marcos. "Fatores condicionantes do crescimento econômico no Brasil: um estudo empírico." Universidade de São Paulo, 2011. http://www.teses.usp.br/teses/disponiveis/96/96131/tde-20122011-095151/.

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Анотація:
O objetivo deste trabalho é analisar empiricamente os principais fatores condicionantes do crescimento econômico brasileiro, no período de 1970 a 2010, a partir de um modelo de autoregressão vetorial estrutural seguindo especificação neoclássica da teoria macroeconômica de crescimento. Para isso, o estudo inicia-se com o enfoque teórico dos modelos de crescimento econômico e prossegue com a análise empírica do caso brasileiro utilizando o ferramental de séries temporais. Os principais resultados empíricos obtidos sugerem que: (i) a formação bruta de capital fixo, o capital humano e o grau de abertura da economia são instrumentos importantes de formulação de políticas de crescimento econômico; (ii) há um efeito da curva J na dinâmica da taxa de câmbio; e (iii) há diferenças nas elasticidades de curto e longo prazo, promovendo diferentes abordagens para políticas de planejamento econômico entre as variáveis.
This research aims to empirically analyze the main conditioning factors of the Brazilian economic growth for the period 1970-2010 using a structural vector autoregression model following a neoclassical specification for the macroeconomic theory of economic growth. In order to do it, the analysis starts with the theoretic approach of the economic growth models and part to the empirical approach to the Brazilian case, using time series analysis. The mean partial empirical results suggest that: (i) gross fixed capital formation, followed by human capital and trade openness are important instruments of economic growth policy; (ii) there is an J curve e_ect on the dynamics of the exchange rate; and (iii) there are di_erences in the short and long-run elasticities, promoting di_erent approaches to economic planning policies between the variables.
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3

Östhem, Frida, and Emelie Fredell. "Kapitalcirkus : Vad påverkar svenska börsnoterade företags val av kapitalstruktur?" Thesis, Södertörn University College, School of Business Studies, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-2813.

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4

Kutin, Nikola. "Market structure in the Container Liner Shipping Industry : an analysis of the maritime network, port efficiency and competition." Thesis, Nantes, 2018. http://www.theses.fr/2018NANT2025/document.

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Анотація:
La présente thèse a pour ambition d’évaluer la structure de marché du transport maritime de lignes régulières, en particulier au regard de l’intégration maritime au sein de l’ASEAN. Les problématiques principales abordées dans le cadre de ce travail sont liées aux déterminants fondamentaux des taux de fret, à la connectivité maritime, à l’efficacité portuaire et à la compétition sur les routes maritimes. Les analyses reposent sur l’utilisation d’outils méthodologiques précis tels que les modèles Markov-Switching Vecteur Autorégressifs, la Théorie des graphes, l'Analyse d'enveloppement des données, l'Analyse en composantes principales et le partitionnement de données. Les résultats permettent d’identifier trois cycles économiques entre 2003 et 2017, et montrent que le développement de la flotte a eu des effets négatifs non négligeables sur les taux de fret. L’étude illustre que le classement portuaire change en fonction des différents coefficients de centralités. Les résultats de l’analyse de la modularité confortent l’intuition d’une bonne connectivité maritime intra-ASEAN. De plus, le réseau maritime de l’ASEAN possède des attributs similaires aux flux d’échanges commerciaux. Cette analyse de l’intégration maritime régionale est complétée par une étude plus approfondie permettant de visualiser les ports les plus efficaces de la communauté. Une dernière analyse de la compétition sur les routes maritimes met en avant les trajets sur lesquels le nombre d’entreprises en concurrence est le plus élevé. Au final, la thèse permet de mieux comprendre comment est organisé le transport de conteneurs au niveau mondial et régional, et comment s’effectue l'intégration maritime de l’ASEAN dans la chaîne d'approvisionnement mondiale
This dissertation aims to analyze the structure and the evolution of the Container Liner Shipping Industry by paying particular attention to the maritime integration of ASEAN member states. The factors behind freight rates, maritime connectivity, port efficiency and competition on maritime routes are the central topics of research. Methodological tools such as Markov-Switching Vector Autoregressive Approach, Graph Theory, Data Envelopment Analysis, as well as Principle Component Analysis and Cluster Analysis are employed. The findings from the research show that between 2003 and 2017 three economic cycles occurred and that fleet development had the most profound negative impact on freight rates. The Network Analysis of 153 ports confirms a hub-and-spoke nature of the shipping network. The study illustrates that port rankings change according to different centrality measures. It also demonstrates that ASEAN member states form a cluster of interconnected ports, and their shipping network has the same features as the intra-regional country exports. To complete the analysis of ASEAN maritime integration, this research outlines the most efficient ports within the community and the optimum container handling capacity. Competition on maritime routes, with respect to the country and region of origin and the destination, is also evaluated by highlighting the most concentrated routes in terms of number of competing firms. Moreover, the findings of this dissertation provide key answers to understanding how the industry is organized at global and regional levels, and the extent of maritime integration of the ASEAN region within the global supply chain
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5

Capek, Jan, and Cuaresma Jesus Crespo. "We just estimated twenty million fiscal multipliers." WU Vienna University of Economics and Business, 2018. http://epub.wu.ac.at/6451/1/WP268.pdf.

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We analyse the role played by data and specification choices as determinants of the size of the fiscal multipliers obtained using structural vector autoregressive models. The results, based on over twenty million fiscal multiplier estimated for European countries, indicate that many seemingly harmless modelling choices have a significant effect on the size and precision of fiscal multiplier estimates. In addition to the structural shock identification strategy, these modelling choices include the definition of spending and taxes, the national accounts system employed, the use of particular interest rates or inflation measures, or whether data are smoothed prior to estimation.
Series: Department of Economics Working Paper Series
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6

Han, Jing. "Essays on Business Cycles and Monetary Policy." The Ohio State University, 2009. http://rave.ohiolink.edu/etdc/view?acc_num=osu1243891082.

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7

FUKUDA, REGINA KAZUMI. "ESTIMATING VAR MODELS FOR THE TERM STRUCTURE OF INTEREST RATES." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2006. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=9633@1.

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PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO
Nessa dissertação seguimos o artigo de Evans e Marshall (1998) e propomos novas abordagens para modelar o desenvolvimento conjunto de variáveis macroeconômicas e retornos de títulos de renda fixacom diversas maturidades. Os modelos são estimados e comparados com outros, já tradicionais na literatura, baseados em modelos auto- regresivos univariados ou de correção de erros. em seguida, os novos modelos são utilizados para avaliar se a informação contida nas variáveis macroeconômicas e na estrutura a termo das taxas de juros ajuda a melhorar a capacidade de previsão. A principal conclusão é que, se o interese maior está em previsões de curto prazo, então não há melhoria significativa ao agregar outras informações que não sejam aquelas já contidas em observações passadas do próprio rendimento em questão. se, no entanto, o interesse maior está em previsões de longo prazo (que é o caso de fundos de previdência, sejam eles abertos ou fechados), então a informação inerente às variáveis macroeconômicas consegue melhorar o desempenho preditivo.
In this dissertation we follow Evans and Marshall (1998) and propose new approaches for modeling the joint development of macro variables and the returns of government bond yields of several maturities. The models are estimated and compared with other forecasting schemes previously proposed in the literature, especially those relying on univariate, VAR and error correction methods. The models are then used to judge the hypothesis that the information content of macro variables and the term structure of interest rates as a whole helps improving forecasting performance. Our main conclusion is quite simple: if one is interested in computing short term forecasts, then there is no significant improvement in incorporating information other than the one already present in past observations of the yield at hand; however, if one worries about long term forecasts (which is frequently the case of pension insurance companies), then the information content of macro variables and the term structure can improve forecasting performance
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8

Bassil, Charbel. "Politique monétaire et changement structurel aux Etats-Unis." Cergy-Pontoise, 2010. http://biblioweb.u-cergy.fr/theses/2010CERG0486.pdf.

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Cette thèse consiste d’abord à faire le point sur la théorie économétrique des tests de racine unitaire autorisant ou non la possibilité d’une ou de plusieurs ruptures. Ces tests sont ensuite appliqués à un ensemble de séries macroéconomiques américaines. Ensuite nous étendons l’analyse au cas multivarié de type VAR, afin d’examiner la stabilité ou non des mécanismes de propagation des impulsions monétaires. Nous envisagerons alors la possibilité de ruptures multiples, à des dates inconnues a priori. La pertinence de cette extension sera examinée à la lumière de l’analyse de la politique monétaire américaine depuis le début des années soixante. Dans un premier temps, nous considérons deux modèles structurels, dans lesquels nous identifions une règle de Taylor. Dans le premier modèle nous utilisons l’output gap, le taux des fonds fédéraux et le taux d’inflation courante comme variables endogènes. Dans le deuxième modèle nous utilisons l’output gap, le taux des fonds fédéraux et le taux d’inflation anticipée comme variables endogènes. Ceci devrait permettre d’une part de contribuer à l’évaluation des effets d’un changement de politique monétaire sur l’output gap américain et les deux taux d’inflation, et d’autre part de comparer l’efficacité de la politique monétaire américaine entre différentes périodes. Dans un deuxième temps, nous considérons les mêmes modèles mais cette fois nous supposons trois chocs estimés simultanément, un choc de demande, un choc d’offre et un choc monétaire. Nous cherchons par cela à identifier les sources de fluctuations dans les variables en question
This thesis summarizes first the econometric theory of unit root tests whether it allows or not one or multiple structural breaks. These tests are then applied to a set of U. S. Macroeconomic series. Then we extend the analysis to the multivariate model, such as a VAR, to examine the stability of the propagation mechanisms of a contractionary monetary shock. Thus, we will consider the possibility of multiple breaks at unknown dates. The relevance of this extension will be considered in light of the analysis of U. S. Monetary policy since the early sixties. Initially, we consider two structural models, in which we identify a Taylor rule. In the first model we use the output gap, the federal funds rate and the current inflation rate as endogenous variables. In the second model we use the output gap, the federal funds rate and the expected inflation rate as endogenous variables. This should firstly help to assess the effects of monetary policy change on the output gap and the two U. S. Inflation rates, and secondly to compare the effectiveness of the American monetary policy between different periods. In a second step, we consider the same models but this time we assume three shocks estimated simultaneously, a demand shock, a supply shock and a monetary shock. This should help us to identify the sources of fluctuations in the variables in interest
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9

de, Silva Timothy H. "Are Volatility Expectations in Different Countries Interdependent? A Data-Driven Solution to Structural VAR Identification for Implied Equity Volatility Indices." Scholarship @ Claremont, 2018. http://scholarship.claremont.edu/cmc_theses/1772.

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Анотація:
Over the past couple of decades, the number of volatility indices has increased rapidly. These indices seek to represent the market’s expectation of realized volatility over the coming month, based on the prices of options traded on each underlying equity index. Although the dynamics of realized volatility spillover have been studied extensively, very few studies exists that examine the spillover between these volatility indices. By using DAG-based structural vector autoregression, this paper provides evidence that implied volatility spillover differs from realized volatility spillover. Through solving the well-known VAR identification problem for these indices, this paper finds that Asia, more specifically Hong Kong, plays a central role in implied volatility spillover during and after the 2008 financial crisis.
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10

Sullivan, Melinda Jo. "Characterization and Management of the Race Structure of Phytophthora parasitica var. nicotianae." NCSU, 2004. http://www.lib.ncsu.edu/theses/available/etd-10292004-152059/.

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Deployment of tobacco cultivars with single-gene (Ph), complete resistance to race 0 of the tobacco black shank pathogen has resulted in a rapid increase in the occurrence of race 1 in N.C. A four-year cultivar rotation study was conducted in three fields to assess how different levels and types of resistance affected the race structure and population dynamics of the pathogen. In a mixed race field, the high level of partial resistance in ?K 346? was most effective in reducing disease and race 1 populations decreased. The deployment of complete resistance in ?NC 71? resulted in intermediate levels of disease, and race 1 increased. ?K 326?, with a low level of partial resistance, had the highest levels of disease, and race 0 was dominant. In a field where no race 1 was detected initially, disease incidence was high with the use of partial resistance. Complete resistance was very effective in suppressing disease, but race 1 was recovered after only one growing season. By the end of the third growing season, race 1 was recovered from most ?NC 71? treatments. In a field where race 1 was predominant, a high level of partial resistance was most effective in controlling disease and race 0 increased rapidly. A rotation of single-gene resistance and a high level of partial resistance was the most effective rotation for disease management and it minimized race shifts in the pathogen. This may serve to prolong the usefulness of the Ph gene. Populations of race 1 decreased relative to race 0 when cultivars with partial resistance were rotated with complete resistance, suggesting that race 1 isolates are not as fit as race 0 isolates. Experiments were conducted to compare their pathogenic and ecological fitness. Forty isolates of race 0 and 20 isolates of race 1 were used to inoculate tobacco cultivars with low, moderate, and high levels of partial resistance. Race 0 isolates were more aggressive than the race 1 isolates; incubation period was shorter and root rot severity greater with race 0 isolates than with race 1 isolates. Isolates of race 1 caused greater stunting of plants than race 0 isolates. Field microplots were infested with either a single race or an equal mixture of each race. Soil samples were collected and populations determined at the end of each growing season and again the following spring. There were no statistical differences in survival between races, but over both years of the study there was a trend for race 0 to survive better than race 1. One-hundred ninety five isolates of P. parasitica var. nicotianae were subjected to amplified fragment length polymorphism (AFLP) analysis to characterize the genetic diversity among isolates and within pathogen races 0 and 1. Isolates included 20 diverse isolates and an additional 175 isolates obtained over years from a field in Duplin Co., N.C. From all isolates evaluated, 256 of 304 markers (85%) were polymorphic and provided 106 AFLP profiles. The AFLP phenotypes initially detected within each plot were maintained throughout the study but additional phenotypes were recovered over years. At least 6 race 0 and race 1 isolates collected from a single test plot were similar and clustered together in the unweighted pair-group mean analysis phenogram. Examination of the AFLP profiles showed race 0 and race 1 isolates differed by only 2 to 4 markers. Results indicated that P. parasitica var. nicotianae is diverse and that the multiple occurrences of race 1 that were recovered throughout this field over years were independent events where race 1 was selected from within the pathogen population.
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Книги з теми "Structual VAR"

1

Topics in structural VAR econometrics. Berlin: Springer-Verlag, 1992.

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2

1948-, Giannini Carlo, and Giannini Carlo 1948-, eds. Topics in structural VAR econometrics. 2nd ed. Berlin: Springer, 1997.

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3

Giannini, Carlo. Topics in Structural VAR Econometrics. Berlin, Heidelberg: Springer Berlin Heidelberg, 1992. http://dx.doi.org/10.1007/978-3-662-02757-8.

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4

Amisano, Gianni, and Carlo Giannini. Topics in Structural VAR Econometrics. Berlin, Heidelberg: Springer Berlin Heidelberg, 1997. http://dx.doi.org/10.1007/978-3-642-60623-6.

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5

Christiano, Lawrence J. Assessing structural VARs. Cambridge, Mass: National Bureau of Economic Research, 2006.

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6

Christiano, Lawrence J. Assessing structural vars. Washington, D.C: Federal Reserve Board, 2006.

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7

Pretorius, S. J. Die litologie, struktuur en metamorfose van die Kompleks Beitbrug wes van Messina en oos van Swartwater. [Pretoria]: Republiek van Suid-Afrika, Departement van Mineraal- en Energiesake, Geologiese Opname, 1992.

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8

Elsenbroek, J. H. Die struktuur en petrologie van die alkaligraniet in die Vredefortkoepel noordwes van Parys. Pretoria: Republiek van Suid-Afrika, Departement van Mineraal- en Energiesake, Geologiese Opname, 1993.

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9

McCoy, Daniel. How useful is structural VAR analysis for Irish economics? Dublin: Research and Publications Department, Central Bank of Ireland, 1997.

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10

Clements, Michael P. Empirical analysis of macroeconomic time series: VAR and structural models. Southampton: University of Southampton, Dept. of Economics, 1990.

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Частини книг з теми "Structual VAR"

1

Amisano, Gianni, and Carlo Giannini. "From VAR models to Structural VAR models." In Topics in Structural VAR Econometrics, 1–28. Berlin, Heidelberg: Springer Berlin Heidelberg, 1997. http://dx.doi.org/10.1007/978-3-642-60623-6_1.

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2

Amisano, Gianni, and Carlo Giannini. "Identification analysis and F.I.M.L estimation for the K-Model." In Topics in Structural VAR Econometrics, 29–39. Berlin, Heidelberg: Springer Berlin Heidelberg, 1997. http://dx.doi.org/10.1007/978-3-642-60623-6_2.

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3

Amisano, Gianni, and Carlo Giannini. "Identification analysis and F.I.M.L estimation for the C-Model." In Topics in Structural VAR Econometrics, 40–47. Berlin, Heidelberg: Springer Berlin Heidelberg, 1997. http://dx.doi.org/10.1007/978-3-642-60623-6_3.

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4

Amisano, Gianni, and Carlo Giannini. "Identification analysis and F.I.M.L estimation for the AB-Model." In Topics in Structural VAR Econometrics, 48–59. Berlin, Heidelberg: Springer Berlin Heidelberg, 1997. http://dx.doi.org/10.1007/978-3-642-60623-6_4.

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5

Amisano, Gianni, and Carlo Giannini. "Impulse response analysis and forecast error variance decomposition in SVAR modelling." In Topics in Structural VAR Econometrics, 60–77. Berlin, Heidelberg: Springer Berlin Heidelberg, 1997. http://dx.doi.org/10.1007/978-3-642-60623-6_5.

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6

Amisano, Gianni, and Carlo Giannini. "Long run a prior information. Deterministic components. Cointegration." In Topics in Structural VAR Econometrics, 78–106. Berlin, Heidelberg: Springer Berlin Heidelberg, 1997. http://dx.doi.org/10.1007/978-3-642-60623-6_6.

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7

Amisano, Gianni, and Carlo Giannini. "Model selection in Structural VAR analysis." In Topics in Structural VAR Econometrics, 107–13. Berlin, Heidelberg: Springer Berlin Heidelberg, 1997. http://dx.doi.org/10.1007/978-3-642-60623-6_7.

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8

Amisano, Gianni, and Carlo Giannini. "The problem of non-fundamental representations." In Topics in Structural VAR Econometrics, 114–30. Berlin, Heidelberg: Springer Berlin Heidelberg, 1997. http://dx.doi.org/10.1007/978-3-642-60623-6_8.

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9

Amisano, Gianni, and Carlo Giannini. "Two applications of Structural VAR analysis." In Topics in Structural VAR Econometrics, 131–50. Berlin, Heidelberg: Springer Berlin Heidelberg, 1997. http://dx.doi.org/10.1007/978-3-642-60623-6_9.

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10

Liu, Junping, Quocbao Tran, Tan Yilong, and Baochun Chen. "Design and Construction of Hoang van Thu Bridge in Vietnam." In Structural Integrity, 545–52. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-29227-0_58.

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Тези доповідей конференцій з теми "Structual VAR"

1

Ren, Liang, and Bing Li. "VAR model Analysis on Japan's OFDI and Industrial Structural Upgrading." In 2010 International Conference on E-Business Intelligence (ICEBI-2010). Paris, France: Atlantis Press, 2010. http://dx.doi.org/10.2991/icebi.2010.4.

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2

Liang, Ren. "VAR Model Analysis on Japan's OFDI and Industrial Structural Upgrading." In 2011 Seventh International Conference on Computational Intelligence and Security (CIS). IEEE, 2011. http://dx.doi.org/10.1109/cis.2011.355.

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3

Yu, K. O., and J. A. Domingue. "Control of Solidification Structure in VAR and ESR Processed Alloy 718 Ingots." In Superalloys. TMS, 1989. http://dx.doi.org/10.7449/1989/superalloys_1989_33_48.

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4

Gupta, Mohit, and Dewey H. Hodges. "Modeling Thin-Walled Beams using VAM." In 58th AIAA/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference. Reston, Virginia: American Institute of Aeronautics and Astronautics, 2017. http://dx.doi.org/10.2514/6.2017-1832.

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5

LINDLEY, C. A., T. ROGERS, R. DWYER-JOYCE, N. DERVILIS, and K. WORDEN. "ON THE APPLICATION OF VARIATIONAL AUTO ENCODERS (VAE) FOR DAMAGE DETECTION IN ROLLING ELEMENT BEARINGS." In Structural Health Monitoring 2021. Destech Publications, Inc., 2022. http://dx.doi.org/10.12783/shm2021/36281.

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In structural health monitoring (SHM) and condition monitoring (CM) applications, the expense of testing programmes may be too high to obtain adequate datasets. When limited by the number of available data samples, one may rely on dimensional reduction methods to proceed with a meaningful statistical and probabilistic analysis. In this work, some state-of-the-art dimensionality-reduction techniques were investigated as part of a simple ball-bearing damage detection problem. A variational auto-encoder (VAE) was compared to other methods, based on their capability to generate low-dimensional representations of the data. Unlike other common alternatives, such as principal component analysis (PCA) or auto-encoding (AE) networks, the VAE introduces a probabilistic framework via the latent embeddings. A well-defined distribution is thereby constructed on the latent variables, making the transformed dataset an optimal one for subsequent pattern recognition analysis. The results demonstrated an increase in classification performance given the low-dimensional representation generated by the VAE.
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6

Koyama, Kazuki, Keisuke Kiritoshi, and Tomonori Izumitani. "Discovering Sparse and Ununiform Lag Structure Using VAR Models with Latent Group LASSO." In 2019 International Conference on Data Mining Workshops (ICDMW). IEEE, 2019. http://dx.doi.org/10.1109/icdmw.2019.00062.

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7

Nastac, L. "Multiscale Modeling of the Solidification Structure Evolution of VAR-Processed Alloy 718 Ingots." In Superalloys. John Wiley & Sons, Inc., 2014. http://dx.doi.org/10.7449/2014/superalloys_2014_57_65.

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8

Salih, Abdulqadir, and Nermin Sarlakl. "Comparison of Evaporation Estimation Methods in Van Lake, Turkey." In The World Congress on Civil, Structural, and Environmental Engineering. Avestia Publishing, 2016. http://dx.doi.org/10.11159/icesdp16.117.

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9

Sun, Wei, Zhongying Qi, and Niannian Jia. "A Time-Varying Structural VAR Method for the Effects of Oil Shocks on US Dollars." In 2010 Third International Joint Conference on Computational Science and Optimization. IEEE, 2010. http://dx.doi.org/10.1109/cso.2010.41.

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10

Afandi, Izzah, Ashish Agalgaonkar, and Sarath Perera. "Market Structure for Enabling Volt/Var Control in Australian Distribution Networks: A Practical Perspective." In 2020 19th International Conference on Harmonics and Quality of Power (ICHQP). IEEE, 2020. http://dx.doi.org/10.1109/ichqp46026.2020.9177936.

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Звіти організацій з теми "Structual VAR"

1

Fair, Ray. VAR Models as Structural Approximations. Cambridge, MA: National Bureau of Economic Research, January 1988. http://dx.doi.org/10.3386/w2495.

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Choi, Woon Gyu, and Yi Wen. Dissecting Taylor Rules in a Structural VAR. Federal Reserve Bank of St. Louis, 2010. http://dx.doi.org/10.20955/wp.2010.005.

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3

Christiano, Lawrence, Martin Eichenbaum, and Robert Vigfusson. Assessing Structural VARs. Cambridge, MA: National Bureau of Economic Research, July 2006. http://dx.doi.org/10.3386/w12353.

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4

Sarno, Lucio, and Daniel L. Thornton. The Efficient Market Hypothesis and Identification in Structural VAR s. Federal Reserve Bank of St. Louis, 2003. http://dx.doi.org/10.20955/wp.2003.032.

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5

Ocampo-Díaz, Sergio, and Norberto Rodríguez-Niño. An Introductory Review of a Structural VAR-X Estimation and Applications. Bogotá, Colombia: Banco de la República, 2011. http://dx.doi.org/10.32468/be.686.

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6

Nagahi, Morteza, Niamat Ullah Ibne Hossain, Safae El Amrani, Raed Jaradat, Laya Khademibami, Simon Goerger, and Randy Buchanan. Investigating the influence of demographics and personality types on practitioners' level of systems thinking skills. Engineer Research and Development Center (U.S.), March 2022. http://dx.doi.org/10.21079/11681/43622.

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Although the application of systems thinking (ST) has become essential for practitioners when dealing with turbulent and complex environments, there are limited studies available in the current literature that investigate how the ST skills of practitioners vary with regard to demographic factors and personality types (PTs). To address this gap, this article uses a structural equation modeling approach to explore the relationship be-tween practitioners’ ST skills, PT, and a set of demographic factors. The demographic factors included in the study are education level, the field of the highest degree, organizational ownership structure, job experience, and current occupation type. A total of 99 engineering managers, 104 systems engineers (SEs), and 55 practitioners with other occupations participated in this article. Results showed that the education level, the field of the highest degree, PT, organizational ownership structure, and current job experience of practitioners influenced their level of ST skills. Additionally, the current occupation type of practitioners partially affects their level of ST skills. An in-depth analysis was also conducted using multiple group analysis to show how seven ST skills of the practitioners vary across their level of education. Taken together, the findings of the study suggest that PT and a set of demographic factors influence the overall ST skill of the practitioners.
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7

Lee, Jaewoo, and Menzie Chinn. The Current Account and the Real Exchange Rate: A Structural VAR Analysis of Major Currencies. Cambridge, MA: National Bureau of Economic Research, April 1998. http://dx.doi.org/10.3386/w6495.

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8

Abeysinghe, Tilak, and Kristin Forbes. Trade Linkages and Output-Multiplier Effects: A Structural VAR Approach with a Focus on Asia. Cambridge, MA: National Bureau of Economic Research, November 2001. http://dx.doi.org/10.3386/w8600.

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9

Chari, V., Patrick Kehoe, and Ellen McGrattan. Are Structural VARs with Long-Run Restrictions Useful in Developing Business Cycle Theory? Cambridge, MA: National Bureau of Economic Research, October 2008. http://dx.doi.org/10.3386/w14430.

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10

Kehoe, Patrick. How to Advance Theory with Structural VARs: Use the Sims-Cogley-Nason Approach. Cambridge, MA: National Bureau of Economic Research, October 2006. http://dx.doi.org/10.3386/w12575.

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