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2661“... shared common stochastic tendencies. A vector autoregressive model (VAR) was used to do a causality...”
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Article -
2662by Dharmasena, Kalu Arachchillage Senarath Dhananjaya Bandara“... is shared. Vector Autoregressions (VARs) on the non-Indian markets are studied using directed acyclic graphs...”
Published 2004
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2663by Saint-Frard, Robinson“... between Vector AutoRegressive models(VAR) and GSTAR models. We obtain explicitly the asymptotic...”
Published 2011
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2664by Babineau, Bernard“..., theme in economics. Different econometric approaches, ranging from narrative to vector autoregressions...”
Published 1999
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2665“..., Engle and Mezrich (1998) which replaces the first-order vector moving average with an first-order vector...”
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2666by Shafiai, Shumi“... of ordinary least squares (OLS) regressions and vector autoregressions (VAR). The market variable is found...”
Published 2013
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2667by Stanca, Luca“... conditions and investment decisions by estimating and testing vector autoregressions on company account panel...”
Published 1999
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2668by Bates, Brandon“... framework for the estimated factors and for diffusion index forecasts and factor-augmented vector...”
Published 2013
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2669“... merchandise or relationships between markets were time varying. As a result, this research combines Vector...”
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2670“... the international economic disturbances. This thesis uses a SVAR model (structural vector autoregressive model...”
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2671“... on their relationships. The Johansen’s five models of cointegration and the vector autoregressive model (VAR) are used...”
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2672“... of Vector Autoregressive Model and the results of forecast error variance decomposition. The thesis has...”
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2673by De Villiers, Johannes Joubert“... in the exchange rate affect South Africa‟s portfolio inflow. The research uses Vector Autoregressive (VAR) models...”
Published 2015
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2674by Yang, Zan“... housingprices and property stock prices under the Swedish rent controlsystem from 1980 to 1998. The Vector...”
Published 2000
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Doctoral Thesis -
2675by Kambadza, Tinashe Harry Dumile“... analysis and the Vector Autoregressive (VAR) models. In the Factor Analysis model, we used two extraction...”
Published 2011
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2676by Vitek, Francis“... functions derived from an estimated structural vector autoregressive or SVAR model, while dominating...”
Published 2011
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2677by Tumwebaze, Vivian Jane“... interest rates, real effective exchange rates and inflation. The empirical analysis used a Vector...”
Published 2015
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2678by Saint-Frard, Robinson“... are considered between Vector AutoRegressive models(VAR) and GSTAR models. We obtain explicitly the asymptotic...”
Published 2011
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2679by Jones, Yakama Manty“... confirmed in Chapter Four, when a Structural Vector Autoregressive Model was estimated for Sierra Leone : a...”
Published 2014
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2680by Chinzara, Zivanemoyo“.... The second part analyses returns linkages using the Vector Autoregressive (VAR), block exogeneity, impulse...”
Published 2008
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