Showing 2,701 - 2,720 results of 2,879 for search '"vector autoregression"', query time: 1.71s Refine Results
  1. 2701
    ...-name CDS with the maturity of 5 years. Through multivariate vector autoregressive models we have tested...
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  2. 2702
    by Liu, Juanxiu
    Published 2009
    ... Autoregressive Conditional Heteroskedasticity (GARCH), Exponential GARCH (EGARCH), Vector Autoregressions (VAR...
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  3. 2703
    ... of prior information and model evaluation; dynamic inference and nonstationarity; vector autoregressive...
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    Article
  4. 2704
    by Edward Ming-Yang Wu, Shu-Lung Kuo
    Published 2021-09-01
    ... by standardized residuals, this study applied the vector autoregressive moving average-EGARCH (VARMA-EGARCH) model...
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    Article
  5. 2705
    by Hsin-Yi Chang, 張欣怡
    Published 2012
    ..., vector autoregressive (VAR) test and vector error-correction model (VECM) to examine the long-run...
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  6. 2706
    by Lee, Cha-Lin, 李佳玲
    Published 2014
    ... system in our model is designed as first-order vector autoregressive model (VAR(1) model) which include...
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  7. 2707
    by Chih-Shan Hsu, 許志山
    Published 2012
    ..., 1994 to Apr. 27, 2011, using the empirical analysis of Vector Autoregressions Model, Impulse Response...
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  8. 2708
    by Shang-yi Pan, 潘尚易
    Published 2005
    ... vector autoregressive model, with impulse response functions and forecast error variance decompositions...
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  9. 2709
    by Oliveira, Flaviane de
    Published 2013
    ...). The result of the Vector Autoregressive model indicates that GDP growth respond negatively to the CCI and FOI...
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  10. 2710
    by Gil, Antonio Rodriquez
    Published 2012
    ... the Cointegrated Vector Autoregressive (CVAR) approach. This is applied to a theoretical model that encompasses...
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  11. 2711
    by Yan, Cheng
    Published 2015
    ... of the U.S. subprime crisis to equity markets worldwide. We estimate vector autoregressive models...
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  12. 2712
    by Isedu, Mustafa
    Published 2013
    ... and CPI stabilization in Nigeria. In the third approach of my methodology, three structural vector...
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  13. 2713
    by Pu, Xiaoling
    Published 2008
    ... to the credit spread changes in a vector autoregressive model. The results suggest that the innovation from...
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  14. 2714
  15. 2715
    ... on the volatility of the main macroeconomic variables of Peru. The empirical approach used is based vector...
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  16. 2716
  17. 2717
    by Jindamas Sutthichaimethee, Kuskana Kubaha
    Published 2018-12-01
    ... with the application of the Structure Equilibrium-Vector Autoregressive with Exogenous Variables model (SE-VAR<sub>X...
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    Article
  18. 2718
    by Ribeiro, Priscila Fernandes
    Published 2010
    ... represented by a Vector Autoregressive model, VAR (1), and the second estimation method is attributed a...
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  19. 2719
    by Capolongo, Angela
    Published 2020
    ..., we construct a Bayesian vector autoregressive model with three layers of information: the key drivers...
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    Doctoral Thesis
  20. 2720
    ... on the volatility of the main macroeconomic variables of Peru. The empirical approach used is based vector...
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