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2861by Santos, Carlos Augusto de Oliveira“.... Then, it wasapplied a model of vector autoregressive (VAR) and observed responses to Granger causalityand impulse...”
Published 2014
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2862by Barros Neto, Gilberto da Silveira“.... The analysis is based on interpretations of impulse-response functions (IRFs) derived from vector...”
Published 2016
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2863by Bañbura, Marta“..., namely Bayesian shrinkage. We study Vector Autoregressions (VARs) which have the advantage over factor...”
Published 2009
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Doctoral Thesis -
2864by dos Santos Barbosa, Gerrio“...). The decomposition test the presence of common long-term and short-term dynamics, with the Vector Autoregressive (VAR...”
Published 2017
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2865by Bañbura, Marta“... to factor models for dealing with the curse of dimensionality, namely Bayesian shrinkage. We study Vector...”
Published 2009
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2866by Soares, Cristiane“... of technological intensity. To estimate the elasticities, we adopt the techniques of cointegration and vector...”
Published 2012
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2867by Tagne Tatsinkou, Joseph Francois“... normality for the innovations from vector autoregressive moving average time series models are proposed...”
Published 2016
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2868by Abid, Raja“... and regressions on panel data including vector autoregressive models and Granger causality test. Research results...”
Published 2021
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2869by Laan, Cesar Rodrigues van der“... in Brazil. Based on a vector autoregressive (VAR) method, it argues that the linkages between financial...”
Published 2009
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2870by Laan, Cesar Rodrigues van der“... in Brazil. Based on a vector autoregressive (VAR) method, it argues that the linkages between financial...”
Published 2009
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2871by Alexander Miranda, Abhilash“... prediction problem, a vector autoregressive model whose parameters are enriched with the maximum likelihood...”
Published 2011
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Doctoral Thesis -
2872by Sango, Joel“... of the test statistics, the covariance matrix of the cross covariances is obtained from a vector...”
Published 2017
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2873by Laan, Cesar Rodrigues van der“... in Brazil. Based on a vector autoregressive (VAR) method, it argues that the linkages between financial...”
Published 2009
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2874Published 2013“... vector autoregressive VAR(2) process which is subject to four structural breaks. Our model estimate...”
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2875by Mètoiolè Somé, Dommèbèiwin Juste“... models used in this thesis include the Dynamic Stochastic General Equilibrium (DSGE) Models and Vector...”
Published 2015
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2876
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2877“... Modeling-Vector Autoregressive Error Correction Mechanism Model (SEM-VECM Model). This model was created...”
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Article -
2878by Cimadomo, Jacopo“... solid microeconomic foundations. On the other, vector autoregressive (VAR) models continue to be largely...”
Published 2008
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2879by Cimadomo, Jacopo“...>foundations. On the other, vector autoregressive (VAR) models continue to be largely<p>used since they have...”
Published 2008
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Doctoral Thesis