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121by Andersson, Sebastian“...In this paper, focus is on the global vector autoregressive (GVAR) model. Its attractiveness stems...”
Published 2014
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122“...Employing Factor Augmented Vector Autoregression (FAVAR) model where factors are obtained using...”
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123by Senbet Dawit“... functions than the commonly used vector autoregressive (VAR) models that utilize only 4–8 variables. I...”
Published 2016-05-01
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125“... utilize, 1) Granger causality test, 2)Vector Autoregression model, to confirm the interaction between...”
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126“... of the telecommunications industry using time series approach and the impulse response functions of vector autoregressive...”
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127by Maria Josà Pontes Ribeiro“... of the Federal Government. The model used here is composed of vector autoregression and arguments based on Toda...”
Published 2010
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131“... analysis indicate no long-run relationships between actual and PPP exchange rates. The vector...”
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134“... variables of Pakistan. A Structural Vector Autoregressive model is used on yearly data from 1960 to 2014...”
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135by Samet Gunay“... cointegrated vector autoregression (FCVAR) model. To observe the relationships, the trends are tested...”
Published 2018-11-01
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136by Solikin M. Juhro“... macroeconometric model; the Structural Cointegrating Vector Autoregression. The model is empirically proposed...”
Published 2006-09-01
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140“... in these eight countries, using two competing methodologies, i.e., vector autoregression (VAR) and global vector...”
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