A Simple Instrument for Proxy Vector Autoregressive Analysis

Impulse Response Analysis of Vector Autoregressive Processes

We are grateful to Bernard Hanzon for helpful comments. The research for this paper was carried out within Sonderforschungsbereich 373 at the Humboldt University Berlin and was printed using funds made available by the Deutsche Forschungsgemeinschaft.

A graphical instrument for performance analysis of contractors

The relationship between the manufacturer and supplier has changed from one of competition into that of greater cooperation during recent years. The selection and evaluation of suppliers are primary and important issues when an enterprise implements Supplier Relationship Management (SRM) and Total Quality Management (TQM). Much research indicates that most enterprises tend to evaluate their sup...

Debt Contagion in Europe: A Panel-Vector Autoregressive (VAR) Analysis

Abstract: The European sovereign-debt crisis began in Greece when the government announced in December, 2009, that its debt reached 121% of GDP (or 300 billion euros) and its 2009 budget deficit was 12.7% of GDP, four times the level allowed by the Maastricht Treaty. The Greek crisis soon spread to other Economic and Monetary Union (EMU) countries, notably Ireland, Portugal, Spain and Italy. Us...

Vector Autoregressive Models

Proxy+: Simple Proxy Augmentation for Dynamic Content Processing

Caching dynamic content can bring many benefits to the performance and scalability of Web application servers. However, such mechanisms are usually tightly coupled to individual application servers (or even applications) that prevent caching at more advantageous points. In this paper we propose an approach to enable dynamic content caching at enhanced Web proxies which requires only simple modi...