FAVAR (Factor-Augmented Vector Autoregression) Modeli Literatür Taraması
نویسندگان
چکیده
منابع مشابه
the effect of monetary policy on food price index: an application of factor augmented vector autoregressive (favar) approach
achieving an acceptable level of price growth is one of the main objectives of economic policies. with consideration to the importance of food, information on food price response to monetary policies is important. to achieve the object, scholars recently emphasize the use of models in which a wide range of economic data are included. these models are created by inclusion of one or more factors ...
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1995 The copyright to this Article is held by the Econometric Society. It may be downloaded, printed and reproduced only for educational or research purposes, including use in course packs. No downloading or copying may be done for any commercial purpose without the explicit permission of the Econometric Society. For such commercial purposes contact the Office of the Econometric Society (contac...
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Multivariate count models are rare in political science, despite the presence of many count time series. This article develops a new Bayesian Poisson vector autoregression (BaP-VAR) model that can characterize endogenous dynamic counts with no restrictions on the contemporaneous correlations. Impulse responses, decomposition of the forecast errors, and dynamic multiplier methods for the effects...
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ژورنال
عنوان ژورنال: Fiscaoeconomia
سال: 2017
ISSN: 2564-7504
DOI: 10.25295/fsecon.295547