نتایج جستجو برای: الگوی pvar

تعداد نتایج: 44395  

Journal: :E3S web of conferences 2021

Based on the annual panel data of Beijing-Tianjin-Hebei area from 1985 to 2018, this paper established a Panel Vector Autoregressive Model, variance decomposition, and impulse response function analyzing linkage effect between transportation regional economy. The conclusions are as follows: integration economic development mutually reinforcing, but results decomposition show that they have diff...

Journal: :Resources Policy 2021

The aim of this paper is to investigate whether oil revenues in the MENA region lead economic growth or resource curse evident. To do so we employ a panel Vector Auto-Regressive (PVAR) model comprising not only and but also government expenditures. latter variable considered as examine revenue leads via fiscal policy channel. We further assess heterogeneous findings exist depending on quality p...

2003
Jinyong Hahn Ingmar Prucha Michael Binder Cheng Hsiao

This paper considers estimation and inference in panel vector autoregressions (PVARs) with fixed effects when the time dimension of the panel is finite, and the cross-sectional dimension is large. A Maximum Likelihood (ML) estimator based on a transformed likelihood function is proposed and shown to be consistent and asymptotically normally distributed irrespective of the unit root and cointegr...

2009
J. A. Caballero J. López-Santiago

We used the Aladin Virtual Obsrvatory tool and High Resolution Imager ROSAT archival data to search for X-ray variability in scale of days in 23 young stars in the σ Orionis cluster and a background galaxy. Five stars displayed unambiguous flares and had probabilities pvar ≫ 99% of being actual variables. Two of the detected flares were violent and long-lasting, with maximum duration of six day...

ژورنال: :مدلسازی اقتصادی 0
هادی رحمانی فضلی دانشجوی دکتری اقتصاد دانشگاه شهید بهشتی عباس عرب مازار دانشیار اقتصاد دانشگاه شهید بهشتی

هدف مقاله بررسی ارتباط میان شکاف استانی بودجه عمرانی و بودجه کل با شکاف درآمد سرانه به عنوان شاخص نابرابری منطقه ای در میان استان های کشور طی دوره زمانی 1385 - 1390 با استفاده از رویکرد خودرگرسیونی برداری تابلویی است. بر اساس نتایج آزمون همجمعی تابلویی، ارتباط معنادار بلندمدت میان شکاف درآمد سرانه استانی با شکاف استانی بودجه کل و شکاف بودجه عمرانی وجود دارد. نتایج حاصل از برآورد مدل pvar و تجزی...

Journal: :Asian Economic and Financial Review 2023

This study explores the impact of non-performing loans (NPLs) on Zimbabwean banking industry’s stability and economic performance during dollarization era. The panel vector autoregressive (PVAR) model was applied using annual data from 2009 to 2017. findings indicated that short-run NPL shocks negatively risk-adjusted return, while capitalization is positive but dies off in long run. paper furt...

Journal: :Business, management and economics engineering 2022

Purpose – The paper evaluates the applied macroprudential measures in selected countries by testing their efficiency tourism and reducing revenue gap sector during pandemic crisis. Research methodology effects of policy were tested using Granger causality test PVAR model. research used data from period 2019 to 2022 quarters. impulse response function evaluated long run impact on performance ent...

Journal: : 2022

هدف: پژوهش حاضر با هدف شناسایی پیامدهای تحمل ابهام رهبران و طراحی الگوی جامعی از این پیامدها صورت ­گرفته ­است.طراحی/ روش‌شناسی/ رویکرد: رویکرد کیفی روش تحلیل­ مضمون انجام­ شده­ است. جامعه­ آماری عبارتند خبرگان دانشگاهی اجرایی وزارت نفت که تجربه تصمیم‌­گیری مدیریت در شرایط عدم اطمینان را دارند. نمونه نوزده نفر بوده ­است. نمونه‌­گیری پژوهش، هدفمند گلوله‌برفی انجام ­شد. داده‌ها نیز طریق مصاحبه گرد...

Journal: :SHS web of conferences 2023

Digital transformation of enterprises is not only a choice to comply with the economic development trend, but also use digital technology reduce costs and increase efficiency necessary path for enterprise development. Under TOE framework, this paper takes technology, economy level as main variables. By constructing PVAR model incorporate three into same analytical dynamic interrelationship degr...

Journal: :Technological and Economic Development of Economy 2022

Ecological efficiency (EE) provides much reference for formulating appropriate regional economic, social and environmental policies to promote sustainable development. Interactive subsystems of economy, society environment within EE system have been considered in this paper. By innovatively integrating the merits two advanced economic research methods (global super network data envelopment anal...

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