The main purpose of this study is to investigate the effects economic growth rate shock on selected industries value in Tehran Stock Exchange; For purpose, present study, were investigated by applying time-varying parameter factor-augmented vector autoregressive model (TVP-FAVAR) and using quarterly data during period (2011-2018).The results show that response different has been different; Also...

Given the effects of inflation on the decline of household welfare and its impact on production and investment, identifying the factors affecting it in order to adjust inflation and achieve price stability is necessary. Therefore, using the TVP-FAVAR model, which differentiates the fluctuations in factors affecting inflation, we try to identify the effects of different shocks such as liquidity,...

A Trombose Venosa Profunda(TVP) é uma condição clínica ocasionada devido à formação de coágulos nas veias profundas dos membros inferiores, em que sua fisiopatologia está baseada na tríade virchow estabelecida desde 1884.1 Essa das principais causas preveníveis hospitalização, e a terceira principal causa mortalidade cardiovascular países desenvolvidos2.Estabelecer um diagnóstico preciso TVP es...

In most industries the cost of raw materials and component parts constitutes the main cost of a product, such that in some cases it can account for up to 70%.In such circumstances decision making of purchasing management can play a key role in cost reduction. In today’s highly competitive environment, an effective supplier selection process is very important to the success of any manufacturing ...

Time-varying parameter (TVP) models are widely used in time series analysis to flexibly deal with processes which gradually change over time. However, the risk of overfitting TVP is well known. This issue can be dealt using appropriate global-local shrinkage priors, pull time-varying parameters towards static ones. In this paper, we introduce R package shrinkTVP (Knaus, Bitto-Nemling, Cadonna, ...

Son dönemlerde hem küresel ısınmadan kaynaklı iklim değişikliğiyle mücadele eylem planları kapsamında de ekonomilerine katkıda bulunmak amacıyla tüm dünyada temiz enerjiye olan ilgi artmıştır. Temiz enerji sektöründe yer alan yatırımcılara yol gösterici olması açısından bu çalışmada korkusunun yatırım fonları (ETF) volatilitesine etkisi araştırılmaktadır. Araştırmada korkusunu temsilen CBOE Ham...