نتایج جستجو برای: panel vector autoregressive pvar
تعداد نتایج: 292484 فیلتر نتایج به سال:
The farmland transfer system (FTS) and rural financial development (FDS) are economic systems with extensive connotation coupling characteristics, the interactive of these is great significance to growth. This study takes 10 provinces in western China as research object establishes a multi-index evaluation system. entropy method, coordination model panel vector autoregression (PVAR) were used e...
In this paper, the linkages between oil price changes, macroeconomic fluctuations and fragility of banks in Iran have been examined by taking account of some macroeconomic variables as well as bank-level variables of 11 Iranian banks from 1384 to 1396. For the empirical investigation, dynamic panel data models have been used. The models have been estimated by Generalized Method of Moments and P...
While considerable advances have been made in estimating high-dimensional structured models from independent data using Lasso-type models, limited progress has been made for settings when the samples are dependent. We consider estimating structured VAR (vector auto-regressive model), where the structure can be captured by any suitable norm, e.g., Lasso, group Lasso, order weighted Lasso, etc. I...
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...
The temporal interdependence between saving and output has been in focus in a number of recent empirical studies. Results from these studies have compelled some authors to question the traditional notion of a causal chain where saving leads growth through capital accumulation. This paper contributes to this literature. As opposed to the previous studies, which have mainly utilised panel-estimat...
The purpose of this study is to investigate the impact of government consumption expenditures on macroeconomic variables in oil and non-oil developing countries during the period 2004-2018. For this purpose, the panel vector autoregressive model (Panel Var) was used to investigate the impact of government expenditures shocks by two techniques of impulse response and variance decomposition in th...
Abstract The study analyzed the impact of monetary policy shocks on economic growth in 12 countries Economic Community West African States (ECOWAS), using quarterly data from 1980(1) to 2017(4). We employed a Panel Structural Vector Autoregressive (Panel SVAR) for modeling transmission shock segregated sub-regions WAMZ and WAEMU. key results suggest that fluctuations do not have significant eff...
هدف این مقاله، بررسیارتباط عملکرد صنایع کارخانهای با سطح تمرکز بازار و نوآوری در بخش صنعت ایران است. برای این منظور دادههای فصلی صنایعکارخانهای ایران، بر اساس طبقهبندی استاندارد بینالمللی فعالیتهای صنعتی (ISIC)،[1] جمعآوری و با استفاده از الگوی خود رگرسیون برداری با دادههای ترکیبی یا پنلدیتا (PVAR)،[2] ارتباط میان عملکرد رشته فعالیتهای مختلف صنعتی با سطح تمرکز بازار و نوآوری، طی سال...
Cotton is a strategic crop with a critical role in the economy and agriculture. The increasing price of crop inputs is the main challenge for the developing countries, including Iran, so that it is crucial for the economy of the states to recognize the underpinning factors. Accordingly, the present study aimed to identify the relationship between price shocks of cotton production inputs and cot...
As an essential part of the hydrological cycle, precipitation is usually associated with floods and droughts increasingly being paid attention to in context global warming. Analyzing change trends correlation temperature extreme indicators can effectively identify natural disasters. This study aimed detect Inner Mongolia from 1960 2019. Panel vector autoregression (PVAR) models based on Stata s...
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