نتایج جستجو برای: panel var

تعداد نتایج: 110336  

Journal: :Journal of risk and financial management 2021

This study analyzes the relationships and dynamics between material production, foreign direct investment (FDI), economic activity, carbon productivity, stock market, green tech, both in a global European context, using panel vector autoregressive methodology (PVAR). The empirical evidence obtained for Global Group reveals four significant positive unidirectional causality relationships, where ...

Journal: :E3S web of conferences 2021

This paper uses spatial panel VAR model to study the spillover of collaborative innovation Science and technology in Pearl River Delta urban agglomeration from 2010 2018. The empirical results show that a positive shock on city will spread other cities agglomeration, have impact R & D input variables second period; A make external effects agglomeration. Finally, some suggestions are put for...

2007
Amadeo Alentorn Sheri Markose Olaf Menkens Christian Schlag Christoph Schleicher Radu Tunaru

Ait-Sahalia and Lo (2000) and Panigirtzoglou and Skiadopoulos (2004) have argued that Economic VaR (E-VaR), calculated under the option market implied risk neutral density is a more relevant measure of risk than historically based VaR. As industry practice requires VaR at high confidence level of 99%, we propose Extreme Economic Value at Risk (EE-VaR) as a new risk measure, based on the General...

2009
Ana M. García Gustavo E. Schrauf Graciela González Lidia Poggio Carlos A. Naranjo Marck P. Dupal Germán C. Spangenberg John W. Forster

Bromus setifolius var. pictus (Hook) Skottsb., B. setifolius var. setifolius Presl. and B.setifolius var. brevifolius Ness are three native Patagonian taxa in the section Pnigma Dumort of the genus Bromus L. AFLP and RAPD analysis, in conjunction with genetic distance measurements and statistical techniques, revealed variation within this group and indicated that B. setifolius var. brevifolius ...

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