نتایج جستجو برای: factor augmented var favar

تعداد نتایج: 915246  

Journal: :Journal of International Money and Finance 2014

In this paper, the notions of pseudofield of values and joint pseudofield of values of matrix polynomials are introduced and some of their algebraic and geometrical properties are studied.  Moreover, the relationship between the pseudofield of values of a matrix polynomial and the pseudofield of values of its companion linearization is stated, and then some properties of the augmented field of ...

Journal: :Econometrics and Statistics 2022

A new, flexible model for inference of the effect a binary treatment on continuous outcome observed over subsequent time periods is proposed. The allows to separate associations due endogeneity under selection and additional longitudinal association outcomes, thus yielding unbiased estimates dynamic effects if both sources are present. performance proposed method investigated simulated data emp...

2013
M. Bocquet

Both ensemble filtering and variational data assimilation methods have proven useful in the joint estimation of state variables and parameters of geophysical models. Yet, their respective benefits and drawbacks in this task are distinct. An ensemble variational method, known as the iterative ensemble Kalman smoother (IEnKS) has recently been introduced. It is based on an adjoint model-free vari...

Journal: :Social Science Research Network 2021

This paper uses a threshold-augmented Global VAR model to quantify the macroeconomic effects of countries’ discretionary fiscal actions in response Covid-19 pandemic and its fallout. Our results are threefold: (1) policy is playing key role mitigating pandemic; (2) all else equal, countries that implemented larger support expected experience less output contractions; (3) emerging markets also b...

Ali Sarreshtedari, Alireza Zamani Aghaee

The thermo-hydraulic behavior of the air flow over a two dimensional ribbed channel wasnumerically investigated in various rib-width ratio configurations (B/H=0.5-1.75) atdifferent Reynolds numbers, ranging from 6000 to 18000. The capability of differentturbulence models, including standard k-ε, RNG k-ε, standard k-ω, and SST k-ω, inpredicting the heat transfer rate was compared with the experi...

2014
Chun-Sun Gu Liang-qin Liu Chen Xu Yan-hai Zhao Xu-dong Zhu Su-Zhen Huang

Quantitative real time PCR (RT-qPCR) has emerged as an accurate and sensitive method to measure the gene expression. However, obtaining reliable result depends on the selection of reference genes which normalize differences among samples. In this study, we assessed the expression stability of seven reference genes, namely, ubiquitin-protein ligase UBC9 (UBC), tubulin alpha-5 (TUBLIN), eukaryoti...

2003
Christopher F. Baum Mustafa Caglayan Neslihan Ozkan

In this paper, employing VAR and factor analytic models with quarterly U.K. sectoral business investment data, we show that both common and sector–specific shocks play important roles in explaining business investment fluctuations. JEL: C32, E22, E32.

Journal: :Journal of International Money and Finance 2017

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید