نتایج جستجو برای: markov switching vector auto regression jel classification r31
تعداد نتایج: 1109318 فیلتر نتایج به سال:
This paper develops a technique that unfolds public mood on social issues from real-time social media for sector index prediction. We first propose a low-dimensional support vector machine (SVM) classifier using surrounding information for twitter sentiment classification. Then, we generate public mood time series by aggregating message-level weighted daily mood (WDM) based on the sentiment cla...
Accelerating the development of new energy infrastructure in EU based on renewable sources is necessary for targeted reduction greenhouse gas emissions and increase production from sources. This article reviews current issues research innovations within European policy. The effectiveness generation resources adaptation may be limited to challenges ensuring flexibility pan-European system, as st...
This paper develops a theory of regular Markov perfect equilibria in dynamic stochastic games. We show that almost all dynamic stochastic games have a finite number of locally isolated Markov perfect equilibria that are all regular. These equilibria are essential and strongly stable. Moreover, they all admit purification. JEL classification numbers: C73, C61, C62.
By means of a very simple example, this note illustrates the appeal of using Bayesian rather than classical methods to produce inference on hidden states in models of Markovian regime switching. JEL Classification: C11, C22.
abstract comparison of food prices in different periods, indicates fluctuations and continually upward trend. any change in agricultural sector variables, as main food supplier, will affect food price. productivity shocks and production gap are examples of such variables. in this paper ,hodrick prescott and kalman filters are used as generators of productivity shocks and production gap series. ...
this paper aims to investigate the role of each aggregate spending component in the monetary policy transmission in indonesia. it assesses the relative strength of the role of each spending component in the monetary policy transmission. in so doing, this study employs the contribution analysis, which is calculated based on the cumulative impulse response of each component of gdp to a monetary p...
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