نتایج جستجو برای: mean var jel classification

تعداد نتایج: 1081130  

1997
Richard Dennis

This paper explains why the overall stance of monetary policy is effected by both interest rates and the exchange rate, and hence why a Monetary Conditions Indicator can provide useful information about the stance of policy. Three output gap equations estimated in this paper reveal that the real interest rate and the real exchange rate both affect excess demand but that the real interest rate i...

Journal: :OR Spectrum 2023

Abstract Value-at-risk is one of the most popular risk management tools in financial industry. Over past 20 years, several attempts to include VaR portfolio selection process have been proposed. However, using as a measure optimization models leads problems that are computationally hard solve. In view this, few practical applications appeared literature up now. this paper, we propose add criter...

Journal: :CESifo Economic Studies 2022

Abstract This article discusses the evolution of monetary policy (MP) in Peru 1996Q1–2019Q4 using a mixture innovation time-varying parameter vector autoregressive (VAR) model with stochastic volatility (TVP-VAR-SV) as proposed by Koop, Leon-Gonzales and Strachan. The main empirical results are: (i) VAR coefficients volatilities change more gradually than contemporaneous over time; (ii) MP shoc...

Journal: :iranian economic review 0
seyyedeh sara mirhosseini department of industrial engineering, university of science and arts, yazd, iran ([email protected]). naman mahmoudi department of industrial engineering, university of sistan and baluchestan, zahedan, iran (corresponding author: [email protected]). seyyedeh negar pourali valokolaie department of industrial engineering, university of science and arts, yazd, iran ([email protected]).

i n the past decades, the effect of different tax amendments on various economic issues has been studied. the majority of these studies have avoided considering shadow economy as part of the calculation and analysis, and an issue, which has received little attention, is the relationship between green tax reforms and shadow economy, as for informal labor, which is well-connected to unemployment ...

Journal: :اقتصاد و توسعه کشاورزی 0
مهرابی بشرآبادی مهرابی بشرآبادی جاودان جاودان

abstract research and development (r&d;) spending plays a major role in innovation, raising productivity and increasing economic growth. the purpose of this paper is to investigate the impact of r&d; spending on growth and total factor productivity (tfp) in iran's agricultural sector. we estimate growth and productivity models using auto-regressive distributed lag (ardl) approach and data over ...

2003
Owain ap Gwilym Ian McManus Stephen Thomas

This paper analyses the impact of a move from fractional to decimal pricing in the UK Long Gilt futures market. The reduced tick size following decimalisation leads to an increase in price clustering. The bid-ask spread, measured in ticks, increases following the tick size reduction. However, due to a reduced tick value, the monetary value of the spread declines. There is a substantial reductio...

2015
Xing Yu

This paper proposes the mean-dynamic VaR multi-period portfolio selection model with the transaction costs and the constraints on trade volumes. The Bat algorithm is applied to solve the multi-period mean-dynamic VaR model. Numerical results show that the Bat algorithm is effective and feasible to solve multi-period portfolio selection problems.

2013
Chang-Jui Lin Tian-Shyug Lee

This paper develops tourism demand econometric models based on the monthly data of tourists to Taiwan and adopts Multivariate Adaptive Regression Splines (MARS), Artificial Neural Network (ANN) and Support Vector Regression (SVR), MARS, ANN and SVR to develop forecast models and compare the forecast results. The results showed that SVR model is the optimal model, with a mean error rate of 3.61%...

Journal: :Journal of bacteriology 1968
S Razin

The electrophoretic patterns of cell proteins in polyacrylamide gels were used for the study of several taxonomic problems in the Mycoplasmatales. The patterns of five Mycoplasma hominis strains showed marked differences that corresponded with their known serological and nucleic acid heterogeneity. The patterns of three M. mycoides var. mycoides strains isolated in different countries were esse...

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