نتایج جستجو برای: vector autoregression var model

تعداد نتایج: 2274404  

Journal: :Journal of Forecasting 2022

In this study, we introduce a mixed copula-based vector autoregressive (VAR) model for investigating the relationship between random variables. The one-step maximum likelihood estimation is used to obtain point estimates of parameters and copula parameters. More specifically, combine likelihoods marginal construct full function. simulation study confirm accuracy as well reliability proposed mod...

2003
E. C. MAMATZAKIS

Recently, it has been announced by economic policy makers, that Greece’s ambition for the 21 century is to become a business and transport hub, linking south-east Europe with EU markets. Undoubtedly, public infrastructure plays a determinant role in fulfilling these expectations and plans. Nevertheless, the impact of public infrastructure on Greek economy has rarely been systematically examined...

Journal: :Energies 2021

The subject of this publication is an analysis the sentiment stock exchange investors in terms making investment decisions energy sector Polish exchange. mood considered context possible impact weather factors on decisions. Possible effects are verified relation to rates return and volume trading entities. carried out both co-integration analyses as well econometric terms, cross-section classic...

2005
Mighty Lord

The purpose of this article is to take empirical tests for presumed causes of Linege 2 ’s declining trend. Using time usage data of Lineage 2(L2), Kart Riders(Kart) and World of Worldcraft(WoW) collected from PC-bangs, we take statistical tests on the rivalry hypothesis among games. Results show that there is no consistent evidence that L2 ’s falling down is caused by the success of Kart or WoW...

Journal: :Research Journal of Finance and Accounting 2021

The study aims to find a long-run empirical correlation between crude prices and the Nigerian Economy. Therefore, Independent Variable for is natural log of Dependent would be economic activity in Nigeria (Operationalized using GDP). research explores Vector Autoregression Model (VAR Model), Serial Correlation LM Test, VAR Granger Causality/Block Exogeneity Wald Tests, Forecast Error Variance D...

Journal: :Sustainability 2021

The uncertainty of economic policy, a specific form uncertainty, can affect both growth, and the effectiveness macroeconomic regulation control policy. Existing studies have analyzed impacts policy on investment, consumption, trade, total factor survival, but there is no analysis policies output technological progress in deterministic environment. Output growth show performance gross efficiency...

Journal: :Journal of risk and financial management 2021

Hezbollah is best defined in geopolitics as the Iranian ideology proxy that aims to grow Persian footprint and gain geopolitical strategic depth region. Its role continuously requires conflicts, mainly against Saudi Arabia Israel—for resistance, ideological, purposes. Being a state within state, militia makes sovereign decisions forces Lebanon pay for consequences. This first economic study emp...

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