نتایج جستجو برای: vector autoregression var model
تعداد نتایج: 2274404 فیلتر نتایج به سال:
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...
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...
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...
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...
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...
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...
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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