This paper builds a mixed-frequency panel data model for nowcasting economic variables across many countries. The extends the vector autoregression (MF-PVAR) to allow heterogeneous coefficients and multifactor error structure cross-sectional dependence. We propose modified common correlated effects (CCE) estimation technique which performs well in simulations. is applied two distinct settings: ...

The relevance of information and communication technology to long-lasting human improvement cannot be disregarded in this modern world. From perspective, study analyzed the association between technologies, renewable energy, economic growth, development indices considering CO 2 emissions remittances from 1990 2017 30 developing countries by using panel vector autoregressive (PVAR) model. findin...

This study analyzes the relationships and dynamics between material production, foreign direct investment (FDI), economic activity, carbon productivity, stock market, green tech, both in a global European context, using panel vector autoregressive methodology (PVAR). The empirical evidence obtained for Global Group reveals four significant positive unidirectional causality relationships, where ...

Nghiên cứu phân tích mối quan hệ nhân quả giữa lợi nhuận và rủi ro ngân hàng. Dữ liệu nghiên bao gồm 32 hàng thương mại Việt Nam, giai đoạn 2002-2020. Lợi được đo lường bằng chỉ số ROA ROE. Rủi xem xét bởi Zscore. Tác giả sử dụng phương pháp ước lượng PVAR kiểm định Granger Causality để mô hình. Kết cho thấy, luôn tồn tại hai chiều (ROA) Tuy nhiên, một ROE lên tín không xảy ra tác động ngược lạ...

Based on the PVAR model and taking data of 10 major coal provinces in China from 2011 to 2020 as an example, dynamic relationship between mine accidents, environmental regulation economic development is analyzed at provincial level. Research findings include: (1) From static China’s ten provinces, accidents promote regulation; inhibits accidents; strongly promotes has a weak inhibitory effect d...

ion To translate an abstraction the compiler rst compiles the body of the source FX abstraction Then if the lambda abstraction can be parallelized according to the predicate PF de ned below an f structure initialization is generated which pairs up the sequential version of the function generated by SC with its parallel version generated by PC presented in the next section SC lambda x te x ' let...

This paper studies regional productive performance differentials among 243 NUTS-2 European regions for the period 2003–11. Within last two decades technology gap between has increased considerably. Building on previous that have used data envelopment analysis (DEA) and which neglected national production structures pre-existing technological heterogeneity, we examine differences in by using a m...

Unlike previous studies in the foreign direct investment-economic growth literature, this study uses panel vector autoregressive (PVAR) model to examine role of corruption inhibiting effect investment on African economic growth. Furthermore, we use impulse response function tool better understand reaction growth, after shock investment, and interaction between corruption. Using data over period...