Search Results - subject:"Autoregressive Model"

Assessing the asymmetric effect of global climate anomalies on food prices : evidence from local prices

Emediegwu, Lotanna E. - In: Environmental and resource economics 87 (2024) 10, pp. 2743-2772

Persistent link: https://www.econbiz.de/10015078835

Technical efficiency versus land-use efficiency : a spatio-temporal efficiency analysis of China's crop production

Yin, Fang; Sun, Zhanli; You, Liangzhi; Huang, Wei - In: German journal of agricultural economics : GJAE 73 (2024) 2, pp. 1-20

Improved land-use efficiency in agricultural production is crucial to meet increasing demand for agricultural commodities using the finite area of arable land worldwide. By applying a spatial autoregressive stochastic frontier methodology to county-level data spanning from 1980 to 2011, we...

Persistent link: https://www.econbiz.de/10015080955

The loan puzzle in Mexico

Colunga, Luis Fernando - 2024

investigates, through the estimation of a structural vector autoregressive model using national and sectoral-level data, whether …

Persistent link: https://www.econbiz.de/10015084304

An econometric analysis of volatility discovery

Dias, Gustavo Fruet; Papailias, Fotis; Scherrer, Cristina - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 3, pp. 1095-1106

Persistent link: https://www.econbiz.de/10015053535

Forecasting crude oil volatility and stock volatility : new evidence from the quantile autoregressive model

Chen, Yan; Zhang, Lei; Zhang, Feipeng - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10015135066

Unveiling the mystery of the responsiveness of inbound tourism to economic policy uncertainty : new evidence from Australia

Gong, Yuting; Chang, Chia-Hsun; Lee, Paul T.-W.; Yin, Jingbo - In: Tourism economics : the business and finance of tourism … 30 (2024) 8, pp. 2159-2180

Persistent link: https://www.econbiz.de/10015145378

A systematic vector autoregressive framework for modeling and forecasting mortality

Li, Jackie Zhanbiao; Liu, Jacie Jia; Butt, Adam - In: Journal of forecasting 43 (2024) 6, pp. 2279-2297

Persistent link: https://www.econbiz.de/10015110431

Safe haven for crude oil : bitcoin or precious metals? : new insight from time varying coefficient-vector autoregressive model

Abidi, Ilyes; Touhami, Kamel - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 1, pp. 184-195

Persistent link: https://www.econbiz.de/10014484270

A hybrid econometrics and machine learning based modeling of realized volatility of natural gas

Kristjanpoller Rodríguez, Werner - In: Financial innovation : FIN 10 (2024), pp. 1-32

Determining which variables afect price realized volatility has always been challenging. This paper proposes to explain how fnancial assets infuence realized volatility by developing an optimal day-to-day forecast. The methodological proposal is based on using the best econometric and machine...

Persistent link: https://www.econbiz.de/10014535318

RBI's monetary policy, fiscal deficits and financial crowding out in India : an empirical investigation

Chakraborty, Lekha - 2024

Persistent link: https://www.econbiz.de/10015046779