Search Results - subject:"Model"

World GDP, anthropogenic emissions, and global temperatures, sea level, and ice cover

Benati, Luca - 2025

I use Bayesian VARs with stochastic volatility to forecast global temperatures and sea level and ice cover in the Northerin emisphere until 2010, by exploiting (i) their long-run equilibrium relationship with climate change drivers (CCDs) and (ii) the relationship between world GDP and...

Persistent link: https://www.econbiz.de/10015329682

Modelling impacts of Free Trade Agreements on the Scottish economy : office of the Chief Economic Adviser, Scottish Government

Schottland / Government - 2025

Persistent link: https://www.econbiz.de/10015197924

Are input-output coefficients really fixed?

Mariano, Marc Jim; Verikios, George; Clements, Kenneth W. - In: Applied economics 57 (2025) 7, pp. 753-776

Persistent link: https://www.econbiz.de/10015192484

Modeling the relationships among the stock market, gold price, oil price and exchange rate : a MECM and VDA approach

Agrawal, Pravin Kumar; Kumar, Mohit - In: Financial internet quarterly 21 (2025) 1, pp. 1-14

rate, using high-frequency daily data from January 2009 to March 2023. By employing a Vector Error Correction Model (VECM …

Persistent link: https://www.econbiz.de/10015393621

Investigating the relationship between liquidity risk, credit risk, and solvency risk in banks listed on the Iranian capital market : a Panel Vector Error Correction Model

Peykani, Pejman; Sargolzaei, Mostafa; Tănăsescu, Cristina - In: Economies : open access journal 13 (2025) 5, pp. 1-24

2023, we employ a Panel Vector Error Correction Model (VECM) alongside panel impulse response analysis to assess both short …

Persistent link: https://www.econbiz.de/10015410231

Forecasting house prices through credit conditions : a Bayesian approach

Drift, Rosa van der; Haan, Jan de; Boelhouwer, Peter J. - 2024

Persistent link: https://www.econbiz.de/10015144241

The trade effects of a new agreement on services domestic regulation

So, Roger Yu; Bekkers, Eddy - 2024 - Manuscript date: 26 February 2024

similar to earlier OECD estimates of the trade cost reduction of the SDR of about $150 Bn. Third, the WTO Global Trade Model …, a recursive dynamic computable general equilibrium (CGE) model, is employed to project the economic effects of the SDR …

Persistent link: https://www.econbiz.de/10014478316

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

Weak exogeneity, cointegration and stability tests

Bianchi, Annamaria; Khalaf, Lynda; Urga, Giovanni - 2025

Persistent link: https://www.econbiz.de/10015191531

Regular and urgent ordering with lateral transshipment in a distribution network with stochastic pre-ordered and peddling demands

Chalida Donjuk; Jirajat Settasuk; Po-ngarm Somkun - In: The Asian Journal of Shipping and Logistics 41 (2025) 1, pp. 61-74

We propose inventory replenishment and lateral transshipment policies for a distribution network. The distribution centers place weekly regular orders and daily urgent orders to the factory. Two classes of stochastic demands, pre-ordered and peddling, cause either backlogging or lost sales when...

Persistent link: https://www.econbiz.de/10015357861