Search Results - subject:"Vector Auto Regressive"

Does digitisation determine financial development? : empirical evidence from Africa

Adam, Umar; Sulemana, Abdul Latif; Sule, Mohammed … - In: Cogent economics & finance 12 (2024) 1, pp. 1-19

countries. Bayesian Panel Vector Auto-Regressive (BPVAR) was adopted to estimate the parameters involved in the study objective …

Persistent link: https://www.econbiz.de/10015376723

Interrelationship dynamics between stock markets of nation under debt crisis and its major trading partners : evidence from Sri Lankan crisis

Kakran, Shubham; Sapra, Nishant; Kumar, Ashish; Sidhu, Arpit - In: Future Business Journal 10 (2024) 1, pp. 1-15

. Employing pairwise cointegration and the vector auto-regressive model-based Granger causal approach, our findings reveal …

Persistent link: https://www.econbiz.de/10015411158

Budget deficits, money growth and inflation : empirical evidence from Vietnam

Hoang Van Khieu - In: Fulbright review of economics and policy 1 (2021) 1, pp. 61-78

period 1995-2012. Design/methodology/approach: The paper uses a structural vector auto-regressive model of five endogenous …

Persistent link: https://www.econbiz.de/10013543290

Do various sectors respond to oil price shocks? : new evidence for Indonesia as emerging market

Sukarno, Subiakto; Setiawati, Marla - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 4, pp. 371-376

Persistent link: https://www.econbiz.de/10012501482

The Nexus between financial development and economic growth : evidence from European countries

Fuinhas, José Alberto; Filipe, Miguel Dias; Belucio, … - In: Journal of economics studies and research : JESR 2019 (2019), pp. 1-20

Persistent link: https://www.econbiz.de/10012026713

Commodity dynamics : a sparse multi-class approach

Barbaglia, L.; Wilms, I.; Croux, Christophe - 2016

Persistent link: https://www.econbiz.de/10011658741

Multi-class vector autoregressive models for multi-store sales data

Wilms, I.; Barbaglia, L.; Croux, Christophe - 2016

Persistent link: https://www.econbiz.de/10011658937

Nexus between financial development, agriculture raw material exports, trade openness and economic growth of Pakistan

Khan, Muhammad Zaheer; Lodhi, Abdul Salam - In: Pakistan Journal of Commerce and Social Sciences (PJCSS) 8 (2014) 3, pp. 629-639

extent of openness to trade in economic development of Pakistan for the period 1980-2012, by using Vector Auto Regressive …

Persistent link: https://www.econbiz.de/10011938418

Time Series Analysis using Vector Auto Regressive (VAR) Model of Wind Speeds in Bangui Bay and Selected Weather Variables in Laoag City, Philippines

Orpia, Cherie; Mapa, Dennis S.; Orpia, Julius - Volkswirtschaftliche Fakultät, … - 2014

the Vector Auto Regressive (VAR) model. The explanatory variables used are local wind speed (Laoag), humidity, temperature …

Persistent link: https://www.econbiz.de/10011110455

Budget deficit, money growth and inflation: Empirical evidence from Vietnam

Khieu Van, Hoang - Volkswirtschaftliche Fakultät, … - 2014

This study empirically examines the nexus among budget deficit, money supply and inflation by using a monthly data set from January 1995 to December 2012 and a SVAR model with five endogenous variables, inflation, money growth, budget deficit growth, real GDP growth and interest rate. Since real...

Persistent link: https://www.econbiz.de/10011112250