Search Results - subject:"exogenous variables"

Modelling volatility of the exchange rate of the Naira to major currencies

David, Reuben O.; Dikko, Hussaini G.; Gulumbe, Shehu U. - In: CBN journal of applied statistics 7 (2016) 2, pp. 1-29

-a-vis four other currencies. The impact of exogenous variables in modelling volatility is considered using both the GARCH (1 …

Persistent link: https://www.econbiz.de/10011661515

A multivariate asymmetric long memory conditional volatility model with X, regularity and asymptotics

Asai, Manabu; McAleer, Michael - 2016

The paper derives a Multivariate Asymmetric Long Memory conditional volatility model with Exogenous Variables (X), or … univariate conditional volatility model with exogenous variables (X) that has dynamic conditional correlations, appropriate … with exogenous variables (X) that has regularity conditions and asymptotic theory would seem to be a significant extension …

Persistent link: https://www.econbiz.de/10011531101

The influence of Taiwan's stock market on Bitcoin's price under Taiwan's monetary policy threshold

Yang, Lori Tzu-Yi - In: Applied economics 52 (2020) 45, pp. 4967-4975

Persistent link: https://www.econbiz.de/10012306523

Modelling income data with exogenous measurement factors

Penny, Richard - In: New Zealand economic papers 54 (2020) 3, pp. 274-284

Persistent link: https://www.econbiz.de/10012384438

Markov decision processes with exogenous variables

Bray, Robert L. - In: Management science : journal of the Institute for … 65 (2019) 10, pp. 4598-4606

Persistent link: https://www.econbiz.de/10012118085

Double filter instrumental variable estimation of panel data models with weakly exogenous variables

Hayakawa, Kazuhiko; Qi, Meng; Breitung, Jörg - In: Econometric reviews 38 (2019) 9, pp. 1055-1088

Persistent link: https://www.econbiz.de/10012181383

Food price fluctuations in Uzbekistan: Evidences from local markets in 2002-2010

Mori-Clement, Yadira; Bhaduri, Anik; Djanibekov, Nodir - European Association of Agricultural Economists - EAAE - 2014

moving average (ARIMA) models with exogenous variables such as water inflow, oil prices, market exchange rate and …

Persistent link: https://www.econbiz.de/10011124963

Debt, Growth and Natural Disasters A Caribbean Trilogy

Mejia, Sebastian Acevedo - International Monetary Fund (IMF) - 2014

This paper seeks to determine the effects that natural disasters have on per capita GDP and on the debt to GDP ratio in the Caribbean. Two types of natural disasters are studied â€“storms and floodsâ€“ given their prevalence in the region, while considering the effects of both moderate...

Persistent link: https://www.econbiz.de/10011142127

Autoregressive with Exogenous Variables and Neural Network Short-Term Load Forecast Models for Residential Low Voltage Distribution Networks

Bennett, Christopher; Stewart, Rodney A.; Lu, Junwei - In: Energies 7 (2014) 5, pp. 2938-2960

developed using both autoregressive integrated moving average with exogenous variables (ARIMAX) and neural network (NN …

Persistent link: https://www.econbiz.de/10011031054

ПРОГНОЗИРОВАНИЕ ЗНАЧЕНИЙ ЭНДОГЕННЫХ ПЕРЕМЕННЫХ В СИСТЕМЕ ОДНОВРЕМЕННЫХ УРАВНЕНИЙ

НИКОЛАЕВИЧ, НАУМОВ ВЛАДИМИР - In: Бизнес Информ (2013) 3, pp. 63-68

Рассмотрены системы одновременных эконометрических уравнений. Предложена методика их использования при решении задачи прогнозирования макроэкономических...

Persistent link: https://www.econbiz.de/10011215616