Search Results - subject:"vector model"

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Analysis of public debt from the perspective of multicultural factors

Străchinaru, Alin-Vasile; Siriteanu, Adelina-Andreea; … - In: The review of economic and business studies : REBS 16 (2023) 2, pp. 23-54

Persistent link: https://www.econbiz.de/10014529701

Macroeconomic effects of loan supply shocks: Empirical evidence for Peru

Martínez, Jefferson; Rodriguez, Gabriel - In: Latin American Economic Review 30 (2021) 1, pp. 1-24

This paper quantifies and assesses the impact of an adverse loan supply (LS) shock on Peru's main macroeconomic aggregates using a Bayesian vector autoregressive (BVAR) model in combination with an identification scheme with sign restrictions. The main results indicate that an adverse LS shock:...

Persistent link: https://www.econbiz.de/10013205134

Macroeconomic effects of loan supply shocks : empirical evidence for Peru

Martínez, Jefferson; Rodriguez, Gabriel - In: Latin American economic review : LAER ; official … 30 (2021), pp. 1-24

Persistent link: https://www.econbiz.de/10012594182

Multi-asset financial bubbles in an agent-based model with noise traders' herding described by an n-vector Ising model

Cividino, Davide; Westphal, Rebecca; Sornette, Didier - 2021

formation of the noise traders are described by an extended O(n) vector model, which generalise the Ising model used previously … depending on the traders’ propensity to imitate others. In the subcritical regime of the O(n) vector model, the traders …’ opinions are idiosyncratic and no bubbles emerge. Around the critical value of the O(n) vector model, cross sectionally …

Persistent link: https://www.econbiz.de/10012799633

Macroeconomic effects of loan supply shocks: empirical evidence for Peru

Martínez, Jefferson; Rodriguez, Gabriel - 2020

Persistent link: https://www.econbiz.de/10012435634

Price dynamics of crude oil in the short and long term

Benbachir, Saâd; Lembarki, Sihame - In: International journal of economics and financial issues … 8 (2018) 5, pp. 103-114

Persistent link: https://www.econbiz.de/10011979765

Stock market bubbles and monetary policy effectiveness

Fullana, Olga; Ruiz, Javier; Toscano, David - In: The European journal of finance 27 (2021) 10, pp. 963-975

Persistent link: https://www.econbiz.de/10012609244

Unfolding Models for Asymmetric Dissimilarity Data With External Information Based on Path Structures

Tanioka, Kensuke; Yadohisa, Hiroshi - In: International Journal of Software Innovation (IJSI) 6 (2018) 3, pp. 53-66

This article contains asymmetric dissimilarity data which is observed in various situations. In asymmetric dissimilarity data, dissimilarity from subject i to j and from subject j to i are not the same necessarily. Asymmetric multidimensional scaling (AMDS) is a visualization method for...

Persistent link: https://www.econbiz.de/10012047817

Modeling dependent risk factors with CreditRisk+

Zhang, Xiaohang; Choe, SuBang; Zhu, Ji; Bewick, Jill - In: The journal of credit risk : published quarterly by … 14 (2018) 2, pp. 29-43

Persistent link: https://www.econbiz.de/10011917573

Strategic consensus mapping : a new method for testing and visualizing strategic consensus within and between teams

Tarakci, Murat; Ateş, Nüfer Yasin; Porck, Jeanine P.; … - In: Strategic management journal 35 (2014) 7, pp. 1053-1069

Persistent link: https://www.econbiz.de/10010370980