Similar Search Results - EconBiz

Vector autoregressions, policy analysis, and directed acyclic graphs : an application to the US economy

Awokuse, Titus O.; Bessler, David A. - In: Journal of applied economics 6 (2003) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10002092138

Vector Autoregressions, Policy Analysis, and Directed Acyclic Graphs : An Application to the U.S. Economy

Awokuse, Titus O.; Bessler, David A. - 2012

The paper considers the use of directed acyclic graphs (DAGs), and their construction from observational data with PC-algorithm TETRAD II, in providing over-identifying restrictions on the innovations from a vector autoregression. Results from Sims' 1986 model of the US economy are replicated...

Persistent link: https://www.econbiz.de/10014070068

Export-led growth and the Japanese economy : evidence from VAR and directed acyclic graphs

Awokuse, Titus O. - In: Applied economics 38 (2006) 5, pp. 593-602

Persistent link: https://www.econbiz.de/10003309129

Relative prices and money: a vector autoregression on Brazilian data

Bessler, David A. - In: American journal of agricultural economics 66 (1984) 1, pp. 25-30

Persistent link: https://www.econbiz.de/10015139802

Forecasting vector autoregressions with Bayesian priors

Bessler, David A.; Kling, John L. - In: American journal of agricultural economics 68 (1986) 1, pp. 144-151

Persistent link: https://www.econbiz.de/10003491368

The causal structure of land price determinants

Awokuse, Titus O.; Duke, Joshua M. - 2006

Persistent link: https://www.econbiz.de/10003324662

The homogeneity restriction and forecasting performance of VAR-type demand systems : an empirical examination of US meat consumption

Wang, Zijun; Bessler, David A. - In: Journal of forecasting 21 (2002) 3, pp. 193-206

Persistent link: https://www.econbiz.de/10001662955

Prequential analysis of stock market returns

Bessler, David A.; Ruffley, Robert - In: Applied economics 36 (2004) 5, pp. 399-412

Persistent link: https://www.econbiz.de/10001982961

Modeling US soy-based markets with directed acyclic graphs and times series econometrics : evaluating the US market impacts of high soy meal prices

Babula, Ronald Alexander; Bessler, David A.; Reeder, John; … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002121949

Dynamic relationships among selected US commodity-based, value-added markets : applying directed acycle graphs to a time series model

Babula, Ronald Alexander (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002121968

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