نتایج جستجو برای: مدل tvp var

تعداد نتایج: 145258  

Journal: :Resources 2023

This study aims to analyze the impact of oil shocks on external balance Saudi Arabia, as one largest net oil-exporting countries. To this end, a time-varying parameter vector autoregression model (TVP-VAR) is estimated by using quarterly data covering period between 1991: Q1 and 2021: Q4. We find that identifying source plays an important role in understanding its economy. Our findings indicate...

Journal: : 2022

Bu çalışmada minimum varyans, korelasyon ve bağlantılılık yaklaşımları ile altın altı büyük bankanın (İş Bankası, Garanti Akbank, Yapı Kredi Halkbank Vakıfbank) hisse senedinden oluşan portföyün finansal analizi yapılmıştır. Çalışmanın amacı altının Türkiye’de faaliyet gösteren banka senetlerine karşı koruma sağlayıp sağlamadığının araştırılmasıdır. Ayrıca bu etkinliğinin ölçülmesi de amaçlanmı...

Journal: :Systems 2023

The green economy is aimed at decreasing the dependence of global on traditional fossil energy, thereby resolving conflicts between economic development and environmental issues achieving sustainable development. Thus, relation energy markets great importance for both policymakers portfolio managers. In this study, we investigate dynamic spillover effects by applying time frequency measures bas...

Journal: :Quantitative finance and economics 2021

<abstract> <p>In recent years, the frequency adjustment of U.S. monetary policy has a dynamic and global impact on other countries' economy. Based financial conditions index (FCI), paper employs time-varying parameter vector autoregressive model with stochastic volatility (TVP-VAR-SV) spillover respectively to investigate (UFCI) China's inflation (CINF) its mechanisms. Some results ...

ژورنال: :تحقیقات اقتصاد و توسعه کشاورزی ایران 2014
یعقوب انصاری سید علی حسینی یکانی

بازارهای مالی به سبب نقش اساسی در گردآوری منابع از طریق پس اندازهای کوچک و بزرگ موجود در اقتصاد ملی، بهینه سازی گردش منابع مالی و هدایت آن ها به سوی مصارف و نیازهای سرمایه گذاری در بخش های مولد اقتصادی مورد توجه اند. با توجه به خصوصیت منحصربه فرد بخش کشاورزی استان کهگیلویه و بویراحمد و گسترش و توسعة بازارهای مالی در این استان، مطالعة حاضر با هدف بررسی اثر توسعة بازارهای مالی بر توسعة بخش کشاورز...

Journal: Iranian Economic Review 2013

In this paper, we analyze the effects of oil revenue shocks on different sectors of the Iranian economy. We use quarterly data of the Iranian economy from 1988:2 to 2011:1 to analyze a time-varying parameter VAR model with the Bayesian method. The results show that in the late 1980s and early 1990s, the positive effects of oil revenue were mostly emerged in the industrial and oil sectors, havin...

2007
Harold H. Szu Jack Agee G. Li

The design of an microprocessor is a long, tedious, and error-prone task consisting of typically three design phases: architecture exploration, software design (assembler, linker, loader, profiler), architecture implementation (RTL generation for FPGA or cell-based ASIC) and verification. The Language for instruction-set architectures (LISA) allows to model a microprocessor not only from instru...

1999
Egbert Jaspers Johan Janssen

In the consumer electronics area, the display technologies used for television and computers are gradually merging, as a result of emerging features such as Internet access, electronic program guides, electronic shopping, help wizards, games and video conferencing. Consequently, provision of video processing for displaying high-quality television applications clearly need to envision the consum...

Journal: :Jurnal Ekonomi & Studi Pembangunan 2022

Changes in the demographic structure and its impact on economy are becoming interesting issues almost all countries world, including Indonesia. Until 2030, working age group dominates 60 percent of total population This phenomenon is a valuable asset which should be used optimally. Moderate adjustment interest rate policy an effort applied by Bank Indonesia to maximize access credit public savi...

ژورنال: :فصلنامه مطالعات اقتصادی کاربردی ایران (علمی - پژوهشی) 2012
رسول سجاد سجاد مهسا گرجی

توسعه روز افزون بازارهای مالی اهمیت برآورد معیار شناخته شده اندازه­گیری ریسک بازار، ارزش در معرض خطر (var) را بیش از گذشته آشکار ساخته است. استفاده از مدل garch نرمال یکی از روش­های پایه در زمینه برآورد var می­باشد. با این وجود، توزیع بازده دارایی­های مالی از دنباله پهنتری نسبت به توزیع نرمال برخوردار است. بنابراین، در مقاله حاضر یک فرآیند تصحیح تورش بر اساس روش باز­نمونه­گیری بوت­استرپ به منظو...

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