نتایج جستجو برای: markov switching model
تعداد نتایج: 2190526 فیلتر نتایج به سال:
The relationship between monetary policy shocks and total deposits of banks is one of the main important issues in monetary economics and banking literature and has been considered empirically in recent years. Hence, the main aim of this paper is to evaluate the relationship between these variables by applying the PVAR approach for 23 private and governmental banks during 2008-2018. For achievi...
Abstract Objective Brucellosis is a zoonosis almost chronic disease. bacteria can remain in the environment for long time. Thus, climate irregularities could pave way survival of bacterium brucellosis. more common men 25 to 29 years age, western provinces, and spring months. The aim this study investigate effect climatic factors as well predicting incidence brucellosis Qazvin province using Mar...
In this work, we consider doubly Markov switching AR models, where analytic tractability and flexibility are quite simply a competitive advantage, which becomes an attractive tool for modeling economic financial time series. these the parameters allowed to depend on unobservable time-homogeneous chain with finite state space. So, discuss some basic probabilistic properties of $$D-MSAR\left( p,q...
In this paper, finite phase semi-Markov processes are introduced. By introducing variables and a simple transformation, every finite phase semi-Markov process can be transformed to a finite Markov chain which is called its associated Markov chain. A consequence of this is that every phase semi-Markovian switching system may be equivalently expressed as its associated Markovian switching system....
Label switching is one of the fundamental problems for Bayesian mixture model analysis. Due to the permutation invariance of the mixture posterior, we can consider that the posterior of a m-component mixture model is a mixture distribution with m! symmetric components and therefore the object of labeling is to recover one of the components. In order to do labeling, we propose to first fit a sym...
با توجه به اهمیت اجرای سیاست پولی در هر اقتصادی، نحوه تأثیرگذاری آن بر متغیرهای مهم اقتصادی از جمله تولید بسیار حائز اهمیت است. مقاله حاضر تلاش کرده است اثرات شوکهای مثبت و منفی پولی را بر تولید در ایران با استفاده از مدل MS-DSGE طی دوره زمانی 1393-1358 مورد آزمون و تحلیل قرار دهد. نتایج این مطالعه نشان میدهد که سیاستهای مثبت و منفی پولی در دوره رکود و همچنین در دوره رونق اقتصادی دارای اثر...
The article aims to explore the heterogeneous feature in determination of Bitcoin volatility using a Markov regime-switching model and test its forecasting ability. methodology ...
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