نتایج جستجو برای: markov switching vector error correction model ms vecm
تعداد نتایج: 2728484 فیلتر نتایج به سال:
Accurate classification of dialog acts (DAs) is important for many spoken language applications. Different methods have been proposed such as hidden Markov models (HMM), maximum entropy (Maxent), graphical models, and support vector machines (SVMs). In this paper, we investigate using SVMs for multiclass DA classification in the ICSI meeting corpus. We evaluate (1) representing DA tagging direc...
Applying Johansen cointegration test to U.S. annual data constructed from the EU KLEMS database, the paper documents that the productivities of consumption-goods and equipmentgoods sector are cointegrated. It confirms further, using the non-linear cointegration test framework developed by Kapetanios et al. (2006), that the cointegrating relation is non-linear. The cointegration of sectoral prod...
Since 2000, the ratio of debt to income among Malaysian households has been showing an upward trend. This paper examines factors affecting accumulation household loansinto two main categories, housing loans and consumption loans. The purpose this separation is study impact savings on individually, which not researched in a context prior this. By adopting Vector Error Correction Model (VECM), we...
This study intends to examine the effects of political unrest and government infrastructure spending on economic growth in Democratic Republic Congo between 1980 2020. is being done assess relationship public DRC as well impact that instability has relationship. According findings an econometric regression employed estimation techniques ranging from most basic reliable, such ordinary least squa...
Sukuk Retail SR008 was issued in 2016 as one of instrument to finance government deficit spending . reported have the largest number investors and total issuance history retail sukuk Indonesia. This study investigates effect internal external variables on trading volume short long term. Using a montly data from June February 2019 use Vector Error Correction Model (VECM), independent used this a...
This study aims to analyze the impact of Indonesia-Japan Economic Partnership Agreement (IJEPA) bilateral trade agreement on Indonesia's export value in long term. The secondary data time series used for research is from 2005Q1 2019Q4, and method employed VECM (Vector Error Correction Model). results analysis show that IJEP has a significant negative effect, inflation variable positive FDI exch...
Mission-oriented R&D and growth of Japan 1988–2016: a comparison with private and public R&D
We analyze the dynamic interaction of Japan’s total factor productivity (TFP), GDP, stocks domestic and foreign private public as well mission-oriented R&D, called GBARD in OECD statistics, a vector-error-correction model (VECM) for Japan with stock data period 1987–2016. Permanent policy changes show following main results: (i) R&D each encourage growth rates other TFP (ii) all have high inter...
Indonesia has had the critical issue of economic growth in last ten years which trend was declining year by year, 2011 GDP YoY 6.5% then declined become 5% 2019 (before Covid-19 pandemic) and worst Pandemic Era -5.3%. This research aims to provide an understanding effect short term long Financial Innovation, Stock Market Cryptocurrency on Indonesia's using Vector Error Correction Model (VECM) m...
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