نتایج جستجو برای: tvp favar
تعداد نتایج: 436 فیلتر نتایج به سال:
Bu çalışmada, petrol fiyat şokları ile AB bölgesi finansal stres endeksi arasındaki dinamik aktarım mekanizması TVP-VAR modeli uygulanarak incelenmektedir. bağlamda, çalışmanın veri kümesi, 2000:09-2018:06 dönemi için aylık spot WTI ham-petrol fiyatları, küresel üretimi, Kilian Endeksi ve Euro endeksini (CISS) içermektedir. Çalışmanın ampirik sonuçları pozitif şoklarının koşullarını kötüleştird...
OBJECTIVE To analyze the success rates and prognosis of heart valvuloplasty and valve replacement for elderly patients, and to provide clinical evidence. METHODS A total of 1240 patients who received heart valve surgeries in our hospital from June 2004 to October 2014 were selected and retrospectively analyzed. They were divided into two groups based on age (60), and those older than 60 (Grou...
We contribute to the literature by investigating connectedness between crude oil prices and stock returns impact of Russia-Ukraine war on in selected East Asia countries. Using TVP-VAR model, we find that, average, 42.52% shocks an asset spill over all other assets, whereas, 57.48% affect itself. also that major transmitters are Singapore Exchange (SGX) Korea (KRX); they transmit at least 54% s...
Purpose This study aims to investigate the dynamic interconnectedness of economic policy uncertainty (EPU), fiscal (FPU) and monetary (MPU) in four nations, USA, Japan, Greece South Korea, between 1998 2021. Design/methodology/approach To comprehend cross-category/cross-country evolution connectedness, authors use conditional connectedness approach. By using an inclusive network, this strategy ...
Due to the increasing linkage of China and US stock markets today, we constructed a TVP-VAR model study dynamic spillover effects between volatility China’s market crash risk. We found are constantly strengthening risk: when increases, risk increases. In addition, gradual improvement financial openness in China, short-term capital outflow from depreciation RMB exchange rate will increase And, i...
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