نتایج جستجو برای: shock vector

تعداد نتایج: 299877  

In this paper, we have utilized a time-varying parameter vector autoregressive model in order to examine the structural changes in the transmission mechanisms of oil price shocks in the global crude oil market over the period of 1985-2016. In this setting, the contemporaneous response of real oil price and crude oil production to flow oil supply shock, flow oil demand shock, and speculative dem...

Schlieren imaging in wind-tunnels is extensively utilized to study the effects of air on an airplane surface. One of the interesting subjects for research is to study the effects of speed change on the airplane surface. Speed change results in occurrence of shock waves, which are visualized as lines on Schlieren images. In this paper, we study the problem of detecting speed of a plane after occ...

In this paper, the effects of oil and gold prices on stock market index are investigated. We use a cointegrated vector autoregressive Markov-switching model to examine the nonlinear properties of these three variables during the period of January 2003 - December 2014. The Markov-switching vector-equilibrium-correction model with three regimes representing "deep recession", "mild recession" and ...

2004
Jian Yang Hui Guo Zijun Wang

We investigate the international transmission of inflation among G-7 countries using data-determined vector autoregression analysis, as advocated by Swanson and Granger [Swanson, N., Granger, C., 1997. Impulse response functions based on a causal approach to residual orthogonalization in vector autoregressions. Journal of the American Statistical Association 92, 357–367]. Over the period 1973–2...

2014
J. Scott Davis

This paper considers whether debt-based capital inflows have different effects onmany shortrun macroeconomic indicators than equity-based capital inflows. Using external instruments in a structural VAR for identification, we estimate the response of domestic variables like the output gap, inflation, the exchange rate, stock prices, credit growth, and interest rates to an exogenous shock to debt...

2004
Yin Zhang Guanghua Wan

This paper represents a first attempt to study China’s business cycles using a formal analytical framework, namely, a structural VAR model. It is found that: (a) demand shocks were the dominant source of macroeconomic fluctuations, but supply shocks had gained more importance over time; (b) the driving forces of demand shocks were consumption and fixed investment in the first cycle of 1985–90, ...

2015
Christiane Baumeister James D. Hamilton

Traditional approaches to structural interpretation of vector autoregressions can be viewed as special cases of Bayesian inference arising from very strong prior beliefs about certain aspects of the model. These traditional methods can be generalized with a less restrictive Bayesian formulation that allows the researcher to summarize uncertainty coming not just from the data but also uncertaint...

Journal: :journal of sciences islamic republic of iran 0

a self-regulated high-copy number plasmid containing chloramphenicol resistant gene, for the production of recombinant proteins under the regulation of bacteriophage ?pl promoter, was constructed. the designed 5024 base pair expression plasmid contained a heat sensitive repressor ci857 coding gene to regulate the function of ?pl promoter under heat shock induction. using the constructed vector,...

2011
Bin Chen Steven Hrycaj Johannes B. Schinko Ondrej Podlaha Ernst A. Wimmer Aleksandar Popadić Antónia Monteiro

BACKGROUND Non-traditional model systems need new tools that will enable them to enter the field of functional genetics. These tools should enable the exploration of gene function, via knock-downs of endogenous genes, as well as over-expression and ectopic expression of transgenes. METHODOLOGY We constructed a new vector called Pogostick that can be used to over-express or down-regulate genes...

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