نتایج جستجو برای: structural var

تعداد نتایج: 419501  

2014
Antoine Claessens William L. Hamilton Mihir Kekre Thomas D. Otto Adnan Faizullabhoy Julian C. Rayner Dominic Kwiatkowski

The most polymorphic gene family in P. falciparum is the ∼60 var genes distributed across parasite chromosomes, both in the subtelomeres and in internal regions. They encode hypervariable surface proteins known as P. falciparum erythrocyte membrane protein 1 (PfEMP1) that are critical for pathogenesis and immune evasion in Plasmodium falciparum. How var gene sequence diversity is generated is n...

Journal: :International Journal of Forecasting 1998

Journal: :Frontiers of Economics in China 2011

2002
Marek Jarociński Albert Marcet

This paper estimates responses of four European economies to monetary policy shocks in a structural VAR framework. The specification and identification follow and adapt the existing methods of elimination of the ’VAR puzzles’ in open economies. The country VARs are estimated together as a system, with the exchangeable prior that pools some of the information across countries. This approach regu...

Journal: :SSRN Electronic Journal 2010

1998
Fabio C. Bagliano Carlo A. Favero

This paper evaluates VAR models designed to analyse the monetary policy transmission mechanism in the United States by considering three issues: specification, identification, and the effect of the omission of the long-term interest rate. Specification analysis suggests that only VAR models estimated on a single monetary regime feature parameters stability and do not show signs of mis-specifica...

2016
David C Warhurst John C Craig K Saki Raheem

Antimalarial chloroquine (CQ) prevents haematin detoxication when CQ-base concentrates in the acidic digestive vacuole through protonation of its p-aminopyridine (pAP) basic aromatic nitrogen and sidechain diethyl-N. CQ export through the variant vacuolar membrane export channel, PFCRT, causes CQ-resistance in Plasmodium falciparum but 3-methyl CQ (sontochin SC), des-ethyl amodiaquine (DAQ) and...

1995
Thomas F. Cooley Mark Dwyer Lawrence Klein Adrian Pagan

This paper examines the usefulness of applying structural vector autoregressions (SVARs) to the study of business cycles. The SVAR approach aims to provide robust inferences, by imposing only weak theoretical restrictions. We illustrate that the robustness of conclusions drawn from SVAR exercises are questionable. We also examine the problem of identification failure in structural VAR models. ©...

Journal: Iranian Economic Review 2006

A central problem ill empirical macroeconomics is to determine when and how much the exchange rate is misaligned. This paper clarifies and calculates the concept of’ the equilibrium real exchange rate, using a structural vector auto regression (VAR) model. By imposing long—run restrictions on a VAR model for Iran, lour structural shocks are identified: nominal demand, real demand, supply and oi...

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