Logic programming systems featuring Constraint Logic Programming (Jaffar and Ma-her 1994) and tabled execution (Tamaki and Sato 1986; Warren 1992) have been shown to increase the declarativeness and efficiency of Prolog, while at the same time making it possible to write very expressive programs. Previous implementations fully integrating both capabilities (i.e., forcing suspension, answer subs...

Background: Qual2k is a stream water quality model and was used to evaluate the water quality of the Kine-Vars River and assess the response of the river to nutrient management strategies. Methods: For that purpose, 7 sample stations were selected and surface water samples were collected in the winter and summer of 2012 and were analyzed for temperature, dissolved oxygen, biological oxygen dem...

Interest rate data are an important element of macroeconomic forecasting. Projections future interest rates not only product themselves, but also typically matter for forecasting other and financial variables. A popular class models is linear vector autoregressions (VARs) that include shorter- longer-term rates. However, in a number economies, at least shorter-term have now been stuck years or ...

The paper looks at estimation of structural VARs with sign restrictions. Since sign restrictions do not generate a unique model it is necessary to find some way of summarizing the information they yield. Existing methods present impulse responses from different models and it is argued that they should come from a common model. If this is not done the implied shocks implicit in the impulse respo...

The wide-spread occurrence of ergothioneine in animals (l-3) suggests that the compound is either synthesized by several animal species or is present in common foodstuffs. However, data in the literature on this point are equivocal and contradictory. Eagles and Vars (4) suggested that the corn protein, zein, contains 2-thiolhistidine which serves as a dietary precursor of ergothioneine. Repeate...

In this paper, we take a step forward from the existing monetary literature, which is largely dominated by vector autoregressive (VAR) and structural vector autoregressive (SVAR) models, and apply a vector autoregressive moving average (VARMA) methodology for modelling and analysing Malaysian monetary policy. The Malaysian economy is an interesting case study of a small open economy with capita...

In this paper, we argue that there is no compelling reason for restricting the class of multivariate models considered for macroeconomic forecasting to VARs given the recent advances in VARMA modelling methodology and improvements in computing power. To support this claim, we use real macroeconomic data and show that VARMA models forecast macroeconomic variables more accurately than VAR models.