نتایج جستجو برای: روش panel var
تعداد نتایج: 478840 فیلتر نتایج به سال:
We investigate the interactions across current account misalignments, real effective exchange rate misalignments and financial gaps within EU countries, applying a Bayesian panel Vector Autoregression to 27 members over period 1994–2012. find that, for euro area, reaction of shock in is largest. In non-euro area countries periphery an increase leads temporary lowering competitiveness thus ampli...
Hyperimmune rabbit antisera were prepared against thymocytes, splenic lymphocytes, brain, and leukemias of two mouse strains that were compatible in H-2 but incompatible in the thymic antigen 0. The relative specificity of these antisera against a panel of the same mouse cell types was determined before and after stepwise absorption of the antisera with var ious mouse tissues. Relative specific...
در هر اقتصادی نوسانات نرخ ارز به علت اثرگذاری بر سایر متغیرهای اقتصادی از مهمترین مسائل مورد بحث می باشد. یکی از مهمترین متغیر هایی که تحت تاثیر نوسانات نرخ ارز قرار می گیرد، صادرات غیر نفتی است. بر اساس سیاست های مطرح شده در برنامه های توسعهی اقتصادی ایران، صادرات غیر نفتی دارای جایگاه ویژه ایی است. با توجه به اینکه در طی سه دههی گذشته نوسانهای متعددی در نرخ ارز در ایران وجود داشته ا...
This paper estimates international spillover e§ects of US Quantitative Easing (QE) on emerging market economies. Using a Bayesian VAR on monthly US macroeconomic and financial data, we first identify the US QE shock with non-recursive identifying restrictions. This identified shock is then used in another Bayesian panel VAR for emerging market economies to infer the international spillover e§ec...
The size of banks is examined as a determinant of bank risk. A wide range of banks are examined across four regions, including Australia, Canada, Europe and the USA. Four risk metrics are considered including Value at Risk (VaR), Conditional Value at Risk (CVaR, which measures risk beyond VaR), Probability of Default (PD) using Merton structural methodology, and Conditional Probability of Defau...
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