نتایج جستجو برای: مدل tvp var

تعداد نتایج: 145258  

Journal: :Mathematical Problems in Engineering 2021

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...

Journal: : 2021

Bu çalışmanın amacı, Türkiye ekonomisi için Taylor kuralını zamanla-değişen parametreli vektör otoregresif (TVP-VAR) modeli üzerinden analiz etmektir. Nominal döviz kurunu da içerecek şekilde genişletilen model, 1986:05-2019:12 dönemi tahmin edilmektedir. Elde edilen ampirik bulgulara göre enflasyon açığı ve üretim şokları sonrasında; faiz oranının verdiği tepkilerin büyüklüğünün zamanla değişt...

Journal: :Journal of Financial Economic Policy 2023

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 ...

2008
Gang Li Haiyan Song

Tourism forecasting plays an important role in tourism planning and management. Various forecasting techniques have been developed and applied to the tourism context, amongst which econometric forecasting has been winning an increasing popularity in tourism research. This paper therefore aims to introduce the latest developments of econometric forecasting approaches and their applications to to...

Journal: :Buletin Ekonomi Moneter dan Perbankan 2023

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...

ژورنال: :پژوهشنامه اقتصادی 2015
محسن خضری بهرام سحابی کاظم یاوری حسن حیدری

چکیده بر اساس نتایج مطالعات مختلف، ارزیابی تعیین کننده های تورم با استفاده از الگوی var استاندارد به دلیل تورش متغیرهای حذف شده در الگوی var، به نتایج نادرستی منتهی می شود. به عنوان نمونه می توان به مشکل معمای قیمت در ادبیات تجربی اشاره کرد. در این تحقیق جهت بررسی دقیق تر تعیین کننده های تورم در اقتصاد ایران و پیش بینی تورم به جای مدل favar با ضرایب ثابت با استفاده مدل های tvp-favar، اقدام به...

Journal: :The British journal of nutrition 2011
Richard C Hill Colin F Burrows Gary W Ellison Mark D Finke Jennifer L Huntington John E Bauer

Faecal moisture content can determine whether faeces appear soft or firm, and faecal character can influence whether owners are satisfied with a dog food. In a previous study, dogs appeared to produce softer faeces after noon. The purpose of the present study was to determine whether time of defecation affected canine faecal water content. A total of eight hound dogs were fed one of four canned...

2015
Khaled Mohyelden Osman Abdel-Kader

OBJECTIVES To evaluate a new technique, the rectal balloon (RB), to control blood loss after transvesical prostatectomy (TVP). PATIENTS AND METHODS Over 2 years 100 patients were prospectively randomised into two equal groups. All patients underwent TVP for their benign prostatic hyperplasia but a RB (a balloon fixed to a three-way Foley catheter tip by a plaster strip, making it airtight) wa...

Journal: :Eurasian research journal 2023

It is the expenditure on consumption that constitutes basic share of expenditures households supply labor as a factor production in an economy. These have indirect effect input costs companies demand factor. The change food prices determines both relative price structure economy and inflationary trend for future, depending changes goods markets. For this reason, make decisions producer decision...

Journal: :The North American Journal of Economics and Finance 2020

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