one of the most significant discussion and challenges propounded in the macroeconomics is the effects of fluctuations of exchange rate on the macroeconomic variables (production, employment, inflation and … etc).in this direction, the important and noticeable point is the factors which lead to fluctuations in the exchange rate which, from amongst these factors as an example, is fluctuations in ...

Naturally ventilated tropical greenhouse is classified as a complex system because it involves with nonlinear process and multivariable system. The purpose of this study is to determine the mathematical model of NVTG climates to in order to describe and predict the dynamic behavior of temperature and humidity inside NVTG for development of its control system. The modeling of the system is divid...

The purpose of the paper is to provide a method to quantify the impact of promotions for retailers. Using scanner data aggregated by category of an Italian hypermarkets chain, the authors measure the promotional direct and cross-effectiveness on regular sales, in shortand long-term, by means of a structural vector auto-regressive model. The empirical results suggest that promotions in the heavy...

Hidden Markov models (HMM) are successfully applied in various elds of time series analysis. Colored noise, e.g. due to ltering, violates basic assumptions of the model. While it is well-known how to consider auto-regressive (AR) ltering, there is no algorithm to take into account moving-average (MA) ltering in parameter estimation exactly. We present an approximate likelihood estimator for MA-...

The atmospheric extra-tropical flow is characterized as chaotic motions that are sensitive to initial conditions and thus is merely predictable by operational weather forecast models 2 weeks in advance given the current observational and modelling accuracy (e.g., Lorenz 1969; Leith 1971; Tribbia and Baumhefner 2004). On the other hand, the seasonal and inter-annual variations in the extra-tropi...