نتایج جستجو برای: vector error correction vec approach
تعداد نتایج: 1774785 فیلتر نتایج به سال:
one of the most important number sequences in mathematics is fibonacci sequence. fibonacci sequence except for mathematics is applied to other branches of science such as physics and arts. in fact, between anesthetics and this sequence there exists a wonderful relation. fibonacci sequence has an importance characteristic which is the golden number. in this thesis, the golden number is observed ...
T his study examines the impact of non-oil export demand on economic performance in Nigeria using annual time series data between 1975 and 2013. The study tests for the unit root and co-integration to determine the time series properties of our variables before using Vector Error Correction (VEC) model for both short- and long- run estimates and possible policy inferences. The result...
Agricultural markets, compared to other sectors, are typically characterized by uncertainty and high price fluctuations. High volatility in livestock markets leads inefficient resource allocation production planning. Expert forecasts not always affordable for all market players, so readily available public have risen popularity. This study uses accuracy-based testing methods evaluate the accura...
A mycological supply function of wild edible fungi is determined by a set of forest and economic variables, among which climate variables stand out. Focusing on wild mushroom picking with commercial value (Lactarius deliciosus (L.) Gray) as an example, the main objective of this paper is to obtain empirical evidence about the impact of meteorological and economic variables on the mushroom suppl...
Integration of agricultural markets has been a topic great interest in Mozambique. Numerous studies have conducted to assess both domestic and regional integration maize the country, though with some contradictory results. In this study market Mozambique is assessed, focusing on as main crop country. contrast previous work, takes into account new investments infrastructure well changes trade po...
This paper examines the relationship between current account (CA) and foreign direct investment (FDI) net inflow in Southeast Europe (SEE) countries. The panel data framework of five SEE countries for period 2000- 2020 are used. Our research has three main findings. First, using vector autoregressive VAR(2) model, a long-run CA FDI is identified (a 1% increase leads to 1.011% deficit). suggests...
The predictive accuracy of various econometric models, including random walks, vector autoregressive and vector error-correction models, are investigated using daily futures prices of 4 commodities (the S&P500 index, treasury bonds, gold and crude oil). All models are estimated using a rolling window approach, and evaluated by both in-sample and out-of-sample performance measures. The criteria ...
Abstract This article is an empirical attempt to explore the relationship between sanctions (financial and non-financial), oil price shocks and Iran-Russian bilateral trade flows over the period 1991–2014. In contrast to earlier studies in which a gravity model has been estimated through a panel data approach, in this paper the authors apply a gravity model for only two countries and do the es...
abstract comparison of food prices in different periods, indicates fluctuations and continually upward trend. any change in agricultural sector variables, as main food supplier, will affect food price. productivity shocks and production gap are examples of such variables. in this paper ,hodrick prescott and kalman filters are used as generators of productivity shocks and production gap series. ...
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