نتایج جستجو برای: markov switching vector auto regression jel classification r31

تعداد نتایج: 1109318  

Journal: :journal of agricultural science and technology 2014
i. saleh s. abedi s. abedi

one of the current challenges and complications in the world is the climate change and global warming, which has numerous and varied effects and consequences in different regions. in this regard, the effects of economic activities on the increase in greenhouse gases and also the effects of greenhouse gases on economic activities have become increasingly controversial. in this study, an investig...

Journal: :Business and Economics Journal 2017

2011
Chen-Hsiang Yu Robert C. Miller

Although the web browser has become a standard interface for information access, mobile web reading remains a challenge because of the inherent limitations of mobility. This research focuses on enhancing mobile reading under the condition of frequent context switching while reading lengthy web pages. This paper presents the results of a user study with 10 users. We investigated four conditions ...

Journal: :Methodology and Computing in Applied Probability 2021

We consider batch size selection for a general class of multivariate means variance estimators, which are computationally viable high-dimensional Markov chain Monte Carlo simulations. derive the asymptotic mean squared error this estimators. Further, we propose parametric technique estimating optimal sizes and discuss practical issues regarding process. Vector auto-regressive, Bayesian logistic...

2017
Frédéric Jouneau-Sion Olivier Torrès

We consider testing about the slope parameter β when Y −Xβ is assumed to be an exchangeable process conditionally on X. This framework encompasses the semi-parametric linear regression model. We show that the usual Fisher’s procedure have non trivial exact rejection bound under the null hypothesis Rβ = γ. This bound derives from the Markov inequality and a close inspection of multivariate momen...

Journal: :iranian journal of economic studies 2012
ali mohammadi ahmad rajabi

abstract in this paper, markov chain and dynamic programming were used to represent a suitable pattern for tax relief and tax evasion decrease based on tax earnings in iran from 2005 to 2009. results, by applying this model, showed that tax evasion were 6714 billion rials**. with 4% relief to tax payers and by calculating present value of the received tax, it was reduced to 3108 billion rials. ...

Journal: :Studies in Economics and Finance 2022

Purpose This study aims to analyze the impact of crude oil market on Toronto Stock Exchange Index (TSX). Design/methodology/approach The focus is detecting nonlinear relationship based monthly data from 1970 2021 using Markov-switching vector auto regression (VAR) model. Findings results indicate that TSX return contains two regimes: positive (Regime 1), when growth rate stock index positive; a...

IN ACCORDANCE TO DEVELOPMENT OF INFORMATION AND COMMUNICATION TECHNOLOGY IN IRAN, ELECTRONIC BANKING HAS BEEN DEVELOPED IN RECENT DECADE.‌A MEANINGFUL TRANSFORMATION HAS BEEN PLACED IN THE STYLE OF EXISTING BANKING SYSTEM SERVICES, BY SIGNIFICANT INCREASE IN THE USE OF ELECTRONIC BANKING TOOLS IN TEN YEARS. THE REFLECTION OF THIS PHENOMEN IS CLEAR IN THE BEHAVIOR OF PEOPLE AND BANKIN...

A common method to study the dynamic behavior of macroeconomic variables is using linear time series models; however, they are unable to explain nonlinear behavior of the series. Given the dependency between stock market and derivatives, the behavior of the underlying asset price can be modeled using Markov switching process properties and the economic regime significance. In this paper, a two-...

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