نتایج جستجو برای: روش bvar

تعداد نتایج: 369652  

2009
Jan Šindelář

The paper presents an applied study of a multivariate AR(p) process fitted to daily data from U.S. commodity futures markets with the use of Bayesian statistics. In the first part a detailed description of the methods used is given. In the second part two BVAR models are chosen one with assumption of lognormal, the second with normal distribution of prices conditioned on the parameters. For a c...

Journal: : 2022

هدف: هدف از پژوهش حاضر مقایسۀ واکنش ­پذیری هیجانی و نظریه ذهن کودکان بر اساس سبک ­های ابرازگری مادرانشان بود. روش: روش توصیفی نوع علّی-مقایسه­ ای بود در دو گام به صورت آنلاین انجام رسید. ابتدا با استفاده نمونه ­گیری دسترس، تعداد 105 نفر مادرانی که نمرات آن­ها هر یک پرسشنامه کینگ امونز (1990)، دوسوگرایی (1990) کنترل راجر نشوور (1987) انحراف استاندارد بالاتر میانگین دست آمد (در گروه 35 نفر) دوم وا...

2005
Yuzhen Xie Stephen Watt Luca Padovani

We are interested in an XML representation for programming languages. Could content markup of MathML be used for this purpose, especially in the setting of a functional programming language? In order to address this question we have developed an interpreter for a Scheme-like language encoded in XML. We demonstrate that, with some degree of extension to its core elements, syntax and default sema...

Journal: : 2022

هدف: هدف از انجام این پژوهش مقایسه اثربخشی طرح‌واره‌درمانی و واقعیت‌درمانی بر انعطاف‌پذیری روان‌شناختی خودتنظیمی هیجانی مربیان پیش‌دبستانی شهرستان شهرکرد بود. روش: جامعه آماری کلیة شهرکردبودند که بین آنها تعداد 45 نفر به صورت نمونه‌گیری در دسترس انتخاب گمارش تصادفی 2 گروه آزمایش و1 کنترل (هر کدام 15 نفر) گمارده شدند. ابزار اندازه‌گیری شامل پرسشنامه‌های (بوند همکاران، 2011) هیجانی(مارس، 1983) بو...

Journal: :Journal of Money, Credit and Banking 2021

We study cross-country differences in monetary policy transmission across the largest euro area economies (France, Germany, Italy, and Spain) using a large Bayesian vector autoregressive (BVAR) model with endogenous prior selection. Drawing on posterior distributions of impulse responses other tests, we find real output money supply to respond more strongly Germany than countries. Whereas, pric...

2003
Yiannis Kamarianakis Poulicos Prastacos

This paper discusses three modelling techniques, which apply to multiple time series data that correspond to different spatial locations (spatial time series). The first two methods, namely the Space-Time ARIMA (STARIMA) and the Bayesian Vector Autoregressive (BVAR) model with spatial priors apply when interest lies on the spatio-temporal evolution of a single variable. The former is better sui...

2002
Andrea Carriero George Kapetanios Massimiliano Marcellino M. Marcellino

Models based on economic theory have serious problems at forecasting exchange rates better than simple univariate driftless random walk models, especially at short horizons. Multivariate time series models suffer from the same problem. In this paper, we propose to forecast exchange rates with a large Bayesian VAR (BVAR), using a panel of 33 exchange rates vis-a-vis the US Dollar. Since exchange...

2001
Andrea Asperti

PROD id="i32" type Definition id="i0" MUTIND uri="cic:Coq/init/Datatypes/nat.ind" notype="0" id="i33" source apply xref="i34" apply xref="i37" times definitionURL= "cic/Coq/Init/Peano/mult.con" xref="i38" 0 definitionURL= "cic:/Coq/Init/Datatypes/nat.ind" cn xref="i41" 0 definitionURL= xref="i40" "cic:/Coq/Init/Datatypes/nat.ind" cn eq xref="i35" "cic:/Coq/Init/Logic/Equality/eq.ind" definition...

The use of renewable energy reduces environmental pollution and leads to achievement of sustainable development. The current study investigates the dynamic interrelationship between sustainable development, renewable and non-renewable energies and environment nexus by applying Bayesian vector autoregression (BVAR) and impulse response functions in Iran with an annual data frequency for the time...

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