نتایج جستجو برای: مدل tvp var
تعداد نتایج: 145258 فیلتر نتایج به سال:
This study examines the time-varying connectedness among realized volatilities of seven major cryptocurrencies between January 2020 and May 2022. To this end, we implement time frequency parameter vector autoregression (TVP-VAR) approaches. Our findings propose that (i) COVID-19 pandemic significantly affected dynamic connectedness; (ii) total index hits its apex around official announcement pa...
Introduction: La maladie thromboembolique veineuse (MTEV) présente par ses deux entités cliniques: thrombose veineuse profonde (TVP) et embolie pulmonaire (EP), est une pathologie fréquente ayant une forte morbi-mortalité. En Algérie, cette pathologie prend de plus en plus de l'ampleur, en l'absence de toute publication révélant sa fréquence et le pouvoir thrombogène des facteurs de risque qui ...
BACKGROUND The persistence of significant tricuspid regurgitation (TR) after percutaneous mitral valvuloplasty (PMV) is known to be an independent predictor of adverse outcome in mitral stenosis (MS). However, it remains unclear whether mitral valve (MV) surgery combined with surgical correction of TR is the better treatment option than PMV in patients with severe MS and severe functional TR. ...
This paper proposes full-Bayes priors for time-varying parameter vector autoregressions (TVP-VARs) which are more robust and objective than existing choices proposed in the literature. We formulate the priors in a way that they allow for straightforward posterior computation, they require minimal input by the user, and they result in shrinkage posterior representations, thus, making them approp...
Abstract The popularity of social media facilitates the dissemination private information, which has significant implications for investors’ behavior and market efficiency. This paper examines dynamic dependence between internet postings herd in China’s open-end fund by applying DCC-GARCH TVP-SV-VAR models. results show that relationship is time-varying asymmetric. Specifically, have a negative...
BACKGROUND Cardiac valve procedures are commonly performed concurrently during implantation of left ventricular assist devices, but the added procedural risk has not been studied in detail. METHODS AND RESULTS Data from patients receiving the HeartWare Ventricular Assist Device in the ADVANCE bridge to transplant (BTT) trial and continued access protocol were reviewed. Of 382 consecutive pati...
At the present time, the function of the TTM remains unknown. One of the main hypotheses accredited in the literature interprets the TTM, together with the Tensor Veli Palatini (TVP), as part of the same anatomic unit [1]. There is an evident phylogenetic connection with respect to the innervation, irrigation and formation of the structures of the throat and ear, including the Eustachian tube. ...
This work analyzes the frequency-dependent network structure of Economic Policy Uncertainties (EPU) across G-7 countries between January 1998 and April 2021. We implement an approach that builds dynamic networks relying on a locally stationary Time-Varying Parameter-Vector Autoregressive model using Quasi-Bayesian Local Likelihood methods. compute short-, medium-, long-term connectedness EPUs o...
پژوهش حاضر با اهداف علمی و تعیین مدل های انتخاب پورتفوی و اهداف کاربردی حاصل از آزمون مدل های tevوvar در بازار سرمایه ایران انجام شده است که به این منظور از متغیر های سود خالص،سود یا زیان عملیاتی ،ارزش بازاری سهام ،ازرزش دفتری،عملیات جریان نقدی و در صد مشارکت شرکت ها در بانک برای 77 شرکت پذیرفته شده در بازار اوراق بهادار تهران طی سالهای 1391-1386 استفاده شده است. برای برآورد ارزش در معرض ریسک ...
The United States Dollar (USD) replacement of the sterling as dominant currency is not only result "invisible hand," but also "visible hand." This study analyzes effect monetary policy in (U.S.) on international share USD from 1914 to 1945 using Bayesian technique, estimate time-varying parameter vector autoregressive (TVP-VAR) model. posits two main findings. First, time-point impulse response...
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