نتایج جستجو برای: johansen model
تعداد نتایج: 2104922 فیلتر نتایج به سال:
A novel method for structural health monitoring under environmental and operational variations (EOV) is proposed based on the prediction errors of Johansen cointegartion (CI) residuals using a Recurrent Neural Network (RNN). The first four natural frequency time series structure, identified from vibration measurements over period time, are used to this end. Variational Mode Decomposition (VMD) ...
over the past decades a number of approaches have been applied for forecasting mortality. in 1992, a new method for long-run forecast of the level and age pattern of mortality was published by lee and carter. this method was welcomed by many authors so it was extended through a wider class of generalized, parametric and nonlinear model. this model represents one of the most influential recent d...
I apply the Johansen and Swensen (1999, 2004) method of testing exact rational expectations within the cointegrated VAR (Vector Auto-Regressive) model, to testing the New Keynesian (NK) model. This method permits the testing of rational expectation systems, while allowing for non-stationary data. The NK-model is tested on quarterly U.S. and Euro area time series data. I find that the restrictio...
The inflow of foreign remittances in Pakistan has been an important source of foreign exchange in Pakistan while economy of Pakistan being a consumption oriented society /economy makes it interesting to explore the nexus between foreign remittances and inflation in Pakistan. For this purpose, the present study attempts to examine the impact of foreign remittances on inflation in Pakistan coveri...
Of the three genera of lungfishes living today Neoceratodus, the Australian lungfish, is possibly the most primitive. The respiratory physiology of this animal has been extensively studied in recent years (Grigg, 1965 a, b, c; Lenfant, Johansen & Grigg, 1966; Johansen & Lenfant, 1967) and the conclusions these authors draw support the assumptions of the earlier workers in this field (Dean, 1906...
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