نتایج جستجو برای: pvar

تعداد نتایج: 154  

Journal: :Agriculture 2023

To explore the relationship between consumption upgrading and agricultural green total factor productivity in context of high-quality development agriculture China. Based on construction a composite index Malmquist non-expected output SBM-DEA model to measure productivity, this paper uses PVAR panel data from 30 Chinese provinces 2008 2020 empirically analyze mechanism effect under development....

Journal: :SobreMéxico 2023

Este artículo estima la Ley de Okun (1962) para México al nivel estatal y por tamaños localidades. Se utiliza un modelo Panel Vectores Autorregresivos (PVAR) determinar los efectos corto plazo, mientras que las funciones Impulso-Respuesta el Cointegración se utilizan largo plazo período va 2005 a 2022. Los resultados verifican existencia todos estados, tamaño localidad mayor 100 mil habitantes....

Journal: :Journal of Economics, Finance and Administrative Science 2022

Purpose The purpose of the paper is to examine differences in impact financial stress advanced and emerging economies. Design/methodology/approach authors employ a panel vector autoregression model (PVAR) for comparative analysis relationship between stress, economic growth monetary stability 14 A homogeneous measure constructed measured as an index that provides signals episodes economy. Findi...

Journal: :Asian journal of economics, business and accounting 2023

This paper provides an analysis of the current state digital finance in China and import export trade situation 31 provinces. Through examination relevant literature, article identifies different stages development that has undergone China. To further explore relationship between or trade, a PVAR model was constructed. In this model, Digital Inclusive Finance Index (2011-2020) calculated by Pek...

Journal: :E3S web of conferences 2021

Based on the annual panel data of Beijing-Tianjin-Hebei area from 1985 to 2018, this paper established a Panel Vector Autoregressive Model, variance decomposition, and impulse response function analyzing linkage effect between transportation regional economy. The conclusions are as follows: integration economic development mutually reinforcing, but results decomposition show that they have diff...

Journal: :Resources Policy 2021

The aim of this paper is to investigate whether oil revenues in the MENA region lead economic growth or resource curse evident. To do so we employ a panel Vector Auto-Regressive (PVAR) model comprising not only and but also government expenditures. latter variable considered as examine revenue leads via fiscal policy channel. We further assess heterogeneous findings exist depending on quality p...

2003
Jinyong Hahn Ingmar Prucha Michael Binder Cheng Hsiao

This paper considers estimation and inference in panel vector autoregressions (PVARs) with fixed effects when the time dimension of the panel is finite, and the cross-sectional dimension is large. A Maximum Likelihood (ML) estimator based on a transformed likelihood function is proposed and shown to be consistent and asymptotically normally distributed irrespective of the unit root and cointegr...

2009
J. A. Caballero J. López-Santiago

We used the Aladin Virtual Obsrvatory tool and High Resolution Imager ROSAT archival data to search for X-ray variability in scale of days in 23 young stars in the σ Orionis cluster and a background galaxy. Five stars displayed unambiguous flares and had probabilities pvar ≫ 99% of being actual variables. Two of the detected flares were violent and long-lasting, with maximum duration of six day...

ژورنال: :مدلسازی اقتصادی 0
هادی رحمانی فضلی دانشجوی دکتری اقتصاد دانشگاه شهید بهشتی عباس عرب مازار دانشیار اقتصاد دانشگاه شهید بهشتی

هدف مقاله بررسی ارتباط میان شکاف استانی بودجه عمرانی و بودجه کل با شکاف درآمد سرانه به عنوان شاخص نابرابری منطقه ای در میان استان های کشور طی دوره زمانی 1385 - 1390 با استفاده از رویکرد خودرگرسیونی برداری تابلویی است. بر اساس نتایج آزمون همجمعی تابلویی، ارتباط معنادار بلندمدت میان شکاف درآمد سرانه استانی با شکاف استانی بودجه کل و شکاف بودجه عمرانی وجود دارد. نتایج حاصل از برآورد مدل pvar و تجزی...

Journal: :Asian Economic and Financial Review 2023

This study explores the impact of non-performing loans (NPLs) on Zimbabwean banking industry’s stability and economic performance during dollarization era. The panel vector autoregressive (PVAR) model was applied using annual data from 2009 to 2017. findings indicated that short-run NPL shocks negatively risk-adjusted return, while capitalization is positive but dies off in long run. paper furt...

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید