نتایج جستجو برای: vector error correction approach jel classification f42
تعداد نتایج: 2169584 فیلتر نتایج به سال:
The article discusses the publication activity of scientists in the field of studying the consequences of US economic sanctions against Iran, and their impact on the development of science and the economy in this countries. The paper considers the dynamics of publication activity in the field of biomedicine of Iranian scientists over the past 20 years. Increased sanctions have led to a shortage...
this study considers the price transmission mechanism between farm and retail levels of beef market in east azerbaijan with weekly prices over 1377:1 to 1390:52 periods. to this end, using advantages of multivariate models, hansen- seo (2002)'s two- regime threshold vector error correction model (tvecm) was estimated by the maximum likelihood approach for evaluate the price transmission me...
With the increase in the complexity of VLSI circuit design, logic design errors can occur during synthesis. In this work, we present a method for multiple design error diagnosis and correction. Our approach uses the results of test vector simulation for both error detection and error correction. This makes it applicable to circuits with no global BDD representation. In addition, diagnosis is pe...
An Empirical Study of the Relationships between CO2 Emissions, Economic Growth and Openness This paper investigates the existence of the environmental Kuznets curve (EKC) for carbon dioxide (CO2) emissions and its causal relationships with economic growth and openness by using time series data (1971-2006) from China (an emerging market), Korea (a newly industrialized country), and Japan (a deve...
This paper contributes to the analysis of the money supply process in Germany during the period of monetary targeting by the Bundesbank from 1975-1998. While the standard money multiplier approach assumes that the money stock is determined by the money multiplier and the monetary base it is argued here that both the money stock and the monetary base are determined endogenously by the optimizing...
background: a dramatic increase in healthcare expenditures is a major health policy concern worldwide. understanding factors that underlie the growth in healthcare expenditures is essential to assist decision-makers in finding best policies to manage healthcare costs. we aimed to examine the determinants of healthcare spending in iran over the periods of 1978-2011. methods: a time series analys...
Model selection and associated issues of post-model selection inference present well known challenges in empirical econometric research. These modeling issues are manifest in all applied work but they are particularly acute in multivariate time series settings such as cointegrated systems where multiple interconnected decisions can materially a¤ect the form of the model and its interpretation. ...
The imbalances between investment financing and domestic savings in terms of providing sufficient capital are an obstacle to implementing economic development Indonesia. Therefore, the flow foreign is indispensable, one which by portfolio order increase market liquidity as a source development. This study aims analyze response influence gross product variables, inflation, exchange rates, intere...
In this paper we extend the univariate FIGARCH and FIAPARCH models to a bivariate framework. We estimate bivariate error correction FIGARCH and FIAPARCH models between the All Ordinaries Index and its SPI futures using constant correlation and diagonal parameterisations. We therefore employ a flexible estimation approach that captures the long run equilibrium relationship between the two market...
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