Vector auto-regression
Economic Analysis of Price Shocks of Production Inputs and Their Impact on Cotton Price in Iran: The Application of Panel Data Vector Auto-Regression (PVAR) Model
... Cotton is a strategic crop with a critical role in the economy and agriculture. The increasing price of crop inputs is the main challenge for the developing countries, including Iran, so that it is crucial for the ...
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The INR/USD Exchange Rate Determination: An Empirical Investigation of the Flexible Price Monetary Model in a Vector Auto Regression Framework
... the Vector Auto regression (VAR) framework and variance decomposition analysis was used to examine fluctuation in INR/USD ex- change rate caused by the shocks in FPM model ...
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Comparison of Neural Network Models, Vector Auto Regression (VAR), Bayesian Vector-Autoregressive (BVAR), Generalized Auto Regressive Conditional Heteroskedasticity (GARCH) Process and Time Series in Forecasting Inflation in Iran
... forecasting vector auto regression (VAR), Bayesian Vector- Autoregressive (BVAR), GARCH, time series and neural network models by which Iran’s inflation is ...
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Trade Balance Analysis in Zimbabwe: Import and Export Examination Using Vector Auto Regression Model
... The paper concentrated on trade balance analysis in Zimbabwe. The trend of imports and exports have been observed and analysed, paying particular attention to significant observed patterns for the period under study. The ...
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Exchange rate pass through to consumer prices in Ghana: Evidence from structural vector auto regression
... This paper develops a Structural Vector Autoregression (SVAR) model for the Ghanaian economy to estimate the pass-through effects of exchange rate changes to consumer prices. The model incorporates the special ...
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Inflation and output growth dynamics in South Africa: Evidence from the Markov switching vector auto regression model
... with vector autoregression to develop a MSVAR which is well equipped to characterise macroeconomic fluctuations in the presence of structural breaks or shifts, such as the changing volatility as in the context of ...
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Is Latin America an Optimal Currency Area? Evidence from a Structural Vector Auto regression analysis
... Table 6 also shows that the size of shocks are on average higher in countries that showed a high level of trade and intra-trade openness, such as Chile, Paraguay, Ecuador and Venezuela..[r] ...
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MODEL FOR MINIMUM AND MAXIMUM TEMPERATURE OF THE UPPER EAST REGION OF GHANA
... Vector Auto Regression model (VAR) model is used to capture the linear interdependencies among observed data. VAR models generalize the autoregressive (AR) model described above by allowing for more ...
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Economic Analysis Of The Determinants Of Foreign Direct Investment (FDI) In Nigeria
... used Vector Auto Regression (VAR) analysis and observed that Interest Rate, Inflation Rate and RGDP (economic growth) put together have significant positive impact on FDI in Nigeria, while Mohammed ...
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How Does Monetary Policy Affect Economic Vulnerability to Oil Price Shock as against US Economy Shock?
... structural vector auto regression (SVAR) model using monthly data from 2002:M1 to 2013:M4 for Indonesia, Malaysia, and Thailand shows that poor influence of monetary policies on monetary policy ...
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Analysis of the relationship between Oil price, Exchange rate and Stock market in Nigeria
... of Vector Auto Regression (VAR) method between January 2007 - December 2011, the study applies the co- integration analysis, multivariate Granger causality test, Impulse Response Function (IRF) and ...
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IMPACT OF EXCHANGE RATE VOLATILITY ON ECONOMIC GROWTH IN NIGERIA (1980-2016)
... of vector auto regression (VARs) models on the time series data, the result reveal that supply of foreign exchange has a positive and significant relationship with output level of Gross Domestic ...
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A Survey of Trust related Routing Protocols for Mobile Ad Hoc Networks
... The vector auto regression based trust model was introduced to identify malicious nodes that launch multiple attacks in the network which incorporated over AODV and optimized link state routing ...
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The Impact of Commodity Prices, Interest Rate and Exchange Rate on Stock Market Performance: Evidence from Zambia
... employed Auto Regression Distribution Lag (ARDL) bound tests, Vector Auto Regression (VAR) based cointegration test methodology by Johan- sen (1996) to analyse the Impact of the ...
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Unit Roots in White Noise
... In particular, even if the process is a white noise, the roots of the estimated vector auto-regression will converge by absolute value to unity. Therefore, caution is recommended when fi nding a ...
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The effect of crude oil price change and volatility on Nigerian economy
... Structural Vector Auto Regression (SVAR) model to monthly data series from January 1970 to May 2011, impulse response functions are calculated to see the influences among the crude oil price, Nigeria ...
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Noise Exposure Parameters of Auto Rickshaws Compare by Statistical Regression Technique
... for auto rickshaw drivers is interfered with the safety of driver daily life, since disturbance in the form of noise is a major cause of not hearing warning signals or horns from other vehicles in the ...the ...
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The influence of cold weather on the usage of emergency link calls: a case study in Hong Kong
... strong auto- correlation that persists across different lags. In fact, the auto-correlation at lags 1–34 range from ...Similar auto-correlation among the humidity and temper- ature range variables ...
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Predictive distribution of regression vector and residual sum of squares for normal multiple regression model
... multiple regression model with independent normal ...sample regression vector (SRV) and the residual sum of squares (RSS) for the model are derived by using invariant ...future regression ...
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A Machine Learning Approach to Forecast Bitcoin Prices
... Ridge Regression automatically balances between the Bias and Variance which is required to achieve a good predictive ...Ridge Regression attempt to balance between (i) Best predictive function fit through ...
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