Search Results - "Vector autoregressive"

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  1. 1
    Is there any link between commodity price and monetary policy? Evidence from Australia

    Is there any link between commodity price and monetary policy? Evidence from Australia by Hassan, A., Salim, Ruhul

    Published 2011
    Subjects: “…Vector autoregressive…”
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  2. 2
    Do Market Fundamentals Determine the Dollar-Euro Exchange Rate?

    Do Market Fundamentals Determine the Dollar-Euro Exchange Rate? by Apergis, Nicholas, Zestos, G., Shaltayev, D.

    Published 2012
    Subjects: “…Error Correction Vector Autoregressive model…”
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  3. 3
    Regional monetary policy: An Australian perspective

    Regional monetary policy: An Australian perspective by Fraser, Patricia, MacDonald, Garry, Mullineux, Andy

    Published 2012
    Subjects: Get full text
  4. 4
    Scenario forecasting for global tourism

    Scenario forecasting for global tourism by Wu, Doris Chenguang, Cao, Zheng, Wen, Long, Song, Haiyan

    Published 2020
    Subjects: “…time-varying parameter panel vector autoregressive…”
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  5. 5
    The impact of TV mass media campaigns on calls to a national quitline and the use of prescribed nicotine replacement therapy: a Structural vector autoregression analysis

    The impact of TV mass media campaigns on calls to a national quitline and the use of prescribed nicotine replacement therapy: a Structural vector autoregression analysis by Haghpanahan, Houra, Mackay, Daniel F., Pell, Jill P., Bell, David, Langley, Tessa, Haw, Sally

    Published 2017
    Subjects: “…Tobacco Control; Mass Media Campaign; Smoking Cessation; Multivariate Time Series Analysis; Structural Vector Autoregressive Model; NRT…”
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  6. 6
    The Co-Movement among Taiwan and International Stock Market

    The Co-Movement among Taiwan and International Stock Market by Chi, Ching-Hsin

    Published 2006
    Subjects: Get full text
  7. 7
    Econometric inference in models with nonstationary time series

    Econometric inference in models with nonstationary time series by Stamatogiannis, Michalis P.

    Published 2010
    Subjects: Get full text
  8. 8
    Volatility modeling and prediction: the role of price impact

    Volatility modeling and prediction: the role of price impact by Jiang, Ying, Cao, Yi, Liu, Xiaoquan, Zhai, Jia

    Published 2019
    Subjects: “…Market Microstructure; Chinese Stock Market; Panel Vector Autoregression; Volatility Modeling…”
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  9. 9
    Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point

    Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point by Harris, David, Leybourne, Stephen J., Taylor, A.M. Robert

    Published 2016
    Subjects: “…Co-integration rank; vector autoregression; error-correction model; trend break; break point estimation; information criteria…”
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  10. 10
    The stability of money demand and monetary transmission mechanism in Thailand

    The stability of money demand and monetary transmission mechanism in Thailand by Raksong, Saranya

    Published 2010
    Subjects: Get full text

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