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Searched for VAR-Modell.
Found 16 results.
Displaying results 1 to 10 of 16.
Found 16 results.
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Projects // 01.04.2002
approaches of time series economics as in ARIMA models (Autoregressive Integrated Moving Average), other dynamic models like ECM (Error Correction Models) as well as VAR (vector autoregressive) systems which are
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Publications // 08.10.2019
additional innovation and economic activities in Chinese provinces. A panel vector autoregressive (VAR) model and corresponding impulse response function (IRF) analysis allow us to differentiate between direct
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Publications // 15.04.2016
procedure called NMPC to solve our models variants for out-of-steady-state dynamics. We empirically explore deflationary trends in Europe and employ a Global VAR (GVAR) model for a large euro area macro data [...] to estimate the impact of deflation on output. Moreover, we use a four variable Multi-Regime VAR (MRVAR) model with regime dependent IRs to study deflationary as well as well as the financial risk drivers [...] and downward spirals in the presence of regime-dependent macro feedback loops, using a theoretical model with decentralized matching mechanisms on both labor and financial markets. To explore the amplifying
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Events // 24.02.2011
ng VAR models compared to linear models as main competitors. Besides, an alternative modelling strategy is proposed based on smooth transition and univariate Markov-switching autoregressive models.
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Publications // 25.01.2016
Bayesian shrinkage approach for vector autoregressions (VARs) that uses short-term survey forecasts as an additional source of information about model parameters. In particular, we augment the vector of dependent [...] dependent variables by their survey nowcasts, and claim that each variable modelled in the VAR and its nowcast are likely to depend in a similar way on the lagged dependent variables. In an application [...] n to macroeconomic data, we find that the forecasts obtained from a VAR fitted by our new shrinkage approach typically yield smaller mean squared forecast errors than the forecasts obtained from a range
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Publications // 16.11.2009
dynamic relationship between oil price shocks and major macroeconomic variables in Iran by applying a VAR approach. The study points out the asymmetric effects of oil price shocks; for instance, positive as
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Publications // 09.06.2011
Oil revenues play an important role in the political economy of Iran. On average, 60% of the Iranian government revenues and 90% of export revenues originate from oil and gas resources. Current intern
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Publications // 17.08.2007
demand and a wage setting scheme. Secondly, a structural VAR model is identified using the restrictions suggested by a single macroeconomic model. The impulse response analysis and the forecast error variance
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Publications // 15.02.2012
Iranian government budget on military over the last decade has been higher than the average of the world. The current increasing international sanctions aim to reduce the military capabilities and cap
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Publications // 16.11.2009
dynamic relationship between oil price shocks and major macroeconomic variables in Iran by applying a VAR approach. The study points out the asymmetric effects of oil price shocks; for instance, positive