Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Forecasting"
DOI: 10.1002/for.2460
Abstract: In this paper, we first extract 8 factors from a monthly data set of 130 macroeconomic and financial variables. Then these extracted factors are used to construct a Factor-Augmented Qualitative VAR (FA-Qual VAR) model to… read more here.
Keywords: var model; var qual; factor augmented; qual var ... See more keywords
An empirical analysis of the relationship between the environment, economy, and society: Results of a PCA-VAR model for Iran
Sign Up to like & getrecommendations! Published in 2019 at "Ecological Indicators"
DOI: 10.1016/j.ecolind.2019.03.039
Abstract: Abstract Iran is among the top ten CO2 emitters in the world and has pledged to reduce such emissions by up to 12 percent by 2030 through various policies and strategies. However, achieving this is… read more here.
Keywords: var model; results pca; development; model ... See more keywords
A tool to simulate and visualize dyadic interaction dynamics.
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DOI: 10.1037/met0000575
Abstract: ynamic models are becoming increasingly popular to study the dynamic processes of dyadic interactions. In this article, we present a Dyadic Interaction Dynamics (DID) Shiny app which provides simulations and visualizations of data from several… read more here.
Keywords: tool simulate; model; var model; interaction dynamics ... See more keywords
Exploring the influence of economic policy uncertainty on the relationship between tourism and economic growth with an MF-VAR model
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DOI: 10.1177/1354816620921298
Abstract: Using a mixed-frequency vector autoregressive (MF-VAR) model, this article attempts to determine whether or not the relationship between tourism and economic growth changes in the presence or absence of economic policy uncertainty (EPU) shock. Moreover,… read more here.
Keywords: tourism; tourism economic; var model; uncertainty ... See more keywords
THE RISK MEASUREMENT OF CHINA’S CARBON FINANCIAL MARKET: BASED ON GARCH AND VAR MODEL
Sign Up to like & getrecommendations! Published in 2019 at "Applied Ecology and Environmental Research"
DOI: 10.15666/aeer/1704_93019315
Abstract: By studying five carbon emission exchanges (Beijing, Shanghai, Shenzhen, Guangdong, and Hubei) within China, this study uses the GARCH model to explore the price volatility characteristics of regional carbon trading markets and measures the trading… read more here.
Keywords: risk; var model; carbon; market ... See more keywords