Vector Autoregressive Model - Articles - Scientific Research Publishing

PC-VAR Estimation of Vector Autoregressive Models (Articles)

Claudio Morana

Open Journal of Statistics Vol.2 No.3，July 6, 2012

DOI: 10.4236/ojs.2012.23030 6,499 Downloads 9,968 Views Citations
A VAR Approach to Exchange Rate and Economic Growth in Nigeria (Articles)

Ukwuoma Chidi Okonkwo, Rosary N. Ujumadu, Bright O. Osu

Journal of Mathematical Finance Vol.7 No.4，October 31, 2017

DOI: 10.4236/jmf.2017.74044 1,414 Downloads 3,701 Views Citations
Shadow Banking, Monetary Policy, and Confidence Effects in China: Empirical Research Using a Structural Vector Autoregressive Model (Articles)

He Cong

Modern Economy Vol.10 No.1，January 10, 2019

DOI: 10.4236/me.2019.101001 1,229 Downloads 2,338 Views Citations
The Effect of Fiscal and Monetary Policy on Private Investment in Rwanda (Articles)

Emmanuel Mudacumura, Richard Kabanda

Open Access Library Journal Vol.11 No.8，August 13, 2024

DOI: 10.4236/oalib.1111770 93 Downloads 1,098 Views Citations
Time Series Modeling of Dynamic Responses of Commodity Prices to Monetary Policy Shocks in Ghana (Articles)

Ernest Yeboah Boateng, Paul K. Yeboah, Isaac Christopher Otoo, Joseph Otoo

Journal of Financial Risk Management Vol.9 No.4，November 6, 2020

DOI: 10.4236/jfrm.2020.94020 514 Downloads 1,484 Views Citations
Research on the Relationship between China’s Economic Policy Uncertainty and Stock Market (Articles)

Donghai Zhou, Yuanying Jiang

Journal of Financial Risk Management Vol.9 No.4，December 11, 2020

DOI: 10.4236/jfrm.2020.94025 708 Downloads 2,285 Views Citations
Asymmetric Oil Price Shock Response: A Comparative Analysis (Articles)

Olukorede Abiona

Open Journal of Social Sciences Vol.2 No.4，April 18, 2014

DOI: 10.4236/jss.2014.24041 4,471 Downloads 6,604 Views Citations
Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks (Articles)

Claudio Morana

Open Journal of Statistics Vol.4 No.4，June 20, 2014

DOI: 10.4236/ojs.2014.44030 3,561 Downloads 5,210 Views Citations
Analyzing the Structural Relationship between Money Supply, Inflation, and Economic Growth in Sierra Leone: A VAR Model Approach (Articles)

Foday Daboh, Ezekiel K. Duramany-Lakkoh, Terrence Laurel Knox-Goba

Theoretical Economics Letters Vol.14 No.4，August 26, 2024

DOI: 10.4236/tel.2024.144080 139 Downloads 931 Views Citations
Bootstrap Approaches to Autoregressive Model on Exchange Rates Currency (Articles)

Muhamad Safiih Lola, Anthea David, Nurul Hila Zainuddin

Open Journal of Statistics Vol.6 No.6，November 17, 2016

DOI: 10.4236/ojs.2016.66081 1,602 Downloads 3,382 Views Citations
An Analysis of the Determinants of Maize Import Volumes in Kenya (Articles)

Maurine Adhiambo Abodi, Isaac Maina Kariuki, Gideon Aiko Obare

Theoretical Economics Letters Vol.11 No.2，April 16, 2021

DOI: 10.4236/tel.2021.112022 828 Downloads 2,496 Views Citations
Modeling GDP Using Autoregressive Integrated Moving Average (ARIMA) Model: A Systematic Review (Articles)

Benard Muma, Austin Karoki

Open Access Library Journal Vol.9 No.4，April 12, 2022

DOI: 10.4236/oalib.1108355 501 Downloads 3,840 Views Citations
Endogeneity Effect on AR (1) Models in Small Samples (Articles)

Yakubu Dekongmene Kanyir, John O. Olaomi, Albert Luguterah

Modern Economy Vol.13 No.9，September 21, 2022

DOI: 10.4236/me.2022.139063 164 Downloads 836 Views Citations
Short Term Forecasting Performances of Classical VAR and Sims-Zha Bayesian VAR Models for Time Series with Collinear Variables and Correlated Error Terms (Articles)

M. O. Adenomon, V. A. Michael, O. P. Evans

Open Journal of Statistics Vol.5 No.7，December 18, 2015

DOI: 10.4236/ojs.2015.57074 4,779 Downloads 6,117 Views Citations
This article belongs to the Special Issue on Time Series Analysis
Pattern Recognition of Motor Imagery EEG using Wavelet Transform (Articles)

Baoguo Xu, Aiguo Song

Journal of Biomedical Science and Engineering Vol.1 No.1，June 6, 2008

DOI: 10.4236/jbise.2008.11010 8,247 Downloads 17,134 Views Citations
ARMA Modelling of Benue River Flow Dynamics: Comparative Study of PAR Model (Articles)

Otache Y. Martins, M. A. Sadeeq, I. E. Ahaneku

Open Journal of Modern Hydrology Vol.1 No.1，July 29, 2011

DOI: 10.4236/ojmh.2011.11001 5,180 Downloads 12,413 Views Citations
The First Order Autoregressive Model with Coefficient Contains Non-Negative Random Elements: Simulation and Esimation (Articles)

Pham Van Khanh

Open Journal of Statistics Vol.2 No.5，December 19, 2012

DOI: 10.4236/ojs.2012.25064 4,769 Downloads 7,164 Views Citations
Composite Likelihood for Bilinear GARCH Model (Articles)

Abdelhalim Bouchemella, Fatima Zahra Benmostefa

Applied Mathematics Vol.5 No.15，August 14, 2014

DOI: 10.4236/am.2014.515225 4,539 Downloads 5,658 Views Citations
Investigating the Existence of Second Order Spatial Autocorrelation in Crash Frequency across Adjacent Freeway Segments (Articles)

Eneliko Mulokozi, Hualiang (Harry) Teng

Journal of Transportation Technologies Vol.6 No.5，September 28, 2016

DOI: 10.4236/jtts.2016.65026 1,470 Downloads 2,488 Views Citations
Forecasting Volatility Based on a New Combined HAR-Type Model with Long Memory and Switching Regime: Empirical Evidence from Equity Realized Volatility (Articles)

Yirong Huang, Zhonglin Wan, Hongyan Li, Yi Luo

Journal of Mathematical Finance Vol.14 No.1，February 27, 2024

DOI: 10.4236/jmf.2024.141005 151 Downloads 642 Views Citations

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