VAR Model; Cointegration; Error Correction Model; Stationary VAR - Articles

A Summary of Theoretical and Empirical Test on the Disposition Effect of Securities Investment Fund in China (Articles)

Yuchen Li

Modern Economy Vol.11 No.4，April 21, 2020

DOI: 10.4236/me.2020.114064 647 Downloads 1,528 Views Citations
Forecast for the Cameroon’s Residential Electricity Demand Based on the Multilinear Regression Model (Articles)

Serge Guefano, Jean Gaston Tamba, Louis Monkam, Beguide Bonoma

Energy and Power Engineering Vol.12 No.5，May 21, 2020

DOI: 10.4236/epe.2020.125013 549 Downloads 1,772 Views Citations
Research on the Impacts of Green Finance towards the High-Quality Development of China’s Economy—Mechanisms and Empirical Analysis (Articles)

Gang Yang, Yuru Li, Xiaoyi Jiang

Theoretical Economics Letters Vol.10 No.6，December 25, 2020

DOI: 10.4236/tel.2020.106082 1,259 Downloads 3,559 Views Citations
Interactive Development of Ningbo-Zhoushan Port and Regional Economy: An Empirical Study Based on VAR Model (Articles)

Xuanchao Cai, Bingliang Song

American Journal of Industrial and Business Management Vol.14 No.7，July 29, 2024

DOI: 10.4236/ajibm.2024.147048 89 Downloads 399 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
The Effect of Federal Government Size on Long-Term Economic Growth in the United States, 1791-2009 (Articles)

Federico Guerrero, Elliott Parker

Modern Economy Vol.3 No.8，December 31, 2012

DOI: 10.4236/me.2012.38120 5,910 Downloads 8,621 Views Citations
The Forward Exchange Rate Unbiasedness Hypothesis: A Single Break Unit Root and Cointegration Analysis (Articles)

Michael E. Mazur, Miguel D. Ramirez

Modern Economy Vol.4 No.9，September 11, 2013

DOI: 10.4236/me.2013.49066 4,653 Downloads 6,780 Views Citations
Testing for Price Co-Integration between Producers and Retailers: Evidence from Ethiopian Milk Market (Articles)

Habtamu Regassa Lemma, Rajwinder Singh

iBusiness Vol.7 No.1，February 5, 2015

DOI: 10.4236/ib.2015.71001 5,114 Downloads 6,273 Views Citations
Causal Relationship between Electricity Consumption and GDP: Plausible Explanation on Previously Found Inconsistent Conclusions for India (Articles)

Shashi Kant Srivastava

Theoretical Economics Letters Vol.6 No.2，April 27, 2016

DOI: 10.4236/tel.2016.62031 2,044 Downloads 3,740 Views Citations
On the Significance of Standard Model Errors (Articles)

Eliahu Comay

Open Access Library Journal Vol.4 No.12，December 14, 2017

DOI: 10.4236/oalib.1104164 502 Downloads 1,558 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 4,778 Downloads 6,115 Views Citations
This article belongs to the Special Issue on Time Series Analysis
Growth and Competitiveness of Non-Traditional Agricultural Exports in Zambia (Articles)

Chibamba Mwansakilwa, Gelson Tembo, Johnny Mugisha

Modern Economy Vol.4 No.11，November 29, 2013

DOI: 10.4236/me.2013.411085 5,319 Downloads 8,257 Views Citations
Markov-Switching Time-Varying Copula Modeling of Dependence Structure between Oil and GCC Stock Markets (Articles)

Heni Boubaker, Nadia Sghaier

Open Journal of Statistics Vol.6 No.4，July 29, 2016

DOI: 10.4236/ojs.2016.64048 2,858 Downloads 5,249 Views Citations
Analysis of the Impact of Human Capital Investment and Allocation on the Upgrade of Industrial Structure in Guangdong (Articles)

En Chen, Mengmeng Zheng

Open Journal of Business and Management Vol.5 No.1，January 17, 2017

DOI: 10.4236/ojbm.2017.51016 1,868 Downloads 3,346 Views Citations
Study on the Dynamic Relationship between Housing Price and Land Price in Shenzhen Based on VAR Model (Articles)

Zuqiu Wen

Journal of Service Science and Management Vol.10 No.1，February 24, 2017

DOI: 10.4236/jssm.2017.101003 1,511 Downloads 2,732 Views Citations
The Study on the Relationship between Agricultural Product Price Fluctuation and Inflation (Articles)

Guohua Gou

Journal of Service Science and Management Vol.10 No.2，April 18, 2017

DOI: 10.4236/jssm.2017.102015 1,604 Downloads 3,602 Views Citations
Method of Dynamic VaR and CVaR Risk Measures Forecasting for Long Range Dependent Time Series on the Base of the Heteroscedastic Model (Articles)

Nataliya D. Pankratova, Nataliia G. Zrazhevska

Intelligent Control and Automation Vol.8 No.2，May 26, 2017

DOI: 10.4236/ica.2017.82010 1,768 Downloads 3,351 Views Citations
Effects of Short-Term International Capital Flows on China’s Real Estate Prices (Articles)

Xiaoxiong Cai

Modern Economy Vol.9 No.1，January 8, 2018

DOI: 10.4236/me.2018.91002 1,120 Downloads 2,705 Views Citations
The INR/USD Exchange Rate Determination: An Empirical Investigation of the Flexible Price Monetary Model in a Vector Auto Regression Framework (Articles)

Bhargavi Karamcheti, Vaishali Padake, T. Geetha

Theoretical Economics Letters Vol.8 No.5，April 19, 2018

DOI: 10.4236/tel.2018.85074 1,174 Downloads 3,416 Views Citations
Research on the Effect of Industrial Structure Upgrading on Poverty Reduction—Grouped Data Based on Household Income in Urban and Rural Areas (Articles)

Jinbin Chen

Open Journal of Social Sciences Vol.8 No.4，April 30, 2020

DOI: 10.4236/jss.2020.84043 719 Downloads 1,726 Views Citations

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