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

The Contrastive Empirical Study of Social Financing Scale Increment and Stock (Articles)

Shichang Shen

Journal of Mathematical Finance Vol.10 No.3，August 11, 2020

DOI: 10.4236/jmf.2020.103022 486 Downloads 1,298 Views Citations
The Asymmetry of Shanghai Composite Index Volatility—Stochastic Volatility Models Based on GHST Distribution (Articles)

Xu Han, Jihong Kong

Open Journal of Social Sciences Vol.8 No.12，December 28, 2020

DOI: 10.4236/jss.2020.812028 316 Downloads 931 Views Citations
Research on the Impact of the Novel Coronavirus Pneumonia Epidemic on the Price Fluctuation of the Pig Industry in My Country (Articles)

Minqun Xu, Weiguang Pan, Binhong Wu

Open Journal of Business and Management Vol.9 No.4，July 27, 2021

DOI: 10.4236/ojbm.2021.94104 268 Downloads 778 Views Citations
The Time-Varying Spillover Effects between China’s Carbon Markets and Energy Market: Evidence Using the TVP-DY Index Model (Articles)

Xiao Sun, Huihui Li, Lantao Xu

American Journal of Industrial and Business Management Vol.12 No.6，June 24, 2022

DOI: 10.4236/ajibm.2022.126059 322 Downloads 1,121 Views Citations
The Impact of Investor Attention on China’s Corn Futures Price (Articles)

Lu Zhang, Yinpeng Zhang, Li Sun, Junwei Cheng

Journal of Mathematical Finance Vol.13 No.2，May 23, 2023

DOI: 10.4236/jmf.2023.132009 169 Downloads 656 Views Citations
This article belongs to the Special Issue on Mathematical Methods in Finance
Measuring Causal Effect with ARDL-BART: A Macroeconomic Application (Articles)

Pegah Mahdavi, Mohammad Ali Ehsani, Daniel Felix Ahelegbey, Mehrnaz Mohammadpour

Applied Mathematics Vol.15 No.4，April 30, 2024

DOI: 10.4236/am.2024.154018 154 Downloads 579 Views Citations
Estimation and Application of GARCH-X Model Based on High-Frequency Data (Articles)

Zefang Song, Lingjun Chen, Wenlin Huang

American Journal of Industrial and Business Management Vol.15 No.2，February 20, 2025

DOI: 10.4236/ajibm.2025.152012 56 Downloads 277 Views Citations
This article belongs to the Special Issue on Business, Finance and Investment
Study on the Influence of Green Economy on Foreign Trade of Zhejiang
—Taking Old and New Three Types as Examples (Articles)

Hao Yan, Lemin Bei, Weiyi Zha

Open Journal of Business and Management Vol.13 No.2，March 21, 2025

DOI: 10.4236/ojbm.2025.132070 29 Downloads 167 Views Citations
The Impulse Response of Domestic and Foreign Interest Rate in Output, Price, Exchange Rate Model, a Deconstructed Derivation and Economic Calibration of Vector Error Correction Model (Articles)

Lingkai Kong, Yunxin Chang

Journal of Mathematical Finance Vol.12 No.4，November 2, 2022

DOI: 10.4236/jmf.2022.124034 155 Downloads 802 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 4,470 Downloads 6,602 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 928 Views Citations
The Body Mass Index (BMI) and TV Viewing in a Co-Integration Framework (Articles)

Anastasia Victoria Lazaridi

Sociology Mind Vol.2 No.3，July 13, 2012

DOI: 10.4236/sm.2012.23037 5,277 Downloads 8,601 Views Citations
Predicting Bank Interests When Monetary Rates Are Close to Zero (Articles)

Laura Parisi, Igor Gianfrancesco, Camillo Giliberto, Paolo Giudici

Applied Mathematics Vol.7 No.1，January 11, 2016

DOI: 10.4236/am.2016.71001 4,592 Downloads 5,546 Views Citations
Governance Matters and Economic Growth: Beyond the Egyptian Revolution (Articles)

Islam Abdelbary

Theoretical Economics Letters Vol.8 No.4，March 19, 2018

DOI: 10.4236/tel.2018.84051 1,382 Downloads 3,681 Views Citations
This article belongs to the Special Issue on Economic Growth
Efficiency of Currency Derivatives in Price Discovery Process: Evidences from India (Articles)

Prashant Sharma, Varun Chotia

Theoretical Economics Letters Vol.9 No.5，June 27, 2019

DOI: 10.4236/tel.2019.95106 1,180 Downloads 2,671 Views Citations
This article belongs to the Special Issue on Economic Efficiency
Can ODA Enhance Economic Development? Special Research on Australian Fund for the Growth Effectiveness in Laos (Articles)

Soulivanh Chansombuth

Theoretical Economics Letters Vol.13 No.5，September 28, 2023

DOI: 10.4236/tel.2023.135064 121 Downloads 590 Views Citations
Investigating Influential Factors on Improving Poverty Conditions in Latin America (Articles)

Keisuke Mitsumoto, Koichi Yamaura

Journal of Human Resource and Sustainability Studies Vol.6 No.2，June 4, 2018

DOI: 10.4236/jhrss.2018.62035 1,057 Downloads 2,506 Views Citations
Study on the Relationship between Economic Growth and Water Pollution in Jiangxi Province—Based on ARDL Model (Articles)

Jun Yang, Youdong Wen

Journal of Power and Energy Engineering Vol.6 No.7，July 30, 2018

DOI: 10.4236/jpee.2018.67004 875 Downloads 2,213 Views Citations
Examining the Effect of Exchange Rate and Overseas Employment on Remittances: An Evidence from Bangladesh (Articles)

Mohammad Raselar Rahman, Md. Muhaiminul Islam Selim, Md. Ahsan Ul Haque, Dilruba Yesmin Smrity, Md. Shafiqul Islam

Theoretical Economics Letters Vol.9 No.7，October 16, 2019

DOI: 10.4236/tel.2019.97163 648 Downloads 3,008 Views Citations
This article belongs to the Special Issue on Economics and Management Strategies
Animal Feed Business Risk Assessment Quantification COVID-19 and Supply Chains Disruptions Losses (Articles)

Kheiry Hassan M. Ishag

Journal of Mathematical Finance Vol.14 No.3，August 14, 2024

DOI: 10.4236/jmf.2024.143019 81 Downloads 416 Views Citations

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