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The People's Republic of China as an Engine of Growth for Developing Asia? Evidence from Vector Autoregression Models
Park, Donghyun - 2010
Developing Asia has traditionally relied on exports to the United States (US) and other industrialized countries for …
Persistent link: https://www.econbiz.de/10013142887
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Measuring the effects of dollar appreciation on Asia : a FAVAR approach
Liu, Zheng; Spiegel, Mark; Tai, Andrew - In: Journal of international money and finance 74 (2017), pp. 353-370
Persistent link: https://www.econbiz.de/10011787988
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On the seasonality of vector autoregression residuals
Burbidge, John B.; Magee, L.; Veall, Michael R. - In: Economics letters 18 (1985) 2/3, pp. 137-141
Persistent link: https://www.econbiz.de/10001966160
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Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli; Kang, Jian; Teräsvirta, Timo; Zhang, Shuhua - In: Energy economics 97 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012821325
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Identification of seasonal effects in impulse responses using score-driven multivariate location models
Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - In: Journal of econometric methods 10 (2021) 1, pp. 53-66
Persistent link: https://www.econbiz.de/10012437812
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Forecasting the Polish inflation using Bayesian VAR models with seasonality
Stelmasiak, Damian; Szafrański, Grzegorz - In: Central European journal of economic modelling and … 8 (2016) 1, pp. 21-42
Persistent link: https://www.econbiz.de/10011634880
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Do VaR exceptions have seasonality? : an empirical study on Indian commodity spot prices
Gupta, Apoorv; Rajib, Prabina - In: IIMB management review 30 (2018) 4, pp. 369-384
Persistent link: https://www.econbiz.de/10012042010
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Testing for deterministic seasonality in mixed-frequency VARs
Barrio Castro, Tomás del; Hecq, Alain W. J. - In: Economics letters 149 (2016), pp. 20-24
Persistent link: https://www.econbiz.de/10011620030
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Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli; Kang, Jian; Teräsvirta, Timo; Zhang, Shuhua - 2019
Persistent link: https://www.econbiz.de/10012316885
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Genetic Algorithm Calibration of Seasonal BVAR Models
Quilis, Enrique M. - 2015
In this paper we explore the use of Genetic Algorithms (GA) to calibrate seasonal BVAR models. In this way, the mechanistic use of seasonal adjustment procedures is avoided, since seasonality becomes a structural, basic and explicit part of the BVAR model. At the same time, the use of GA allows...
Persistent link: https://www.econbiz.de/10014132203