网络结构向量自我回归模型 网络释义 1. 结构向量自我回归模型 ...研究信用管道在我国经济体系中所扮演角色时,我们采用结构向量自我回归模型(Structural Vector Autoregression Model) , … nccuir.lib.nccu.edu.tw|基于3个网页
1) structural vector autoregression model 结构向量自回归模型 2) configuration 结构 1. Characteristics andconfigurationof hepatocyte growth-promoting factor freeze-dried powder injection; 促肝细胞生长素冻干粉针剂的性状与结构 2. Procession andconfigurationdesign of multi-procedure complex compound die; ...
A structural vector autoregression model of the UK business cycle. Scottish Journal of Political Economy 40, 143-164.Turner, P. M. (1993) A structural vector autoregression model of the UK business cycle, Scottish Journal of Political Economy, 40(2), May....
We propose computationally efficient methods for estimating the model, as well as methods to assess the significance of the causal influences. The model is successfully applied on financial and brain imaging data. 展开 关键词: structural vector autoregression structural equation models independent ...
To achieve the latter, we propose a Bayesian inference approach to analyze the dynamic interactions among macroeconomics variables in a graphical vector autoregressive model. The method decomposes the structural model into multivariate autoregressive and contemporaneous networks that can be represented in the...
Structural vector autoregressionidentification through heteroskedasticitystructural shocksIn conventional structural vector autoregressive (VAR) models it is assumed that there are at most as many structural shocks as there are variables in the modelSocial Science Electronic Publishing...
structural vector autoregressive modelglobal vector autoregressionpanel dataBayesian vector autoregressionLarge panels of variables are used by policy makers in deciding on policy actions. Therefore it is desirable to include large information sets in models for ecoSocial Science Electronic Publishing...
Estimation of a Structural Vector Autoregression Model Using Non-Gaussianity non-GaussianitycausalityAnalysis of causal effects between continuous-valued variables typically uses either autoregressive models or structural equation models with... A Hyvärinen,K Zhang,S Shimizu,... - 《Journal of Machine ...
We construct a Structural Vector AutoRegression (SVAR) model for the EU-11 using monthly data from 1991 to 2000 to study the main macroeconomic policy issues in the euro area. The main features of our model are: (1) the model includes U.S. variables and assumes that the EU-US interaction...
Price Transmission: From Crude Petroleum to Plastics Products: A Structural Vector Autoregression Model Is Used to Analyze the Effects of Crude-Petroleum Supply Shocks on the Market for Organic Chemicals and Plastics Products; the Analysis Demonstrates That Changes in Crude-Petroleum Prices Are Passed ...