Vector autoregression modelChinaGlobal warming is an urgent environmental problem facing the world and carbon dioxide (CO 2 ) emission is the root causes. China is already the largest emitter of carbon dioxide in the world. Thus, investigating the main driving forces of CO 2 emissions has ...
VECTOR autoregression modelCREDITMONTE Carlo methodGREAT Recession, 2008-2013GROSS domestic productIn the aftermath of the recent financial crisis, a variety of structural VAR models have been proposed to identify credit supply shocks. Using a Monte-Carlo experiment, we show that the performance of ...
To study the dynamic determinants of the labor share of income at the regional level, a panel vector autoregression (PVAR) model is estimated to examine how the regional labor share responds to innovations in an array of variables suggested by theoretical models. Consistent with theory, we ...
Given endogeneity concerns, we further examine the underlying dynamic relationship between bankrupt loans/restructured loans, bank specific and macroeconomic variables, and technical efficiency within a panel Vector Autoregression (VAR) model. This method grants the opportunity to explore important causality ...
interest using a linear combination of past values of the variable. The term auto-regression indicates that it is a regression of the variable against itself. This technique is similar to a linear regression model in how it uses past values as inputs to the regression. Autoregression is ...
models like vector autoregression and vector error correction, and switching models. Use Bayesian and state-space models for situations requiring more flexible models. Once the model is specified, generate Monte Carlo simulations to generate distributions or get deterministic forecasts from the model. ...
Assessing CO2 emissions in China's iron and steel industry A dynamic vector autoregression model 热度: A Study on the Possible Causes of China's Trade Deficits with South Korea after Their Establishment of Diplomatic Relations 热度: China&WorldEconomy/100-120,Vo1.21,No.6I2013 ...
there appears to be a net positive effect on the influence of carbon prices on the system. However, robustness checks identified how the impact of carbon price on CO2and other variables of the model is still weak. This work sheds light on the EU ETS's influence on a set of multidimensiona...
Autoregression Autoregressive models use past behavior to predict future behavior. They work under the logic that any data with an innate sequential order—like language, audio or video—can be modeled with regression. Autoregression algorithms model time-series data, using the value(s) of the previ...
Not much. We identify the perceived oil price shock, as well as perceived global demand and supply shocks, using sign restrictions in a factor-augmented vector autoregression model that includes forecasts for crude oil price growth, real GDP growth, and inflation across 84 economies. The perceived...