Relevant bibliographies by topics / Unrestricted VAR

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Book chapters
  4. Conference papers

Academic literature on the topic 'Unrestricted VAR'

Author: Grafiati
Published: 7 June 2025
Last updated: 2 August 2025

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Unrestricted VAR.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Journal articles on the topic "Unrestricted VAR"

1

Polito, Vito, and Mike Wickens. "Optimal monetary policy using an unrestricted VAR." Journal of Applied Econometrics 27, no. 4 (2010): 525–53. http://dx.doi.org/10.1002/jae.1219.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Poghosyan, Karen. "A Comparison of Different Short-Term Macroeconomic Forecasting Models: Evidence from Armenia." Journal of Central Banking Theory and Practice 5, no. 2 (2016): 81–99. http://dx.doi.org/10.1515/jcbtp-2016-0012.

Full text
Abstract:
Abstract We evaluate the forecasting performance of four competing models for short-term macroeconomic forecasting: the traditional VAR, small scale Bayesian VAR, Factor Augmented VAR and Bayesian Factor Augmented VAR models. Using Armenian quarterly actual macroeconomic time series from 1996Q1 – 2014Q4, we estimate parameters of four competing models. Based on the out-of-sample recursive forecast evaluations and using root mean squared error (RMSE) criterion we conclude that small scale Bayesian VAR and Bayesian Factor Augmented VAR models are more suitable for short-term forecasting than tra
APA, Harvard, Vancouver, ISO, and other styles
3

Beyaztas, U., and Abdel-Salam G. Abdel-Salam. "Stationary Bootstrap Based Multi-Step Forecasts for Unrestricted VAR Models." Journal of Data Science 18, no. 4 (2021): 682–96. http://dx.doi.org/10.6339/jds.202010_18(4).0006.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Kębłowski, Piotr. "Monte Carlo comparison of LCCA- and ML-based cointegration tests for panel var process with cross-sectional cointegrating vectors." Przegląd Statystyczny 65, no. 2 (2019): 173–82. http://dx.doi.org/10.5604/01.3001.0014.0533.

Full text
Abstract:
Small-sample properties of bootstrap cointegration rank tests for unrestricted panel VAR process are considered when long-run cross-sectional dependencies occur. It is shown that the bootstrap cointegration rank tests for the panel VAR model based on levels canonical correlation analysis are oversized, whereas the bootstrap cointegration rank tests based on maximum likelihood framework are undersized. Moreover, the former tests are in general outperformed by the latter in terms of performance. The results of the investigation indicate that the ML-based bootstrap cointegration rank tests perfor
APA, Harvard, Vancouver, ISO, and other styles
5

Li, Yuanyuan, and Dietmar Bauer. "Modeling I(2) Processes Using Vector Autoregressions Where the Lag Length Increases with the Sample Size." Econometrics 8, no. 3 (2020): 38. http://dx.doi.org/10.3390/econometrics8030038.

Full text
Abstract:
In this paper the theory on the estimation of vector autoregressive (VAR) models for I(2) processes is extended to the case of long VAR approximation of more general processes. Hereby the order of the autoregression is allowed to tend to infinity at a certain rate depending on the sample size. We deal with unrestricted OLS estimators (in the model formulated in levels as well as in vector error correction form) as well as with two stage estimation (2SI2) in the vector error correction model (VECM) formulation. Our main results are analogous to the I(1) case: We show that the long VAR approxima
APA, Harvard, Vancouver, ISO, and other styles
6

Baranowski, Paweł, Małgorzata Mazurek, Maciej Nowakowski, and Marek Raczko. "Czy dezagregacja indeksu cen poprawia prognozy polskiej inflacji?" Przegląd Statystyczny. Statistical Review 2010, no. 1 (2010): 17–33. http://dx.doi.org/10.59139/ps.2010.01.2.

Full text
Abstract:
This paper examines whether forecasting CPI components improves CPI forecast. We exploit quarterly data for Poland, disaggregated into 12 components. We follow methodology used in previous studies for Euro Area (Hubrich, 2005; Reijer and Vlaar, 2006). AR, MA, TAR and unrestricted VAR models are estimated using recursive sample and aggregated into CPI. Using out-of-sample forecasts, these models are evaluated and compared to the benchmark -- equivalents for aggregate CPI. The evidence is mixed. VAR component-forecast outperform benchmark. Contrary to VAR, for AR and TAR models we do not find su
APA, Harvard, Vancouver, ISO, and other styles
7

Plagborg-Møller, Mikkel, and Christian K. Wolf. "Local Projections and VARs Estimate the Same Impulse Responses." Econometrica 89, no. 2 (2021): 955–80. http://dx.doi.org/10.3982/ecta17813.

Full text
Abstract:
We prove that local projections (LPs) and Vector Autoregressions (VARs) estimate the same impulse responses. This nonparametric result only requires unrestricted lag structures. We discuss several implications: (i) LP and VAR estimators are not conceptually separate procedures; instead, they are simply two dimension reduction techniques with common estimand but different finite‐sample properties. (ii) VAR‐based structural identification—including short‐run, long‐run, or sign restrictions—can equivalently be performed using LPs, and vice versa. (iii) Structural estimation with an instrument (pr
APA, Harvard, Vancouver, ISO, and other styles
8

Bação, Pedro, Inês Gaspar, and Marta Simões. "Corruption and Economic Growth: The Case of Portugal." Notas Económicas, no. 49 (December 6, 2019): 11–33. http://dx.doi.org/10.14195/2183-203x_49_2.

Full text
Abstract:
In this paper we investigate the impact of corruption on economic growth in Portugal over the period 1980-2018. The empirical approach makes use of a VAR model inspired by the standard Cobb-Douglas aggregate production function. The VAR model includes the capital stock, hours worked, total factor productivity and the corruption perceptions index (CPI) of Transparency International. The CPI combines several sources of information on the level of corruption in each country. The scale of this index goes from 0, the highest level of corruption, to 10, the lowest level. The magnitude of the estimat
APA, Harvard, Vancouver, ISO, and other styles
9

Masoga, Marius, Thabang Kumalo, Bekithemba Qeqe, and Baneng Naape. "Do Energy Prices drive Inflation in South Africa? An unrestricted VAR Approach." Journal of Applied Economics and Business Studies 6, no. 2 (2022): 1–14. http://dx.doi.org/10.34260/jaebs.621.

Full text
Abstract:
This study was aimed at investigating the effects of energy prices on inflation in South Africa. This was achieved by means of econometric analysis and annual time series data spanning from 1994 to 2020. The findings revealed that electricity tariffs and petrol prices exhibit a positive effect on inflation in South Africa. On the contrary, interest rates and the exchange rate as control variables were found to have a negative effect on the inflation rate. The impulse response function indicated that inflation responds positively to innovations in petrol prices, electricity tariffs and money su
APA, Harvard, Vancouver, ISO, and other styles
10

Dejong, David N., and Charles H. Whiteman. "Modeling Stock Prices without Knowing How to Induce Stationarity." Econometric Theory 12, no. 4 (1996): 739–40. http://dx.doi.org/10.1017/s0266466600007027.

Full text
Abstract:
In “Modeling Stock Prices without Knowing How to Induce Stationarity” (1994, Econometric Theory 10, 701–719), we used posterior-odds calculations to evaluate restrictions imposed by a present-value model of stock prices across the equations of a VAR representation of stock prices and dividends. The results we reported are tainted by the omission of two factors: the Jacobians induced by the mapping of our priors over VAR parameters β into the restricted sample spaces relevant under hypotheses H2-H4 (hence, tainting our calculations of p(Hi|y,X) in (22) for i = 2–4), and an integrating constant
APA, Harvard, Vancouver, ISO, and other styles
More sources

Dissertations / Theses on the topic "Unrestricted VAR"

1

Marais, Cornelius Theodorus Rattray. "Geïntegreerde bediening in die opbou van 'n identiteitsgedrewe missionale gemeente." Thesis, University of Pretoria, 2009. http://hdl.handle.net/2263/67789.

Full text
Abstract:
The role that integration and coordination of ministries play in the discovery and development of a missional congregation’s identity is being investigated in this study. The theory of the building up of a congregation is being investigated after which the identity and missional being of a congregation is subjected to scrutiny. It is being argued that the missional congregation identity is a gift from the triune God. This identity is corporative, relational and dynamic and is initiated by God. The challenge for congregations in a post-Christianity world lies in the fact to anew reclaim and dee
APA, Harvard, Vancouver, ISO, and other styles
2

Duarte, Cláudia Filipa Pires. "Essays on mixed-frequency data : forecasting and unit root testing." Doctoral thesis, Instituto Superior de Economia e Gestão, 2016. http://hdl.handle.net/10400.5/11662.

Full text
Abstract:
Doutoramento em Economia<br>Nas últimas décadas, OS investigadores têm tido acesso a bases de dados cada vez mais abrangentes, que incluem séries com frequências temporais mais elevadas e que são divulgadas mais atempadamente. Em contraste, algumas variáveis, nomeadamente alguns dos principais indicadores macroeconómicos, são divulgados com urn desfasamento temporal significativo e com baixa frequência. Esta situação levanta questões sobre como lidar com séries com frequências temporais diferentes, mistas. Ao longo do tempo, várias técnicas têm sido propostas. Esta tese debruça-se sobre uma t
APA, Harvard, Vancouver, ISO, and other styles
3

Hernández, José Luis Sánchez. "A study of dynamics of coupled nonlinear circuits." Available online, Georgia Institute of Technology, 2005, 2004. http://etd.gatech.edu/theses/available/etd-12192004-194550/unrestricted/sanchez%5Fjose%5Fl%5F200505%5Fphd.pdf.

Full text
Abstract:
Thesis (Ph. D.)--Mathematics, Georgia Institute of Technology, 2005.<br>Feodor Vainstein, Committee Member ; Dieci Luca, Committee Member ; Yi Yingfei, Committee Member ; Wang Yang, Committee Member ; Shui-Nee, Chow, Committee Chair. Vita. Includes bibliographical references.
APA, Harvard, Vancouver, ISO, and other styles
4

Kidd, Kathleen A. "Interaction of kudzu, Pueraria montana (Lour.) Merr. var. lobata (Willd.), and arthropods in North Carolina." 2002. http://www.lib.ncsu.edu/theses/available/etd-10282002-172531/unrestricted/etd.pdf.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Barb, Adam Wesley. "Phosphomannose isomerase in Nicotiana tabacum L. NT1 and Apium graveolens var. dulce L. cell suspension cultures." 2002. http://www.lib.ncsu.edu/theses/available/etd-07022002-133330/unrestricted/etd.pdf.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Pusey, Eleanor Louise. "The van Hiele model of reasoning in geometry a literature review /." 2003. http://www.lib.ncsu.edu/theses/available/etd-04012003-202147/unrestricted/etd.pdf.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Book chapters on the topic "Unrestricted VAR"

1

Ooms, Marius. "The Unrestricted VAR and Its Components." In Lecture Notes in Economics and Mathematical Systems. Springer Berlin Heidelberg, 1994. http://dx.doi.org/10.1007/978-3-642-48792-7_2.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Juselius, Katarina. "The unrestricted VAR." In The Cointegrated VAR Model: Methodology and Applications. Oxford University PressOxford, 2006. http://dx.doi.org/10.1093/oso/9780199285662.003.0004.

Full text
Abstract:
Abstract The probability approach in econometrics requires an explicit probability formulation of the empirical model so that a fully specified statistical model can be derived and checked against the data. Assume that we have derived an estimator under the assumption of multivariate normality as demonstrated in the previous chapter.
APA, Harvard, Vancouver, ISO, and other styles
3

Juselius, Katarina. "Testing restrictions on β." In The Cointegrated VAR Model: Methodology and Applications. Oxford University PressOxford, 2006. http://dx.doi.org/10.1093/oso/9780199285662.003.0010.

Full text
Abstract:
Abstract Chapter 7 discussed the eigenvector decomposition of the long-run matrix Π and inter prated the unrestricted estimates as a convenient description of the information given by the covariances of the data.
APA, Harvard, Vancouver, ISO, and other styles
4

Juselius, Katarina. "Specific-to-general and general-to-specific." In The Cointegrated VAR Model: Methodology and Applications. Oxford University PressOxford, 2006. http://dx.doi.org/10.1093/oso/9780199285662.003.0019.

Full text
Abstract:
Abstract Up to this point we have analysed just one set of variables representing a broadly formulated money market model. The unrestricted VAR model estimated at the first stage of the analysis was just a convenient reformulation of the covariances of the data, and bore little resemblance to the underlying economic model. By systematically imposing more and more, statistically acceptable, restrictions on the VAR, we were able to uncover economically meaningful structures in the data. Such a procedure is called general-to specific modelling. However, some of the findings were consistent with o
APA, Harvard, Vancouver, ISO, and other styles
5

Juselius, Katarina. "Identification of the long-run structure." In The Cointegrated VAR Model: Methodology and Applications. Oxford University PressOxford, 2006. http://dx.doi.org/10.1093/oso/9780199285662.003.0012.

Full text
Abstract:
Abstract When the empirical model is estimated with data that are non-stationary in levels, we need to discuss two different identification problems: identification of the long-run structure (i.e. of the cointegration relations) and identification of the short-run structure (i.e. of the equations of the system). The former is about imposing long-run economic structure on the unrestricted cointegration relations, the latter is about imposing short run dynamic adjustment structure on the equations for the differenced process. In this chapter, we shall primarily discuss identification of the long
APA, Harvard, Vancouver, ISO, and other styles
6

Canova, Fabio, Mary Finn, and Adrian R. Pagan. "Evaluating a real business cycle model." In Nonstationary Time Series Analysis and Cointegration. Oxford University PressOxford, 1994. http://dx.doi.org/10.1093/oso/9780198773917.003.0008.

Full text
Abstract:
Abstract Most real business cycle models have been assessed by studying the correspondence of their predictions to a set of stylised facts. This paper argues that such tests are not extensive enough and proposes to evaluate the models using standard econometric procedures. Specifically it is argued that these models should be studied by eliciting the restricted VAR representation underlying them and comparing it with the VAR estimated in an unrestricted way from the underlying data. Allowance is made for cases where the driving forces are integrated and when they are stationary. When forces su
APA, Harvard, Vancouver, ISO, and other styles
7

Ukwueze, Ezebuilo R., Chinasa E. Urama, Henry T. Asogwa, and Oliver E. Ogbonna. "Political Economy of Growth Effects of Defense Expenditure in Nigeria." In Handbook of Research on Military Expenditure on Economic and Political Resources. IGI Global, 2018. http://dx.doi.org/10.4018/978-1-5225-4778-5.ch021.

Full text
Abstract:
National security is as important as the existence of a nation. Nigeria has witnessed consistent rise in defense expenditure, with attendant opportunity costs. Internal threats have contributed immensely to the rise in defense expenditure as proliferation of arms and uprising of different ethno-rival groups and incipient militancy and insurgency have created insecurity in the country. Similar pressure and general insecurity has been intensified by increasing spate of kidnapping, politically motivated killings, ethno-religious uprisings, and terrorist web-like war by the Boko Haram sect. It is
APA, Harvard, Vancouver, ISO, and other styles
8

Jeswald W, Salacuse. "10 Monetary Transfers and Treatment." In The Law of Investment Treaties. Oxford University Press, 2021. http://dx.doi.org/10.1093/law/9780198850953.003.0010.

Full text
Abstract:
This chapter describes the treatment accorded to monetary transfers by investment treaties. Nearly all investment treaties grant covered investors or investments the freedom to make monetary transfers. However, the precise nature of such provisions in particular treaties depends upon the differing interests of host country governments. While investors want broad and unrestricted guarantees on monetary transfers, host states seek, in varying degrees, to limit their commitments with respect to monetary transfers and to subject them to qualifications and exceptions. Although the provisions on mon
APA, Harvard, Vancouver, ISO, and other styles
9

Israel, Jonathan. "The Patriot Revolution, 1780-1787." In The Dutch Republic. Oxford University PressOxford, 1995. http://dx.doi.org/10.1093/oso/9780198730729.003.0042.

Full text
Abstract:
Abstract On the morning of 26 September 1781, copies of a revolutionary booklet entitled Aan het Volk van Nederland (To the People of the Nether lands), published anonymously but written by Baron van der Capellen, were found posted up, and strewn, all over the Republic. Its political message was uncompromising. There had been a time, before the coming of the Habsburgs, when the Dutch people had enjoyed a high level of civil liberty and political freedom, being able to hold the rulers of the different provinces in check by means of the colleges of sworn representatives of the citizenry, the mil
APA, Harvard, Vancouver, ISO, and other styles
10

Chowdappa, V. "ACTIVITY PATTERNS AND AWARENESS OF OPEN ACCESS RESOURCES AMONG ACADEMICS IN KARNATAKA: A CASE STUDY OF BANGALORE UNIVERSITY." In Advancing Library and Information Science: Innovations, Practices, and Future Directions. Vyom Hans Publications, 2025. https://doi.org/10.34256/vadlibs.25.4.35.

Full text
Abstract:
The global Open Access (OA) movement has reshaped the landscape of academic publishing by providing free and unrestricted access to scholarly resources such as research papers, datasets, and journals. The idea behind OA is to make research findings available to all, irrespective of geographic location or institutional affiliation, thus promoting knowledge dissemination and enhancing academic collaboration. In India, Open Access has slowly gained traction, but its usage and awareness among academics vary across regions and institutions. Bangalore University, one of the leading educational insti
APA, Harvard, Vancouver, ISO, and other styles

Conference papers on the topic "Unrestricted VAR"

1

Burentegsh, Dorjjugder, and Péter Elek. "Macroeconomic policy empirical analysis using an unrestricted standard VAR Model." In The European Union’s Contention in the Reshaping Global Economy. Szegedi Tudományegyetem Gazdaságtudományi Kar, 2022. http://dx.doi.org/10.14232/eucrge.2022.11.

Full text
Abstract:
This paper is mainly about key fiscal policy indicators and their interrelations between each other. The model that is used in the analysis is the Vector Autoregressive Model. There are seven variables selected: GDP, Money Supply, Government Revenue, Government Expenditure, Export, Government Debt, and Global Copper Price. Besides VAR estimation, IRFs are computed to define how variables react to certain shocks. The key finding of the research is that both GDP and government revenue are sensitive to copper price changes and the resulting shock. Copper Price is an effective tool to predict thes
APA, Harvard, Vancouver, ISO, and other styles
2

Sağlam, Yağmur, and Hüseyin Avni Egeli. "Real Exchange Rate Effects on Trade and Immiserizing Growth: The Case of Turkey 2003-2013." In International Conference on Eurasian Economies. Eurasian Economists Association, 2014. http://dx.doi.org/10.36880/c05.00863.

Full text
Abstract:
The aim of this study is to examine the long run relationship between real exchange rates and trade within terms of immiserizing growth for Turkey. The relationship between real exchange rates and trade are taking into consideration with two approach which are pass-through and standard theory. So it is observed that which approach is valid for Turkey. Also we tried to see if trade policies which on terms of trade create immiserizing growth or not during the period. We used unrestricted Vector Autoregressive Model (VAR) analysis to see the relationship between real exchange rate and trade rate,
APA, Harvard, Vancouver, ISO, and other styles
3

Wild, Paul, and Lutz Schröder. "A Characterization Theorem for a Modal Description Logic." In Twenty-Sixth International Joint Conference on Artificial Intelligence. International Joint Conferences on Artificial Intelligence Organization, 2017. http://dx.doi.org/10.24963/ijcai.2017/181.

Full text
Abstract:
Modal description logics feature modalities that capture dependence of knowledge on parameters such as time, place, or the information state of agents. E.g., the logic S5-ALC combines the standard description logic ALC with an S5-modality that can be understood as an epistemic operator or as representing (undirected) change. This logic embeds into a corresponding modal first-order logic S5-FOL. We prove a modal characterization theorem for this embedding, in analogy to results by van Benthem and Rosen relating ALC to standard first-order logic: We show that S5-ALC with only local roles is, bot
APA, Harvard, Vancouver, ISO, and other styles
4

Lindberg, Maria, and Börje Johnsson. "Characterisations and Measurements for Free Release: An Overview of the Studsvik Experiences." In ASME 2001 8th International Conference on Radioactive Waste Management and Environmental Remediation. American Society of Mechanical Engineers, 2001. http://dx.doi.org/10.1115/icem2001-1137.

Full text
Abstract:
Abstract The Studsvik site was originally a research facility with many different activities going on. During the years some of the work was ended and the buildings and facilities were free released and some of them torn down. Three research reactors, one in Stockholm and two in Studsvik, have been decommissioned and their sites have been released for unrestricted use. The waste produced was included in the Studsvik waste management system. There are today ongoing decommissioning projects in Studsvik. One is the dismantling and free release of the old Active Central Laboratory, ACL, together w
APA, Harvard, Vancouver, ISO, and other styles
5

Sakalli, Mukaddes, Fahriye Altinay, Mutlu Soykurt, et al. "THE ROLE OF MOOCS IN SOCIAL RESPONSIBILITY LEARNING AND PROJECTS." In eLSE 2021. ADL Romania, 2021. http://dx.doi.org/10.12753/2066-026x-21-199.

Full text
Abstract:
During the outbreak of Covid-19 pandemic which has transformed the way we used to live, learning has been reshaped through MOOCs which aim to offer interactive online courses that vary in anything and length seem to revolutionize the education system all over the globe. Therefore, universities are developing new online platforms to go beyond their academic responsibilities with MOOCs to promote understanding of how universities could better fulfil the societal expectations of the people who want to learn anything in their own pace and interest. This new type of education allows people free acc
APA, Harvard, Vancouver, ISO, and other styles
6

Gheorghiu, Victor. "Ultra-Downsizing of ICEs Based on True Atkinson Cycle Implementations. Thermodynamic Analysis and Comparison on the Indicated Fuel Conversion Efficiency of Atkinson and Classical ICE Cycles." In WCX SAE World Congress Experience. SAE International, 2024. http://dx.doi.org/10.4271/2024-01-2096.

Full text
Abstract:
&lt;div class="section abstract"&gt;&lt;div class="htmlview paragraph"&gt;Ultra-Downsizing (UD) was introduced as an even higher level of downsizing for Internal Combustion Engines ICEs, see [2] SAE 2015-01-1252.&lt;/div&gt;&lt;div class="htmlview paragraph"&gt;The introduction of Ultra Downsizing (UD) aims to enhance the power, efficiency, and sustainability of ICEs while maintaining the thermal and mechanical strain within acceptable limits. The following approaches are utilized: &lt;ol class="list nostyle"&gt;&lt;li class="list-item"&gt;&lt;span class="li-label"&gt;1&lt;/span&gt;&lt;div cla
APA, Harvard, Vancouver, ISO, and other styles
7

Jakubick, Alexander T., and Manfred Hagen. "Environmental Risk and Costs/Benefits of the WISMUT Remediation." In ASME 2003 9th International Conference on Radioactive Waste Management and Environmental Remediation. ASMEDC, 2003. http://dx.doi.org/10.1115/icem2003-4982.

Full text
Abstract:
The Uranium mining and milling activities in Eastern Germany before reunification produced more than 232 000 t of U. Following reunification, £ 6.6 billion were committed to remediation of the left behind liabilities. The inventory of the liabilities comprises operations areas (37 km2), waste rock dumps (311 M m3), tailings (160 M m3), an open pit (84 M m3) and five large underground mines (1.53 M m3). The specific activities are 0.5 to 1 Bq/g for the waste rock, 10 Bq/g for the tailings, up to 500 Bq/g for the water treatment residues and 0.2 to 1 Bq/g for scrap metal. The remediation of the
APA, Harvard, Vancouver, ISO, and other styles
You might also be interested in the extended bibliographies on the topic 'Unrestricted VAR' for particular source types:
Journal articles
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!

To the bibliography