Relevant bibliographies by topics / Variance inflation model

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

Academic literature on the topic 'Variance inflation model'

Author: Grafiati
Published: 4 June 2021
Last updated: 15 February 2022

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Journal articles on the topic "Variance inflation model"

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El Gharamti, Mohamad. "Enhanced Adaptive Inflation Algorithm for Ensemble Filters." Monthly Weather Review 146, no. 2 (2018): 623–40. http://dx.doi.org/10.1175/mwr-d-17-0187.1.

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Spatially and temporally varying adaptive inflation algorithms have been developed to combat the loss of variance during the forecast due to various model and sampling errors. The adaptive Bayesian scheme of Anderson uses available observations to update the Gaussian inflation distribution assigned for every state variable. The likelihood function of the inflation is computed using model-minus-data innovation statistics. A number of enhancements for this inflation scheme are proposed. To prevent excessive deflation, an inverse gamma distribution for the prior inflation is considered. A non-Gau
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Craney, Trevor A., and James G. Surles. "Model-Dependent Variance Inflation Factor Cutoff Values." Quality Engineering 14, no. 3 (2002): 391–403. http://dx.doi.org/10.1081/qen-120001878.

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Bojanic, Antonio N. "A Markov-Switching Model of Inflation in Bolivia." Economies 9, no. 1 (2021): 37. http://dx.doi.org/10.3390/economies9010037.

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The Bolivian inflation process is analyzed utilizing a time-varying univariate and multivariate Markov-switching model (TMS). With monthly data and, beginning in the late 1930s, inflation is accurately described by a univariate TMS. The intercept for the high-inflation regime is significantly higher than for the low-inflation regime and the actual inflation rate mirrors the smoothing probabilities of the Markov process. Additionally, the predicted duration of each regime closely fits the periods when the country experienced low and inordinate high inflation rates. From a long-run perspective a
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Daood Al-Oshaibat, Suleiman, and Hmood H. Banikhalid. "The Impact of Bank Credit on Inflation in Jordan by Using Vector Auto Regression Model: A Case Study of Jordan during 1968-2017." International Business Research 12, no. 5 (2019): 34. http://dx.doi.org/10.5539/ibr.v12n5p34.

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Previous studied revealed mixed results regarding the Banks have an influence on the inflation rate. This study aims at investigating the impact of the bank credit on the inflation rate in Jordan during the period 1968-2017 by using Vector Auto Regression Model (VAR) on the annual data. Necessary tests were conducted for this model such as Unit Root Test, Granger Causality Test, Variance Decomposition and Response Function analysis. The results reveal that there is a mutual effect between the bank credit and the inflation rate. Moreover the study states that there is an explanatory power of th
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Qasim, Tahira Bano, Hina Ali, Natasha Malik, and Malika Liaquat. "Forecasting Inflation Applying ARIMA Model with GARCH Innovation: The Case of Pakistan." Journal of Accounting and Finance in Emerging Economies 7, no. 2 (2021): 305–16. http://dx.doi.org/10.26710/jafee.v7i2.1681.

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Purpose: The research aims to build a suitable model for the conditional mean and conditional variance for forecasting the rate of inflation in Pakistan by summarizing the properties of the series and characterizing its salient features.
 Design/Methodology/Approach: For this purpose, Pakistan’s Inflation Rate is based upon the Consumer Price Index (CPI), ranging from January 1962 to December 2019 has been analyzed. Augmented Dickey Fuller (ADF) test that was used for testing the stationarity of the series. The ARIMA modeling technique is a conditional mean and GARCH model for conditional
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Miyoshi, Takemasa. "The Gaussian Approach to Adaptive Covariance Inflation and Its Implementation with the Local Ensemble Transform Kalman Filter." Monthly Weather Review 139, no. 5 (2011): 1519–35. http://dx.doi.org/10.1175/2010mwr3570.1.

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In ensemble Kalman filters, the underestimation of forecast error variance due to limited ensemble size and other sources of imperfection is commonly treated by empirical covariance inflation. To avoid manual optimization of multiplicative inflation parameters, previous studies proposed adaptive inflation approaches using observations. Anderson applied Bayesian estimation theory to the probability density function of inflation parameters. Alternatively, Li et al. used the innovation statistics of Desroziers et al. and applied a Kalman filter analysis update to the inflation parameters based on
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Marcoulides, Katerina M., and Tenko Raykov. "Evaluation of Variance Inflation Factors in Regression Models Using Latent Variable Modeling Methods." Educational and Psychological Measurement 79, no. 5 (2018): 874–82. http://dx.doi.org/10.1177/0013164418817803.

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A procedure that can be used to evaluate the variance inflation factors and tolerance indices in linear regression models is discussed. The method permits both point and interval estimation of these factors and indices associated with explanatory variables considered for inclusion in a regression model. The approach makes use of popular latent variable modeling software to obtain these point and interval estimates. The procedure allows more informed evaluation of these quantities when addressing multicollinearity-related issues in empirical research using regression models. The method is illus
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Lewis, Karen K. "Inflation risk and asset market disturbances: The mean-variance model revisited." Journal of International Money and Finance 7, no. 3 (1988): 273–88. http://dx.doi.org/10.1016/0261-5606(88)90031-9.

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Yu, Mei, Qian Gao, Zijian Liu, Yike Zhou, and Dan Ralescu. "A Study on the Optimal Portfolio Strategies Under Inflation." Journal of Systems Science and Information 3, no. 2 (2015): 111–32. http://dx.doi.org/10.1515/jssi-2015-0111.

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AbstractThis paper tests the inflation hedging ability of four categories of important financial assets in China: Commodity futures, real estate, gold and industry stock and select the assets that have significant inflation hedging effect. Then the authors construct the mean-variance model under the inflation factor, using the selected assets to construct the inflation hedging portfolio, solving the model and obtain the optimal investment strategy with inflation protection function. The result shows that the portfolio constructed by the model have more stable real returns and its inflation hed
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Pham, Van Anh. "Exchange rate pass-through into inflation in Vietnam: evidence from VAR model." Journal of Economics and Development 21, no. 2 (2019): 144–55. http://dx.doi.org/10.1108/jed-07-2019-0013.

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Purpose The purpose of this paper is to examine and analyze the exchange rate pass-through into inflation (ERPT) in Vietnam. Design/methodology/approach The paper examines and analyzes the ERPT in Vietnam by applying vector autoregression model over the period 2008‒2018. Findings The key finding of the research is that from the impulse response results, the transmission of exchange rate shocks to inflation is significant in Vietnam, and this is incomplete exchange rate pass-through. Moreover, the evidence from variance decompositions argues that exchange rate is an important factor to explain
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Dissertations / Theses on the topic "Variance inflation model"

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Lehmann, Rüdiger. "On the formulation of the alternative hypothesis for geodetic outlier detection." Hochschule für Technik und Wirtschaft Dresden, 2014. http://nbn-resolving.de/urn:nbn:de:bsz:520-qucosa-148629.

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The concept of outlier detection by statistical hypothesis testing in geodesy is briefly reviewed. The performance of such tests can only be measured or optimized with respect to a proper alternative hypothesis. Firstly, we discuss the important question whether gross errors should be treated as non-random quantities or as random variables. In the first case, the alternative hypothesis must be based on the common mean shift model, while in the second case, the variance inflation model is appropriate. Secondly, we review possible formulations of alternative hypotheses (inherent, deterministic,
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Lehmann, Rüdiger. "On the formulation of the alternative hypothesis for geodetic outlier detection." Springer Verlag, 2013. https://htw-dresden.qucosa.de/id/qucosa%3A23274.

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The concept of outlier detection by statistical hypothesis testing in geodesy is briefly reviewed. The performance of such tests can only be measured or optimized with respect to a proper alternative hypothesis. Firstly, we discuss the important question whether gross errors should be treated as non-random quantities or as random variables. In the first case, the alternative hypothesis must be based on the common mean shift model, while in the second case, the variance inflation model is appropriate. Secondly, we review possible formulations of alternative hypotheses (inherent, deterministic,
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Bhaktha, Nivedita. "Properties of Hurdle Negative Binomial Models for Zero-Inflated and Overdispersed Count data." The Ohio State University, 2018. http://rave.ohiolink.edu/etdc/view?acc_num=osu1543573678017356.

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Wong, Ki-cheong, and 王祺昌. "Inflation and late time acceleration of the universe by variable Branetension on Braneworld model." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2009. http://hub.hku.hk/bib/B43224015.

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Wong, Ki-cheong. "Inflation and late time acceleration of the universe by variable Brane tension on Braneworld model." Click to view the E-thesis via HKUTO, 2009. http://sunzi.lib.hku.hk/hkuto/record/B43224015.

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Books on the topic "Variance inflation model"

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Simone, Francisco Nadal-De. An investigation of output variance before and during inflation targeting. International Monetary Fund, Western Hemisphere Department, 2001.

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Varoufakis, Yanis. A real target model of wage inflation with variable union power: The UK experience 1962-1984. The Economics Research Centre, University of East Anglia, 1988.

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Blang, Hans-Georg. Die Variabilität relativer Preisänderungen und die Varianz monetärer Aggregate. P. Lang, 1986.

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Erceg, Christopher J. Tradeoffs between inflation and output-gap variances in an optimizing-agent model. 1998.

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Book chapters on the topic "Variance inflation model"

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Handa, Nidhi, S. R. Singh, and Neha Punetha. "Impact of Inflation on Production Inventory Model with Variable Demand and Shortages." In Inventory Optimization. Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-16-1729-4_3.

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Gylych, Jelilov, Abdullahi Ahmad Jibrin, Bilal Celik, and Abdurrahman Isik. "Impact of Oil Price Fluctuation on the Economy of Nigeria, the Core Analysis for Energy Producing Countries." In Energy Management Systems in Process Industries - Current Practice and Challenges in Era of Industry 4.0 [Working Title]. IntechOpen, 2020. http://dx.doi.org/10.5772/intechopen.94055.

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The study aims to find the short-run empirical analyses of the impact of oil price fluctuation on the monetary instrument (Exchange rate, Inflation, Interest rate) in Nigeria. We explored the frequently used Toda–Yamamoto model (TY) model, by adopting the TY Modified Wald (MWALD) test approach to causality, Forecast Error Variance Decomposition (FEVD) and Impulse Response Functions (IRFs).The study covered the period 1995 to 2018 (monthly basis), and our findings from MWALD test indicated that there is a uni-directional causality of the log of oil price (lnoilpr) to log of the exchange rate (lnexchr) at 10% level of significance, also there is a contemporaneous response of log of consumer price index (lncpi) to log of exchange rate (lnexchr) and log of interest rate (lnintr), and jointly (lnoilpr, lncpi and lnintr) granger cause lncpi. Also at 5% level of significance lnintr responded due to positive change in lnoilpr and lnexchr, and jointly causes lnintr at 5% level of significance. This is complimented with our findings in FEVDs, and IRFs. The empirical analyses shows that oil price is a strong determining factor of exchange rate, cost of borrowing and directly influences inflationary or deflationary tendencies in Nigeria..
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Ben Romdhane Loukil, Youssra, Souhaila Kammoun, and Imen Ouerghi. "Greenfield FDI Determinants in the MENA Region." In Handbook of Research on the Empirical Aspects of Strategic Trade Negotiations and Management. IGI Global, 2021. http://dx.doi.org/10.4018/978-1-7998-7568-0.ch014.

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The purpose of the chapter is twofold. Firstly, the authors intend to identify the main determinants of Greenfield FDI in a context of political and economic changes by choosing inflation, trade freedom, and investment freedom as macroeconomic variables and political instability as an institutional variable. Secondly, they determine which environmental sector may affect this mode of foreign investment in MENA region. Using dynamic panel models on a sample of 13 countries over the period 2010-2018, they perform econometric modeling to measure the relationship between Greenfield FDI, macroeconomic aggregates, and the relationship between FDI and the environmental sector. They find that trade openness stimulates foreign investment in MENA region and that the lack of inflation control may disrupt the inflow of Greenfield FDI since it reflects the economic stability of the host countries. Furthermore, there is a positive relationship between Greenfield FDI and environmental sectors. The chapter suggests some relevant practical implications to improve the attractiveness of Greenfield FDI in the MENA region.
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Shin, Youseop. "Time Series Analysis with Two or More Time Series." In Time Series Analysis in the Social Sciences. University of California Press, 2017. http://dx.doi.org/10.1525/california/9780520293168.003.0006.

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Chapter Six explains time series analysis with one or more independent variables. The dependent variable is the monthly violent crime rates and the independent variables are unemployment rates and inflation. This chapter discusses several topics related to the robustness of estimated models, such as how to prewhiten a time series, how to deal with trends and seasonal components, how to deal with autoregressive residuals, and how to discern changes of the dependent variable caused by independent variables from its simple continuity. This chapter also discusses the concepts of co-integration and long-memory effect and related topics such as error correction models and autoregressive distributive lags models.
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Das, Chandrika Prasad, and Rabindra Kumar Swain. "Determinants of Market Capitalization in India and Its Impact." In Behavioral Finance and Decision-Making Models. IGI Global, 2019. http://dx.doi.org/10.4018/978-1-5225-7399-9.ch009.

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The purpose of this chapter is to study the determinants of market capitalization and to investigate the impact of determinants of market capitalization. This chapter uses secondary data from 2003-2016 relating to market capitalization, income per capita, stock market liquidity, etc. The study employed descriptive test and normality test to describe the basic features of data and their distribution. The multicollinearity test has also been used to check the interdependence among independent variables. Multiple regression statistics has been used to determine the impact of independent variables on dependent variable. The results show that there is a positive impact of determinants on development of stock market except political risk and inflation. The findings will help stock market authority, individuals, and companies to understand the factors that affect share prices.
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Gorman, D., S. Jerrams, R. Ekins, and N. Murphy. "Generating a variable uniform magnetic field suitable for fatigue testing magnetorheological elastomers using the bubble inflation method." In Constitutive Models for Rubber VIII. CRC Press, 2013. http://dx.doi.org/10.1201/b14964-122.

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"Generating a variable uniform magnetic field suitable for fatigue testing magnetorheological elastomers using the bubble inflation method." In Constitutive Models for Rubber VIII. CRC Press, 2013. http://dx.doi.org/10.1201/b14964-124.

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Dutta, Kunal. "Empirical Analysis of Economic Cooperation." In Regional Trade and Development Strategies in the Era of Globalization. IGI Global, 2020. http://dx.doi.org/10.4018/978-1-7998-1730-7.ch011.

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One of the crucial parts of globalization is the upsurge in the volume of Foreign Direct Investment (FDI) inflows across economies. Thus, it becomes inevitable for the mutual benefit of the countries among themselves as it promotes economic cooperation between them. Due to the favorable demography and increasing population size, MINT economies (Mexico, Indonesia, Nigeria, and Turkey) gain particular attention to FDI for GDP growth. Hence, this chapter analyzes the paramount determinants of GDP growth of MINT economies in the period of 2000-2019. To fulfill the purpose of the study, a linear regression model and pooled data analysis statistical technique are employed. GDP is taken as a dependent variable, while some key factors like inflation, unemployment, FDI, and trade openness are taken as independent variables.
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Conference papers on the topic "Variance inflation model"

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Wang, Zi-Hao, and Zao-Jian Zou. "Quantifying Multicollinearity in Ship Manoeuvring Modeling by Variance Inflation Factor." In ASME 2018 37th International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2018. http://dx.doi.org/10.1115/omae2018-77121.

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Parameter drift is a tricky problem in system identification, and collinearity in the identified model is considered to be its cause in the field of statistical learning. To diminish the parameter drift and identify the model parameters more accurately, a better understanding of the characteristics of collinearity is necessary. System identification is one of the effective modeling methods in the study of ship manoeuvrability. This paper aims at quantifying and analyzing the collinearity in the modeling of ship manoeuvring motion by using Variance Inflation Factor (VIF). By utilizing the multi
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Ragavan, Anpalaki J., Cahit A. Evrensel, and Peter Krumpe. "A Study on the Parameters Influencing Clearance of Mucus During Cough in a Model Trachea." In ASME 2011 Summer Bioengineering Conference. American Society of Mechanical Engineers, 2011. http://dx.doi.org/10.1115/sbc2011-53941.

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There are large numbers of physiological, material and geometrical parameters that influence the efficiency of clearance of mucus by cough in human airways. In this study the effect of ten independent variables on the displacement of simulated airway mucus in a rigid model trachea during cough is explored. This is the first attempt in combining these 10 parameters into a single non-dimensional group. Eight hundred (800) different combinations of these parameters are used to test its feasibility experimentally. All independent variables had variance inflation less than 10 indicating adequate in
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Yılmaz, Fatih, Onur Şeker, and Eren Pektaş. "Testing The Validity of The Phillips Curve for Turkey With Vector Autoregressive and Markov Switching Models on The Basis of Inflation and Unemployment." In International Conference on Eurasian Economies. Eurasian Economists Association, 2019. http://dx.doi.org/10.36880/c11.02349.

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In this study, we tested the validity of the Phillips Curve for Turkey. We used Markov Switching Model for examine the relationship between two variables in different regime periods, Engle Granger Causality Test for detect the causality between two variables, Johansen Cointegration Test for observe the long term equilibrium relationship and The Impulse Response Analysis and Variance Decomposition Analysis for investigate the explanatory effect of two variables on each other. As a result of the analysis, it was determined that Inflation and Unemployment act together in the short and long term.
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Köse, Nezir, and Mehmet Kenan Terzioğlu. "Effects of Inflation Uncertainty on Inflation, Growth, Interest Rate and Exchange Rate in Turkey." In International Conference on Eurasian Economies. Eurasian Economists Association, 2014. http://dx.doi.org/10.36880/c05.00994.

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In this study, the effects of inflation uncertainty to inflation, economic growth, real exchange rate and interest rate is investigated in the framework of BEKK-MGARCH and DCC-MGARCH models by using the 1987Q1–2013Q3 quarterly periods data in the perspective of Turkey’s economic structure. High inflation periods before 2003 and low inflation periods after 2003 was evaluated separately by means of slope dummy variable. The findings show that during both high and low inflation periods inflation uncertainty does not affect the exchange rate and has an increasing effect on inflation. Whereas, it i
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Bal, Harun, Esma Erdoğan, and Berk Palandökenlier. "The Relationship Between Inflation and Nominal Interest Rate: Case of Selected Countries." In International Conference on Eurasian Economies. Eurasian Economists Association, 2019. http://dx.doi.org/10.36880/c11.02322.

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When the empirical studies in the literature on inflation and interest relation are examined, it can be seen that a positive or negative change in one of these two variables has a significant effect on the other variable. This situation reveals the necessity of evaluating the relationship between variables within the framework of cause and effect. In this study, the relationship between inflation, interest rates, showing similar macroeconomic structures Turkey, Indonesia and Brazil the country for the period 1985-2018 using annual data sets separately for each country were explained by the VAR
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Mirzazadeh, Abolfazl, Abdul Halim Hakim, Pandian Vasant, and Nader Barsoum. "EFFECTS OF VARIABLE INFLATIONARY CONDITIONS ON AN INVENTORY MODEL WITH INFLATION-PROPORTIONAL DEMAND RATE." In POWER CONTROL AND OPTIMIZATION: Proceedings of the Second Global Conference on Power Control and Optimization. AIP, 2009. http://dx.doi.org/10.1063/1.3223944.

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Can, Ufuk, Zeynep Gizem Can, and Harun Bal. "Unemployment Hysteresis Revisited: The Case of Turkey." In International Conference on Eurasian Economies. Eurasian Economists Association, 2019. http://dx.doi.org/10.36880/c11.02274.

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This study aims to investigate the stability of unemployment rate in Turkey with the data set covering approximately a century and starting from 1923. The stability of the unemployment rate is examined the unit root tests, the variance ratio tests and the fractional integration models by following the studies in the literature. Almost all tests and models indicate that the unemployment rate series is not stationary. These findings show that the shocks in the economy and the stabilization policies implemented bring about permanent changes in the natural rate of unemployment. While the unemploym
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Özkan, Turgut, and Çiğdem Kolay. "The Empirical Analysis of the Basic Factors Effecting the Gold Market in Turkey." In International Conference on Eurasian Economies. Eurasian Economists Association, 2016. http://dx.doi.org/10.36880/c07.01728.

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The gold which is the most important metal known since seven thousand years and is located in the first place among the precious metals protects being the saving mean. Gold increasingly preferred in industry due to the technological purposes, and because of its mentioned specifications creates the significant price fluctuations within its specific market structure. In this study, the basic national factors effecting the gold market in Turkey were tested in terms of empiric. Weighted average gold prices used as a dependent variable; whereas basket exchange rate, BIST 100 index, deposit interest
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Sedighi, Somayeh, and Miklós Szanyi. "Good governance." In The Challenges of Analyzing Social and Economic Processes in the 21st Century. Szegedi Tudományegyetem Gazdaságtudományi Kar, 2020. http://dx.doi.org/10.14232/casep21c.10.

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Resource-rich countries experience a slow development rate in manufacturing sectors compared to countries with scarce resources. it has been a challenge to demystify the slow development in manufacturing sectors in those countries, therefore this study aimed to develop an efficient model to estimate the effects of good governance and natural resource rents on the performance of manufacturing export in countries endowed in natural resources. In this study world bank data for the year, 2000 to 2016 and the panel data model from 14 countries rich in natural resources were used alongside the six d
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Trancossi, Michele, Antonio Dumas, and Mauro Madonia. "Morfoplane: Energetic Analysis of a Novel Green Aerial Vehicle Concept." In ASME 2013 7th International Conference on Energy Sustainability collocated with the ASME 2013 Heat Transfer Summer Conference and the ASME 2013 11th International Conference on Fuel Cell Science, Engineering and Technology. American Society of Mechanical Engineers, 2013. http://dx.doi.org/10.1115/es2013-18166.

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Costs of Helium are increasing more rapidly than provided by economic analysts because of the high demanded if compared with actual production possibilities. These economic disadvantages are slowing many airship projects, because of the necessary costs that need to be faced for initial inflation. They are forcing the definition of novel airship architectures which could use hydrogen as buoyant gas with a higher level of safety than in the past. This paper starts from those economic issues to define a general model based on the variable volume airship defined in the MAAT cruiser-feeder airship
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