Gotowe bibliografie tematyczne / VECM

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  1. Artykuły w czasopismach
  2. Rozprawy doktorskie
  3. Książki
  4. Części książek
  5. Streszczenia konferencji
  6. Raporty organizacyjne

Gotowa bibliografia na temat „VECM”

Autor: Grafiati
Data publikacji: 4 czerwca 2021
Data aktualizacji: 25 lipca 2025

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Artykuły w czasopismach na temat "VECM"

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Hapsari, Meilina Retno, Suci Astutik, and Loekito Adi Soehono. "VECM and Bayesian VECM for Overparameterization Problem." Journal of Physics: Conference Series 1811, no. 1 (2021): 012086. http://dx.doi.org/10.1088/1742-6596/1811/1/012086.

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Usman, Mustofa, Luvita Loves, Edwin Russel, et al. "Analysis of Some Energy and Economics Variables by Using VECMX Model in Indonesia." International Journal of Energy Economics and Policy 12, no. 2 (2022): 91–102. http://dx.doi.org/10.32479/ijeep.11897.

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Time series modeling analysis is one of the methods to forecast based on past data and conditions. The analytical tool that is commonly used to forecast multivariate time series data is the Vector Autoregressive (VAR) model. However, when the variables have cointegration and stationary at the first difference value, then the VAR model is modified into the Vector Error Correction Model (VECM). In VECM, all variables can be used as endogenous variables. If exogenous variables are involved in the VECM model, then the model is called as Vector Error Correction Model with Exogenous variables (VECMX
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Rahman, Matiur. "EFFECTS OF DEMOGRAPHIC TRANSITION ON JAPAN’S ECONOMIC GROWTH AND INFLATION." International Journal of Business & Economics (IJBE) 7, no. 1 (2022): 186–201. http://dx.doi.org/10.58885/ijbe.v07i1.186.mr.

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This study empirically explores the likely effects of active-age and elderly populations on Japan’s real GDP growth and inflation. Annual data from 1986 to 2019 are used to avoid the COVID-19 unusual period. DF-GLS and Ng-Perron unit root tests, ARDL bounds testing procedure for co-integration and associated VECMs are implemented. Unit root tests results display a mixture of I(0) and I(1) behaviors of variables with no I(2) behavior. An ARDL bound testing confirms co-integrating relationship among the variables in both real GDP growth and inflation equations. Their respective associated VECM r
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BRAILSFORD, T. J., JACK PENM, and R. D. TERRELL. "TESTING PPP BY MEANS OF ZNZ PATTERNED VECM." International Journal of Theoretical and Applied Finance 11, no. 04 (2008): 345–62. http://dx.doi.org/10.1142/s021902490800483x.

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Vector error-correction models (VECM) are increasingly being used to capture dynamic relationships between financial variables. Estimation and interpretation of such models can be enhanced if zero restrictions are allowed in the coefficient matrices. Conventional use of full-order models may weaken the power of statistical inferences due to over-parameterization. The paper demonstrates the usefulness of this approach for the analysis of exchange rate relationships. Specifically, the paper examines the relationship between the money supply and the Euro and provides a test of purchasing power pa
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Maida, Nazira, Nanda Safarida, and Iskandar. "Pengaruh Inflasi, BI Rate dan IHSG Terhadap Nilai Aktiva Bersih Reksadana Syariah di Indonesia Periode 2015-2020." JIM: Jurnal Ilmiah Mahasiswa 4, no. 1 (2022): 57–76. http://dx.doi.org/10.32505/jim.v4i1.3921.

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Penelitian ini bertujuan untuk mengetahui pengaruh jangka pendek dan jangka panjang inflasi, BI rate dan IHSG terhadap Nilai Aktiva Bersih (NAB) reksadana syariah di Indonesia. Metode yang digunakan yaitu pendekatan kuantitatif. Penelitian ini menggunakan data sekunder yang diperoleh dari Otoritas Jasa Keuangan (OJK), Bank Indonesia (BI) dan Bursa Efek Indonesia (BEI). Data yang digunakan dalam bentuk periode per bulan mulai tahun 2015 hingga 2020 yang di publish selama 5 tahun berturut-turut. Metode analisis data menggunakan teknik analisis VAR (Vector Auto Regressive)/VECM (Vector Error Corr
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Zhou, Rui, Guangyu Xing, and Min Ji. "Changes of Relation in Multi-Population Mortality Dependence: An Application of Threshold VECM." Risks 7, no. 1 (2019): 14. http://dx.doi.org/10.3390/risks7010014.

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Standardized longevity risk transfers often involve modeling mortality rates of multiple populations. Some researchers have found that mortality indexes of selected countries are cointegrated, meaning that a linear relationship exists between the indexes. Vector error correction model (VECM) was used to incorporate this relation, thereby forcing the mortality rates of multiple populations to revert to a long-run equilibrium. However, the long-run equilibrium may change over time. It is crucial to incorporate these changes such that mortality dependence is adequately modeled. In this paper, we
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Choi, Cha Soon. "A Study on the Long-Term Equilibrium Relationship between the Housing Market and Macroeconomic Variables: Focused on VECM and VAR Models." Korea Real Estate Society 70 (December 31, 2023): 319–41. http://dx.doi.org/10.37407/kres.2023.41.4.319.

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This paper was empirically conducted to compare the explanatory power of the Vector Error Correction Model (VECM) and Vector Autoregressive Model (VAR Model) in predicting the long-term equilibrium relationship between housing prices and macroeconomic variables. The analysis period spans from January 1987 to July 2023. The analysis results are as follows. First, it is found that there exists one cointegration relationship among housing prices, stock prices, liquidity, 5-year yield of government housing bonds, and income. Therefore, the VECM model can be applied to analyze the long- and short-t
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Hasnita and Hilma Mutiara Winata. "PENGARUH HARGA BROILER DAN HARGA JAGUNG TERHADAP HARGA KARKAS DENGAN PENAMBAHAN CALENDAR EFFECTS MENGGUNAKAN METODE VECM-X." Journal of Social and Economics Research 6, no. 1 (2024): 2086–97. http://dx.doi.org/10.54783/jser.v6i1.508.

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Tujuan dari penelitian ini adalah untuk mengetahui pengaruh harga broiler dan harga jagung terhadap harga karkas dengan menerapkan analisis Vector Autoregressive (VAR) serta menerapkan metode VAR dengan ditambahkan calendar effects (VAR-X) dan jika data tidak stasioner pada level dan terdapat kointegrasi maka digunakan vector error correction model (VECM-X). Hal ini didasarkan pula pada pertimbangan untuk melihat apakah ada perbedaan harga ketika terdapat kejadian hari raya tertentu dan hari biasa. Hasil analisis dengan VECM pada lag 13 untuk harga karkas menyatakan bahwa terdapat beberapa hub
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Deng, Qi. "A generalized VECM/VAR-DCC/ADCC framework and its application in the Black-Litterman model." China Finance Review International 8, no. 4 (2018): 453–67. http://dx.doi.org/10.1108/cfri-07-2016-0095.

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Purpose The existing literature on the Black-Litterman (BL) model does not offer adequate guidance on how to generate investors’ views in an objective manner. Therefore, the purpose of this paper is to establish a generalized multivariate Vector Error Correction Model (VECM)/Vector Auto-Regressive (VAR)-Dynamic Conditional Correlation (DCC)/Asymmetric DCC (ADCC) framework, and applies it to generate objective views to improve the practicality of the BL model. Design/methodology/approach This paper establishes a generalized VECM/VAR-DCC/ADCC framework that can be utilized to model multivariate
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Ula, Tajul, Rollis Juliansyah, Okta Rabiana Risma, and Nanda Herijal Putera. "ANALISIS HUBUNGAN KEMISKINAN, PDRB, TRANSFER PEMERINTAH, PAD DAN BELANJA MODAL DI ACEH ERA OTONOMI KHUSUS." EKOMBIS: JURNAL FAKULTAS EKONOMI 7, no. 2 (2021): 98. http://dx.doi.org/10.35308/ekombis.v7i2.4414.

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Isu Provinsi Aceh sebagai daerah termiskin di Sumatera dengan anggaran daerah yang didukung transfer dana otonomi khusus dari DAU-N sejak tahun 2008 merupakan isu dalam penelitian ini. Model Vector Error Correction Model (VECM) digunakan sebagai model analisis untuk melihat interakasi antar variabel dalam penelitian ini. Variabel yang digunakan dalam model VECM ini adalah Kemiskinan, PDRB,Transfer Pemerintah, PAD, dan Belanja Modal. Hasil estimasi VECM menunjukkan dalam jangka pendek hanya satu variabel signifikan pada taraf nyata lima persen ditambah satu variabel error correction. Adanya dug
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Rozprawy doktorskie na temat "VECM"

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Hedlin, My. "To what extent do expansions of infrastructure construct economic growth?" Thesis, KTH, Fastigheter och byggande, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-147581.

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This thesis shows that the relationship between economic growth and expansions of telephone main lines and electricity generating capacity is two-way, when looking at the period of 1955 - 1995 and half of the world's countries. In other words, expansions of these two kinds of infrastructure seem to both initiate and be induced by economic growth, highlighting the problem of much previous research that does not account for a bi-directional relationship. Furthermore, this research suggests that the effect that these two kinds of infrastructure have on economic growth was during this period great
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Ryhage, Marcus. "Dynamics of U.S. House Prices : A VECM Approach." Thesis, Umeå universitet, Nationalekonomi, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-172358.

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This paper aims to analyze the U.S. house price dynamics to estimate a long-term equilibrium price level for the U.S. housing market, using fundamental underlying macroeconomic factors. For this, in line with the empirical literature, a vector error-correction model is employed. The results find a cointegrating relationship between the housing prices and its long-run driving factors: Residential Investment Ratio (RIR), Personal Disposable Income (PDI), and Construction Cost (CC), implying that these factors have a decisive role in determining equilibrium level of U.S. house prices. The estimat
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Le, Quyet. "Analys av en dynamisk bostadsmarknad : En tillämpning av VECM." Thesis, Örebro universitet, Handelshögskolan vid Örebro Universitet, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-58417.

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Cachapa, Filipe Miguel de Mira Ferreira Marques. "Os determinantes do preço do petróleo crude e o papel da especulação financeira." Master's thesis, Universidade de Évora, 2019. http://hdl.handle.net/10174/26519.

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O preço do barril de petróleo crude representa uma série temporal de elevada volatilidade, que tem sido alvo de estudo por parte de diversos autores e investigadores. O estudo presente nesta dissertação de mestrado tem como objetivos: encontrar variáveis económicas e financeiras que influenciem significativamente o preço do barril de petróleo e ajudem a explicar as variações observáveis nessa série temporal; explorar o papel da especulação financeira relativamente à commodity em questão. Para tal, recorreu-se a técnicas de modelação financeira que permitiram analisar a influência de variáveis
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Carmona, Nuno Manuel Rosa Paias Silva de Oliveira. "Modelação econométrica da procura de electricidade em Portugal continental: uma aplicação empírica." Master's thesis, Instituto Superior de Economia e Gestão, 2006. http://hdl.handle.net/10400.5/777.

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Mestrado em Econometria Aplicada e Previsão<br>A energia eléctrica é um recurso fundamental no funcionamento das sociedades modernas. A procura de electricidade, a identificação das suas principais condicionantes e a análise à forma como se relacionam com aquela têm sido alvo de estudos diversos. Com frequência, esses estudos visam igualmente a previsão da evolução da procura de electricidade. O presente trabalho partilha, em termos gerais, objectivos semelhantes, procurando concretizá-los para o caso português, recorrendo à utilização da metodologia econométrica para a análise de séries tempo
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Soto, Paula Andrea. "Arbitragem estatística no mercado brasileiro de ações: uma abordagem por VECM." reponame:Repositório Institucional do FGV, 2016. http://hdl.handle.net/10438/16990.

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Submitted by Paula Andrea Soto (paulaandreasoto@hotmail.com) on 2016-09-05T12:30:23Z No. of bitstreams: 1 Paula Andrea Soto Dissertacao.pdf: 4060630 bytes, checksum: a38f57b1ee13eb3c036f96d824c204fe (MD5)<br>Approved for entry into archive by Renata de Souza Nascimento (renata.souza@fgv.br) on 2016-09-05T18:26:52Z (GMT) No. of bitstreams: 1 Paula Andrea Soto Dissertacao.pdf: 4060630 bytes, checksum: a38f57b1ee13eb3c036f96d824c204fe (MD5)<br>Made available in DSpace on 2016-09-05T18:28:40Z (GMT). No. of bitstreams: 1 Paula Andrea Soto Dissertacao.pdf: 4060630 bytes, checksum: a38f57b1ee13eb
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Hu, Zhejin. "Time Series Forecasting Model for Chinese Future Marketing Price of Copper and Aluminum." Digital Archive @ GSU, 2008. http://digitalarchive.gsu.edu/math_theses/60.

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This thesis presents a comparison for modeling and forecasting Chinese futures market of copper and aluminum with single time series and multivariate time series under linear restrictions. For single time series, data transformation for stationary purpose has been tested and performed before ARIMA model was built. For multivariate time series, co-integration rank test has been performed and included before VECM model was built. Based on selected models, the forecasting shows multivariate time series analysis has a better result than single time series, which indicates utilizing the relationshi
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Carvalho, Gonçalo Nuno Brites de. "A relação entre as exportações e o crescimento económico : análise do caso português." Master's thesis, FEUC, 2015. http://hdl.handle.net/10316/28500.

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Trabalho de projeto do mestrado em Economia (Economia Financeira), apresentado à Faculdade de Economia da Universidade de Coimbra, sob a orientação de António Portugal Duarte.<br>A hipótese Export-led-Growth defende que a promoção das exportações é fundamental para o reforço do crescimento económico. Contudo, nenhum consenso foi alcançado sobre a causalidade entre as duas variáveis. Este trabalho tem como objetivo reexaminar a hipótese Export-led-Growth em Portugal para o período 1970-2012, aplicando técnicas econométricas usuais para o estudo de séries temporais, como a análise de estacio
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Ripamonti, Alexandre. "Fórmula de valoração racional (RVF) e variabilidade no tempo das taxas de retorno de ativos no Brasil." Universidade Presbiteriana Mackenzie, 2011. http://tede.mackenzie.br/jspui/handle/tede/782.

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Made available in DSpace on 2016-03-15T19:30:48Z (GMT). No. of bitstreams: 1 Alexandre Ripamonti.pdf: 1715355 bytes, checksum: bafe49730ceb2c3f261ef6a51ffb5f5c (MD5) Previous issue date: 2011-08-22<br>Fundo Mackenzie de Pesquisa<br>Rational valuation formula and time varying cointegration are the main thesis´ concepts, under the Muth´s (MUTH, 1961) rational expectations and theory of price movements as underlying theory, and also testing the null of time invariant error correction mechanisms and another one of inequality of fundamental value and share´s price. The data were obtained from Bra
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Silber, Frank. "Makroökonometrische Anpassungsanalyse im Vector-Error-Correction-Model (VECM) : Untersuchungen an ausgewählten Arbeitsmärkten /." Frankfurt am Main: Lang, 2003. http://www.gbv.de/dms/zbw/362076561.pdf.

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Książki na temat "VECM"

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Engert, Walter. Forecasting inflation with the M1-VECM: Part two. Bank of Canada, 1998.

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Francis, Neville. Monetary policy in a Markov-switching VECM: Implications for the cost of disinflation and the price puzzle. Federal Reserve Bank of St. Louis, 2003.

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Kularatne, Chandana. An examination of the impact of financial deepening on long-run economic growth: An application of a VECM structure to a middle-income country context. Econometric Research Southern Africa, 2001.

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Hlatký, Edmund. História vecí. Smena, 1988.

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Kolšek, Peter. Nikoli več. Literarno-umetniško društvo Literatura, 2005.

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Posada, Jorge Enrique Mendoza. Vem mulher, vem sempre--. Mazza Edições, 1993.

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Tomsons, Teodors. Kliedziens: Veci avīžraksti. Jumara, 1988.

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Jež, Boris. Yu, nikoli več? Slon, 1994.

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Cohen, Doudou Gentille. J'Ai Vecu Auschwitz. La Pensee Universelle, 1986.

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Bjerstedt, Staffan. Vem är vem i svensk humor. Staffan Bjerstedt, 2006.

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Części książek na temat "VECM"

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Gherghina, Ştefan Cristian. "A Vector Error Correction Model (VECM) Approach." In Sustainable Finance. Springer International Publishing, 2023. http://dx.doi.org/10.1007/978-3-031-43864-6_3.

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Mokoena, Naledi Blessing, Johannes Tshepiso Tsoku, and Martin Chanza. "Modelling External Debt Using VECM and GARCH Models." In Intelligent Computing & Optimization. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-93247-3_57.

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Venkat, Narasimhan R., Udayan Chanda, and Yashvardhan Sharma. "Marketing Metrics and Advertisement Campaign Budget: A VECM Approach." In Handbook of Evidence Based Management Practices in Business. Routledge, 2023. http://dx.doi.org/10.4324/9781003415725-41.

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Hoffman, Dennis L., and Robert H. Rasche. "Higher Dimensional VECM Models with Long-Run Money Demand Functions." In Aggregate Money Demand Functions. Springer Netherlands, 1996. http://dx.doi.org/10.1007/978-94-009-1814-6_7.

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Manual, Vikneswaran, and Hafinaz Hasniyanti Hassan. "Cryptocurrency: bitcoin and the macroeconomics factor in Malaysia – a VECM analysis." In Recent Research in Management, Accounting and Economics (RRMAE). Routledge, 2024. https://doi.org/10.4324/9781003606642-189.

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Hoffman, Dennis L., and Robert H. Rasche. "Analysis of Three Variable VECM Models Including Demand Functions for Real Balances." In Aggregate Money Demand Functions. Springer Netherlands, 1996. http://dx.doi.org/10.1007/978-94-009-1814-6_6.

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Ghadhab, Imen. "Financial Contagion During COVID-19 Crisis: Intraday Analysis Using VAR-VECM Models." In Data Analytics for Management, Banking and Finance. Springer Nature Switzerland, 2023. http://dx.doi.org/10.1007/978-3-031-36570-6_7.

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Yollanda, Mutia, Wendi Harjupa, Dodi Devianto, et al. "Prediction of CENS, MJO, and Extreme Rainfall Events in Indonesia Using the VECM Model." In Springer Proceedings in Physics. Springer Nature Singapore, 2023. http://dx.doi.org/10.1007/978-981-19-9768-6_35.

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Kaewsompong, Nachatchapong, Woraphon Yamaka, and Paravee Maneejuk. "Export Price and Local Price Relation in Longan of Thailand: The Bivariate Threshold VECM Model." In Beyond Traditional Probabilistic Methods in Economics. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-030-04200-4_74.

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Magfiroh, Illia Seldon, Intan Kartika Setyawati, Luh Putu Suciati, Rena Yunita Rahman, and Ahmad Zainuddin. "Vertical Market Integration of Cooking Oil Commodities in Jember Regency: Vector Error Correction Model (VECM) Approach." In Proceedings of the 6th International Conference on Combinatorics, Graph Theory, and Network Topology (ICCGANT 2022). Atlantis Press International BV, 2023. http://dx.doi.org/10.2991/978-94-6463-138-8_18.

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Streszczenia konferencji na temat "VECM"

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Shaik, Mohammed Ali, Abdul Rahim, V. Subhalakshmi, Dr R. Ravi Kumar, Raghunadh Pasunuri, and Dhanraj Verma. "Exploring Time Series Techniques in Production Function Modeling: ARIMA and VECM Applications." In 2025 International Conference on Intelligent Computing and Control Systems (ICICCS). IEEE, 2025. https://doi.org/10.1109/iciccs65191.2025.10985700.

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Kulshreshtha, Priyank, Shweta Kulshrestha, K. Santi Swarup, Swami Prasad Saxena, and Satyendra Kumar Srivastav. "Impact of Macro Economic Variables and Information Asymmetry on Mutual Fund's AUM in India; A VECM and E- GARCH Analysis." In 2024 International Conference on Computing, Sciences and Communications (ICCSC). IEEE, 2024. https://doi.org/10.1109/iccsc62048.2024.10830406.

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Xiao, Lin, Chengxi Huang, and Fangxu Rao. "A Study on the Influence of American Macroeconomic Indicators on Fed Interest Rate Empirical Test Based on VAR and VECM Models." In 2024 3rd International Joint Conference on Information and Communication Engineering (JCICE). IEEE, 2024. http://dx.doi.org/10.1109/jcice61382.2024.00052.

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Yeddulapalli, Hemanth Sai, Mauro Lemus Alarcon, Upasana Roy, et al. "VECA: Reliable and Confidential Resource Clustering for Volunteer Edge-Cloud Computing." In 2024 IEEE International Conference on Cloud Engineering (IC2E). IEEE, 2024. http://dx.doi.org/10.1109/ic2e61754.2024.00024.

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Guo, Yifei, Tao Tang, Qingzhe Wang, et al. "WFA-vect: a SIMD wavefront algorithm for gap-affine pairwise alignment." In 2024 IEEE International Conference on Bioinformatics and Biomedicine (BIBM). IEEE, 2024. https://doi.org/10.1109/bibm62325.2024.10822352.

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Dulout, Romain, Yassine Ariouich, Leo Mendiboure, Yannis Pousset, and Virginie Deniau. "NedgeSIM-RL: Simulating Smart Offloading in NOMA-VEc Environments." In 2024 20th International Conference on Wireless and Mobile Computing, Networking and Communications (WiMob). IEEE, 2024. https://doi.org/10.1109/wimob61911.2024.10770320.

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Musfiq, Md, Aktaruzzaman Kowshik, Md Mahdizzaman Utsha, Jargis Ahmed, and Md Ahsan Habib Tareq. "SDN-Driven Delay Minimization for Task Offloading in VECN Using Particle Swarm Optimization." In 2024 6th International Conference on Sustainable Technologies for Industry 5.0 (STI). IEEE, 2024. https://doi.org/10.1109/sti64222.2024.10951142.

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Phoong, Seuk-Wai, Mohd Tahir Ismail, and Siok-Kun Sek. "A comparison between MS-VECM and MS-VECMX on economic time series data." In PROCEEDINGS OF THE 21ST NATIONAL SYMPOSIUM ON MATHEMATICAL SCIENCES (SKSM21): Germination of Mathematical Sciences Education and Research towards Global Sustainability. AIP Publishing LLC, 2014. http://dx.doi.org/10.1063/1.4887694.

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Zhang, Jianfeng, Wenxiu Hu, and Xin Zhang. "The Relative Performance of VAR and VECM Model." In 2010 International Conference on Information Management, Innovation Management and Industrial Engineering (ICIII). IEEE, 2010. http://dx.doi.org/10.1109/iciii.2010.195.

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AGCA, Alperen, and Ismail CAKMAK. "THE LINKAGE BETWEEN INFLATION AND UNEMPLOYMENT: A VECM STUDY." In 2nd International Scientific Conference - Economics and Management: How to Cope With Disrupted Times. Association of Economists and Managers of the Balkans, Belgrade, Serbia; Faculty of Management Koper, Slovenia; Doba Business School - Maribor, Slovenia; Integrated Business Faculty - Skopje, Macedonia; Faculty of Management - Zajecar, Serbia, 2018. http://dx.doi.org/10.31410/eman.2018.947.

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Raporty organizacyjne na temat "VECM"

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Lunsford, Kurt G. Business Cycles and Low-Frequency Fluctuations in the US Unemployment Rate. Federal Reserve Bank of Cleveland, 2023. http://dx.doi.org/10.26509/frbc-wp-202319.

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I show that business cycles can generate most of the low-frequency movements in the unemployment rate. First, I provide evidence that the unemployment rate is stationary, while its flows have unit roots. Then, I model the log unemployment rate as the error correction term of log labor flows in a vector error correction model (VECM) with intercepts that change over the business cycle. Feeding historical expansions and recessions into the VECM generates large low-frequency movements in the unemployment rate. Frequent recessions from the late 1960s to the early 1980s interrupt labor market recove
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Hoffman, Dennis, and Robert H. Rasche. STLS/US-VECM 6.1: A Vector Error-Correction Forecasting Model of the US Economy. Federal Reserve Bank of St. Louis, 1997. http://dx.doi.org/10.20955/wp.1997.008.

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Rasche, Robert H. Identification of Dynamic Economic Models from Reduced Form VECM Structures: An Application of Covariance. Federal Reserve Bank of St. Louis, 2000. http://dx.doi.org/10.20955/wp.2000.011.

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Owyang, Michael T., and Neville Francis. Monetary Policy in a Markov-Switching VECM: Implications for the Cost of Disinflation and the Price Puzzle. Federal Reserve Bank of St. Louis, 2003. http://dx.doi.org/10.20955/wp.2003.001.

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Ahwireng-Obeng, Asabea Shirley, and Frederick Ahwireng-Obeng. Private Philanthropic Cross-Border Flows and Sustainable Development in Africa. Centre on African Philanthropy and Social Investment, 2011. http://dx.doi.org/10.47019/2021.ra1.

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The paper examines the simultaneous impact of private philanthropic cross-border funding from international foundations on the economic, social, and environmental dimensions of sustainable development in Africa. The vector error correction model (VECM) was used, and contrary to expectations drawn from past studies, funding from this source improves economic growth, advances human development, and enhances environmental quality. Causality test results also disconfirmed the assumption that interactions among the three dimensions were positive and complementary in the long term. The environment v
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Martínez-Rivera, Wilmer, Edgar Caicedo-García, and Juan Bonilla-Pérez. Instantaneous Inflation as a Predictor of Inflation. Banco de la República, 2025. https://doi.org/10.32468/be.1296.

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This article studies the relationship between instantaneous and year-on-year inflation and the benefit of the forecast performance using instantaneous as a predictor. Instantaneous inflation is a transformation of year-on-year inflation, assigning different weights to each month of the Consumer Price Index (CPI) used to calculate the year-on-year inflation. We study the relationship using the Coincident Profile, which allows us to determine whether instantaneous inflation is coincident or anticipates the dynamic of year-on-year inflation. This finding establishes the lag order of the VAR, VECM
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Mihovilovic, Miha. Measurement of double polarized asymmetries in quasi-elastic processes ${}^3\vec{He}(\vec{e},e' d)$ and ${}^3\vec{He}(\vec{e},e' p)$. Office of Scientific and Technical Information (OSTI), 2012. http://dx.doi.org/10.2172/1047576.

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Vignote, Javier Rodriguez. Effective Sections, Observable Polarization and Nuclear Reactions Responses A($\vec{e}$,e'$\vec{p}$)B; Secciones Eficaces, Observables de Polarización y Respuestas Nucleares en Reacciones A($\vec{e}$,e'$\vec{p}$)B. Office of Scientific and Technical Information (OSTI), 2005. http://dx.doi.org/10.2172/922961.

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Kößling, Matthias, Marcel Weikert, and Martin Tajmar. Experimental Evaluation of the VEM Drive. GWT-TUD GmbH Dresden, 2020. http://dx.doi.org/10.25368/2020.4.

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Meyer, William R. MIL-STD-1660 Tests for General Defense Corporation Value Engineered Change Proposal (GDC VECP) on Wooden Pallets for PA116 Containers (VECP 0520E0014R-C). Defense Technical Information Center, 1989. http://dx.doi.org/10.21236/ada215599.

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