Panel VAR Model - Articles - Scientific Research Publishing

Current Account & Real Exchange Rate Dynamics in the Caribbean and Latin America Compared to the G7 Countries (Articles)

Andre Y. Haughton

Theoretical Economics Letters Vol.6 No.5, October 20, 2016

DOI: 10.4236/tel.2016.65109 1,668 Downloads 3,311 Views Citations
This article belongs to the Special Issue on Exchange Rates and Prices
Does the VaR Measurement Using Monte-Carlo Simulation Work in China?—Evidence from Chinese Listed Banks (Articles)

Dehong Wang, Jianbo Song, Yongzhao Lin

Journal of Financial Risk Management Vol.6 No.1, March 15, 2017

DOI: 10.4236/jfrm.2017.61006 2,081 Downloads 5,027 Views Citations
Valuation and Risk Assessment of a Portfolio of Variable Annuities: A Vector Autoregression Approach (Articles)

Albina Orlando, Gary Parker

Journal of Mathematical Finance Vol.8 No.2, May 9, 2018

DOI: 10.4236/jmf.2018.82023 1,023 Downloads 2,600 Views Citations
Forecasting the Impact of Information Security Breaches on Stock Market Returns and VaR Backtest (Articles)

Ilaria Colivicchi, Riccardo Vignaroli

Journal of Mathematical Finance Vol.9 No.3, August 21, 2019

DOI: 10.4236/jmf.2019.93024 1,130 Downloads 3,305 Views Citations
CDS-Bond Basis Dynamic and Credit Spread Price Discovery: A Test for European Corporate and Sovereign Bond Markets (Articles)

Michele Patanè, Mattia Tedesco, Stefano Zedda

Modern Economy Vol.10 No.8, August 28, 2019

DOI: 10.4236/me.2019.108126 1,119 Downloads 3,138 Views Citations
Research on Influencing Factors of Auto Insurance Premium under the Background of Marketization Reform—Empirical Analysis Based on VAR Model (Articles)

Zeqia Tang, Min Chen

Open Journal of Social Sciences Vol.8 No.7, July 28, 2020

DOI: 10.4236/jss.2020.87025 601 Downloads 2,718 Views Citations
Environmental Pollution Nexus Economic Growth and Energy Consumption (Articles)

Michel Mivumbi, Xiaoling Yuan

Modern Economy Vol.12 No.4, March 31, 2021

DOI: 10.4236/me.2021.124034 785 Downloads 2,526 Views Citations
I Was Learning Economics at the Cost of the Economy (Articles)

Majumder Debasish

Theoretical Economics Letters Vol.11 No.3, June 29, 2021

DOI: 10.4236/tel.2021.113041 516 Downloads 1,474 Views Citations
An Analysis of Tourist Spending by International Visitors to the United States during the COVID-19 Pandemic (Articles)

Eyitayo Olaleye, Jacob Oluwoye

Open Journal of Social Sciences Vol.10 No.7, July 15, 2022

DOI: 10.4236/jss.2022.107016 281 Downloads 1,814 Views Citations
Empirical Study on the Relationship between Investors’ Attention and Individual Stock Returns in the Chinese Stock Market (Articles)

Lixu Chi, Li Liang

Open Journal of Social Sciences Vol.10 No.9, August 15, 2022

DOI: 10.4236/jss.2022.109009 338 Downloads 1,656 Views Citations
This article belongs to the Special Issue on Social and Behavioral Sciences
The Effects of Fiscal Policy Shocks on Aggregate Demand and Economic Growth in Kenya: A VAR Analysis (Articles)

Obed Kipkemboi Tiony, Yingkai Yin

Modern Economy Vol.14 No.8, August 22, 2023

DOI: 10.4236/me.2023.148056 471 Downloads 2,686 Views Citations
Evaluating Fund Performance Based on Lp Quantile Nonlinear Regression Model (Articles)

Ying Sun, Fuming Lin

Open Journal of Applied Sciences Vol.14 No.11, November 25, 2024

DOI: 10.4236/ojapps.2024.1411211 107 Downloads 686 Views Citations
Working Capital Management, Liquidity and Profitability of the Manufacturing Sector in Palestine: Panel Co-Integration and Causality (Articles)

Ibrahim Awad, Fahema Jayya

Modern Economy Vol.4 No.10, October 17, 2013

DOI: 10.4236/me.2013.410072 12,157 Downloads 19,772 Views Citations
An Examination of Greenhouse Gas Convergence in OECD Countries (Articles)

Cem Canel, Selahattin Güriş, Recep Öktem, Burak Güriş, Begüm Öktem, Yaşar Serhat Yaşgül, Muhammed Tıraşoğlu

Modern Economy Vol.11 No.1, January 14, 2020

DOI: 10.4236/me.2020.111008 927 Downloads 2,011 Views Citations
Transition of the Feldstein-Horioka Puzzle (Articles)

Isamu Ginama, Kazuhiko Hayakawa, Takahiro Kanmei

Journal of Mathematical Finance Vol.11 No.1, February 26, 2021

DOI: 10.4236/jmf.2021.111006 689 Downloads 2,292 Views Citations
Experimental Investigation of the Stability of the Performance Characteristics of a Photovoltaic Module in the Face of Environmental and Meteorological Factors (Articles)

Adingra Paul Arsène Kouassi, Siaka Touré, Diakaridja Traoré

Open Journal of Applied Sciences Vol.14 No.2, February 29, 2024

DOI: 10.4236/ojapps.2024.142042 251 Downloads 822 Views Citations
Effects of the Reactive Power Injection on the Grid—The Rise of the Volt/var Interaction Chain (Articles)

Albana Ilo

Smart Grid and Renewable Energy Vol.7 No.7, July 29, 2016

DOI: 10.4236/sgre.2016.77017 3,822 Downloads 8,565 Views Citations
Modeling Africa’s Demand for Iron and Steel Importation: An International Market Estimation Method Perspective (Articles)

Fidelys Ravelomanana, Liang Yan, Christophe Mahazomanana, Leoncine Paul Miarisoa

American Journal of Industrial and Business Management Vol.4 No.12, December 31, 2014

DOI: 10.4236/ajibm.2014.412086 3,665 Downloads 4,951 Views Citations
Experimental Investigation of Solar Panel Cooling by a Novel Micro Heat Pipe Array (Articles)

Xiao Tang, Zhenhua Quan, Yaohua Zhao

Energy and Power Engineering Vol.2 No.3, August 25, 2010

DOI: 10.4236/epe.2010.23025 9,624 Downloads 20,566 Views Citations
Demand Function for Croatian Tourist Product: A Panel Data Approach Aper Title (Articles)

Lorena Škuflić, Igor Štoković

Modern Economy Vol.2 No.1, February 24, 2011

DOI: 10.4236/me.2011.21008 7,356 Downloads 12,678 Views Citations

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