Var

Author : Katarina Juselius
Publisher : Oxford University Press
ISBN 13 : 0199285667
Total Pages : 478 pages
Book Rating : 4.62/5 ( download)

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Download or read book The Cointegrated VAR Model written by Katarina Juselius and published by Oxford University Press. This book was released on 2006-12-07 with total page 478 pages. Available in PDF, EPUB and Kindle. Book excerpt: This valuable text provides a comprehensive introduction to VAR modelling and how it can be applied. In particular, the author focuses on the properties of the Cointegrated VAR model and its implications for macroeconomic inference when data are non-stationary. The text provides a number of insights into the links between statistical econometric modelling and economic theory and gives a thorough treatment of identification of the long-run and short-run structure as well as of thecommon stochastic trends and the impulse response functions, providing in each case illustrations of applicability.This book presents the main ingredients of the Copenhagen School of Time-Series Econometrics in a transparent and coherent framework. The distinguishing feature of this school is that econometric theory and applications have been developed in close cooperation. The guiding principle is that good econometric work should take econometrics, institutions, and economics seriously. The author uses a single data set throughout most of the book to guide the reader through the econometric theory whilealso revealing the full implications for the underlying economic model. To test ensure full understanding the book concludes with the introduction of two new data sets to combine readers understanding of econometric theory and economic models, with economic reality.

Author : Mina Carter
Publisher : Three Owls Publishing
ISBN 13 :
Total Pages : 102 pages
Book Rating : 4./5 ( download)

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Download or read book Var written by Mina Carter and published by Three Owls Publishing. This book was released on 2021-04-27 with total page 102 pages. Available in PDF, EPUB and Kindle. Book excerpt: She’d do anything to find her daughter - even make a bargain with a beast. Leia wants nothing to do with the aliens who invaded Earth. They’re powerful, dangerous creatures who are a threat to every surviving human, especially women like her. When alien raiders take her daughter, she’s left with only one chance to see her again. Find one of the aliens and offer him a deal. She never expected the beast she found would be the new Overseer’s personal bodyguard. And she never imagined what would happen when she agreed to be claimed by an alien warrior named Var... He came to this planet as a conqueror - only to find a female who brought him to his knees. Var’s orders were simple. Deal with a rogue warrior and protect the inhabitants of a human village. Then she ran into view... Leia isn’t like any female he’s ever seen. She defies and confounds him, but there’s no mistaking what she is… his. This series contains hot, growly aliens on a mission to find their mates - and a group of women determined to free their planet... and themselves. Keywords: alien romance, dark romance, shifter romance, alpha hero, alien invasion romance

Author : Jorge Tovar
Publisher : Springer Nature
ISBN 13 : 3030848140
Total Pages : 93 pages
Book Rating : 4.49/5 ( download)

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Download or read book On Fairness, Justice, and VAR written by Jorge Tovar and published by Springer Nature. This book was released on 2021-11-01 with total page 93 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book analyzes the 2018 and 2019 men's and women's World Cups to understand how the use of Video Assistant Referees (VAR) affected each tournament. Unlike goal technology, where the decision is entirely left to the machine's algorithm, the VAR still has a human component, making it prone to errors and controversies. Building on the theories of justice, the book quantitatively reviews event-level data while using a historical perspective to depict a novel approach to the effects of VAR in major soccer tournaments. The six chapters examine the use of VAR, discuss when it was not used (but maybe should have been used), and explore how the World Cup evolved with the new technology. Combining the VAR events of 2018 and 2019 with comparable situations from past World Cups guides the reader into debating the meaning of justice and the potential of ever achieving fairness in soccer.

Author : Marine Habart-Corlosquet
Publisher : John Wiley & Sons
ISBN 13 : 1118733983
Total Pages : 176 pages
Book Rating : 4.81/5 ( download)

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Download or read book VaR Methodology for Non-Gaussian Finance written by Marine Habart-Corlosquet and published by John Wiley & Sons. This book was released on 2013-05-06 with total page 176 pages. Available in PDF, EPUB and Kindle. Book excerpt: With the impact of the recent financial crises, more attention must be given to new models in finance rejecting “Black-Scholes-Samuelson” assumptions leading to what is called non-Gaussian finance. With the growing importance of Solvency II, Basel II and III regulatory rules for insurance companies and banks, value at risk (VaR) – one of the most popular risk indicator techniques plays a fundamental role in defining appropriate levels of equities. The aim of this book is to show how new VaR techniques can be built more appropriately for a crisis situation. VaR methodology for non-Gaussian finance looks at the importance of VaR in standard international rules for banks and insurance companies; gives the first non-Gaussian extensions of VaR and applies several basic statistical theories to extend classical results of VaR techniques such as the NP approximation, the Cornish-Fisher approximation, extreme and a Pareto distribution. Several non-Gaussian models using Copula methodology, Lévy processes along with particular attention to models with jumps such as the Merton model are presented; as are the consideration of time homogeneous and non-homogeneous Markov and semi-Markov processes and for each of these models. Contents 1. Use of Value-at-Risk (VaR) Techniques for Solvency II, Basel II and III. 2. Classical Value-at-Risk (VaR) Methods. 3. VaR Extensions from Gaussian Finance to Non-Gaussian Finance. 4. New VaR Methods of Non-Gaussian Finance. 5. Non-Gaussian Finance: Semi-Markov Models.

Author : Mohinder Kaur Kapoor, Sukhbir Singh Kapoor, Nānak
Publisher : Sterling Publishers Pvt. Ltd
ISBN 13 : 9788120726536
Total Pages : 154 pages
Book Rating : 4.37/5 ( download)

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Download or read book Guru Nanak's Asa Di Var written by Mohinder Kaur Kapoor, Sukhbir Singh Kapoor, Nānak and published by Sterling Publishers Pvt. Ltd. This book was released on 2004 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : Bin Grace Li
Publisher : International Monetary Fund
ISBN 13 : 1484332466
Total Pages : 45 pages
Book Rating : 4.67/5 ( download)

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Download or read book VAR meets DSGE written by Bin Grace Li and published by International Monetary Fund. This book was released on 2016-04-12 with total page 45 pages. Available in PDF, EPUB and Kindle. Book excerpt: VAR methods suggest that the monetary transmission mechanism may be weak and unreliable in low-income countries (LICs). But are structural VARs identified via short-run restrictions capable of detecting a transmission mechanism when one exists, under research conditions typical of these countries? Using small DSGEs as data-generating processes, we assess the impact on VAR-based inference of short data samples, measurement error, high-frequency supply shocks, and other features of the LIC environment. The impact of these features on finite-sample bias appears to be relatively modest when identification is valid—a strong caveat, especially in LICs. However, many of these features undermine the precision of estimated impulse responses to monetary policy shocks, and cumulatively they suggest that “insignificant” results can be expected even when the underlying transmission mechanism is strong.

Author : Carlo Giannini
Publisher : Springer Science & Business Media
ISBN 13 : 3662027577
Total Pages : 144 pages
Book Rating : 4.78/5 ( download)

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Download or read book Topics in Structural VAR Econometrics written by Carlo Giannini and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 144 pages. Available in PDF, EPUB and Kindle. Book excerpt: 1. Introduction 1 2. Identification Analysis and F.I.M.L. Estimation for the K-Mode1 10 3. Identification Analysis and F.I.ML. Estimation for the C-Model 23 4. Identification Analysis and F.I.M.L. Estimation for the AB-Model 32 5. Impulse Response Analysis and Forecast Error Variance Decomposition in SVAR Modeling 44 5 .a Impulse Response Analysis 44 5.b Variance Decomposition (by Antonio Lanzarotti) 51 6. Long-run A-priori Information. Deterministic Components. Cointegration 58 6.a Long-run A-priori Information 58 6.b Deterministic Components 62 6.c Cointegration 65 7. The Working of an AB-Model 71 Annex 1: The Notions ofReduced Form and Structure in Structural VAR Modeling 83 Annex 2: Some Considerations on the Semantics, Choice and Management of the K, C and AB-Models 87 Appendix A 93 Appendix B 96 Appendix C (by Antonio Lanzarotti and Mario Seghelini) 99 Appendix D (by Antonio Lanzarotti and Mario Seghelini) 109 References 128 Foreword In recent years a growing interest in the structural VAR approach (SVAR) has followed the path-breaking works by Blanchard and Watson (1986), Bemanke (1986) and Sims (1986), especially in U.S. applied macroeconometric literature. The approach can be used in two different, partially overlapping directions: the interpretation ofbusiness cycle fluctuations of a small number of significantmacroeconomic variables and the identification of the effects of different policies.

Author : Kenneth D. Heil
Publisher :
ISBN 13 :
Total Pages : 84 pages
Book Rating : 4.23/5 ( download)

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Download or read book Recovery Plan for the Davis' Green Pitaya Echinocereus Viridiflorus Engelm. Var. Davisii (Houghton) L. Benson written by Kenneth D. Heil and published by . This book was released on 1984 with total page 84 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author :
Publisher :
ISBN 13 :
Total Pages : 64 pages
Book Rating : 4.8P/5 ( download)

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Download or read book Draft Recovery Plan for Sidalcea Oregana Var. Calva (Wenatchee Mountains Checker-mallow). written by and published by . This book was released on 2003 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : Sue Gardner
Publisher :
ISBN 13 :
Total Pages : 64 pages
Book Rating : 4.48/5 ( download)

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Download or read book Black Lace Cactus (Echinocereus Reichenbachii Var Albertii) Recovery Plan written by Sue Gardner and published by . This book was released on 1987 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt: