Research ArticleOpen accessPhrase in the titleA VAR Model for Forecasting Land Market Value in USALei WangForecasts of the future tendency of economic variables such as GDP, inflation rate and unemployment rate, arise many interests from business and government. Also, Modeling the land market at the national level can capture rich dynamic presenting in interdependent economies. In this paper, we studied a Vector Auto-regression (VAR) of Land Market Value and five US macroeconomic variables. We employed … …Journal of Mathematics and Statistics, Vol. 14, Issue 1 · 1 Jan 2018 · 7,639 accessesView PDFCite
Research ArticleOpen accessPhrase in the titleParsimonious Var Models For Air Pollution Dynamic AnalysisFontanella lara, Granturco mariagraziaWe discuss a framework to obtain temporal predictions for an evolving spatial field regularly sampled in time at arbitrary spatial locations. Difficulties caused by large data sets and the modelling of complicated spatio-temporal interactions limit the effectiveness of traditional space-time statistical models. In this study, we propose the use of a flexible approach to deal with large and small time-scale … …Journal of Mathematics and Statistics, Vol. 1, Issue 4 · 31 Dec 2005 · 6,181 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleVAR-models for Predicting BiodiversityTonio D. Bettista, S. A. Gattone, Mariagrzia GranturcoThe aim of this work is to introduce a methodology for monitoring diversity of a biological population by using the tool of diversity profiles. In particular, we develop a theory for studying the diversity profile along the temporal axis. We propose forecasting techniques for diversity profile by using the VAR model on multivariate time series of abundance vector and ARMA … …Journal of Mathematics and Statistics, Vol. 1, Issue 4 · 31 Dec 2005 · 6,175 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleThe Mathematical Model of Power System with Static Var Compensator in Long Transmission LinePrechanon KumkratugProblem statement: It is becoming increasingly important to fully utilize the existing transmission system assets due to environmental legislation, rights-of-way issues and costs of construction and deregulation policies that introduced in recent years. The Static Var Compensator (SVC) has been proposed for the better control power flow and dynamic performance. The exact long transmission line model consists of the resistance … …American Journal of Applied Sciences, Vol. 9, Issue 6 · 15 Mar 2012 · 7,093 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleThe Mathematical Model and Simulation of Static Var Compensator in Medium Transmission LinePrechanon KumkratugProblem statement: The Static Var Compensator (SVC) have been widely investigated its effect on transient stability of Single Machine Infinite Bus (SMIB) system. The exact medium transmission line model in power system consists of the series resistance series reactance and shunt capacitance. It is not easy task to obtain the mathematical model of the SVC with the exact medium transmission … …American Journal of Applied Sciences, Vol. 9, Issue 5 · 12 Mar 2012 · 7,393 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleTesting VaR Accuracy for CDS Portfolios Using Historical Simulation and Delta-Normal ModelsViviane Y. NaimyThis paper studies the accuracy of the VaR using the Delta-Normal and Historical approaches in measuring the risk of CDS portfolios in three different zones, US, Europe and Asia, for the period March 2013-November 2015. The portfolios consist exclusively of CDS of high rated banks and financial institutions. We found that at the 95% confidence level both approaches were accurate … …Journal of Mathematics and Statistics, Vol. 12, Issue 2 · 16 Apr 2016 · 7,499 accessesView PDFCite
Research ArticleOpen accessIn the keywordsStock Market Development and Economic Growth an Empirical AnalysisVazakidis Athanasios, Adamopoulos AntoniosThis study investigated the causal relationship between stock market development and economic growth for Greece for the period 1978-2007 using a Vector Error Correction Model (VECM). Questions were raised whether stock market development causes economic growth taking into account the negative effect of interest rate on stock market development. The purpose of this study was to investigate the short-run and … …American Journal of Economics and Business Administration, Vol. 4, Issue 2 · 12 Jun 2012 · 13,859 accessesView PDFCite
Research ArticleOpen accessIn the abstractWest African Emerging Economies: Comparative Insights on Ghana’s and Nigeria’s Stock Market DevelopmentFisayo Fagbemi, John Oluwasegun AjibikeThe study examines the long-run and causal relationship between stock market development and West African emerging economies in a comparative context of Ghana and Nigeria. Based on Autoregressive Distributed Lag (ARDL) bounds test approach, the findings support the evidence of long-run cointegration between stock market development and economic growth in Ghana, whereas further evidence reveals an insignificant positive long-run impact … …American Journal of Economics and Business Administration, Vol. 14, Issue 1 · 2 Dec 2022 · 6,548 accessesView PDFCite
Research ArticleOpen accessIn the abstractModelling the Error Term of Australia Gross Domestic ProductAyodele Abraham Agboluaje, Suzilah Ismail, Chee Yin YipThe main aim of this study is to model the Gross Domestic Product (GDP) with the new Combine White Noise (CWN) Model and compare the results with the Vector Autoregressive (VAR) Model and Exponential Generalized Autoregressive Conditional Heteroscedasticity (EGARCH) Model which are the existing models. The CWN model estimation yields best results with least information criteria and high log likelihood … …Journal of Mathematics and Statistics, Vol. 12, Issue 4 · 2 Nov 2016 · 6,930 accessesView PDFCite
Research ArticleOpen accessIn the abstractAn Investigation of Causality between Advertising and Operating Activity: Macro and Micro Evidence from JapanKosei FukudaThe relationship between advertising and operating activity is one of the topical issues in marketing and economic research. However, micro data have not been analyzed. In this paper, causality between them is empirically examined by using macro and micro data and applying four models-conventional Vector Autoregressive (VAR) model, vector error correction model, homogeneous parameter panel VAR model and heterogeneous parameter … …American Journal of Economics and Business Administration, Vol. 7, Issue 1 · 29 May 2015 · 6,469 accessesView PDFCite