Estimating Demand Function for Gold Using the Vector Auto Regression Model

2017 ◽  
Author(s):  
Prashobh Palakeel ◽  
M. Navaneeth Nambiar ◽  
V. Vishnu ◽  
M.G. Deepika
Keyword(s):  
Regression Model ◽  
Demand Function ◽  
Vector Auto Regression ◽  
Auto Regression

scholarly journals A Vector Auto Regression Model Applied to Real Estate Development Investment: A Statistic Analysis

2016 ◽  
Vol 8 (11) ◽  
pp. 1082 ◽  
Author(s):  
Fengyun Liu ◽  
Shuji Matsuno ◽  
Reza Malekian ◽  
Jin Yu ◽  
Zhixiong Li
Keyword(s):  
Real Estate ◽  
Regression Model ◽  
Real Estate Development ◽  
Statistic Analysis ◽  
Vector Auto Regression ◽  
Auto Regression

scholarly journals The Impact of Bank Credit on Inflation in Jordan by Using Vector Auto Regression Model: A Case Study of Jordan during 1968-2017

2019 ◽  
Vol 12 (5) ◽  
pp. 34
Author(s):  
Suleiman Daood Al-Oshaibat ◽  
Hmood H. Banikhalid
Keyword(s):  
Regression Model ◽  
Inflation Rate ◽  
Function Analysis ◽  
Explanatory Power ◽  
Mutual Effect ◽  
Bank Credit ◽  
Annual Data ◽  
Vector Auto Regression ◽  
The Impact ◽  
Auto Regression

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 the bank credit in explaining the changes in inflations rates in Jordan. Namely, there is a positive effect of the credit bank on the inflation rate in Jordan.

scholarly journals effectiveness of car scrapping schemes in the Italian market

2012 ◽  
Vol 9 (2) ◽  
Author(s):  
Antonio Romano ◽  
Giuseppe Scandurra
Keyword(s):  
Regression Model ◽  
Automotive Industry ◽  
Economic Trend ◽  
Consumer Confidence ◽  
Intervention Analysis ◽  
Italian Market ◽  
Vector Auto Regression ◽  
The Relationship ◽  
Auto Regression ◽  
Structural Vector

The aim of this work is to examine the effectiveness of policies in support of the automotive industry that have taken place over the years and the link between car registration and consumer confidence. Firstly, through an intervention analysis, the series of total car registrations in Italy has been corrected for the effect of seasonality and incentives. Secondly, a Structural Vector Auto Regression model has been estimated in order to evaluate the effectiveness of the relationship between car registrations and consumers' confidence. The results show that policies in support of the automotive industry are useful if granted during an increasing economic trend. Otherwise they have no effect on sales of new vehicles.

The Impact of Export on China's Labor Standards: Empirical Analysis Based on Vector Auto-Regression Model

2011 ◽  
Vol 268-270 ◽  
pp. 1992-1997
Author(s):  
Bo Wang
Keyword(s):  
Regression Model ◽  
Empirical Analysis ◽  
Positive Impact ◽  
Labor Standards ◽  
Real Wages ◽  
Causality Test ◽  
Variance Decompositions ◽  
Vector Auto Regression ◽  
The Impact ◽  
Auto Regression

This paper focuses on the impact of export on China's labor standards through empirical analysis. After building a stable vector auto-regression model, it uses the changing rate of the value of export as the index of export, and the growth rate of worker’s real wages as the index of labor standards. The result of estimation indicates that export has significant positive impact on China’s labor standards. The estimation of vector error correct model, the result of impulse responses and variance decompositions and the Granger causality test confirms that. The result of empirical analysis finds no evidence of the race-to-the-bottom of labor standards in China.

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