Currency Composition of Global Foreign Exchange Reserves: Stylized Facts from Multivariate Structural Time Series Modeling

2010 ◽  
Author(s):  
Cem E. Payaslioglu
Keyword(s):  
Time Series ◽  
Foreign Exchange ◽  
Time Series Modeling ◽  
Foreign Exchange Reserves ◽  
Stylized Facts ◽  
Structural Time Series ◽  
Structural Time ◽  
Currency Composition

Structural time series modeling: a Bayesian approach

1986 ◽  
Vol 20 (3-4) ◽  
pp. 365-400 ◽  
Author(s):  
J.-P. Florens ◽  
M. Mouchart ◽  
J.-F. Richard
Keyword(s):  
Time Series ◽  
Bayesian Approach ◽  
Time Series Modeling ◽  
Structural Time Series ◽  
Structural Time

A novel statistical analysis of voltage-imaging data by structural time series modeling and its application to the respiratory neuronal network

2009 ◽  
Vol 63 (3) ◽  
pp. 165-171 ◽  
Author(s):  
Shigeharu Kawai ◽  
Yoshitaka Oku ◽  
Yasumasa Okada ◽  
Fumikazu Miwakeichi ◽  
Yoshiyasu Tamura ◽  
...  
Keyword(s):  
Time Series ◽  
Statistical Analysis ◽  
Neuronal Network ◽  
Time Series Modeling ◽  
Imaging Data ◽  
Voltage Imaging ◽  
Structural Time Series ◽  
Structural Time

scholarly journals Forecasting CEMAC’s foreign exchange reserves in presence of unanticipated changes in oil prices: an interrupted time series modelling

2019 ◽  
Vol 8 (2) ◽  
pp. 65-83
Author(s):  
Giscard Assoumou-Ella
Keyword(s):  
Economic Growth ◽  
Time Series ◽  
Foreign Exchange ◽  
Oil Prices ◽  
Interrupted Time Series ◽  
Oil Price ◽  
Economic Policies ◽  
Time Series Modeling ◽  
Foreign Exchange Reserves ◽  
Time Series Modelling

Abstract The foreign exchange reserves of the Central African Economic and Monetary Community (CEMAC) countries have decreased since the fall of world oil price that began in July 2014. In fact, five of the six of the CEMAC countries are oil producers. Based on interrupted time series modeling, the analysis shows that the unanticipated changes in oil prices immediately led to a decline in the level of their foreign exchange reserves. The trend is also decreasing. The model predicts a continued degradation of these reserves if oil prices remain low. In these conditions, the CEMAC could experience a currency crisis if economic policies implemented in this region do not lead to a return of economic growth.

The Vanishing Ramadan Effect: A Structural Time-Series Test

2017 ◽  
Author(s):  
Abdullah Al-Awadhi ◽  
ahmad Bash ◽  
Fouad Jamaani
Keyword(s):  
Time Series ◽  
Structural Time Series ◽  
Structural Time
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