This paper proposes a “quasi-agnostic” sign restriction procedure to identify structural shocks in frequentist structural vector autoregression (SVAR) models. It argues that low acceptance rates, ...

Learn how to build your own AI agent from scratch with Python. This step-by-step guide makes AI development accessible for everyone.

This article examines the macroeconomic impact of the first round of quantitative easing (QE) by the Bank of England. We attempt to quantify the effects of these purchases by focusing on the impact of ...

To this end, we estimated a Panel Vector Autoregression model using quarterly data of ten emerging economies for the period 1997Q1–2017Q1. The evidence from impulse response indicates that exchange ...

Vector autoregression (VAR): Useful for analysing time series data, making them relevant for certain aspects of patient flow forecasting, such as understanding the impact of treatment rate changes ...

Advanced econometric techniques, such as Vector Autoregression (VAR) models and Artificial Neural Networks (ANNs), have been developed to improve the accuracy of exchange rate forecasting by ...

The global upswing in economic activity is strengthening, with global growth projected to rise to 3.6 percent in 2017 and 3.7 percent in 2018. Broad-based upward revisions in the euro area, Japan, ...