Disclaimer: This Working Paper should not be reported as representing the views of the IMF.The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those ...

This repository contains the code and data used to obtain simulation study and applications results for "NIRVAR: Network Informed Restricted Vector Autoregression ...

Using the generalized value-at-risk method of Diebold and Yilmaz in their 2009 paper "Measuring financial asset return and volatility spillovers, with application to global equity markets" to measure ...

Numerous studies have econometrically analyzed the dairy sector and effects of alternative dairy policies. While many of these studies have included dynamic aspects, often strict a priori assumptions ...

For my degree final year project, i designed and developed a churn forecasting model using vector autoregression with sentiment analysis based on Steam review. Churn is the act of customer to stop ...

Abstract: With the continuous development of new energy sources, the power system is becoming increasingly complex, and the problems arising from power quality control work are becoming more and more ...