Vector autoregression

  1. Dynamic price monitoring improved affordability forecasting in Lusaka
    Study on Dynamic Price Monitoring forecasting household affordability of essential commodities in Lusaka, Zambia, using household survey and price data analysis.
  2. China coal prices show stable long-term links across market variables
    Analysis of China's steam coal price formation reveals that port inventory, shipping costs, and oil prices drive pricing dynamics more than production alone, with implications for energy policy.
  3. Oil shock responses changed after Russia’s 2014 structural shift
    Subsample analysis reveals structural breaks in Russia's oil revenue shock transmission mechanisms post-2014, showing reversed fiscal policy effects and strengthened monetary policy inflation.
  4. European housing markets mediate monetary policy effects
    Analyze how monetary policy affects European housing markets over 30 years, revealing housing prices respond more strongly than inflation and output to policy shocks.
  5. Hybrid VAR models improved forecasting for several macroeconomic indicators
    Study integrates VAR models with machine learning algorithms to forecast macroeconomic variables across African economies, demonstrating improved accuracy for inflation and FDI dynamics.