Tag: Structural break
Global tariffs converged long-term, then diverged after 2018 in the U.S.
Study analyzes global tariff dynamics from 1990-2020, revealing long-term convergence until 2018 when U.S. tariff escalation triggers fragmentation in the multilateral trading system.
TV-SCVARMA outperforms classical VARMA in Nigeria
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in EconometricsTime-varying VARMA framework for macroeconomic forecasting in Nigeria addresses parameter instability from external shocks using state-space estimation with Kalman filtering.
