Tag: Vector autoregression
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.
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.
Hybrid VAR models improved forecasting for several macroeconomic indicators
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in EconometricsStudy integrates VAR models with machine learning algorithms to forecast macroeconomic variables across African economies, demonstrating improved accuracy for inflation and FDI dynamics.
