Journal of the Royal Statistical Society. Series A (Statistics in Society), Vol. 182, No. 3 (2019), pp. 831-861 (31 pages) The paper develops a global vector auto-regressive model with time varying ...

The analysis is based on a single-equation model, completed by a structural vector auto regression model to capture inflation persistence. The results show that the main determinants of inflation in ...

A mismatch between the timescale of a structural vector auto-regressive model and that of the time series data used for its estimation can have serious consequences for identification, estimation and ...

Dr. James McCaffrey from Microsoft Research presents a complete end-to-end demonstration of the linear support vector regression (linear SVR) technique, where the goal is to predict a single numeric ...

Dr. James McCaffrey from Microsoft Research presents a complete end-to-end demonstration of the linear support vector regression (linear SVR) technique, where the goal is to predict a single numeric ...

Abstract This paper investigates spillovers between electricity supply shocks and US growth, using monthly data from forty-eight US states from January 2001 to September 2016, and employs a novel ...