ScholarGate
Msaidizi
Regression modelMulti-dimensional VAR

VAR ya Kimataifa

VAR ya Kimataifa (GVAR) ni mfumo wa kuigwa kwa uchumi mkuu wa kiwango kikubwa unaounganisha nchi nyingi (au mikoa) kupitia njia za biashara na fedha, kuruhusu mshtuko katika nchi moja kuenea kupitia mfumo wa kimataifa. Ulianzishwa na Pesaran et al. (2004), unatatua laana ya vipimo katika mifumo ya VAR ya kimataifa kwa kutathmini VAR maalum za nchi kwa masharti ya vigeu vya kigeni, kisha kutatua mfumo unaounganisha nchi zote. Njia hii ni ya thamani sana kwa kuchambua maambukizi ya kimataifa na uratibu wa sera za kimataifa.

Tumia kupitia EconMindHivi karibuniVideoHivi karibuniDownload slides

Soma mbinu kamili

Kwa wanachama pekee

Ingia kwa akaunti ya bure ili kusoma sehemu hii.

Ingia

Method map

The neighbourhood of related methods — select a node to explore.

Vyanzo

  1. Pesaran, M. H., Schuermann, T., & Weiner, S. M. (2004). Modeling regional interdependencies using a global error-correcting macroeconometric model. Journal of Business and Economic Statistics, 22(2), 129-162. DOI: 10.1198/073500104000000019
  2. Chudik, A., & Pesaran, M. H. (2016). Theory and practice of GVAR modelling. Journal of Economic Surveys, 30(2), 165-197. link

Jinsi ya kunukuu ukurasa huu

ScholarGate. (2026, June 3). Global Vector Autoregression. ScholarGate. https://scholargate.app/sw/econometrics/global-var

Which method?

Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.

Compare side by side

Imerejelewa na

ScholarGateGlobal VAR (Global Vector Autoregression). Imepatikana 2026-06-15 kutoka https://scholargate.app/sw/econometrics/global-var · Seti ya data: https://doi.org/10.5281/zenodo.20539026