This study examines how trade shocks that start in one large economy ripple through other countries and how long those effects stick around. Using quarterly bilateral-trade data for 2012-2023, the ...

An econometrics vector autoregression model (VAR) for analysis of multivariate time series of macroeconomics phenomena. Python Jupyter notebook based model is presented here although other packages ...

Forecasting solar irradiance is a critical task in the renewable energy sector, as it provides essential information regarding the potential energy production from solar panels. This study aims to ...

Abstract: Finding the best vector autoregression model for any dataset, medical or otherwise, is a process that, to this day, is frequently performed manually in an iterative manner requiring a ...

Abstract: This paper presents macroeconomic forecasting by using a time-varying Bayesian compressed vector autoregression approach. We apply a random compression by using projection matrix to randomly ...