https://ageconsearch.umn.edu/record/162161
Dynamic U.S. Food-Related Inflation Relationships: A Cointegrated VAR Model Analysis
Babula, Ronald A.; Lim, Song-Soo
u svar modeldynamicfoodrelated
https://www.statsmodels.org/0.6.1/generated/statsmodels.tsa.vector_ar.var_model.VARResults.resid_corr.html
statsmodels.tsa.vector_ar.var_model.VARResults.resid_corr — statsmodels 0.6.1 documentation
var modeltsavectorresidcorr
https://in.mathworks.com/help/econ/fit-var-model-to-simulated-data.html
Fit VAR Model to Simulated Data - MATLAB & Simulink
Simulate data from a known VAR model, then fit a VAR model to the simulated data.
var modelfitsimulateddatamatlab
https://www.statsmodels.org/0.9.0/generated/statsmodels.tsa.vector_ar.var_model.VARProcess.get_eq_index.html
statsmodels.tsa.vector_ar.var_model.VARProcess.get_eq_index — statsmodels 0.9.0 documentation
var modeltsavectorgetindex
https://www.statsmodels.org/0.9.0/generated/statsmodels.tsa.vector_ar.var_model.VARResults.tvalues_endog_lagged.html
statsmodels.tsa.vector_ar.var_model.VARResults.tvalues_endog_lagged — statsmodels 0.9.0...
var modeltsavectorendoglagged
https://in.mathworks.com/help/econ/bayesvarm.html
bayesvarm - Create prior Bayesian vector autoregression (VAR) model object - MATLAB
This MATLAB function creates a Bayesian VAR(p) model object for the input number of response time series variables, which specifies dimensionalities and prior...
vector autoregressionvar modelcreatepriorbayesian
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https://jpbud.ir/article-1-2443-en.html
Inflation Dynamics and Sticky Information in Iran: Evidence from a DSGE-VAR model -
This paper examines inflation dynamics and evaluates the role of sticky information in the Iranian economy. To this end, two New Keynesian models are estimated...
sticky informationvar modelinflationdynamicsiran
https://www.nuansmodel.com/var-park/
Var Park - Nüans Model | Mimari Maket, Endüstriyel Maket
Aug 21, 2024 - Mimari maket, bir binanın veya yapı kompleksinin ölçekli bir temsilidir. Genellikle, bir projeyi üç boyutlu olarak görselleştirmek...
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