Matches in SemOpenAlex for { <https://semopenalex.org/work/W3024370293> ?p ?o ?g. }
Showing items 1 to 79 of
79
with 100 items per page.
- W3024370293 abstract "Relevant works from the literature on crude oil market use structural vector autoregressive(SVAR) models with several lags to approximate the true model for the variables change in globalcrude oil production, global real economic activity and log real crude oil prices. Those variables involveseasonality, co-integration, structural changes, and outliers. We introduce nonlinear Markov-switchingscore-driven models with common trends of the multivariate t-distribution (MS-Seasonal-t-QVAR), forwhich filters are optimal according to the Kullback-Leibler divergence. We find that MS-Seasonal-t-QVAR provides a better approximation of the true data generating process and more precise short-runand long-run impulse responses than SVAR." @default.
- W3024370293 created "2020-05-21" @default.
- W3024370293 creator A5019312347 @default.
- W3024370293 creator A5044687851 @default.
- W3024370293 creator A5088751416 @default.
- W3024370293 date "2020-01-01" @default.
- W3024370293 modified "2023-09-27" @default.
- W3024370293 title "Nonlinear common trends for the global crude oil market: Markov-switching score-driven models of the multivariate t-distribution" @default.
- W3024370293 hasPublicationYear "2020" @default.
- W3024370293 type Work @default.
- W3024370293 sameAs 3024370293 @default.
- W3024370293 citedByCount "0" @default.
- W3024370293 crossrefType "posted-content" @default.
- W3024370293 hasAuthorship W3024370293A5019312347 @default.
- W3024370293 hasAuthorship W3024370293A5044687851 @default.
- W3024370293 hasAuthorship W3024370293A5088751416 @default.
- W3024370293 hasConcept C105795698 @default.
- W3024370293 hasConcept C110121322 @default.
- W3024370293 hasConcept C121332964 @default.
- W3024370293 hasConcept C127413603 @default.
- W3024370293 hasConcept C134306372 @default.
- W3024370293 hasConcept C138885662 @default.
- W3024370293 hasConcept C149782125 @default.
- W3024370293 hasConcept C158622935 @default.
- W3024370293 hasConcept C159877910 @default.
- W3024370293 hasConcept C161584116 @default.
- W3024370293 hasConcept C207390915 @default.
- W3024370293 hasConcept C2987168347 @default.
- W3024370293 hasConcept C33923547 @default.
- W3024370293 hasConcept C41895202 @default.
- W3024370293 hasConcept C62520636 @default.
- W3024370293 hasConcept C78762247 @default.
- W3024370293 hasConcept C79337645 @default.
- W3024370293 hasConcept C98763669 @default.
- W3024370293 hasConceptScore W3024370293C105795698 @default.
- W3024370293 hasConceptScore W3024370293C110121322 @default.
- W3024370293 hasConceptScore W3024370293C121332964 @default.
- W3024370293 hasConceptScore W3024370293C127413603 @default.
- W3024370293 hasConceptScore W3024370293C134306372 @default.
- W3024370293 hasConceptScore W3024370293C138885662 @default.
- W3024370293 hasConceptScore W3024370293C149782125 @default.
- W3024370293 hasConceptScore W3024370293C158622935 @default.
- W3024370293 hasConceptScore W3024370293C159877910 @default.
- W3024370293 hasConceptScore W3024370293C161584116 @default.
- W3024370293 hasConceptScore W3024370293C207390915 @default.
- W3024370293 hasConceptScore W3024370293C2987168347 @default.
- W3024370293 hasConceptScore W3024370293C33923547 @default.
- W3024370293 hasConceptScore W3024370293C41895202 @default.
- W3024370293 hasConceptScore W3024370293C62520636 @default.
- W3024370293 hasConceptScore W3024370293C78762247 @default.
- W3024370293 hasConceptScore W3024370293C79337645 @default.
- W3024370293 hasConceptScore W3024370293C98763669 @default.
- W3024370293 hasLocation W30243702931 @default.
- W3024370293 hasOpenAccess W3024370293 @default.
- W3024370293 hasPrimaryLocation W30243702931 @default.
- W3024370293 hasRelatedWork W1774737591 @default.
- W3024370293 hasRelatedWork W2058076827 @default.
- W3024370293 hasRelatedWork W2106732397 @default.
- W3024370293 hasRelatedWork W2127449866 @default.
- W3024370293 hasRelatedWork W2266655910 @default.
- W3024370293 hasRelatedWork W2279092645 @default.
- W3024370293 hasRelatedWork W2338432748 @default.
- W3024370293 hasRelatedWork W2346730817 @default.
- W3024370293 hasRelatedWork W2533191255 @default.
- W3024370293 hasRelatedWork W2761980849 @default.
- W3024370293 hasRelatedWork W2968648483 @default.
- W3024370293 hasRelatedWork W2981833863 @default.
- W3024370293 hasRelatedWork W3121137208 @default.
- W3024370293 hasRelatedWork W3122969821 @default.
- W3024370293 hasRelatedWork W3123062530 @default.
- W3024370293 hasRelatedWork W3124510549 @default.
- W3024370293 hasRelatedWork W3124874684 @default.
- W3024370293 hasRelatedWork W3137326526 @default.
- W3024370293 hasRelatedWork W3155000769 @default.
- W3024370293 hasRelatedWork W3186800956 @default.
- W3024370293 isParatext "false" @default.
- W3024370293 isRetracted "false" @default.
- W3024370293 magId "3024370293" @default.
- W3024370293 workType "article" @default.