JSTOR Daily

Application of Vector Autoregression to Dynamic Relationships within the U.S. Dairy Sector

Numerous studies have econometrically analyzed the dairy sector and effects of alternative dairy policies. While many of these studies have included dynamic aspects, often strict a priori assumptions ...
JSTOR Daily

A Fast Algorithm for the Exact Likelihood of Stationary and Partially Nonstationary Vector Autoregressive-Moving Average Processes

This is a preview. Log in through your library . Abstract An expression for the likelihood function of a stationary vector autoregressive-moving average process is developed. The expression is very ...
International Monetary Fund

Probabilistic Sustainability of Public Debt: A Vector Autoregression Approach for Brazil, Mexico, and Turkey

Disclaimer: This Working Paper should not be reported as representing the views of the IMF.The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those ...
International Monetary Fund

Global Financial Transmission into Sub-Saharan Africa – A Global Vector Autoregression Analysis

Sub-Saharan African countries are exposed to spillovers from global financial variables, but the impact on economic activity is more significant in more financially developed economies. Generalized ...
Nature

Embers of autoregression show how large language models are shaped by the problem they are trained to solve.

The Nature Index 2025 Research Leaders — previously known as Annual Tables — reveal the leading institutions and countries/territories in the natural and health sciences, according to their output in ...