Machine Learning Regularization Methods in High-Dimensional Monetary and Financial VARs

Machine Learning Regularization Methods in High-Dimensional Monetary and Financial VARs

Vector autoregressions (VARs) and their multiple variants are standard models in economic and financial research due to their power for forecasting, data analysis and inference. These properties are a consequence of their capabilities to include multiple variables and lags which, however, turns into...

書誌詳細
主要な著者:	Sánchez García, Javier, Cruz Rambaud, Salvador
フォーマット:	info:eu-repo/semantics/article
言語:	English
出版事項:	MDPI 2022
主題:	VAR machine learning LASSO (Least Absolute Shrinkage and Selection Operator) regularization methods sparsity monetary economics financial economics
オンライン･アクセス:	http://hdl.handle.net/10835/13536

類似資料

Measuring Financial Knowledge: A Macroeconomic Perspective
著者:: Oliver Márquez, Francisco José, 等
出版事項: (2024)

Global Research Trends in Financial Transactions
著者:: Abad Segura, Emilio, 等
出版事項: (2020)

Applying Machine Learning Techniques to the Analysis and Prediction of Financial Data
著者:: Flores Siguenza, Pablo Andres, 等
出版事項: (2024)

El sector industrial ante la Unión Económica y Monetaria
著者:: Carretero Gómez, Anselmo
出版事項: (2011)

The Mendicant Preachers and The Merchant's Soul: the civilization of commerce in the late-middle ages and Renaissance Italy (1275-1425)
著者:: Hanssen, M. (Mark), 等
出版事項: (2016)

Patient Satisfaction in the Spanish National Health Service: Partial Least Squares Structural Equation Modeling
著者:: Valls Martínez, María del Carmen, 等
出版事項: (2020)

Income or educational attainment: which is more effective in the fight against overweight? Evidence from Spain and Andalusia
著者:: Guarnido Rueda, Almudena, 等
出版事項: (2024)

Economics and the modern world
著者:: Abbott, Lawrence

Three Decades of Behavioural Economics in Agriculture. An Overview of Global Research
著者:: Mesa-Vázquez, Ernesto, 等
出版事項: (2021)

Experimental Economics in Agriculture: A Review of Worldwide Research
著者:: Mesa Vázquez, Ernesto, 等
出版事項: (2021)

Social Expenditure in the European Union: Does Inequality Matter?
著者:: Molina Morales, Agustín, 等
出版事項: (2024)

Determinants of Child Health Inequalities in Developing Countries: a New Perspective
著者:: Amate Fortes, Ignacio, 等
出版事項: (2024)

Circular economy implementation in the agricultural sector: Definition, strategies and indicators
著者:: Velasco Muñoz, Juan Francisco, 等
出版事項: (2023)

World Analysis of the Determinants of the Inequality in Health. Is the Measurement of Inequality Important?
著者:: Amate Fortes, Ignacio, 等
出版事項: (2024)

World Analysis of the Determinants of the Inequality in Health. Is the Measurement of Inequality Important?
著者:: Amate Fortes, Ignacio, 等
出版事項: (2024)

Intensive Horticulture in Almería (Spain): A Counterpoint to Current European Rural Policy Strategies
著者:: Aznar Sánchez, José Ángel, 等
出版事項: (2011)

Ways of Overcoming Economic Backwardness
著者:: Waksudov, Latif

Economics of agricultural production and resource use
著者:: Heady, Earl O.

Socioeconomic and technical factors determining the adoption of hedgerows around greenhouses in southeast Spain
著者:: López Felices, Belén, 等
出版事項: (2023)

Are there urban-rural gaps in Spaniards financial knowledge?
著者:: Oliver Márquez, Francisco José, 等
出版事項: (2024)

Economic geology

Regional Comparative Analysis on the Determinants of the Spaniards’ Financial Knowledge
著者:: Oliver Márquez, Francisco José, 等
出版事項: (2024)

Is Income Inequality Influenced by Financial Knowledge? A Macroeconomic and Longitudinal Analysis
著者:: Oliver Márquez, Francisco José, 等
出版事項: (2024)

Adopting sustainable water management practices in agriculture based on stakeholder preferences
著者:: Velasco Muñoz, Juan Francisco, 等
出版事項: (2023)

Factors influencing the use of rainwater for agricultural irrigation: the case of greenhouse agriculture in southeast Spain
著者:: López Felices, Belén, 等
出版事項: (2023)

The Kuznets Curve Hypothesis Checked Out on Up-To-Date Observations in African Countries
著者:: Martínez Navarro, Diego, 等
出版事項: (2023)

A strategy for the assessment of overall model fit in structural equation modeling for business economics
著者:: Sánchez Pérez, Manuel
出版事項: (2024)

Instructor´s Manual to accompany Economics
著者:: Samuelson, Paul A. (Paul Anthony), 1915-2009

The Relationship between Social Responsibility and Business Performance: An Analysis of the Agri-Food Sector of Southeast Spain
著者:: Martos Pedrero, Antonio, 等
出版事項: (2020)

Cost-effectiveness analysis of tropisetron vs. chlorpromazine-dexamethasone in the control of acute emesis induced by highly emetogenic chemotherapy in children
著者:: Tejedor, I. (I.), 等
出版事項: (2012)

Effects of Financial Education and Financial Literacy on Creative Entrepreneurship: A Worldwide Research
著者:: Abad Segura, Emilio, 等
出版事項: (2020)

Economic and Institutional Determinants in Fiscal Pressure: An Application to the European Case
著者:: Molina Morales, Agustín, 等
出版事項: (2024)

La Economía Conductual: La contribución de Richard H. Thaler
著者:: Mateo Almansa, José L.
出版事項: (2019)

Essays on how investors read, remember & react to news
著者:: Das, N. (Nishant), 等
出版事項: (2023)

La historia económica como disciplina introductoria a la docencia de la economía en el aula de secundaria
著者:: Martín Cervantes, Pedro A.
出版事項: (2019)

Machine learning methods for drug repurposing
著者:: Casals-Baena, M. (Mikel), 等
出版事項: (2022)

The economic valuation of ecosystem services: bibliometric analysis
著者:: Velasco Muñoz, Juan Francisco, 等
出版事項: (2023)

Institutions and Public Expenditure on Education in OECD Countries
著者:: Molina Morales, Agustín, 等
出版事項: (2024)

The importance of technological innovation in Spain: evidence before, during and after the global economic crisis
著者:: Martínez Alonso, Rubén, 等
出版事項: (2023)

Financial Technology: Review of Trends, Approaches and Management
著者:: Abad Segura, Emilio, 等
出版事項: (2020)