Physical Sciences and Mathematics | Open Access Articles

Embアルゴリズムの新たな応用による多重比率補定(高橋将宜), Masayoshi Takahashi

Masayoshi Takahashi

No abstract provided.

Studying The Effects Of Non Oil Exports On Targeted Economic Growth In Iranian 5th Development Plan: A Computable General Equilibrium Approach, Rasoul Bakhsi Dastjerdi Dr., Reza Moosavi Mohseni Dr., Somayye Jafari

Reza Moosavi Mohseni

we investigate the effects of non oil export on Iran’s economic growth using a computable general equilibrium (CGE) and study which tradable sectors has a larger share in reaching to targeted growth rate 8% in 5th socio economic development plan. We calibrate the model by GAMS (with emphasis on foreign trade sector). Numerical solution to the model is based on Iran’s social accounting matrix (SAM). Results show that 2.03% of targeted economic growth rate is achieved by encouraging a 6% growth in export. It also be mentioned that industry and mine sector in Iran, has more influence on growth than …

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Copula Modelling Of Dependence In Multivariate Time Series, Michael S. Smith

Michael Stanley Smith

Almost all existing nonlinear multivariate time series models remain linear, conditional on a point in time or latent regime. Here, an alternative is proposed, where nonlinear serial and cross-sectional dependence is captured by a copula model. The copula defines a multivariate time series on the unit cube. A drawable vine copula is employed, along with a factorization which allows the marginal and transitional densities of the time series to be expressed analytically. The factorization also provides for simple conditions under which the series is stationary and/or Markov, as well as being parsimonious. A parallel algorithm for computing the likelihood is …