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pro vyhledávání: '"Ahmadov, Vugar"'
Autor:
Ahmadov, Vugar
Publikováno v:
Online access for everyone.
Thesis (Ph. D. individual interdisciplinary)--Washington State University, May 2008.
Includes bibliographical references.
Includes bibliographical references.
Autor:
Ahmadov, Vugar
Publikováno v:
Online access for everyone.
Thesis (M.A. in economics)--Washington State University, December 2006.
Includes bibliographical references (p. 80-84).
Includes bibliographical references (p. 80-84).
Autor:
Ahmadov, Vugar1 vugar_ahmadov@cbar.az, Huseynov, Salman2 salman_huseynov@cbar.az, Adigozalov, Shaig1 shaig_adigozalov@cbar.az, Mammadov, Fuad1 fuad_mammadov@cbar.az, Rahimov, Vugar1 vugar_rahimov@cbar.az
Publikováno v:
Journal of Economics & Finance. Apr2018, Vol. 42 Issue 2, p369-385. 17p. 3 Charts, 2 Graphs.
In this study, we build and use a factor-augmented vector autoregressive (FAVAR) model to forecast inflation and output in Azerbaijan. The FAVAR model is particularly effective in data-rich environments, alleviating the curse of dimensionality of the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::1630cc2d5566688dac8c10533bad5d99
https://hdl.handle.net/10419/230326
https://hdl.handle.net/10419/230326
This study aims to analyse the discretionary fiscal policy of Azerbaijan, Kazakhstan, and Russia for the period 2003-2015 using the structural budget balance (SBB). The SBB considers the permanent component of oil revenue and therefore clearly define
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::6e4ebe00db308a560110e7727b25d99f
https://hdl.handle.net/10419/201684
https://hdl.handle.net/10419/201684
In this study, we estimate a risk-neutral implied probability distribution using American call (put) options on Brent oil futures. For this purpose, we apply three different methodologies: non-parametric approach (kernel density estimation), semi-par
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::61d192c09dae78e0caae4c0315e6d299
https://mpra.ub.uni-muenchen.de/65704/1/MPRA_paper_65704.pdf
https://mpra.ub.uni-muenchen.de/65704/1/MPRA_paper_65704.pdf
In this paper, we study main problems and practical issues of modeling and forecasting of macroeconomic variables in the national economy. For that, we employ astructural VAR models and estimate interdependencies among different economic variables. I
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::2bc51a08a390d392a604eea0c9e5bb5a
https://mpra.ub.uni-muenchen.de/63517/1/MPRA_paper_63517.pdf
https://mpra.ub.uni-muenchen.de/63517/1/MPRA_paper_63517.pdf
Autor:
Ahmadov, Vugar
This thesis examines the impact of technological advancements on employment and wages in European Union. In order to examine this relation the date set for period over 1990-2010 of 10 European Member states were used. The data represented statistical
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2186::066b8f28e39a9d39cfbecd6088b1f52d
http://www.nusl.cz/ntk/nusl-196795
http://www.nusl.cz/ntk/nusl-196795
In this study, we investigate forecasting performance of various univariate and multivariate models in predicting inflation for different horizons. We design our forecast experiment for the post-oil boom years of 2010-2014 and compare forecasting abi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::5bf19d77aa958ebb755bdf1b775de9cf
https://mpra.ub.uni-muenchen.de/63515/1/MPRA_paper_63515.pdf
https://mpra.ub.uni-muenchen.de/63515/1/MPRA_paper_63515.pdf
Autor:
Huseynov, Salman, Ahmadov, Vugar
In this study, we investigate the nature and possible sources of economic fluctuations in oil exporting countries using principle component and impulse-response analysis. The principal component analysis shows that the first two components can be sta
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::6b74116244fc60004c921fc3ef0b30e7
https://hdl.handle.net/10419/122104
https://hdl.handle.net/10419/122104