Scientific Research Publishing

The Fiscal Multiplier Effect: A Quantitative Analysis of Government Spending’s Impact on Economic Growth in Sierra Leone ()

Daboh, F., Ngebeh, R. and Beah, A. (2026) The Fiscal Multiplier Effect: A Quantitative Analysis of Government Spending’s Impact on Economic Growth in Sierra Leone . Open Access Library Journal, 13, ...
Simon Fraser University

Preliminary Autoregressive Models

After computing the sample autocovariance matrices, PROC STATESPACE fits a sequence of vector autoregressive models. These preliminary autoregressive models are used to estimate the autoregressive ...
Simon Fraser University

Autoregressive Moving Average Error Processes

A model with first-order autoregressive errors, AR(1), has the form while an AR(2) error process has the form and so forth for higher-order processes. Note that the ...
Risk

Decomposing supply shocks in the US electricity industry: evidence from a time-varying Bayesian panel vector autoregression model

This paper investigates spillovers between electricity supply shocks and US growth, using monthly data from forty-eight US states from January 2001 to September 2016, and employs a novel strategy for ...