Deposit and Lending Interest Rate Pass‐Through: Evidence From Selected Euro Area Countries
International Review of Finance, Volume 26, Issue 2, June 2026.ABSTRACT This study examines how deposit and lending interest rates adjust to changes in two proxies for funding costs in the banking systems of the Euro area from January 2003 to July 2024. Using a panel framework and dynamic pooled least squares with cross‐section fixed effects, we analyze both long‐ and short‐run pass‐through from two funding‐cost ...
Viet Thanh Truc Tran +3 more
wiley +1 more source
Prediction intervals in conditionally heteroscedastic time series with stochastic components. [PDF]
Differencing is a very popular stationary transformation for series with stochastic trends. Moreover, when the differenced series is heteroscedastic, authors commonly model it using an ARMA-GARCH model. The corresponding ARIMA-GARCH model is then used to
Ruiz, Esther +2 more
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2024 global temperature record is consistent with model-predicted warming. [PDF]
Proc Natl Acad Sci U S AMann ME +4 more
europepmc +1 more source
The effect of crew rostering policies on flight crew safety behaviours
Journal of Occupational and Organizational Psychology, Volume 99, Issue 2, June 2026.Abstract Crew rostering (i.e., designing and assigning work schedules for cockpit and cabin crew) is a core personnel management function in commercial airlines. Surprisingly, little is known about how rostering policies shape flight crews' psychological resources and safety performance.
Aníbal López +2 more
wiley +1 more source
Denoising Respiratory Sinus Arrhythmia of Pulse-to-Pulse Interval Signals Extracted from Photoplethysmogram with an Autoregressive Moving Average Model. [PDF]
Sensors (Basel)Liu SH +5 more
europepmc +1 more source
Fully Modified GLS Estimation for Seemingly Unrelated Cointegrating Polynomial Regressions
Oxford Bulletin of Economics and Statistics, Volume 88, Issue 3, Page 473-483, June 2026.ABSTRACT A new feasible generalized least squares estimator is proposed. Our estimator incorporates (1) the inverse autocovariance matrix of multidimensional errors, and (2) second‐order bias corrections. The resulting estimator has the intuitive interpretation of applying a weighted least squares objective function to filtered data series.
Yicong Lin, Hanno Reuvers
wiley +1 more source
Asymptotic properties of weighted least squares estimation in weak parma models
The aim of this work is to investigate the asymptotic properties of weighted least squares (WLS) estimation for causal and invertible periodic autoregressive moving average (PARMA) models with uncorrelated but dependent errors. Under mild assumptions, it
Francq, Christian +2 more
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A genetic algorithm-based ensemble framework for wind speed forecasting. [PDF]
Sci RepBarchi TM +8 more
europepmc +1 more source
Political Psychology, Volume 47, Issue 3, June 2026.Abstract Armed groups operating in conflicts around the world publish statements of denial to dissociate themselves from acts of violence. Existing research argues that armed groups publish denial statements to avoid public backlash, favorably frame the conduct of their campaigns, and distance themselves from unsanctioned actions conducted by rank‐and ...
Ilayda B. Onder, Mark Berlin
wiley +1 more source
Identification of ARMA models using Pade approximation
, 1987 A new method based on the theory of Pade approximation has been introduced for the identification of ARMA models. In this method the estimates obtained by fitting an infinite AR model (or infinite MA model) are used to construct the so-called C-table ...
Kumar, Kuldeep
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