Results 51 to 60 of about 4,998 (266)
DSGE Model Forecasting: Rational Expectations Versus Adaptive Learning
ABSTRACT This paper compares within‐sample and out‐of‐sample fit of a DSGE model with rational expectations to a model with adaptive learning. The Galí, Smets, and Wouters model is the chosen laboratory using quarterly real‐time euro area data vintages, covering 2001Q1–2019Q4.
Anders Warne
wiley +1 more source
Simultaneous Indirect Inference, Impulse Responses and ARMA Models
A two-stage simulation-based framework is proposed to derive Identification Robust confidence sets by applying Indirect Inference, in the context of Autoregressive Moving Average (ARMA) processes for finite samples.
Lynda Khalaf, Beatriz Peraza López
doaj +1 more source
Predicting EU Emissions Allowance Prices Using Macroeconomic Indicators and Hybrid AI Models
ABSTRACT Predicting carbon allowance prices has grown more crucial in relation to carbon market regulation, financial strategy, and environmental policy development. This study examines a hybrid forecasting system that combines deep learning with ensemble machine learning models to forecast the price fluctuations of EU Emissions Allowance (EUAs) within
Saptarshi Ganguly +2 more
wiley +1 more source
This paper highlights a concerning scenario of environmental contamination by multidrug‐resistant bacteria, underscoring the need for integrated surveillance and control strategies to address antimicrobial resistance in aquatic environments within the context of One Health.
Francisco Lucas de Amorim Nascimento +13 more
wiley +1 more source
Binomial ARMA count series from renewal processes
This paper describes a new method for generating stationary integer-valued time series from renewal processes. We prove that if the lifetime distribution of renewal processes is nonlattice and the probability generating function is rational, then the ...
Koshkin, Sergiy, Cui, Yunwei
core +1 more source
On Misspecified ARMA Model Fittings to Exponential Processes [PDF]
We investigate some properties on a misspecified Gaussian ARMA(p,q) model fitting to Exponential processes with order 2 (abbreviated to EX(2) process).
Tanaka, Minoru
core +1 more source
ABSTRACT There is increasing interest in understanding and recognition of the importance of empathy effects at work. However, despite the two‐party nature of empathy, little research has distinguished between empathy‐giving versus empathy‐receiving, or between empathy‐giver versus receiver.
Xiaoxiao Jiang +3 more
wiley +1 more source
Living Well With Type 1 Diabetes in Middle School: A Student‐Centered Perspective
ABSTRACT Type 1 diabetes (T1D) is among the most common chronic illnesses affecting children and adolescents, meaning that all schools regularly include students with T1D. Supporting their well‐being requires understanding how they experience middle school to address their specific needs.
Isabelle Joing +4 more
wiley +1 more source
ABSTRACT Over recent decades, action‐oriented research has gained prominence in co‐producing actionable knowledge to drive transformative change toward sustainability. However, further methodological developments are needed to support the transition to the application phase of such knowledge.
María D. López‐Rodríguez +7 more
wiley +1 more source
In this article, we study the multidimensional second-order processes with time-dependent spectra. This is indeed a large class of second-order processes that includes periodically correlated processes and evolutionary processes.
A. R. Soltani
doaj +1 more source

