Results 161 to 170 of about 70,827 (296)

Monetary Policy Shocks and Exchange Rate Dynamics in Small Open Economies

Journal of Applied Econometrics, EarlyView.
ABSTRACT This paper investigates whether the effects of monetary policy shocks on real exchange rates have changed over time and, if so, whether these changes stem from shifts in transmission mechanisms or from variation in the volatility of the shocks themselves.
Madison Terrell, Qazi Haque, Jamie L. Cross, Firmin Doko Tchatoka   +3 more
wiley   +1 more source

Lung cancer clusters and air pollution exposure in Wayne County, Michigan: an autoregressive distributed lag model. [PDF]

J Thorac Dis
Zhang Q, Grady SC, Zhu S, Wilson CP, Wang Y, Ma X, Hutchings H, Poisson L, Okereke IC.   +8 more
europepmc   +1 more source

County-Level Determinants of Local Public Services in Appalachia: A Multivariate Spatial Autoregressive Model Approach [PDF]

In this paper, multivariate spatial autoregressive model of local public expenditure determination is developed. The empirical model is developed based on maximization of community utility function.
Gebremariam, Gebremeskel H., Gebremedhin, Tesfa G.   +1 more
core   +1 more source

Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset

Journal of Applied Econometrics, EarlyView.
ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
wiley   +1 more source

Asymmetric impact of exchange rate on trade balance in Ethiopia: Evidence from a non-linear autoregressive distributed lag model (NARDL) approach. [PDF]

PLoS One
Abegaz BE.
europepmc   +1 more source

Econometric analysis of high dimensional VARs featuring a dominant unit

, 2010
This paper extends the analysis of infinite dimensional vector autoregressive models (IVAR) proposed in Chudik and Pesaran (2010) to the case where one of the variables or the cross section units in the IVAR model is dominant or pervasive. This extension
Chudik, Alexander, Pesaran, Hashem
core  

Understanding bidirectional and transactional relations in parent and offspring mental health: Using COVID‐19 pandemic data to gain insights

JCPP Advances, EarlyView.
This study found that parent internalising symptoms predicted internalising symptoms in younger children, with no evidence of child‐driven effects. Among adolescents, mental health symptoms showed bidirectional associations with parent internalising symptoms, particularly for externalising symptoms.
Martha Oakes, Lowrie Hilladakis, Polly Waite, Cathy Creswell, Simona Skripkauskaite   +4 more
wiley   +1 more source

Asymmetric impact of climatic parameters on hemorrhagic fever with renal syndrome in Shandong using a nonlinear autoregressive distributed lag model. [PDF]

Sci Rep
Wang Y, Liang Z, Qing S, Xi Y, Xu C, Lin F.   +5 more
europepmc   +1 more source

A counterfactual and random intercept cross‐lagged panel analysis of the effects of reading frequency on adolescent mental health in a large longitudinal study

JCPP Advances, EarlyView.
Abstract Background Reading has been proposed as a protective factor in mental health; however, evaluating this is challenging due to a lack of trials and the possibility of confounding in observational studies. Methods We used the complementary approaches of covariate balancing propensity score weighting and random intercepts cross‐lagged panel models
Aja Murray, Patrick Errington, Yi Yang, Helen Wright, Daniel Mirman, Ingrid Obsuth, Tom Booth, Denis Ribeaud, Manuel Eisner   +8 more
wiley   +1 more source

Asymmetric Effects of Weather-Integrated Human Brucellosis Forecasting System Using a New Nonlinear Autoregressive Distributed Lag Model. [PDF]

Transbound Emerg Dis
Wang Y, Xue C, Zhang B, Li Y, Xu C.
europepmc   +1 more source