International Journal of Finance &Economics, EarlyView.ABSTRACT We develop a theoretical framework that extends the Bernanke and Blinder model to incorporate imperfect substitution between internal and external finance of firms to study the operation of both the bank lending and the balance sheet channels of monetary transmission in the US.
Sophocles N. Brissimis +1 more
wiley +1 more source
The Circumstance-Driven Bivariate Integer-Valued Autoregressive Model. [PDF]
Entropy (Basel)Wang H, Weiß CH.
europepmc +1 more source
Modelling COVID-19 incidence in the African sub-region using smooth transition autoregressive model. [PDF]
Model Earth Syst Environ, 2022 Aidoo EN +4 more
europepmc +1 more source
Sovereign Credit Ratings: A Friend or Foe to Financial Development of African Countries?
International Journal of Finance &Economics, EarlyView.ABSTRACT This study examined the impact of sovereign credit rating on financial development. Using a sample of 21 African countries from 1995 to 2019, the empirical result indicates a significant and positive link between sovereign credit rating and financial development that is, higher credit ratings are associated with lower borrowing costs ...
Sodiq Arogundade +2 more
wiley +1 more source
Corrigendum: Degenerate Beta autoregressive model for proportion time-series with zeros or ones: an application to antimicrobial resistance rate using R shiny app. [PDF]
Front Public HealthLobo J, Kamath A, Kalwaje Eshwara V.
europepmc +1 more source
An Interpretable Hybrid Predictive Model of COVID-19 Cases using Autoregressive Model and LSTM
, 2022 Zhang Y, Tang S, Yu G.
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On Optimal Currency Areas: Common Shocks Versus Common Persistence of Shocks
International Journal of Finance &Economics, EarlyView.ABSTRACT The Optimal Currency Area (OCA) literature has been focusing on the co‐movement of business cycle shocks as a key policy criterion. We document in a simple Barro–Gordon framework that, in addition to a high correlation of shocks, a common persistence of shocks is a relevant OCA criterion.
Louisa Grimm +2 more
wiley +1 more source
Systematic evaluation of integration between China's digital economy and sports industry: Two-stage grey relational analysis and vector autoregressive model. [PDF]
PLoS OneSun X, Su L, Zhou B, Bu T, Zhang Y.
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A Learning Model with Memory in the Financial Markets
International Journal of Finance &Economics, EarlyView.ABSTRACT Learning is central to a financial agent's aspiration to gain persistent strategic advantage in asset value maximisation. The implicit mechanism that transforms this aspiration into an observed value gain is the speed of error corrections (demonstrating, an agent's speed of learning) whilst facing increased uncertainty.
Shikta Singh +6 more
wiley +1 more source
Obesity Science &Practice, Volume 8, Issue 6, Page 735-747, December 2022., 2022 Abstract Objective Self‐monitoring, one of the most important behaviors for successful weight loss, can be facilitated through mobile health applications (mHealth apps). Therefore, it is of interest to determine whether consistent users of these apps succeed in achieving their weight goals. This study used data from an mHealth app that enabled tracking
Katherine Labonté +4 more
wiley +1 more source