Results 71 to 80 of about 2,991 (173)
Monetary Policy When Preferences Are Quasi‐Hyperbolic
Journal of Money, Credit and Banking, EarlyView.Abstract We study discretionary monetary policy in an economy where economic agents have quasi‐hyperbolic discounting. We demonstrate that a benevolent central bank is able to keep inflation under control for a wide range of discount factors. If the central bank, however, does not adopt the household's time preferences and tries to discourage early ...
RICHARD DENNIS, OLEG KIRSANOV
wiley +1 more source
AIP Advances, 2020 In the present work, a new method for solving a strong nonlinear oscillator equation of the form ẍ + F(x) = 0, where F(−x) = −F(x), is carried out. This method consists of approximating function F(x) by means of a suitable Chebyshev polynomial: F(x) ≈ P(
Ma’mon Abu Hammad +2 more
doaj +1 more source
Sequential Outlier Detection in Nonstationary Time Series
Journal of Time Series Analysis, EarlyView.ABSTRACT A novel method for sequential outlier detection in nonstationary time series is proposed. The method tests the null hypothesis of “no outlier” at each time point, addressing the multiple testing problem by bounding the error probability of successive tests, using extreme‐value theory. The asymptotic properties of the test statistic are studied
Florian Heinrichs +2 more
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Advances in Mathematical PhysicsIn problems defined on a semi-infinite domain, rational Chebyshev or Laguerre functions are the generic choices of basis functions in spectral methods.
Leila Rangipoor +2 more
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Solving Stochastic Climate‐Economy Models: A Deep Least‐Squares Monte Carlo Approach
Mathematical Finance, EarlyView.ABSTRACT Stochastic versions of recursive integrated climate‐economy assessment models are essential for studying and quantifying policy decisions under uncertainty. However, as the number of state variables and stochastic shocks increases, solving these models via deterministic grid‐based dynamic programming (e.g., value‐function iteration/projection ...
Aleksandar Arandjelović +4 more
wiley +1 more source
Observability of Linear Differential-algebraic Equations in the Class of Chebyshev Functions
Известия Иркутского государственного университета: Серия "Математика", 2017 We consider linear time-varying systems of first order ordinary differential equations unresolved with respect to the derivative of the unknown function and identically degenerate in the domain.
P.S. Petrenko
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Confidence Intervals for Price Discovery
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT This paper discusses asymptotic and bootstrap confidence intervals for multivariate permanent‐transitory decompositions of cointegrated vector autoregressive I(1) systems, with a focus on price discovery. Alternative estimators of the permanent components are compared in terms of efficiency also under separable linear restrictions on the ...
Heino Bohn Nielsen +2 more
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Inference on Common Trends in a Cointegrated Nonlinear SVAR
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT We consider the problem of performing inference on the number of common stochastic trends when data is generated by a cointegrated CKSVAR (a two‐regime, piecewise affine SVAR; Mavroeidis, 2021), using a modified version of the Breitung (2002) multivariate variance ratio test that is robust to the presence of nonlinear cointegration (of a known
James A. Duffy, Xiyu Jiao
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Self‐Similar Blowup for the Cubic Schrödinger Equation
Communications on Pure and Applied Mathematics, Volume 79, Issue 8, Page 1831-1918, August 2026.ABSTRACT We give a rigorous proof for the existence of a finite‐energy, self‐similar solution to the focusing cubic Schrödinger equation in three spatial dimensions. The proof is computer‐assisted and relies on a fixed point argument that shows the existence of a solution in the vicinity of a numerically constructed approximation.
Roland Donninger, Birgit Schörkhuber
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Is It Easier to Count Communities Than Find Them?
Random Structures &Algorithms, Volume 68, Issue 4, July 2026.ABSTRACT Random graph models with community structure have been studied extensively in the literature. For both the problems of detecting and recovering community structure, an interesting landscape of statistical and computational phase transitions has emerged. A natural unanswered question is: Might it be possible to infer properties of the community
Cynthia Rush +3 more
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