Explaining COVID-19 dynamics through user activity data from digital platforms with Yandex's self-isolation index as a case study. [PDF]
Żebrowski P +3 more
europepmc +1 more source
Macroprudential Policy in the Euro Area
Abstract This paper examines the development and impact of macroprudential policies in the euro area. We construct a novel index that captures the stance of macroprudential policy, and we highlight its main stylized facts since the inception of the euro in 1999. We combine a narrative approach and a structural VAR method to show that both unanticipated
ÁLVARO FERNÁNDEZ‐GALLARDO +1 more
wiley +1 more source
Investigating the determinants of under-five child mortality in Türkiye: the role of inequality in access to healthcare. [PDF]
Kizilkaya S, Durgun B, Durgun F.
europepmc +1 more source
Econometrics at the Extreme: From Quantile Regression to QFAVAR1
ABSTRACT This paper surveys quantile modelling from its theoretical origins to current advances. We organize the literature and present core econometric formulations and estimation methods for: (i) cross‐sectional quantile regression; (ii) quantile time series models and their time series properties; (iii) quantile vector autoregressions for ...
Stéphane Goutte +4 more
wiley +1 more source
Socioeconomic and climatic factors influencing desertification in Saudi Arabia through an ARDL approach. [PDF]
Derouez F +4 more
europepmc +1 more source
Learning in the Limit: Income Inference from Credit Extensions
ABSTRACT Combining a randomized controlled trial with administrative and survey data, this paper shows that credit limit extensions significantly increase total spending and income expectations. By controlling for changes in personal income expectations, the spending response to credit limit extensions weakens by approximately 30%.
XIAO YIN
wiley +1 more source
Do Environmental Degradation, ICT, Health Expenditure, and Institutional Quality Affect Life Expectancy? [PDF]
Zhang H, Shao Q, Uddin I, Zhang X.
europepmc +1 more source
Forecasting Climate Change Using a Multivariate Cointegrated System
ABSTRACT A cointegrated vector equilibrium correction model of key climate variables including sea surface temperature, ocean heat content, Arctic sea‐ice extent and sea‐level change is built, driven by radiative forcing in which a stochastic trend arises due to anthropogenic emissions of greenhouse gases.
Jennifer L. Castle +3 more
wiley +1 more source
The dynamic effects of irrigated land allocation on wheat production in Ethiopia. [PDF]
Wassihun AN, Zhu Y, Duguma AL.
europepmc +1 more source
Inference on the Attractor Space via Functional Approximation
ABSTRACT This paper discusses semiparametric inference on hypotheses on the cointegration and the attractor spaces for I(1)$$ I(1) $$ linear processes with moderately large cross‐sectional dimension. The approach is based on sample canonical correlations and functional approximation of Brownian motions, and it can be applied both to the whole system ...
Massimo Franchi, Paolo Paruolo
wiley +1 more source

