Results 151 to 160 of about 25,752 (301)

Macroprudential Policy in the Euro Area

Journal of Money, Credit and Banking, EarlyView.
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, IVÁN PAYÁ   +1 more
wiley   +1 more source

Theory of infectious disease spillover at an ecological boundary: impacts of seasonality and cross-boundary movement. [PDF]

R Soc Open Sci
Nipa KF, Mohammed M, Stephens P, Drake JM.   +3 more
europepmc   +1 more source

Modelling Deterministic Seasonality with Artificial Neural Networks for Time Series Forecasting

, 2010
This study explores both from a theoretical and empirical perspective how to model deterministic seasonality with artificial neural networks (ANN) to achieve the best forecasting accuracy. The aim of this study is to maximise the available seasonal information to the ANN while identifying the most economic form to code it; hence reducing the modelling ...
Kourentzes, N, Crone, S
openaire   +1 more source

Harnessing Human Mobility Data for Applied Economic Research: Current Knowledge, Challenges, and Emerging Opportunities

Journal of Economic Surveys, EarlyView.
ABSTRACT This paper reviews how large‐scale mobility data can enhance economic analyses, highlighting its contributions to understanding travel behavior, labor markets, social interactions, and health outcomes. We discuss its advantages over traditional mobility data sources, which include real‐time location information and fine spatial resolution ...
Cristina Connolly, Sandro Steinbach, Mike Vo, Xibo Wan   +3 more
wiley   +1 more source

Complex multiannual cycles of <i>Mycoplasma pneumoniae</i>: Persistence and the role of stochasticity. [PDF]

Proc Natl Acad Sci U S A
Nielsen BF, Park SW, Howerton E, Lorentzen OF, Jensen MH, Grenfell BT.   +5 more
europepmc   +1 more source

Estimating a Demand System with Seasonally Differenced Data [PDF]

Researchers estimating demand systems have often used annual data even though monthly or quarterly data are available. Monthly data may be avoided because with monthly data it becomes more difficult to specify seasonality, autocorrelation is more likely ...
Anderson, John D., Harri, Ardian, Muhammad, Andrew   +2 more
core   +1 more source

Lawnmower Poetry and the Poetry of Lawnmowers

Critical Quarterly, EarlyView.
Francesca Gardner
wiley   +1 more source

Markov Determinantal Point Process for Dynamic Random Sets

Journal of Time Series Analysis, EarlyView.
ABSTRACT The Law of Determinantal Point Process (LDPP) is a flexible parametric family of distributions over random sets defined on a finite state space, or equivalently over multivariate binary variables. The aim of this paper is to introduce Markov processes of random sets within the LDPP framework. We show that, when the pairwise distribution of two
Christian Gouriéroux, Yang Lu
wiley   +1 more source

Stochastic control of influenza spread: A Lévy-driven SDE and branching process approach. [PDF]

Infect Dis Model
Mohammad KM, Khan T, Kamrujjaman M.
europepmc   +1 more source

Tests for Changes in Count Time Series Models With Exogenous Covariates

Journal of Time Series Analysis, EarlyView.
ABSTRACT We deal with a parametric change in models for count time series with exogenous covariates specified via the conditional distribution, i.e., with integer generalized autoregressive conditional heteroscedastic models with covariates (INGARCH‐X).
Šárka Hudecová, Marie Hušková
wiley   +1 more source