Matching Theory and Data: Bayesian Vector Autoregression and Dynamic Stochastic General Equilibrium Models [PDF]
This paper shows how to identify the structural shocks of a Vector Autore- gression (VAR) while at the same time estimating a dynamic stochastic general equilibrium (DSGE) model that is not assumed to replicate the data generating process.
Alexander Kriwoluzky
core
Mathematical modeling of planar cell polarity: principles, approaches, and open questions. [PDF]
Rizvi MS, Jolly MK.
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Time-Consistent Control in Non-Linear Models [PDF]
We show how to use optimal control theory to derive optimal time-consistent Markov-perfect government policies in nonlinear dynamic general equilibrium models, extending the result of Cohen and Michel (1988) for models with quadratic objective functions ...
Florian Pelgrin, Steve Ambler
core
Survey on mathematical modeling of infectious disease dynamics: insights and applications. [PDF]
Eshtewy NA, Forootani A, Sisi ZA.
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Impulse response identification in DSGE models [PDF]
Dynamic stochastic general equilibrium (DSGE) models have become a widely used tool for policymakers. This paper modifies the global identification theory used for structural vector autoregressions, and applies it to DSGE models.
Martin Fukac
core
Particle swarm optimized deep learning for jamming detection and throughput enhancement in cognitive radio networks. [PDF]
Imran M +6 more
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e3SIM: Epidemiological-ecological-evolutionary simulation framework for genomic epidemiology. [PDF]
Xu P +14 more
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From simultaneous to leader-follower play in direct reciprocity. [PDF]
LaPorte P, Pracher L, Pal S.
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The Interplay Between Non-Instantaneous Dynamics of mRNA and Bounded Extrinsic Stochastic Perturbations for a Self-Enhancing Transcription Factor. [PDF]
Cabriel L +4 more
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Entropy Production and Irreversibility in the Linearized Stochastic Amari Neural Model. [PDF]
Lucente D, Gradenigo G, Salasnich L.
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