Results 151 to 160 of about 156,630 (288)

Multiple Changepoint Detection for Non‐Gaussian Time Series

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT This article combines methods from existing techniques to identify multiple changepoints in non‐Gaussian autocorrelated time series. A transformation is used to convert a Gaussian series into a non‐Gaussian series, enabling penalized likelihood methods to handle non‐Gaussian scenarios.
Robert Lund   +3 more
wiley   +1 more source

The Optimal Bribe: Price Versus Quantity Competition in Oligopolies

open access: yesThe Manchester School, EarlyView.
ABSTRACT We analyze an entry deterrence model between an incumbent firm and a potential entrant, where the incumbent strategically offers bribes to local officials to raise entry barriers. Our focus is a three‐stage Bertrand game under incomplete information in a differentiated goods market.
Vishavdeep Sharma   +1 more
wiley   +1 more source

The frequency response of networks as open systems. [PDF]

open access: yesNat Commun
Nazerian A   +4 more
europepmc   +1 more source

Institutional Changes, Effective Demand, and Inequality: A Structuralist Model of Secular Stagnation

open access: yesMetroeconomica, EarlyView.
ABSTRACT This paper addresses the factors driving economic stagnation and inequality in the US over recent decades. We study a demand‐driven model with joint adjustment of the functional distribution and capacity utilization in the short run, and explore the dynamics of wealth accumulation and labor productivity growth in the long run.
Vinicius Curti Cícero, Daniele Tavani
wiley   +1 more source

On the Impact of Government Debt on Income Distribution in a Post‐Keynesian Framework With Workers' Saving

open access: yesMetroeconomica, EarlyView.
ABSTRACT This paper examines the complex relationship between government debt and income distribution within a post‐Keynesian framework. Extending the model of You and Dutt (1996), we model both capitalists and workers as holders of government bonds, enabling a more nuanced analysis of income distribution dynamics.
Hagen M. Krämer   +2 more
wiley   +1 more source

Output Gap Uncertainty, Sovereign Risk Premia and the Contingent Importance of the Bond Vigilantes

open access: yesMetroeconomica, EarlyView.
ABSTRACT This paper investigates the implications of output gap uncertainty for the conduct of fiscal policy using a small‐scale macroeconomic model with boundedly rational agents. Specifically, agents use an adaptive updating mechanism to approximate the unobservable potential output that suffers, similarly to the Hodrick and Prescott (1997) filter ...
Christian R. Proaño, Jonas Dix
wiley   +1 more source

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