Inflation expectations and time variations in the oil price pass‐through
Economic Inquiry, EarlyView.Abstract Previous literature suggests that the pass‐through of oil price shocks to inflation rates became weaker since the 1970s. I use a time‐varying parameter VAR to show that this trend has recently been reversed with headline and core inflation rates responding more sensitive to oil price shocks. Based on a counterfactual analysis, I offer evidence
Daniel Gründler
wiley +1 more source
A Generic Formula and Some Special Cases for the Kullback-Leibler Divergence between Central Multivariate Cauchy Distributions. [PDF]
Entropy (Basel), 2022 Bouhlel N, Rousseau D.
europepmc +1 more source
E3 ligase Praja1 mediates ubiquitination and degradation of microtubule‐associated protein tau
The FEBS Journal, EarlyView.E3 ligase Praja1, but not its paralogue Praja2, recognizes and ubiquitinates tau protein for proteasomal degradation. This newly identified function of Praja1‐mediated tau degradation suggests its role in protein quality control, which may provide insights into the pathogenesis of tauopathies.
Shiho Aoki +8 more
wiley +1 more source
A Satellite Incipient Fault Detection Method Based on Decomposed Kullback-Leibler Divergence. [PDF]
Entropy (Basel), 2021 Zhang G, Yang Q, Li G, Leng J, Yan M.
europepmc +1 more source
Model Ambiguity versus Model Misspecification in Dynamic Portfolio Choice
The Journal of Finance, EarlyView.ABSTRACT We study aversion to model ambiguity and misspecification in dynamic portfolio choice. Risk‐averse investors (relative risk aversion γ>1$\gamma > 1$) fear return persistence, while risk‐tolerant investors (0<γ<1$0<\gamma <1$) fear mean reversion, when confronting model misspecification concerns of identically and independently distributed (IID)
PASCAL J. MAENHOUT +2 more
wiley +1 more source
Density‐Valued ARMA Models by Spline Mixtures
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper proposes a novel framework for modeling time series of probability density functions by extending autoregressive moving average (ARMA) models to density‐valued data. The method is based on a transformation approach, wherein each density function on a compact domain [0,1]d$$ {\left[0,1\right]}^d $$ is approximated by a B‐spline ...
Yasumasa Matsuda, Rei Iwafuchi
wiley +1 more source
Strongly Consistent of Kullback-Leibler Divergence Estimator and Tests for Model Selection Based on a Bias Reduced Kernel Density Estimator [PDF]
, 2018 Papa Ngom +2 more
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Empirical‐Process Limit Theory and Filter Approximation Bounds for Score‐Driven Time Series Models
Journal of Time Series Analysis, EarlyView.ABSTRACT This article examines the filtering and approximation‐theoretic properties of score‐driven time series models. Under specific Lipschitz‐type and tail conditions, new results are derived, leading to maximal and deviation inequalities for the filtering approximation error using empirical process theory.
Enzo D'Innocenzo
wiley +1 more source
Fault-Tolerant indoor localization based on speed conscious recurrent neural network using Kullback-Leibler divergence. [PDF]
Peer Peer Netw Appl, 2022 Varma PS, Anand V.
europepmc +1 more source
Dispersion indices based on Kerridge inaccuracy and Kullback-Leibler divergence [PDF]
, 2021 Francesco Buono +2 more
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