Bimekizumab efficacy using IHS4 outcomes in hidradenitis suppurativa: Results from BE HEARD I and II
Journal of the European Academy of Dermatology and Venereology, EarlyView.The majority of bimekizumab‐treated patients shifted from severe to mild and moderate IHS4 stages, and nearly 25% achieved an IHS4 of 0 by Week 48. Bimekizumab led to clinically meaningful improvements across IHS4 outcome measures. These data highlight an opportunity to address the need for effective treatments against draining tunnels.
Thrasyvoulos Tzellos +15 more
wiley +1 more source
Assessing Market Risk in BRICS and Oil Markets: An application of Markov Switching and Vine Copula
, 2021 Muteba Mwamba JW, Mwambi SM.
europepmc +1 more source
A Duration-Dependent Regime Switching Model for an Open Emerging Economy [PDF]
We employ duration-dependent Markov-switching vector auto-regression (DDMSVAR) methodology to construct an economic cycle model for an emerging economy.
Ozun, Alper, Turk, Mehmet
core
The expected inflation risk premium in the U.S. stock market
Journal of Financial Research, EarlyView.Abstract This article studies how expected inflation risk affects asset prices. We propose an ex‐ante, tradable proxy for this risk, derived from the term spread of gold futures prices. Using cross‐sectional and time series asset pricing tests, we show how an increase in expected inflation risk lowers contemporaneous prices and raises equity returns ...
Pascal Letourneau +2 more
wiley +1 more source
A Markov-switching vector equilibrium correction model of the UK labour market
, 2000 There is a wide literature on the dynamic adjustment of employment and its relationship with the business cycle. Our aim is to propose a statistical model that offers a congruent representation of post-war UK labour market.
Mizon, Grayham E. +2 more
core
Interest Rate Pegs and the Reversal Puzzle: On the Role of Anticipation
Journal of Money, Credit and Banking, EarlyView.Abstract We revisit the reversal puzzle: a counterintuitive contraction of inflation in response to an interest rate peg. We show that its occurrence is intimately related to the degree of agents' anticipation. If agents perfectly anticipate the peg, reversals occur depending on the duration of the peg.
RAFAEL GERKE +2 more
wiley +1 more source
Markov-switching Unit Root Test: A study of the Property Price Bubbles in Hong Kong and Seoul [PDF]
Evans (1991) demonstrates that the unit root tests recommended by Hamilton and Whiteman (1985) and Diba and Grossman (1988) will fail to detect periodically collapsing rational bubbles. Hall et al.
Qin Xiao, Randolph Gee Kwang Tan
core
Mixing It Up: Inflation at Risk
Journal of Money, Credit and Banking, EarlyView.Abstract Understanding how risk factors shape the economic outlook is essential for guiding policy decisions. This paper develops a flexible framework that decomposes distributional risk forecasts of macro‐economic variables into underlying contributions and supports the construction of interpretable risk measures.
MAXIMILIAN SCHRÖDER
wiley +1 more source
Profiling the sleep architecture of ageing adults using a seven‐state continuous‐time Markov model
Journal of Sleep Research, Volume 34, Issue 2, April 2025.Summary Sleep is a complex biological process regulated by networks of neurons and environmental factors. As one falls asleep, neurotransmitters from sleep–wake regulating neurones work in synergy to control the switching of different sleep states throughout the night. As sleep disorders or underlying neuropathology can manifest as irregular switching,
Jonathon Jacobs +3 more
wiley +1 more source
Markov Switching Model for Quick Detection of Event Related Desynchronization in EEG. [PDF]
Front Neurosci, 2018 Lisi G, Rivela D, Takai A, Morimoto J.
europepmc +1 more source