Results 101 to 110 of about 105,613 (301)
Identifying Iran's Monetary Policy Stance Using a Markov Switching Model [PDF]
اقتصاد باثباتRule-based monetary policy provides a systematic framework that enhances the effectiveness of monetary actions. However, implementation of rules inflexibly, without consideration of prevailing economic circumstances, can lead to undesirable outcomes.This
Alireza Erfani, Azadeh Talebbeydokhti
doaj +1 more source
Long memory with Markov-Switching GARCH [PDF]
The paper considers the Markov-Switching GARCH(1,1)-model with time-varying transition probabilities. It derives su?cient conditions for the square of the process to display long memory and provides some additional intuition for the empirical observation
Krämer, Walter
core
A Markov‐switching spatio‐temporal ARCH model
StatStock market indices are volatile by nature, and sudden shocks are known to affect volatility patterns. The autoregressive conditional heteroskedasticity (ARCH) and generalized ARCH (GARCH) models neglect structural breaks triggered by sudden shocks that may lead to an overestimation of persistence, causing an upward bias in the estimates.
Khoo, Tzung Hsuen +3 more
openaire +2 more sources
Optimal Accelerated Life Testing Design Under Constrained Resources Using Double Deep Q‐Learning
Quality and Reliability Engineering International, EarlyView.ABSTRACT Accelerated life tests (ALTs) are essential tools for estimating product reliability under high‐stress conditions, allowing failure data to be collected in reduced timeframes. However, planning effective ALT configurations is a complex task that requires selecting stress levels, test durations, and unit allocations while accounting for limited
Allan Jonathan da Silva +3 more
wiley +1 more source
The risk–return trade-off of Bitcoin: Evidence from regime-switching analysis
Future Business JournalDespite its importance, there has been little research on the relationship between Bitcoin’s risk and returns. Therefore, it is necessary to investigate the risk–return trade-off of Bitcoin.
Chikashi Tsuji
doaj +1 more source
Regime switching models : real or spurious long memory ? [PDF]
In this paper, we analyze the possible confusion in terms of long memory behavior of the autocorrelation function of a Markov switching model. Such a model is known to have a short memory behavior.
Dominique Guegan, Stéphanie Rioublanc
core
Journal of Field Robotics, EarlyView.ABSTRACT Personal autonomous vehicles can sense their surrounding environment, plan their route, and drive with little or no involvement of human drivers. Despite the latest technological advancements and the hopeful announcements made by leading entrepreneurs, to date no personal vehicle is approved for road circulation in a “fully” or “semi ...
Xingshuai Dong +13 more
wiley +1 more source
Pemodelan Deteksi Krisis Keuangan di Indonesia Berdasarkan Indikator M2/Cadangan Devisa
Majalah Ilmiah Bijak, 2019 The banking crisis reflects the liquidity crisis and bankruptcy of banks in the financial system. The financial crisis that occurred in mid-1997 resulted in a financial crisis that had a severe impact on the Indonesian economy.
Aisyah Zahrotul Hidayah +2 more
doaj +1 more source
Optimal monetary policy with a regime-switching exchange rate in a forward-looking model [PDF]
We evaluate the macroeconomic performance of different monetary policy rules when there is exchange rate uncertainty. We do this in the context of a non-linear rational expectations model.
Fernando Alexandre +2 more
core
Sustainable Development, EarlyView.ABSTRACT Sustainable development transforms production systems, requiring integrated environmental, social, and economic strategies. Energy systems are key agro‐industrial supply chains in developing countries. Brazil's soybean supply chain impacts Gross Domestic Product, mainly through exports.
Aline Veronese da Silva +3 more
wiley +1 more source