Results 231 to 240 of about 131,091 (318)

High‐Frequency Instruments With Time‐Varying Reliability: Understanding Identification in Macroeconomics

Journal of Applied Econometrics, EarlyView.
ABSTRACT The effects of monetary policy shocks are regularly estimated using high‐frequency surprises in asset prices around central bank meetings as an instrument. These studies, insofar as they explicitly model the relationship between instrument and structural shock, assume a constant relationship between the instrument and the monetary policy shock.
Pooyan Amir‐Ahmadi, Christian Matthes, Mu‐Chun Wang   +2 more
wiley   +1 more source

Dynamic community detection using class preserving time series generation with Fourier Markov diffusion. [PDF]

Sci Rep
Ma Y, Qu D, Wang Y.
europepmc   +1 more source

Markov Decision Processes with a Constrained Stopping Time : Mathematical programming formulation (Mathematical Science of Optimization)

, 2000
Masayuki Horiguchi
openalex   +1 more source

Fiscal Policy Regimes in Resource‐Rich Economies

Journal of Applied Econometrics, EarlyView.
ABSTRACT We analyse fiscal policy in resource‐rich economies using a novel Bayesian regime‐switching panel model. The identified regimes capture pro‐ or countercyclical fiscal behaviour by allowing regime‐specific shifts in the average fiscal stance, while the switches between the regimes have the interpretation of changes in fiscal policy.
Hilde C. Bjørnland, Roberto Casarin, Marco Lorusso, Francesco Ravazzolo   +3 more
wiley   +1 more source

Identification and quantification of irreversibility in stochastic systems.

Phys Chem Chem Phys
Ghosal A, Bisker G.
europepmc   +1 more source

Mathematical Analysis for a Class of Stochastic Copolymerization Processes. [PDF]

Bull Math Biol
Anderson DF, Ma J, Gagrani P.
europepmc   +1 more source

Toward an idiographic understanding of the role of sleep‐mood dynamics in adolescents' internalizing symptoms

JCPP Advances, EarlyView.
Abstract Background Adolescence is marked by increased vulnerability to sleep disturbances and mood disorders. Understanding how day‐to‐day changes in sleep and mood are linked within the same individual is crucial for clarifying sleep's role in emerging internalizing disorders. However, the extent to which an adolescent's fluctuations in sleep predict
Konstantin Drexl, Setareh Ranjbar, Sébastien Urben, Kerstin Jessica Plessen, Jennifer Glaus   +4 more
wiley   +1 more source

An Overview and Recent Developments in the Analysis of Multistate Processes. [PDF]

Stat Med
Gorfine M, Cook RJ, Kragh Andersen P, Therneau TM, Joly P, Putter H, Pohar Perme M, Abrahamowicz M, Topic Group 8 “Survival Analysis” of the STRATOS Initiative.   +8 more
europepmc   +1 more source

Hitting Times in the Binomial Random Graph

Journal of Graph Theory, EarlyView.
ABSTRACT Fix k ≥ 2 $k\ge 2$, choose log n n ( k − 1 ) ∕ k ≤ p ≤ 1 − Ω ( log 4 n n ) $\frac{\mathrm{log}n}{{n}^{(k-1)\unicode{x02215}k}}\le p\le 1-{\rm{\Omega }}(\frac{{\mathrm{log}}^{4}n}{n})$, and consider G ~ G ( n , p ) $G\unicode{x0007E}G(n,p)$. For any pair of vertices v , w ∈ V ( G ) $v,w\in V(G)$, we give a simple and precise formula for the ...
Bertille Granet, Felix Joos, Jonathan Schrodt   +2 more
wiley   +1 more source

Clustering methods for categorical time series and sequences : a scoping review. [PDF]

BMC Med Res Methodol
Khalifa O, Balendran A, Tran VT, Petit F.   +3 more
europepmc   +1 more source