Results 121 to 130 of about 112,777 (296)

Arbuscular mycorrhizal fungal community abundance, functions, and symbiotic interactions revealed by root metatranscriptomes

iMetaOmics, EarlyView.
Paradigm shift: PCR‐free methods reveal 6–15‐fold higher arbuscular mycorrhizal (AM) fungal abundance than metabarcoding, exposing systematic underestimation across decades of research. Predictive power: AM fungal abundance serves as a community‐level trait that predicts crop yield under drought conditions.
Peilin Chen, John W. Taylor, Cheng Gao
wiley   +1 more source

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

EUAs and CERs : Interactions in a Markov regime-switching environment. [PDF]

This paper analyzes jointly the time series of European Union Allowances (EUAs) and Certified Emissions Reductions (CERs) in a Markov regime-switching environment.
Chevallier, Julien
core   +3 more sources

ENHANCING STOCK PORTFOLIO PERFORMANCE USING MARKOV-SWITCHING MODELS AND CANDLESTICK PATTERNS FOR LONG-TERM INVESTMENT

Barekeng
Islamic stocks in Indonesia face challenges in portfolio management due to the limited number of issuers and low diversification. The change in market regime from bullish to bearish makes the portfolio more vulnerable, especially since some investors do ...
Denny Nurdiansyah, Agus Sulistiawan
doaj   +1 more source

Carbon emissions and sustainability in Covid-19's waves: evidence from a two-state dynamic Markov-switching regression (MSR) model. [PDF]

Ann Oper Res, 2023
Konstantakis KN, Michaelides PG, Michaelides PG, Xidonas P, Yfanti S.   +4 more
europepmc   +1 more source

Markov-Switching and the Ifo Business Climate: The Ifo Business Cycle Traffic Lights [PDF]

Business cycle indicators are used to assess the economic situation of countries or regions. They are closely watched by the public, but are not easy to interpret. Does a current movement of the indicator signal a turning point or not?
Klaus Abberger, Wolfgang Nierhaus
core  

Markov switching multiple-equation tensor regressions

Journal of Multivariate Analysis
We propose a new flexible tensor model for multiple-equation regression that accounts for latent regime changes. The model allows for dynamic coefficients and multi-dimensional covariates that vary across equations. We assume the coefficients are driven by a common hidden Markov process that addresses structural breaks to enhance the model flexibility ...
Casarin, Roberto, Craiu, Radu V., Wang, Qing   +2 more
openaire   +2 more sources

Hidden Markov Quantile Models With Trends for Analysing Air Temperature Data

International Journal of Climatology, EarlyView.
There is the question of whether climate change, expressed by time‐trends in temperature, is of a heterogeneous nature or not. Here, the time‐trend heterogeneity argument has been investigated using Hidden Markov (HM) quantile time‐trends models in temperature time series.
Georgios Tsiotas, Athanassios Argiriou, Anna Mamara   +2 more
wiley   +1 more source

Bitcoin Cycle through Markov Regime-Switching Model

Engineering Proceedings
We analyzed Bitcoin’s cyclical patterns used by the Markov regime-switching model and explored the impacts of inflation and the US Dollar Index on Bitcoin’s cyclicality.
Yi-Chun Shih, Wen-Tsung Huang, Pao-Peng Hsu   +2 more
doaj   +1 more source

A Markov Switching Approach in Assessing Oil Price and Stock Market Nexus in the Last Decade: The Impact of the COVID-19 Pandemic. [PDF]

Sage Open, 2023
Phoong SW, Mahi MA, Phoong SY.
europepmc   +1 more source