Results 61 to 70 of about 105,246 (202)

Has the G7 business cycle become more synchronized ? [PDF]

This paper adopts Friedman’s Plucking Markov Switching Model to decompose G7 real GDPs into common permanent components, common transitory components, infrequent Markov Switching negative shock and domestic idiosyncratic components.
Jae Ho, Yoon
core  

Analysis of multimodal Bayesian nonparametric autoregressive hidden Markov models for process monitoring in robotic contact tasks

International Journal of Advanced Robotic Systems, 2019
Robot introspection aids robots to understand what they do and how they do it. Previous robot introspection techniques have often used parametric hidden Markov models or supervised learning techniques, implying that the number of hidden states or classes
Hongmin Wu, Yisheng Guan, Juan Rojas
doaj   +1 more source

A New Regime Switching Model with State–Varying Endogeneity

Journal of Management Science and Engineering, 2018
In this paper, we propose a state-varying endogenous regime switching model (the SERS model), which includes the endogenous regime switching model by Chang et al., the CCP model, as a special case. To estimate the unknown parameters in the SERS model, we
Tingting Cheng, Jiti Gao, Yayi Yan
doaj   +1 more source

Real effects of inflation uncertainty in the US [PDF]

We empirically investigate the effects of inflation uncertainty on output growth for the US using both monthly and quarterly data over 1985-2009. Employing a Markov regime switching approach to model output dynamics, we show that inflation uncertainty ...
Kostas Mouratidis, Mustafa Caglayan, Ozge Kandemir   +2 more
core   +1 more source

Pemodelan Deteksi Dini Krisis Mata Uang Berdasarkan Indiktor Nilai Tukar Nominal

Majalah Ilmiah Bijak, 2019
The financial crisis by definition is a situation where several financial assets lose most of their nominal value. The financial crisis experienced by Indonesia in 1997 had a severe impact on the Indonesian economy, so a model was needed to detect this ...
Adebun Adebun, Sugiyanto Sugiyanto, Isnandar Slamet   +2 more
doaj   +1 more source

The Realationship between Monetary Policy and Financial Condition Index in Iran (MSIHA Approach) [PDF]

Iranian Journal of Accounting, Auditing & Finance
Monetary policy is one of the critical economic policies that affect the macro variables of every country. The Financial Condition Index (FCI) is one of the composite variables affected by monetary policy.
Zahra Haeri Nasab, Qmars Sohaili
doaj   +1 more source

Inference and forecasting phase shift regime of COVID-19 sub-lineages with a Markov-switching model. [PDF]

Microbiol Spectr, 2023
Noh E, Hong J, Yoo J, Jung J.
europepmc   +1 more source

Hierarchical hidden Markov structure for dynamic correlations: the hierarchical RSDC model. [PDF]

This paper presents a new multivariate GARCH model with time-varying conditional correlation structure which is a generalization of the Regime Switching Dynamic Correlation (RSDC) of Pelletier (2006).
Philippe Charlot, Vêlayoudom Marimoutou
core  

Impacts of Korea's Exchange Rate Uncertainty on Exports

East Asian Economic Review, 2003
This paper examines the effects of two types of uncertainty related to the real effective exchange rate (REER) in Korea for export trends. To decompose uncertainties into two types of component, I propose an advanced generalized Markov switching model ...
Kwon Sik Kim
doaj   +1 more source

Predicting the incidence of brucellosis in Western Iran using Markov switching model. [PDF]

BMC Res Notes, 2021
Mohammadian-Khoshnoud M, Sadeghifar M, Cheraghi Z, Hosseinkhani Z.   +3 more
europepmc   +1 more source