Results 171 to 180 of about 28,810 (255)

Mathematical Methods in Economics (MME 2017) International Conference [PDF]

Statistika: Statistics and Economy Journal, 2017
Josef Jablonský
doaj  

Recent applications of chaos theory in medical sciences: progress and challenges. [PDF]

BMC Biomed Eng
Espinosa O, Ordóñez A, Puentes G.
europepmc   +1 more source

Monetary Policy Shocks and Exchange Rate Dynamics in Small Open Economies

Journal of Applied Econometrics, EarlyView.
ABSTRACT This paper investigates whether the effects of monetary policy shocks on real exchange rates have changed over time and, if so, whether these changes stem from shifts in transmission mechanisms or from variation in the volatility of the shocks themselves.
Madison Terrell, Qazi Haque, Jamie L. Cross, Firmin Doko Tchatoka   +3 more
wiley   +1 more source

Correction: Dementia as a predictor of palliative care: uncovering patient patterns based on German claims data. [PDF]

BMC Palliat Care
Rakuša E, Reinke C, Doblhammer G, Radbruch L, Schmid M, Welchowski T.   +5 more
europepmc   +1 more source

Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment

Journal of Applied Econometrics, EarlyView.
ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley   +1 more source

Mathematical Methods in Economics (MME 2016) International Conference [PDF]

Statistika: Statistics and Economy Journal, 2016
Josef Jablonský
doaj  

Guidelines on reporting and assessing dynamic mathematical models of infectious diseases: a scoping review. [PDF]

BMC Infect Dis
Chaturvedi M, Bartz A, Denkinger CM, Klett-Tammen C, Kretzschmar M, Kuhlmann A, Lange B, Marx FM, Mikolajczyk R, Monsef I, Nguyen HT, Suer J, Skoetz N, Jaeger VK, Karch A.   +14 more
europepmc   +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

Capybara: Efficient estimation of generalized linear models with high-dimensional fixed effects. [PDF]

PLoS One
Sepulveda MV.
europepmc   +1 more source

Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset

Journal of Applied Econometrics, EarlyView.
ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
wiley   +1 more source