Results 91 to 100 of about 15,773 (265)

Kryptonite for Cryptocurrencies? What Are the Effects of Regulatory Controls on Bitcoin Returns and Volatility?

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper examines the impact of regulatory controls on Bitcoin's excess returns and volatility. The paper innovates by proxying changes in the regulatory environment using global Google search volume intensity data. The generated regulatory indices accurately identify episodes of regulatory tightening within cryptocurrency markets.
Robert Mullings
wiley   +1 more source

Detecting heritable phenotypes without a model using fast permutation testing for heritability and set-tests

Nature Communications, 2018
Standard approaches for heritability and set testing in statistical genetics rely on parametric models that might not hold in reality and give inflated p-values.
Regev Schweiger, Eyal Fisher, Omer Weissbrod, Elior Rahmani, Martina Müller-Nurasyid, Sonja Kunze, Christian Gieger, Melanie Waldenberger, Saharon Rosset, Eran Halperin   +9 more
doaj   +1 more source

Household Consumption Intentions by Income Group During Monetary Policy Easing and Tightening

International Journal of Finance &Economics, EarlyView.
ABSTRACT We investigate how the monetary policy interest rate affects Brazilian households' consumption intentions under two distinct regimes: monetary easing and tightening cycles. Using data from low‐ and high‐income households, we assess both the magnitude and the dynamics of this relationship.
Helder Ferreira de Mendonça, Daniel Pereira dos Anjos   +1 more
wiley   +1 more source

Estimating Interaction Effects With Panel Data

Journal of Applied Econometrics, EarlyView.
ABSTRACT This paper analyzes how interaction effects can be consistently estimated under economically plausible assumptions in linear panel models with a fixed T$$ T $$‐dimension. We advocate for a correlated interaction term effects (CITE) estimator and show that it is consistent under conditions that are not sufficient for consistency of the ...
Chris Muris, Konstantin M. Wacker
wiley   +1 more source

Investigating item complexity as a source of cross-national DIF in TIMSS math and science

Large-scale Assessments in Education
Background Large scale international assessments depend on invariance of measurement across countries. An important consideration when observing cross-national differential item functioning (DIF) is whether the DIF actually reflects a source of bias, or ...
Qi Huang, Daniel M. Bolt, Weicong Lyu
doaj   +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

DSGE Estimation Using Generalized Empirical Likelihood and Generalized Minimum Contrast

Entropy
We investigate the performance of estimators of the generalized empirical likelihood and minimum contrast families in the estimation of dynamic stochastic general equilibrium models, with particular attention to the robustness properties under ...
Gilberto Boaretto, Márcio Poletti Laurini   +1 more
doaj   +1 more source

The impact of physical activity on psychological distress in young people: An analysis of longitudinal data from the Millennium Cohort Study using causal machine learning

JCPP Advances, EarlyView.
Using causal machine learning, we estimated the causal effect of meeting government guidelines on physical activity on psychological distress in young people. Whilst observing no overall impact, we did identify some groups who benefit relatively more from meeting the physical activity guidelines, including males.
Lewis W. Paton, Noemi Kreif, Lauren M. E. Aylott, Philip Kerrigan, Clau Nader, Lina Gega, Paul A. Tiffin   +6 more
wiley   +1 more source

Corticosterone and Mitochondrial Efficiency Are Associated With Changes in DNA Oxidative Damage During an Acute Stress Response in Leach's Storm‐Petrels (Hydrobates leucorhous)

Journal of Experimental Zoology Part A: Ecological and Integrative Physiology, EarlyView.
ABSTRACT The ability of organisms to effectively respond to challenges is critical for survival. We investigated how an acute stressor affected corticosterone, mitochondrial function, and DNA oxidative damage in a wild population of Leach's storm‐petrels (Hydrobates leucorhous).
Kayla E. Lichtner, Jack K. Dziubek, Nicole A. Joseph, Sarah E. Chapman, Tori J. Chace, Dongxiao Sun, Zachary T. Bitzer, Antoine Stier, Robert A. Mauck, Patricia L. Jones, Mark F. Haussmann   +10 more
wiley   +1 more source

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