Information Loss in Scalar Monetary Aggregation: A Tensorial Langevin Framework for Financial Shock Propagation and Policy Targeting. [PDF]
Entropy (Basel)Pinheiro MR, Pinheiro MJ.
europepmc +1 more source
Real GDP Growth Predictability and Implications for Estimating Australia's Output Gap
Australian Economic Review, EarlyView.ABSTRACT The output gap, defined as the cyclical component of real GDP, is a key variable for macroeconomic policy. It is also sometimes analogously interpreted as a measure of the business cycle. Real GDP growth in Australia has been known to be almost unpredictable beyond a constant level using standard time series models of its own past outcomes. We
Gilliane De Gorostiza‐Roudnitski +1 more
wiley +1 more source
Enhancing Road Sensor Data Fidelity via FMD Decomposition for Accurate Traffic Flow Prediction Using EBWO-Optimized LGC-BiGRU. [PDF]
Sensors (Basel)Jiang J +3 more
europepmc +1 more source
Economic Record, EarlyView.Economic indicators inform the assessment of economic slack for central banks, yet traditional output gap estimates are often limited by the substantial reporting lags of quarterly GDP. This paper extends a mixed‐frequency Bayesian vector autoregressive (MF‐BVAR) framework to the Australian economy by applying a multivariate Beveridge–Nelson (BN ...
Gilliane De Gorostiza‐Roudnitski
wiley +1 more source
Carbon Market Price Forecasting Using a Bidirectional Temporal Convolution Exogenous-Enhanced Time-Series Model. [PDF]
Entropy (Basel)Tang X, Tang M, Li N, Zhang S.
europepmc +1 more source
Graph‐Laplacian modeling of spatiotemporal effects for house price estimation
Real Estate Economics, EarlyView.Abstract Many variables involve the modeling of spatial effects, and their dynamics over time. This article presents a linear model in which spatiotemporal random effects are modeled by graph‐Laplacians. A graph‐Laplacian flexibly encodes adjacency in both space and time, in our case not depending on unknown parameters. The graph‐Laplacian can be input
Willem P Sijp, Marc K. Francke
wiley +1 more source
A review of decomposition methods for brain states estimation. [PDF]
Biomed Eng OnlineHu G +8 more
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Accounting &Finance, EarlyView.ABSTRACT We examine how accounting quality attributes jointly mitigate underpricing associated with two dimensions of information risk in seasoned equity offerings (SEOs). In information environments with relatively more potent information asymmetry, the evidence suggests that accruals quality and accounting comparability act as substitutes; i.e ...
Adam Bordeman +3 more
wiley +1 more source
Who Moves First? Price Discovery by Institutional and Retail Investors
Accounting &Finance, EarlyView.ABSTRACT This paper uses 77 million Finnish trades, classified as foreign institutional or domestic retail, to examine the drivers of price discovery. The results show that foreign institutional investors dominate price discovery overall, including during the Global Financial Crisis. Their informational advantage is explained by buy‐ and sell‐initiated
Zheng Wu +2 more
wiley +1 more source
Fault Detection and Isolation of MEMS IMU Array Based on WOA-MVMD-GLT. [PDF]
Micromachines (Basel)Li H, Sun F, Tian J, He X, Zhu T.
europepmc +1 more source