Results 201 to 210 of about 249,549 (273)

Term Spread Volatility as a Leading Indicator of Economic Activity

Journal of Forecasting, EarlyView.
ABSTRACT In this paper, we examine the macroeconomic predictive power of the volatility of the US Treasury yield curve slope (term spread volatility). Our forecasting exercise shows that US term spread volatility has significant predictive power for US industrial production and employment growth.
Anastasios Megaritis, Dimitrios Bakas, Theodora Bermpei, Athanasios Triantafyllou   +3 more
wiley   +1 more source

Analyzing Parameter-Efficient Convolutional Neural Network Architectures for Visual Classification. [PDF]

Sensors (Basel)
Shahadat N, Maida AS.
europepmc   +1 more source

Global Insights Into Term Spreads: Unveiling Their Predictive Power During Unconventional Monetary Policy

Journal of Forecasting, EarlyView.
ABSTRACT This study investigates the predictive power of the term spread for forecasting economic activity across both conventional and unconventional monetary policy regimes. Utilizing data from 22 OECD countries spanning the period from 1985Q1 to 2024Q2, the analysis reveals that the term spread generally maintains its ability to predict GDP growth ...
Petri Kuosmanen, Juuso Vataja
wiley   +1 more source

A golay metalens for long-range, large aperture, thermal imaging via sparse aperture computational imaging. [PDF]

Nat Commun
Wang J, Wirth-Singh A, Saragadam V, Johnson R, Majumdar A, Veeraraghavan A.   +5 more
europepmc   +1 more source

Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models

Journal of Forecasting, EarlyView.
ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu, Mawuli Segnon, Oguzhan Cepni, Rangan Gupta   +3 more
wiley   +1 more source

Time-space multiscale model for viscoelastic construction materials using the initial stress method. [PDF]

iScience
Wang X, Wang Y, Qiang H, Bai J, Zhao Z, Hou X.   +5 more
europepmc   +1 more source

DSGE Model Forecasting: Rational Expectations Versus Adaptive Learning

Journal of Forecasting, EarlyView.
ABSTRACT This paper compares within‐sample and out‐of‐sample fit of a DSGE model with rational expectations to a model with adaptive learning. The Galí, Smets, and Wouters model is the chosen laboratory using quarterly real‐time euro area data vintages, covering 2001Q1–2019Q4.
Anders Warne
wiley   +1 more source

Inverse Analytical Formula for the Correction of Severe Barrel Lens Distortion Modelled by a Depressed Radial Distortion Polynomial. [PDF]

Sensors (Basel)
Ikokou GB, Shoko M, Tagoe ND.
europepmc   +1 more source

Forecasting With Dynamic Factor Models Estimated by Partial Least Squares

Journal of Forecasting, EarlyView.
ABSTRACT Dynamic factor models (DFMs) have found great success in nowcasting and short‐term macroeconomic forecasting when incorporating large sets of predictive information. The factor loadings are typically estimated cross‐sectionally with principal component analysis (PCA) or maximum likelihood (ML), which ignore whether the factors have predictive ...
Samuel Rauhala
wiley   +1 more source

A Robust Complex <i>α</i>-Sigmoid Affine Projection Algorithm Under Non-Gaussian Noise. [PDF]

Sensors (Basel)
Guo Y, Guo B, Qian G.
europepmc   +1 more source