Results 241 to 250 of about 1,246,337 (384)
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility. [PDF]
J R Stat Soc Ser A Stat Soc, 2015 Carriero A, Clark TE, Marcellino M.
europepmc +1 more source
Multiple time scales in volatility and leverage correlations: a stochastic volatility model [PDF]
, 2004 Josep Maria Mata Perelló +2 more
openalex +1 more source
Irrigation and Drainage, EarlyView.ABSTRACT Small‐scale irrigation represents a highly effective system designed to enhance production and productivity, mitigate risks associated with rainfall variability and increase the income of rural farm households. This study was conducted to analyse small‐scale irrigation impact on household income and assess the challenges and opportunities in ...
Molla Gessesse +3 more
wiley +1 more source
Bayesian analysis of stochastic volatility-in-mean model with leverage and asymmetrically heavy-tailed error using generalized hyperbolic skew Student's t-distribution. [PDF]
Stat Interface, 2017 Leão WL, Abanto-Valle CA, Chen MH.
europepmc +1 more source
Finite–dimensional Markovian realizations for stochastic volatility forward–rate models [PDF]
, 2004 Tomas Björk +2 more
openalex +1 more source
Informational Differences, Adaptive Learning, and Inflation Forecast Bias
International Studies of Economics, EarlyView.ABSTRACT This work highlights a previously overlooked factor that contributes to bias in private inflation forecasts—ignorance of confidential monetary rules. Additionally, it examines how this ignorance indirectly affects policy rate settings. The model proposed reconciles biases in two key forecast sources: the inflation expectations from the Survey ...
Qiang Chen, Zechen Yin
wiley +1 more source
International Studies of Economics, EarlyView.ABSTRACT This study examines the impact of climate policy uncertainty (CPU) on world energy stock returns. Evidence shows that a rise in CPU causes stocks to plummet in individual countries, regions, and the world energy stock markets. The negative effects are also exhibited in climate induced risks, the covariance between a change in CPU and equity ...
Thomas C. Chiang
wiley +1 more source
International Studies of Economics, EarlyView.ABSTRACT Communication with the market to guide public expectations has become a pivotal monetary policy instrument for central banks worldwide. Therefore, assessing the efficacy of communication in influencing personal expectations is essential for central banks.
Yuying Jin, Sunyao Xia
wiley +1 more source
Human intracranial high-frequency activity during memory processing: neural oscillations or stochastic volatility? [PDF]
Curr Opin Neurobiol, 2015 Burke JF, Ramayya AG, Kahana MJ.
europepmc +1 more source
Conditional Likelihood Estimators for Hidden Markov Models and Stochastic Volatility Models
, 2003 Valentine Genon‐Catalot +2 more
openalex +2 more sources