The Forecasting of Aluminum Prices: A True Challenge for Econometric Models
Computer Sciences & Mathematics ForumThis paper explores the forecasting of aluminum prices using various predictive models dealing with variable uncertainty. A diverse set of economic and market indicators is considered as potential price predictors.
Krzysztof Drachal, Joanna Jędrzejewska
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Structural changes in the Czech, Slovak and euro area economies during the Great Recession
Review of Economic Perspectives, 2016 The goal of this paper is to identify and compare the most important changes in the structure of the Czech economy, as a small open economy with independent monetary policy, the Slovak economy, as a small open economy that entered monetary union, and the
Tvrz Stanislav, Vašíček Osvald
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Investigating Fiscal and Monetary Policy Coordination in Iran\'s Economy: TVP-Reaction Function
برنامهریزی و بودجه, 2022 This study investigates whether monetary and fiscal policies are consistent in reaction to the demand pressure and inflationary conditions. To answer this question, the coordination between monetary and fiscal policies was examined for the period 1988:1 ...
Zhale Zarei, Maryam Hemmati
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Time-varying spectral analysis in neurophysiological time series using Hilbert wavelet pairs
, 2005 An analytic wavelet transform, based on Hilbert wavelet pairs, is applied to bivariate time-varying spectral estimation for neurophysiological time series.
Whitcher, Brandon +2 more
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Time-varying conditional Johnson SU density in value-at-risk (VaR) methodology [PDF]
Stylized facts on financial time series data are the volatility of returns that follow non-normal conditions such as leverage effects and heavier tails leading returns to have heavier magnitudes of extreme losses.
Cayton, Peter Julian A., Mapa, Dennis S.
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How Robust is Robust Control in the Time Domain? [PDF]
By applying robust control the decision maker wants to make good decisions when his model is only a good approximation of the true one. Such decisions are said to be robust to model misspecification.
Marco P. Tucci
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Optimal Control for an Epidemic Model of COVID-19 with Time-Varying Parameters
MathematicsThe coronavirus disease 2019 (COVID-19) pandemic disrupted public health and economies worldwide. In this paper, we investigate an optimal control problem to simultaneously minimize the epidemic size and control costs associated with intervention ...
Yiheng Li
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TIME-VARYING MULTIPRODUCT HEDGE RATIO ESTIMATION IN THE SOYBEAN COMPLEX: A SIMPLIFIED APPROACH [PDF]
In developing optimal hedge ratios for the soybean processing margin, many authors have illustrated the importance of considering the interactions between the cash and futures prices for soybeans, soybean oil, and soybean meal.
Garcia, Philip +2 more
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Optimized time varying parameters of the power balance equation model for electric arc furnaces
IET Generation, Transmission & DistributionAn accurate model of electric arc furnaces (EAFs) is required to analyse their impact on the system's power quality. One of the well‐known approaches to model EAF is using the power balance equation.
Zahra Babaei, Haidar Samet
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Estimating Time-Varying Policy Neutral Rate in Real Time [PDF]
This paper examines policy neutral rate in real time for the Czech Republic in 2001:1-2006:09 estimating various specifications of simple Taylor-type monetary policy rules. First, we estimate it using GMM.
Roman Horváth
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