Parametric Time‐Variation in the Unconditional Volatility: Estimation and Inference
ABSTRACT We propose modeling time‐variation in the unconditional volatility by augmenting the standard GARCH model by a deterministic time‐varying intercept. The model, called the additive time‐varying (ATV‐)GARCH model, can be interpreted as a reduced form of a model including covariates and can be derived from a multiplicative decomposition of ...
Niklas Ahlgren +2 more
wiley +1 more source
BEAT-BK: An Adaptive, Randomized Controlled Trial to Treat Polyomavirus Infections (BKPyV) in Kidney and Kidney-pancreas Transplantation Recipients (BEAT-BK) Study Protocol. [PDF]
Gately R +33 more
europepmc +1 more source
Economics In Business (Macroeconomics)
This is a 59-page handout for a core unit delivered to Level 1 Business / Economics students. Around 250 students study the unit each year as taught by Nick Potts of Southampton Solent University.
Nick Potts
core
Economic Insecurity, Greenlash and the Demand for Climate Policies in Europe
ABSTRACT We study how perceived economic insecurity predicts people's support for climate policies across European regions. By developing a new political economy model and using a dataset with 17 European countries, we show that larger perceived economic insecurity is robustly associated with lower support for climate policies involving higher taxes on
Michele Gubello, Claire Keane
wiley +1 more source
Cost Effectiveness of Efanesoctocog Alfa Versus Factor VIII Extended Half-Life in Adolescent and Adult Patients with Hemophilia A in the USA. [PDF]
Dymond A +3 more
europepmc +1 more source
U.S.‐China Tensions and Macroeconomic Fluctuations
ABSTRACT Business cycles and macroeconomic fluctuations are influenced by various factors. This paper analyzes the impact of the U.S.‐China Tension Index (UCT) on macroeconomic fluctuations in 32 countries using time series models from January 1999 to February 2024. The VAR model reveals that UCT shocks generate financial volatility and fluctuations in
Luccas Assis Attílio
wiley +1 more source
Econometric assessment of seasonal volatility and predictive uncertainty in Albania's hydropower-dependent electricity market. [PDF]
Arapi L +7 more
europepmc +1 more source
“Nowhere else to go”: Slow abandonment and (en)closures of long‐term care in Los Angeles
Abstract Residential long‐term care facilities, known in California as “board and care” homes, have been closing rapidly in the last decade. Proponents assert these provide vital forms of housing and care to the poor and must be saved, while critics contend they perpetuate the institutionalization of people with disabilities and should be abolished ...
Maxwell A. Hellmann
wiley +1 more source
FAR-BENE Study: pharmacoeconomics and well-being in hemophilia. Monitoring outcomes in light of pharmaceutical expenditure with focus on patients undergoing therapeutic switch. [PDF]
Sella C +13 more
europepmc +1 more source
Pseudo, or Not? Neo‐Goodwinian Growth Cycles With Financial Linkages
ABSTRACT A profit‐led Goodwin mechanism generates the observed counterclockwise activity–labor share cycle. Introducing a financial linkage can reproduce this pattern even when demand is not profit‐led. This paper extends neo‐Goodwinian theory by incorporating the valuation ratio into a four‐dimensional model.
Rudiger von Arnim, Luis Felipe Eick
wiley +1 more source

