Results 11 to 20 of about 2,865,465 (299)
Unobserved common factors in military expenditure interactions across MENA countries [PDF]
, 2010 In this paper we explore the patterns of interactions between military expenditure shares in the MENA region over the period 1979-2007. We explore if there are latent common factors that impact on the military expenditures of 15 countries in the MENA ...
Cavatorta, Elisa
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A Simultaneous Unobserved Components Analysis of US Output and the Great Moderation [PDF]
, 2009 In an unobserved components framework of US output trend and cycle, this paper seeks to determine the causal interaction between permanent and transitory innovations.
Weber, Enzo
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Economic Growth, Business Cycles and Okun’s Law: Unobserved Components Approach [PDF]
Statistika: Statistics and Economy Journal, 2020 Clark’s (1989) bivariate unobserved components model is applied in order to estimate and analyse the trend and cycle of GDP and the unemployment rate as well as to quantify and discuss the relationship known as Okun’s law. Empirical analysis is performed
Andrea Čížků
doaj
Modelling the Phillips curve with unobserved components [PDF]
Applied Financial Economics, 2010 The relationship between inflation and the output gap can be modelled simply and effectively by including an unobserved random walk component in the model. The dynamic properties match the stylized facts and the random walk component satisfies the properties normally required for core inflation.
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Maximum likelihood estimates of some probability model of discrete distributions
Қарағанды университетінің хабаршысы. Математика сериясы, 2018 In this work the new multivariate discrete probability model of distribution of random sums with unobserved components is proposed.The maximum likelihood estimates for this model are determined in the case that all the elements of the sample ...
A. Iskakova, G. Zhaxybayeva
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Signal extraction and the formulation of unobserved components models [PDF]
The Econometrics Journal, 2000 Summary: This paper looks at unobserved components models and examines the implied weighting patterns for signal extraction. There are four main themes. The first concerns the implications of correlated disturbances driving the components, especially those cases in which the correlation is perfect.
Harvey, A.C., Koopman, S.J.M.
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On Finite and Non-Finite Bayesian Mixture Models
Journal of New Theory, 2023 In this paper, a Bayesian paradigm of a mixture model with finite and non-finite components is expounded for a generic prior and likelihood that can be of any distributional random noise.
Sodiq Adejare Olanrewaju +3 more
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Testing for hysteresis in unemployment an unobserved components approach [PDF]
Empirical Economics, 1990 We suggest a new test for hysteresis in unemployment based on an unobserved components model. Observed unemployment rates are decomposed into a natural rate component and a cyclical component. The impact of lagged cyclical shocks on the current natural component is the measure of hysteresis.
Albert Jaeger, Martin Parkinson
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The demand for ‘active travel’: An unobserved components approach [PDF]
Journal of Transport & Health, 2016 This study informs the interface of travel demand analysis and health policy. There is a demand for cycling, walking or taking non-motorized modes together – a demand for ‘active travel’ – a term describing modes of transport which incur significant cardiovascular effort or metabolic costs.
Broadstock, David C., Collins, Alan
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An analysis of land prices: A structural time‐series approach
International Journal of Strategic Property Management, 2005 This paper analyses spatio‐temporal variation of land prices in two single localities by means of structural time series modelling formalism that combines the flexibility of a time series model with that of the interpretation of a regression analysis ...
Marko Hannonen
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