Results 21 to 30 of about 335 (214)
Unemployment and Hysteresis: A Nonlinear Unobserved Components Approach [PDF]
Studies in Nonlinear Dynamics & Econometrics, 2010 A new test for hysteresis based on a nonlinear unobserved components model is proposed. Observed unemployment rates are decomposed into a natural rate component and a cyclical component. Threshold type nonlinearities are introduced by allowing past cyclical unemployment to have a different impact on the natural rate depending on the regime of the ...
Alicia Pérez Alon, Silvestro Di Sanzo
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Common Trends, Common Cycles, and Price Relationships in the International Fiber Market
Journal of Agricultural and Resource Economics, 2007 A multivariate unobserved component model was applied to identify common movements among cotton, wool, rayon, and polyester world prices. Two common stochastic trends and cycles govern the stochastic behaviors of price fluctuations in the world fiber ...
Mohamadou L. Fadiga, Sukant K. Misra
doaj +1 more source
Heliyon, 2023 The Financial Kuznets Curve (FKC) is a variant of the renowned Kuznets Curve and a counterpart to the Environmental Kuznets Curve. In this paper, we examine the financial Kuznets curve hypothesis—based on annual data for 20 developed and developing ...
Ibrahim N. Khatatbeh, Imad A. Moosa
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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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Expected demand for Electricity Residential sector in Nineveh governorate for the period (2004-2016) using Unobserved Components Model [PDF]
المجلة العراقية للعلوم الاحصائية, 2018 اىتم ىذا البحث بد ا رسة الطاقة الکیربائیة فی محافظة نینوى بواقع ) 69 ( شی ا رً ولممدة من 4002 ولغایة 4004 ، أظیر التحمیل الاحصائی لمبیانات المدروسة بانیا تحوی عمى التأثی ا رت الموسمیة والاتجاه العام وکذلک العشوائیة، تم استخدام نموذج المکونات غیر ...
Mahmod H. Abd Alla
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Output Fluctuations in the G-7: An Unobserved Components Approach [PDF]
SSRN Electronic Journal, 2010 This paper proposes a multivariate unobserved-components model to simultaneously decompose the real GDP for each of the G-7 countries into its respective trend and cycle components. In contrast to previous literature, our model allows for explicit correlation between all the contemporaneous trend and cycle shocks.
Mitra, Sinchan, Sinclair, Tara M.
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SSpace: A Toolbox for State Space Modeling
Journal of Statistical Software, 2018 SSpace is a MATLAB toolbox for state space modeling. State space modeling is in itself a powerful and flexible framework for dynamic system modeling, and SSpace is conceived in a way that tries to maximize this flexibility.
Marco A. Villegas, Diego J. Pedregal
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Decomposing Beveridge Curve Dynamics By Correlated Unobserved Components [PDF]
Oxford Bulletin of Economics and Statistics, 2016 AbstractOur paper provides a consistent framework to study the structural or cyclical nature of Beveridge curve (BC) dynamics: We connect equilibrium unemployment theory to a flexible multivariate unobserved components model. We disentangle permanent and transitory components of all series determining the BC and its position.
Klinger, Sabine, Weber, Enzo
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PLoS ONE, 2023 ObjectiveTo quantify the increase in pediatric patients presenting to the emergency department with suicidality before and during the COVID-19 pandemic, and the subsequent impact on emergency department length of stay and boarding.MethodsThis ...
Amy R Zipursky +6 more
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Molecular Oncology, EarlyView.Many patients with urothelial cancer do not benefit from treatment with pembrolizumab, while at risk of severe side effects. Changes in the levels of circulating tumor DNA early during treatment, measured by a simple and affordable assay that can be easily implemented in the clinic, can be used as a prognostic tool to identify these patients.
Youssra Salhi +14 more
wiley +1 more source