Results 111 to 120 of about 3,856 (236)
Environmental Research CommunicationsAir quality planning in India needs forecasts that stay interpretable, probabilistically reliable, and physically coherent across pollutants. This study develops a novel scenario-aware multi-pollutant forecasting methodology with growth-sensitive ridge ...
Geetha Narayanan Kannaiyan +4 more
doaj +1 more source
Extending reliability to intensive longitudinal data with the Kalman filter
British Journal of Mathematical and Statistical Psychology, EarlyView.Abstract Reliability is central to how researchers approach measurement in standard, group‐based analyses of single‐time‐point data, yet this critical aspect is often overlooked in the analysis of repeated observations. Since its inception, reliability has been a between‐person concept, but we redevelop this notion for within‐person designs by ...
Michael D. Hunter
wiley +1 more source
AgricultureSugarcane is a globally significant economic crop, and sugar content is a key determinant of its financial and industrial value. This study utilized sugar content information from spring-planted and ratoon sugarcane in six research regions across Guangxi,
Guojun Zheng +10 more
doaj +1 more source
On Liquidity Spillovers in Sovereign Bond Spot and Futures Markets During the COVID‐19 Outbreak
Bulletin of Economic Research, EarlyView.ABSTRACT We examine liquidity spillovers within and between the sovereign bond spot and futures markets in the euro area, covering the periods before, during, and after the COVID‐19‐induced dash for cash episode. Our results indicate that while liquidity spillovers were significantly amplified during the height of the crisis, the magnitude of these ...
Vassilios G. Papavassiliou, Fan Dora Xia
wiley +1 more source
Life Cycle Consumption and Portfolio Choice Under Real Interest Rate Risk
Financial Management, EarlyView.ABSTRACT We set up a life cycle model with real interest rate risk to demonstrate that real interest rates have implications for optimal household consumption and investments. Lower interest rates lead to higher optimal stock investments and lower consumption.
Marcel Fischer, Natascha Jankowski
wiley +1 more source
The Distributional Effects of Economic Uncertainty*
International Economic Review, EarlyView.ABSTRACT We study the distributional implications of uncertainty shocks by developing a model that links macroeconomic aggregates to the US distribution of earnings and consumption. Our findings suggest that the fraction of low‐earning workers decreases initially, while the share of households reporting low consumption increases.
Florian Huber +2 more
wiley +1 more source
A Horse Race of Machine‐Learning Methods to Predict Banking Crises
International Finance, EarlyView.ABSTRACT To examine if one machine‐learning model can consistently elucidate financial vulnerabilities, both over time and across levels of development, this paper applies 13 machine‐learning algorithms to evaluate comparative forecasting performance across several banking crises.
Emile du Plessis
wiley +1 more source
Illuminating OTC markets: The impact of public disclosures on trading dynamics
Journal of Financial Research, EarlyView.Abstract In this article, we examine market reactions to US Securities and Exchange Commission (SEC) disclosures in the US over‐the‐counter (OTC) equity market, where public information is often scarce. We find that OTC securities exhibit stronger and more persistent responses to disclosures than exchange‐traded securities, highlighting investors ...
Travis Box, Ryan Davis
wiley +1 more source
Financial Fragility and the Fiscal Multiplier
Journal of Money, Credit and Banking, EarlyView.Abstract We show that undercapitalized banks with large holdings of government bonds subject to sovereign default risk lead to a new crowding‐out channel: deficit‐financed fiscal stimuli lead to higher bond yields, triggering capital losses for the banks. Banks then cut back loans, which reduces fiscal multipliers.
CHRISTIAAN VAN DER KWAAK +1 more
wiley +1 more source
Heterogeneity in Manufacturing Growth Risk
Journal of Money, Credit and Banking, EarlyView.Abstract We analyze differences in output growth risk with respect to financial conditions across U.S. manufacturing industries. Using a multilevel quantile regression approach, we find that industries exhibit heterogeneous increases of downside risk in times of tight financial conditions, while upside potential remains stable.
DAAN OPSCHOOR +2 more
wiley +1 more source