Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Francisco Arroyo-Marioli"'
Publikováno v:
PLoS ONE, Vol 16, Iss 1, p e0244474 (2021)
We develop a new method for estimating the effective reproduction number of an infectious disease ([Formula: see text]) and apply it to track the dynamics of COVID-19. The method is based on the fact that in the SIR model, [Formula: see text] is line
Externí odkaz:
https://doaj.org/article/7e70c19d888244659b685f032fb2b1c2
Publikováno v:
Latin American Journal of Central Banking, Vol 3, Iss 2, Pp 100056- (2022)
In this paper, we estimate a semi-structural model with a banking sector for the Chilean economy. Our innovation consists of incorporating a system of equations that reflects the dynamics of credit, interest rate spreads, and loan-loss provisions to
Externí odkaz:
https://doaj.org/article/c46aded422394c3cac55abbd2b2ada88
Publikováno v:
Risk Management and Healthcare Policy
Stephen X Zhang,1 Francisco Arroyo Marioli,2 Renfei Gao,3 Senhu Wang4 1Faculty of Professions, University of Adelaide, Adelaide, SA, Australia; 2Central Bank of Chile, Santiago, Chile; 3Manchester Business School, University of Manchester, Manchester
Autor:
Francisco Arroyo Marioli
Publikováno v:
Journal of Futures Markets. 40:1192-1208
Although competitive storage theory has proven successful in explaining many patterns for commodity prices, some features are not understood. While standard models predict low correlation between future prices with delivery dates before and after the
Policymakers and researchers describe the COVID-19 epidemics by waves without a common vocabulary on what constitutes an epidemic wave, either in terms of a working definition or operationalization, causing inconsistencies and confusions. A working d
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::532ead7ae184d3b379085c6c8eaef7b3
https://doi.org/10.1101/2021.02.21.21252147
https://doi.org/10.1101/2021.02.21.21252147
Publikováno v:
PLoS ONE
We develop a new method for estimating the effective reproduction number of an infectious disease (R) and apply it to track the dynamics of COVID-19. The method is based on the fact that in the SIR model, R is linearly related to the growth rate of t
The COVID-19 pandemic has become the center of attention for both researchers and authorities. In this paper, we propose and test a methodology to estimate the daily effective reproduction number (ℛt) through the lens of the Kalman Filter and Bayes
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e89388932c44553487a2c62018c480e9
https://doi.org/10.1101/2020.04.19.20071886
https://doi.org/10.1101/2020.04.19.20071886
Publikováno v:
SSRN Electronic Journal.
We develop a new method for estimating the effective reproduction number of an infectious disease (R) and apply it to track the dynamics of COVID-19. The method is based on the fact that in the SIR model, R is linearly related to the growth rate of t