Zobrazeno 1 - 10
of 5 396
pro vyhledávání: '"Markov-Switching"'
Publikováno v:
AIMS Mathematics, Vol 9, Iss 11, Pp 30686-30709 (2024)
This paper is concerned with a stochastic Mycobacterium tuberculosis model, which is perturbed by both white noise and colored noise. First, we prove that the stochastic model has a unique global positive solution. Second, we derive an important cond
Externí odkaz:
https://doaj.org/article/b0727c7259634de18743670216cfea6d
Publikováno v:
Forecasting, Vol 6, Iss 3, Pp 568-590 (2024)
This study showcased the Markov switching autoregressive model with time-varying parameters (MSAR-TVP) for modeling nonlinear time series with structural changes. This model enhances the MSAR framework by allowing dynamic parameter adjustments over t
Externí odkaz:
https://doaj.org/article/e793649dca5148cc88d84977f1a85374
Autor:
Yungang Tang, Ye Wu
Publikováno v:
Ciência Rural, Vol 55, Iss 2 (2024)
ABSTRACT: This study adopted a more macroscopic perspective to focus on the issue of rural poverty in China. By selecting indicators reflecting various levels of poverty recurrence, considering risk factors across multiple dimensions, and employing a
Externí odkaz:
https://doaj.org/article/2c3810a7d59149cd96d53c893911ca91
Autor:
Elianara Gomes dos Santos
Publikováno v:
Economia & Região, Vol 12, Iss 3 (2024)
O presente trabalho busca identificar a ocorrência, duração e probabilidades de transição de diferentes regimes de inflação na economia brasileira pós-Real. A teoria de inflação utilizada é a de inflação por conflito distributivo, cujas
Externí odkaz:
https://doaj.org/article/0234b55c131b42e3ac6c847b68c2d5a1
Publikováno v:
International Journal of Energy Economics and Policy, Vol 14, Iss 5 (2024)
We employ a Markov-Switching regression model using monthly US data from April 1987 to August 2022 to investigate the effect of climate policy uncertainty (CPU) on renewable energy consumption (REC). The main findings suggest the presence of a nonlin
Externí odkaz:
https://doaj.org/article/28dcfca0e1de4f848f3852fb0f59e2b7
Autor:
Bouattour, Mondher, Miloudi, Anthony
Publikováno v:
Review of Accounting and Finance, 2023, Vol. 23, Issue 2, pp. 256-279.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/RAF-02-2023-0045
Publikováno v:
برنامهریزی و بودجه, Vol 29, Iss 1, Pp 79-104 (2024)
The present study aims to examine the impact of different types of income (oil and tax) and government expenditure (current and construction) shocks on inflation under varying inflationary conditions. To achieve this objective, quarterly data from th
Externí odkaz:
https://doaj.org/article/77bfe5062be14964b195cee30e837d32
Publikováno v:
Quantitative Finance and Economics, Vol 8, Iss 2, Pp 255-285 (2024)
We used the Markov switching regression model to establish a relationship between the conditional stock market returns and macroeconomic volatilities. Monthly data from thirteen (13) African stock markets and macroeconomic variables (exchange rate, i
Externí odkaz:
https://doaj.org/article/7afdd762c3444d3fa0af23a0d31ab99a