Zobrazeno 1 - 10
of 14
pro vyhledávání: '"Simas Kucinskas"'
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
Autor:
Arturas Juodis, Simas Kucinskas
Publikováno v:
Quantitative Economics. 14:609-650
Expectations affect economic decisions, and inaccurate expectations are costly. Expectations can be wrong due to either bias (systematic mistakes) or noise (unsystematic mistakes). We develop a framework for quantifying the level of noise in survey e
Autor:
Simas Kucinskas
Publikováno v:
Journal of Banking & Finance. 101:1-11
This paper studies the welfare properties of mutual funds in a Diamond–Dybvig economy with two sources of aggregate risk: (i) shocks to long-term investment returns; and (ii) shocks to aggregate liquidity demand. Mutual funds are inefficient when t
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
Autor:
Simin He, Simas Kucinskas
Publikováno v:
SSRN Electronic Journal.
We experimentally study how people form expectations about correlated variables. Subjects forecast a time-series variable A. In the baseline treatment, subjects only observe past values of A. In the correlated treatment, they additionally observe an
Autor:
Artūras Juodis, Simas Kucinskas
Publikováno v:
SSRN Electronic Journal.
Autor:
Simas Kucinskas
Publikováno v:
Kucinskas, S 2016, ' When are banks better than markets? Comment on Zimper (2013) ', Economics Letters, vol. 147, pp. 171-173 . https://doi.org/10.1016/j.econlet.2016.06.002
Kucinskas, S 2016, ' When are banks better than markets? Comment on Zimper (2013) ', Economics Letters, vol. 144, pp. 15-17 . https://doi.org/10.1016/j.econlet.2016.04.012
Economics Letters, 147, 171-173. Elsevier
Economics Letters, 144, 15-17. Elsevier
Kucinskas, S 2016, ' When are banks better than markets? Comment on Zimper (2013) ', Economics Letters, vol. 144, pp. 15-17 . https://doi.org/10.1016/j.econlet.2016.04.012
Economics Letters, 147, 171-173. Elsevier
Economics Letters, 144, 15-17. Elsevier
Zimper (2013) claims that in the basic Diamond–Dybvig model trade in a competitive asset market can implement the first best. I show that the argument of Zimper is incorrect as it stands: Zimper derives his result assuming that the consumers choose
Autor:
Simas Kucinskas, Florian S. Peters
Publikováno v:
SSRN Electronic Journal.
We develop a framework for measuring biases in expectation formation. The basic insight is that under- and overreaction to new information is identified by the impulse response function of forecast errors. This insight leads to a simple and widely ap