Zobrazeno 1 - 10
of 1 381
pro vyhledávání: '"time-varying parameter"'
Autor:
Brandon Robinson, Philippe Bisaillon, Jodi D. Edwards, Tetyana Kendzerska, Mohammad Khalil, Dominique Poirel, Abhijit Sarkar
Publikováno v:
Infectious Disease Modelling, Vol 9, Iss 4, Pp 1224-1249 (2024)
We consider state and parameter estimation for compartmental models having both time-varying and time-invariant parameters. In this manuscript, we first detail a general Bayesian computational framework as a continuation of our previous work. Subsequ
Externí odkaz:
https://doaj.org/article/50ec0fe45886498cacfa9562f57581b0
Autor:
Mohamad, Azhar
Publikováno v:
Review of Behavioral Finance, 2024, Vol. 16, Issue 5, pp. 925-957.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/RBF-12-2023-0339
Autor:
Jie Yu, Huimin Wang, Miaoshuang Chen, Xinyue Han, Qiao Deng, Chen Yang, Wenhui Zhu, Yue Ma, Fei Yin, Yang Weng, Changhong Yang, Tao Zhang
Publikováno v:
BMC Infectious Diseases, Vol 24, Iss 1, Pp 1-16 (2024)
Abstract Background Describing the transmission dynamics of infectious diseases across different regions is crucial for effective disease surveillance. The multivariate time series (MTS) model has been widely adopted for constructing cross-regional i
Externí odkaz:
https://doaj.org/article/cffd13fea3864a8e865225bc1811ea12
Publikováno v:
Risk Management and Healthcare Policy, Vol Volume 17, Pp 1725-1743 (2024)
Yi-Ling Lai,1,2 Wen-Yi Chen,3,* Shiuan-Shinn Lee,1,* Yung-Po Liaw1,4,5 1Department of Public Health and Institute of Public Health, Chung Shan Medical University, Taichung, 402367, Taiwan; 2Community Health Center, Taichung Tzu Chi Hospital,
Externí odkaz:
https://doaj.org/article/c8ee070d280f4121b9fffcd3f6cc4007
Autor:
Mesut Dogan, Burhan Erdoğan
Publikováno v:
Selçuk Üniversitesi Sosyal Bilimler Meslek Yüksekokulu Dergisi, Vol 27, Iss 1, Pp 258-273 (2024)
Dünya ekonomisi teknolojinin gelişmesi, sermaye birikiminin artması ve yatırımcıların risk algılarının değişmesi gibi nedenlerden dolayı son yüzyılda daha fazla bütünleşik bir görünüme ulaşmıştır. Bu bütünleşik yapı netic
Externí odkaz:
https://doaj.org/article/80344388edab4f32a2b022e659283b89
Publikováno v:
Financial Innovation, Vol 10, Iss 1, Pp 1-27 (2024)
Abstract We analyze the connectedness between major cryptocurrencies and nonfungible tokens (NFTs) for different quantiles employing a time-varying parameter vector autoregression approach. We find that lower and upper quantile spillovers are higher
Externí odkaz:
https://doaj.org/article/c5bb4dc700334b9db8815683102b7c77
Autor:
Supanee Harnphattananusorn
Publikováno v:
International Journal of Energy Economics and Policy, Vol 14, Iss 5 (2024)
The objective of this study is to analyze the spillover effects among the returns of oil, gold, the stock market, and exchange rates in Thailand. Using the time-varying parameter vector autoregression model (TVP-VAR) with extended joint connectedness
Externí odkaz:
https://doaj.org/article/536dd669ac204ccb9bad61b4c6c790f8
Autor:
Wongi Kim
Publikováno v:
East Asian Economic Review, Vol 28, Iss 1, Pp 95-140 (2024)
This study empirically investigates the international transmission of China’s uncertainty shocks. It estimates a time-varying parameter Bayesian global structural vector autoregressive model (TVP-BGVAR) using time series data for 33 countries to ev
Externí odkaz:
https://doaj.org/article/a164a581651d47759fe04b78f9b084c6
Publikováno v:
راهبرد مدیریت مالی, Vol 12, Iss 1, Pp 191-210 (2024)
The main purpose of this study is to investigate the impact of economic uncertainty and government policies on the price volatility of the banking sector in the Tehran Stock Exchange, considering the structural instability in the model parameters. In
Externí odkaz:
https://doaj.org/article/98a9ee6cf1d44aa1b2788d5fdf5fb755
Publikováno v:
Agricultural Economics (AGRICECON), Vol 70, Iss 1, Pp 1-11 (2024)
In recent years, the external shock represented by COVID-19 has caused significant fluctuations in global corn prices. Based on the weekly data on international corn prices from 2020 to 2023, this paper constructs autoregressive conditional heteroske
Externí odkaz:
https://doaj.org/article/63a0025519cd42afb27c1533fa29cc4e