scholarly journals The Volatility of Long-Term Bond Returns: Persistent Interest Shocks and Time-Varying Risk Premiums

2012 ◽  
Author(s):  
Daniela Osterrieder ◽  
Peter C. Schotman
Keyword(s):  
Time Varying ◽  
Risk Premiums ◽  
Bond Returns

Economic Institutions and Growth Nexus: The Role of Governance and Democratic Institutions—Evidence from Time Varying Parameters’ (TVPs) Models

2016 ◽  
Vol 55 (4I-II) ◽  
pp. 675-688
Author(s):  
Ghulam Murtaza ◽  
Muhammad Zahir Faridi
Keyword(s):  
Structural Changes ◽  
Jel Classification ◽  
Economic Institutions ◽  
Time Varying ◽  
Democratic Institutions ◽  
Main Hypothesis ◽  
Dynamic Relationship ◽  
Rolling Window

The present study has investigated the channels through which the linkage between economic institutions and growth is gauged, by addressing the main hypothesis of the study that whether quality of governance and democratic institutions set a stage for economic institutions to promote the long-term growth process in Pakistan. To test the hypothesis empirically, our study models the dynamic relationship between growth and economic institutions in a time varying framework in order to capture institutional developments and structural changes occurred in the economy of Pakistan over the years. Study articulates that, along with some customary specifics, the quality of government and democracy are the substantial factors that affect institutional quality and ultimately cause to promote growth in Pakistan. JEL Classification: O40; P16; C14; H10 Keywords: Economic Institutions, Growth, Governance and Democracy, Rolling Window Two-stage Least Squares, Pakistan

Time-Varying Risk Factors for Long-Term Mortality After Coronary Artery Bypass Graft Surgery

2006 ◽  
Vol 81 (3) ◽  
pp. 793-799 ◽  
Author(s):  
Dexiang Gao ◽  
Gary K. Grunwald ◽  
John S. Rumsfeld ◽  
Lynn Schooley ◽  
Todd MacKenzie ◽  
...  
Keyword(s):  
Risk Factors ◽  
Coronary Artery ◽  
Coronary Artery Bypass Graft ◽  
Coronary Artery Bypass ◽  
Artery Bypass ◽  
Bypass Graft ◽  
Time Varying ◽  
Artery Bypass Graft ◽  
Long Term Mortality

Integrity Assessment of a Free-Fall Lifeboat Launched From a FPSO

2015 ◽  
Author(s):  
Guomin Ji ◽  
Nabila Berchiche ◽  
Sébastien Fouques ◽  
Thomas Sauder ◽  
Svein-Arne Reinholdtsen
Keyword(s):  
Finite Element ◽  
Pressure Distribution ◽  
Structural Integrity ◽  
Dynamic Effect ◽  
Sensitivity Study ◽  
Computational Time ◽  
Load Factor ◽  
Time Varying ◽  
Integrity Assessment

The paper addresses the structural integrity assessment of lifeboat launched from floating production, storage and offloading (FPSO) vessels. The study is based on long-term drop lifeboat simulations accounting for more than 50 years of hindcast data of metocean conditions and corresponding FPSO motions. Selection of the load cases and strength analyses with high computational time is a challenge. The load cases analyzed are those corresponding to the 99th percentile of long term distribution of indicators for large slamming loads (CARXZ) or large submergence (Imaxsub). For six selected cases, the time-varying pressure distribution on the lifeboat hull during and after water impact is calculated by CFD simulations using StarCCM+. The finite element model (FEM) of the composite structure of the lifeboat is modelled by ABAQUS. Quasi-static finite element (FE) analyses are performed for the selected load cases. The structural integrity is assessed by the maximum stress and Tsai-Wu failure measure. In the present study, the load and resistance factors are combined and applied to the response. A sensitivity study is performed to investigate the non-linear load/response effects when the load factor is applied to the load. In addition, dynamic analysis is performed with the time-varying pressure distribution for selected case and the dynamic effect is investigated.

scholarly journals Uncovering Long Term Relationships between Oil Prices and the Economy: A Time-Varying Cointegration Analysis

2018 ◽  
Author(s):  
Fabian Gogolin ◽  
Fearghal Joseph Kearney ◽  
Brian M. Lucey ◽  
Maurice Peat ◽  
Samuel Vigne
Keyword(s):  
Oil Prices ◽  
Cointegration Analysis ◽  
Time Varying
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