scholarly journals Second Order Time Dependent Inflation Persistence in the United States: a GARCH-in-Mean Model with Time Varying Coefficients

2019 ◽  
Author(s):  
Alessandra Canepa ◽  
Menelaos Karanasos ◽  
Alexandros Paraskevopoulos
Keyword(s):  
United States ◽  
The United States ◽  
Second Order ◽  
Time Dependent ◽  
Time Varying ◽  
Inflation Persistence ◽  
Varying Coefficients ◽  
Time Varying Coefficients

scholarly journals Climatic responses to systematic time variations of parameters: a dynamical approach

2018 ◽  
Vol 25 (3) ◽  
pp. 649-658 ◽  
Author(s):  
Catherine Nicolis
Keyword(s):  
Evolution Equations ◽  
Time Dependent ◽  
Time Varying ◽  
Climatic Response ◽  
Varying Coefficients ◽  
Classical Stability ◽  
Theoretical Predictions ◽  
Time Variations ◽  
Time Varying Coefficients ◽  
Climatic Responses

Abstract. The climatic response to time-dependent parameters is revisited from a nonlinear dynamics perspective. Some general trends are identified, based on a generalized stability criterion extending classical stability analysis to account for the presence of time-varying coefficients in the evolution equations of the system's variables. Theoretical predictions are validated by the results of numerical integration of the evolution equations of prototypical systems of relevance in atmospheric and climatic dynamics.

Adaptive Stabilization of Linear Second-Order Systems with Bounded Time-Varying Coefficients

2004 ◽  
Vol 10 (7) ◽  
pp. 963-978 ◽  
Author(s):  
Alexander V. Roup ◽  
Dennis S. Bernstein
Keyword(s):  
Linear Time ◽  
Adaptive Controller ◽  
Second Order ◽  
Lyapunov Methods ◽  
Time Varying ◽  
Adaptive Stabilization ◽  
Varying Coefficients ◽  
System States ◽  
Time Varying Coefficients ◽  
Second Order Systems

We consider adaptive stabilization for a class of linear time-varying second-order systems. Interpreting the system states as position and velocity, the system is assumed to have unknown, non-paranetric, bounded time-varying damping and stiffness coefficients. The coefficient bounds need not be known to implement the adaptive controller. Lyapunov methods are used to prove global convergence of the system states. For illustration, the controller is used to stabilize several example systems.

scholarly journals Volatility Spillover and International Contagion of Housing Bubbles

2021 ◽  
Vol 14 (7) ◽  
pp. 287
Author(s):  
Jean-Louis Bago ◽  
Koffi Akakpo ◽  
Imad Rherrad ◽  
Ernest Ouédraogo
Keyword(s):  
Real Estate ◽  
Market Integration ◽  
Housing Prices ◽  
Spillover Effects ◽  
The United States ◽  
Real Estate Market ◽  
Time Varying ◽  
Volatility Spillover ◽  
Varying Coefficients ◽  
Time Varying Coefficients

This paper provides new empirical evidence on housing bubble timing, volatility spillover, and bubble contagion between Japan and its economic partners, namely, the United States, the Eurozone, and the United Kingdom. First, we apply a generalized sup ADF (GSADF) test to the quarterly price-to-rent ratio from 1970Q1 to 2018Q4 to detect explosive behaviors in housing prices. Second, we analyze the volatility spillover in housing prices between Japan and its economic partners using the multivariate time-varying DCC-GARCH model. Third, we assess bubble contagion by estimating a non-parametric model of bubble migration with time-varying coefficients. We document two historical bubble episodes from 1970 to 2018 in Japan’s housing market. Moreover, we find evidence of volatility spillover effects and bubble contagion between Japan’s real estate market and its most important economic partners during several periods. In this context of market integration, countries need to develop coordinated real estate policies to address the risk of global real estate bubbles.

scholarly journals Climatic responses to systematic time variations of parameters: A dynamical approach

2018 ◽  
Author(s):  
Catherine Nicolis
Keyword(s):  
Evolution Equations ◽  
Time Dependent ◽  
Time Varying ◽  
Climatic Response ◽  
Varying Coefficients ◽  
Classical Stability ◽  
Theoretical Predictions ◽  
Time Variations ◽  
Time Varying Coefficients ◽  
Climatic Responses

Abstract. The climatic response to time-dependent parameters is revisited from a nonlinear dynamics perspective. Some general trends are identified, based on a generalised stability criterion extending classical stability analysis to account for the presence of time-varying coefficients in the evolution equations of the system's variables. Theoretical predictions are validated by the results of numerical integration of the evolution equations of prototypical systems of relevance in atmospheric and climatic dynamics.

scholarly journals Estimating Survival Functions after Stcox with Time-varying Coefficients

2016 ◽  
Vol 16 (4) ◽  
pp. 867-879 ◽  
Author(s):  
Constantin Ruhe
Keyword(s):  
Proportional Hazards ◽  
Cox Model ◽  
Survival Function ◽  
Time Dependent ◽  
Time Varying ◽  
Survival Functions ◽  
Nonproportional Hazards ◽  
Varying Coefficients ◽  
Proportional Hazards Assumption ◽  
Time Varying Coefficients

In many applications of the Cox model, the proportional-hazards assumption is implausible. In these cases, the solution to nonproportional hazards usually consists of modeling the effect of the variable of interest and its interaction effect with some function of time. Although Stata provides a command to implement this interaction in stcox, it does not allow the typical visualizations using stcurve if stcox was estimated with the tvc() option. In this article, I provide a short workaround that estimates the survival function after stcox with time-dependent coefficients. I introduce and describe the scurve_tvc command, which automates this procedure and allows users to easily visualize survival functions for models with time-varying effects.

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