Estimation of a Time-Varying Parameter from Long Range Dependent Data

2020 ◽  
Author(s):  
Michael Tseng
Keyword(s):  
Long Range ◽  
Dependent Data ◽  
Time Varying ◽  
Time Varying Parameter

Capital mobility in Sweden: a time-varying parameter approach

2007 ◽  
Vol 14 (15) ◽  
pp. 1115-1118 ◽  
Author(s):  
Abdulnasser Hatemi-J ◽  
R. Scott Hacker
Keyword(s):  
Capital Mobility ◽  
Time Varying ◽  
Time Varying Parameter ◽  
Parameter Approach

Influence of Axial Excitations and of Boundary Conditions on the Parametric Instability of a Beam

1995 ◽  
Author(s):  
Régis Dufour ◽  
Alain Berlioz ◽  
Thomas Streule
Keyword(s):  
Finite Element ◽  
Boundary Conditions ◽  
Ritz Method ◽  
Parametric Instability ◽  
Experimental Tests ◽  
Time Varying ◽  
Periodic Force ◽  
Modal Reduction ◽  
Time Varying Parameter ◽  
The Stability

Abstract In this paper the stability of the lateral dynamic behavior of a pinned-pinned, clamped-pinned and clamped-clamped beam under axial periodic force or torque is studied. The time-varying parameter equations are derived using the Rayleigh-Ritz method. The stability analysis of the solution is based on Floquet’s theory and investigated in detail. The Rayleigh-Ritz results are compared to those of a finite element modal reduction. It shows that the lateral instabilities of the beam depend on the forcing frequency, the type of excitation and the boundary conditions. Several experimental tests enable the validation of the numerical results.

scholarly journals The Time-Varying Effects of Monetary Policy on House Prices in China: An Application of TVP-VAR Model with Stochastic Volatility

2018 ◽  
Vol 13 (4) ◽  
pp. 149 ◽  
Author(s):  
Weina Cai ◽  
Sen Wang
Keyword(s):  
Monetary Policy ◽  
Interest Rate ◽  
House Prices ◽  
Var Model ◽  
Time Varying ◽  
Credit Channel ◽  
Monetary Policy Shocks ◽  
Time Varying Parameter ◽  
Policy Shocks ◽  
Interest Rate Channel

The boom of housing market in China in recent years has attracted great concerns from all over the world. How monetary policy affects house prices in China becomes an essential topic. This paper studies the time-varying effects of monetary policy on house prices in China during 2005.7-2017.10, by using a time-varying parameter VAR model. This paper obtains three interesting results. First, there are time-varying features of the responses of house prices to monetary policy shocks half-year and 1-year ahead, no matter through interest rate channel or through credit channel. Second, interest rate channel and credit channel have been enhanced since financial crisis in 2008. Third, the responses of nominal house prices to monetary policy in China are mainly driven by the responses of real house prices, instead of inflation. Finally, this paper gives proper suggestions for each finding respectively to central bank in China.

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