A British Test of Recent Developments in Term Structure Theory

1967 ◽  
Vol 22 (3) ◽  
pp. 484
Author(s):  
Douglas Fisher
Keyword(s):  
Term Structure ◽  
Structure Theory ◽  
Recent Developments

RECENT ADVANCES IN ELECTRONIC STRUCTURE THEORY

2002 ◽  
Vol 01 (01) ◽  
pp. 109-136 ◽  
Author(s):  
TAKAHITO NAKAJIMA ◽  
TAKAO TSUNEDA ◽  
HARUYUKI NAKANO ◽  
KIMIHIKO HIRAO
Keyword(s):  
Computational Chemistry ◽  
Density Functional ◽  
Relativistic Effects ◽  
Molecular Theory ◽  
Structure Theory ◽  
Functional Theory ◽  
Molecular Systems ◽  
Chemistry Research ◽  
Ab Initio Theory ◽  
Recent Developments

Accurate quantum computational chemistry has evolved dramatically. The size of molecular systems, which can be studied accurately using molecular theory is increasing very rapidly. Theoretical chemistry has opened up a world of new possibilities. It can treat real systems with predictable accuracy. Computational chemistry is becoming an integral part of chemistry research. Theory can now make very significant contribution to chemistry. This review will focus on our recent developments in the theoretical and computational methodology for the study of molecular structure and molecular interactions. We are aiming at developing accurate molecular theory on systems containing hundreds of atoms. We continue our research in the following three directions: (i) development of new ab initio theory, particularly multireference-based perturbation theory, (ii) development of exchange and correlation functionals in density functional theory, and (iii) development of molecular theory including relativistic effects. We have enjoyed good progress in each of the above areas. We are very excited about our discoveries of new theory and new algorithms and would like to share this enthusiasm with readers.

scholarly journals Multivariate Threshold Models: TVARs and TVECMs

2003 ◽  
Vol 23 (1) ◽  
pp. 143 ◽  
Author(s):  
Ana Beatriz C. Galvão
Keyword(s):  
Interest Rates ◽  
Term Structure ◽  
Threshold Models ◽  
Threshold Cointegration ◽  
Impulse Responses ◽  
Macroeconomic Variables ◽  
Non Linear ◽  
Recent Developments ◽  
Test Threshold

In this paper, I review recent developments on modelling macroeconomic variables with non-linear VARs. Specifically, the class of threshold VARs, including systems with threshold cointegration, is discussed. Techniques for specification, estimation, testing, computing impulse responses and forecasting are presented, including hints for practitioners. In addition, I analyze recent results on the evaluation of this class of models, providing guidance on the application of these models. Finally, a TVAR is applied to extract the information of the spread to predict recessions; and a TVECM is employed to test threshold cointegration in the context of the term structure of interest rates.

scholarly journals SUKU BUNGA SEBAGAI SALAH SATU INDIKATOR EKSPEKTASI INFLASI

2003 ◽  
Vol 2 (4) ◽  
pp. 123-150
Author(s):  
Didy Laksmono R ◽  
Suhaedi Suhaedi ◽  
Bambang Kusmiarso ◽  
Agnes I ◽  
Bambang Pramono ◽  
...  
Keyword(s):  
Term Structure ◽  
Yield Curve ◽  
Structure Theory

Undang-Undang No. 23 tahun 1999 tentang Bank Indonesia menetapkan tujuan Bank Indonesia adalah mencapai dan memelihara kestabilan Rupiah. Kestabilan niali rupiah tersebut mencakup kestabilan terhadap barang dan jasa yang tercermin dari perkembangan laju inflasi dan kestabilan terhadap mata uang negara lain yang diukur dengan perkembangan nilai tukar Rupiah terhadap mata uang negara lain. Sudut pandang term structure theory mengatakan bahwa ekspektasi masyarakat terhadap inflasi di masa akan datang dapat dilihat dari perkembangan suku bunga nominal perbankan. Secara umum, suku bunga nominal mencerminkan suku bunga riil ditambah ekspektasi inflasi. Dengan demikian perkembangan suku buku bunga nominal dapat digunakan sebagai indikator ekspektasi inflasi masyarakat.Paper ini mencoba menggunakan metode kualitatif grafik yield curve suku bunga deposito dan metode kuantitatif makro sederhana untuk memperoleh informasi suku bunga yang memiliki kemampuan menjelaskan pergerakan ekspektasi inflasi. Hasil analisa menunjukkan spread suku bunga deposito 12 dengan 1 bulan, spread deposito 12 bulan dan SBI 1 bulan, serta spread suku bunga deposito 12 dengan 3 bulan memiliki kemampuan menjelaskan ekspektasi inflasi. Namun model masih belum dapat digunakan untuk melakukan proyeksi ekspektasi inflasi.

COUPLED-CLUSTER THEORY FOR NUCLEI

2006 ◽  
Vol 20 (30n31) ◽  
pp. 5338-5345 ◽  
Author(s):  
T. PAPENBROCK ◽  
D. J. DEAN ◽  
J. R. GOUR ◽  
G. HAGEN ◽  
M. HJORTH-JENSEN ◽  
...  
Keyword(s):  
Nuclear Structure ◽  
Excited States ◽  
Low Energy ◽  
Structure Theory ◽  
Coupled Cluster ◽  
Coupled Cluster Theory ◽  
Cluster Theory ◽  
Body Forces ◽  
Recent Developments ◽  
Three Body

This presentation focuses on some of the recent developments in low-energy nuclear structure theory, with emphasis on applications of coupled-cluster theory. We report on results for ground and excited states in 4 He and 16 O , and about extensions of coupled-cluster theory to treat three-body forces.

Sign in / Sign up

Export Citation Format

Share Document