scholarly journals Time-Varying Volatility and the Dynamic Behavior of the Term Structure

10.3386/w3682 ◽  
1991 ◽  
Author(s):  
Robert Engle ◽  
Victor Ng
Keyword(s):  
Dynamic Behavior ◽  
Term Structure ◽  
Time Varying

scholarly journals Analysis of Dynamic Characteristics of a Propeller Blade Subjected to Large Material Removal in Milling

2020 ◽  
pp. 10-14
Author(s):  
Luyi Han ◽  
◽  
Riliang Liu
Keyword(s):  
Finite Element Method ◽  
Finite Element ◽  
Dynamic Behavior ◽  
Dynamic Characteristics ◽  
Material Removal ◽  
Natural Frequencies ◽  
Machining Process ◽  
Time Varying ◽  
Propeller Blade ◽  
Large Material

A propeller blade, as a typical example of low-rigidity components, is prone to chatter and deformation in machining process, especially when large material removal is applied. In order to foresee the problems and then optimize the process, identification of the dynamic behavior of the workpiece is of great importance. This paper studies the dynamic characteristics of the workpiece in the machining process from plate to propeller blade using Finite Element Method. The results show that the time-varying natural frequencies of the workpiece decrease gradually at the beginning steps of the process due to the influence of material removal, and increases afterwards influenced by the geometry of the blade.

Term Premium Dynamics and the Taylor Rule

2017 ◽  
Vol 07 (04) ◽  
pp. 1750011 ◽  
Author(s):  
Michael Gallmeyer ◽  
Burton Hollifield ◽  
Francisco Palomino ◽  
Stanley Zin
Keyword(s):  
Monetary Policy ◽  
Term Structure ◽  
Taylor Rule ◽  
Exchange Economy ◽  
Bond Pricing ◽  
Time Varying ◽  
Inflation Dynamics ◽  
Term Premium ◽  
Nominal Term

We explore the bond-pricing implications of an exchange economy where preference shocks result in time-varying term premiums in real yields with a Taylor rule determining inflation dynamics and nominal term premiums. We calibrate the model by matching the term structure of the means and volatilities of nominal yields. Unlike a model with exogenous inflation, a Taylor rule matching empirical properties of inflation leads to nominal term premiums that are volatile at long maturities. Increasing monetary policy aggressiveness decreases the level and volatility of nominal yields.

Decrease and increase of spikes in auditory neuron with time-varying synaptic inputs

2019 ◽  
Vol 33 (20) ◽  
pp. 1950216
Author(s):  
Fuqiang Wu ◽  
Kuihua Ma
Keyword(s):  
Dynamic Behavior ◽  
Neuronal Networks ◽  
Auditory Brainstem ◽  
Neuronal Model ◽  
Inhibitory Synapse ◽  
Auditory Neuron ◽  
Time Varying ◽  
Relative Time ◽  
Synaptic Inputs ◽  
Synaptic Model

Precise timing and brief inhibitory synapse associated with excitation, in auditory brainstem circuit, can affect the generation of spikes. Using a lot of principles of synaptic model verified in the experiments, we develop a time varying synaptic model into the auditory neuronal model to explore its dynamic behavior. The controllable relative time between excitation and inhibition can achieve the increase or decrease of spikes in auditory neuronal model, which is consistent with the findings. This phenomenon can take place after a lasting hyperpolarization rebound by observing the phase profiles. Our results provide insights into the further investigation in neuronal networks with time-varying and plastic synapses.

Dynamic behavior of nonautonomous cellular neural networks with time-varying delays

2015 ◽  
Vol 168 ◽  
pp. 846-852 ◽  
Author(s):  
Shujun Long ◽  
Hongheng Li ◽  
Yongxin Zhang
Keyword(s):  
Neural Networks ◽  
Dynamic Behavior ◽  
Cellular Neural Networks ◽  
Time Varying

Term spread regressions of the rational expectations hypothesis of the term structure allowing for risk premium effects

2015 ◽  
Vol 19 (1) ◽  
Author(s):  
Efthymios Argyropoulos ◽  
Elias Tzavalis
Keyword(s):  
Interest Rates ◽  
Term Structure ◽  
Rational Expectations ◽  
Time Varying ◽  
Structure Model ◽  
Expectations Hypothesis ◽  
Term Structure Model ◽  
Term Spread ◽  
Term Premium

AbstractThis paper suggests a new empirical methodology of testing the predictions of the term spread between long and short-term interest rates about future changes of the former allowing for term premium effects, according to the rational expectations hypothesis of the term structure. To capture the effects of a time-varying term premium on the term spread, the paper relies on an empirically attractive affine Gaussian dynamic term structure model which assumes that the term structure of interest rates is spanned by three unobserved state variables. To retrieve accurate values of these variables from interest rates series, the paper suggests a new method which can overcome the effects of measurement (or pricing) errors inherent in these series on the estimates of the model. This method is assessed by a Monte Carlo study. Ignoring these errors will lead to biased estimates of term structure models. The empirical results of the paper provide support for the suggested term structure model. They show that this model can efficiently capture the time-varying term premium effects embodied in long-term interest rates, which can explain the failures of term spread to forecast future changes in long-term rates.

Stability Analysis of a Linearized MEMS

2004 ◽  
Author(s):  
A. Khazaei ◽  
M. Rastgaar Aagaah ◽  
M. Mahinfalah ◽  
N. Mahmoudian ◽  
G. Nakhaie Jazar
Keyword(s):  
Nonlinear Dynamics ◽  
Stability Analysis ◽  
Frequency Response ◽  
Dynamic Behavior ◽  
Stability Theory ◽  
Perturbation Methods ◽  
Time Varying ◽  
Design And Optimization ◽  
System Parameters ◽  
The Stability

This paper presents the stability theory and dynamic behavior of a micro-mechanical parametric-effect resonator. The device is a MEMS time-varying capacitor. The nonlinear dynamics of the MEMS are investigated analytically, and numerically. Applying perturbation methods, and deriving an analytical equation to describe the frequency response of the system enables the designer to study the effect of changes in the system parameters that can be used for design and optimization of the system.

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