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Cointegration is a property of multivariate time series that determines whether its non-stationary, growing components have a stationary linear combination. Largevars R package conducts a cointegration test for high-dimensional vector…

Econometrics · Economics 2025-09-09 Anna Bykhovskaya , Vadim Gorin , Eszter Kiss

We point out that the inclusion of a string component contributing around 5% to the CMB power spectrum amplitude on large scales can increase the preferred value of the spectral index n_s of density fluctuations measured by CMB experiments.…

Astrophysics · Physics 2009-11-11 Richard A. Battye , Bjorn Garbrecht , Adam Moss

We propose a two-step procedure to detect cointegration in high-dimensional settings, focusing on sparse relationships. First, we use the adaptive LASSO to identify the small subset of integrated covariates driving the equilibrium…

Methodology · Statistics 2026-03-05 Jesus Gonzalo , Jean-Yves Pitarakis

Space-based missions studying the cosmic microwave background (CMB) have progressively refined the parameter space in conventional models of inflation shortly ($\sim 10^{-37}$ seconds) after the big bang. While most inflationary scenarios…

Cosmology and Nongalactic Astrophysics · Physics 2024-04-18 Jingwei Liu , Fulvio Melia

We extend an alternative, phenomenological approach to inflation by means of an equation of state and a sound speed, both of them functions of the number of $e$-folds and four phenomenological parameters. This approach captures a number of…

Cosmology and Nongalactic Astrophysics · Physics 2020-12-10 Stefano Gariazzo , Olga Mena , Hector Ramirez , Lotfi Boubekeur

The shortcomings of the Standard Big Bang Cosmological Model as well as their resolution in the context of inflationary cosmology are discussed. The inflationary scenario and the subsequent oscillation and decay of the inflaton field are…

High Energy Physics - Phenomenology · Physics 2007-05-23 G. Lazarides

We consider a statistical model for pairs of traded assets, based on a Cointegrated Vector Auto Regression (CVAR) Model. We extend standard CVAR models to incorporate estimation of model parameters in the presence of price series level…

Statistical Finance · Quantitative Finance 2010-08-03 Gareth W. Peters , Balakrishnan B. Kannan , Ben Lasscock , Chris Mellen , Simon Godsill

Power spectra play an important role in the theory of inflation, and their ability to reproduce current observational data to high accuracy is often considered a triumph of inflation, largely because of a lack of credible alternatives. In…

Cosmology and Nongalactic Astrophysics · Physics 2020-05-21 Herbert W. Hamber , Lu Heng Sunny Yu , Hasitha E. Pituwala Kankanamge

Rank-rank regression is commonly employed in economic research as a way of capturing the relationship between two economic variables. The slope of this regression is the Spearman rank correlation, a classical measure of association.…

In this paper, we demonstrate that a unified description of early and late-time acceleration is possible in the context of mimetic $F(R)$ gravity. We study the inflationary era in detail and demonstrate that it can be realized even in…

General Relativity and Quantum Cosmology · Physics 2016-12-21 S. Nojiri , S. D. Odintsov , V. K. Oikonomou

We provide novel systematic cross-country evidence that the link between domestic labour markets and CPI inflation has weakened considerably in advanced economies during recent decades. The central estimate is that the short-run…

General Economics · Economics 2022-09-01 Emanuel Kohlscheen , Richhild Moessner

We study estimation of a multivariate function $f:{\bf R}^d \to {\bf R}$ when the observations are available from function $Af$, where $A$ is a known linear operator. Both the Gaussian white noise model and density estimation are studied.…

Statistics Theory · Mathematics 2009-04-21 Jussi Klemelä , Enno Mammen

This paper evaluates the performance of prominent machine learning (ML) algorithms in predicting Indonesia's inflation using the payment system, capital market, and macroeconomic data. We compare the forecasting performance of each ML…

General Economics · Economics 2025-06-13 Wishnu Badrawani

An inflationary model in the framework of noncommutative space-time may generate a nontrivial running of the scalar spectral index, but usually induces a large tensor-to-scalar ratio simultaneously. With the latest observational data from…

Cosmology and Nongalactic Astrophysics · Physics 2013-07-11 Nan Li , Xin Zhang

Power-Law inflation with scale factor $a \propto t^m$ is investigated in the context of warm inflation. The treatment is performed in the weak and strong dissipation limits. In addition, we discuss the three common cases for the thermal…

Cosmology and Nongalactic Astrophysics · Physics 2023-07-12 M. Alhallak , N. Chamoun , M. S. Eldaher

It has been previously shown that the linear inflation appears naturally as a solution of Coleman-Weinberg inflation, provided that the inflaton has a non-minimal coupling to gravity and the Planck scale is dynamically generated. We revisit…

Cosmology and Nongalactic Astrophysics · Physics 2018-01-09 Antonio Racioppi

If observations confirm BICEP2's claim of a tensor-scalar ratio $r\approx 0.2$ on CMB scales, then the inflationary consistency relation $n_{t}=-r/8$ predicts a small negative value for the tensor spectral index $n_t$. We show that future…

Cosmology and Nongalactic Astrophysics · Physics 2015-08-12 Latham Boyle , Kendrick M. Smith , Cora Dvorkin , Neil Turok

In this paper, we consider function-indexed normalized weighted integrated periodograms for equidistantly sampled multivariate continuous-time state space models which are multivariate continuous-time ARMA processes. Thereby, the sampling…

Statistics Theory · Mathematics 2022-09-16 Vicky Fasen-Hartmann , Celeste Mayer

We show that next generation Cosmic Microwave Background experiments will be capable of the first ever measurement of the inflaton coupling to other particles, opening a new window to probe the connection between cosmic inflation and…

High Energy Physics - Phenomenology · Physics 2025-07-28 Marco Drewes , Lei Ming

Inflation is studied in the context of induced gravity (IG) $\gamma \sigma^2 R$, where $R$ is the Ricci scalar, $\sigma$ a scalar field and $\gamma$ a dimensionless constant, and diverse symmetry-breaking potentials $V(\sigma)$ are…

General Relativity and Quantum Cosmology · Physics 2014-11-21 A. Cerioni , F. Finelli , A. Tronconi , G. Venturi
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