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Vector autoregressive (VAR) models are widely used in practical studies, e.g., forecasting, modelling policy transmission mechanism, and measuring connection of economic agents. To better capture the dynamics, this paper introduces a new…
Solid inflation is a cosmological model where inflation is driven by fields which enter the Lagrangian in the same way as body coordinates of a solid matter enter the equation of state, spontaneously breaking spatial translational and…
In this study, we seek to understand how macroeconomic factors such as GDP, inflation, Unemployment Insurance, and S&P 500 index; as well as microeconomic factors such as health, race, and educational attainment impacted the unemployment…
By borrowing methods from complex system analysis, in this paper we analyze the features of the complex relationship that links the development and the industrialization of a country to economic inequality. In order to do this, we identify…
Functional linear regression gets its popularity as a statistical tool to study the relationship between function-valued response and exogenous explanatory variables. However, in practice, it is hard to expect that the explanatory variables…
This White Paper for the CNRS IN2P3 Prospective 2020 focuses on realistic and timely situations of inflation in connection with the CMB, gravitational and particle physics, adding inter-disciplinarity and unification values within a…
This paper examines the drivers of CPI inflation through the lens of a simple, but computationally intensive machine learning technique. More specifically, it predicts inflation across 20 advanced countries between 2000 and 2021, relying on…
We introduce conformal coupling of the Standard Model Higgs field to gravity and discuss the subsequent modification of $R^2$-inflation. The main observation is a lower temperature of reheating which happens mostly through scalaron decays…
Recent researches on stock prediction using deep learning methods has been actively studied. This is the task to predict the movement of stock prices in the future based on historical trends. The approach to predicting the movement based…
We consider a subclass of Horndeski theories for studying cosmic inflation. In particular, we investigate models of inflation in which the derivative self-interaction of the scalar field and the non-minimal derivative coupling to gravity…
We present the first calculation of the Bayesian evidence for different prototypical single field inflationary scenarios, including representative classes of small field and large field models. This approach allows us to compare…
We investigate the influence on the inflationary predictions from the reheating processes characterized by the $e$-folding number $N_{\mathrm{reh}}$ and the effective equation-of-state parameter $w_{\mathrm{reh}}$ during the reheating…
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. We study in detail cosmological perturbations in IG and examine…
Models of inflationary magnetogenesis with a coupling to the electromagnetic action of the form $f^2 F_{\mu\nu}F^{\mu\nu}$, are known to suffer from several problems. These include the strong coupling problem, the back reaction problem and…
In this paper, we consider a single-index mixed model with longitudinal data. A new set of estimating equations is proposed to estimate the single-index coefficient. The link function is estimated by using the local linear smoothing.…
This article discusses Shin (1994, Econometric Theory)-type tests for nonlinear cointegration in the presence of variance breaks. We build on cointegration test approaches under heteroskedasticity (Cavaliere and Taylor, 2006, Journal of…
This study evaluates the performance of cointegrated vector autoregressive (VAR) models for very short- and short-term wind power forecasting. Preliminary results for a German data set comprising six wind power production time series…
We consider models of chaotic inflation driven by the real parts of a conjugate pair of Higgs superfields involved in the spontaneous breaking of a grand unification symmetry at a scale assuming its Supersymmetric value. Employing Kaehler…
We consider the problem of performing inference on the number of common stochastic trends when data is generated by a cointegrated CKSVAR (a two-regime, piecewise affine SVAR; Mavroeidis, 2021), using a modified version of the Breitung…
The manipulation of LIBOR by a group of banks became one of the major blows to the remaining confidence in financial industry. Yet, despite an enormous amount of popular literature on the subject, rigorous time-series studies are few. In my…