Related papers: Inflation as a function of labor force change rate…
In this work, we study inflation in a particular scalar-vector-tensor theory of gravitation without the $U(1)$ gauge symmetry. The model is constructed from the more general action introduced in Heisenberg et al. (Phys Rev D 98:024038,…
Ideally, all analyses of normally distributed data should include the full covariance information between all data points. In practice, the full covariance matrix between all data points is not always available. Either because a result was…
Especially in the insurance industry interest rate models play a crucial role e.g. to calculate the insurance company's liabilities, performance scenarios or risk measures. A prominant candidate is the 2-Additive-Factor Gaussian Model…
Structural vector autoregressive (SVAR) models are widely used to analyze the simultaneous relationships between multiple time-dependent data. Various statistical inference methods have been studied to overcome the identification problems…
Dynamical systems comprising of multiple components that can be partitioned into distinct blocks originate in many scientific areas. A pertinent example is the interactions between financial assets and selected macroeconomic indicators,…
The disaggregated time-series for the Consumer Price Index (CPI) often exhibits exact zero price changes, stemming from structural features of the data collection process. However, the currently prominent stochastic volatility model of…
This paper examines empirical methods for estimating the response of aggregated electricity demand to high-frequency price signals, the short-term elasticity of electricity demand. We investigate how the endogeneity of prices and the…
The recent local measurement of the Hubble constant based on the distance-ladder method has reached a $1.91\%$ precision, but this result is in tension with the early-universe measurements at the more than 4$\sigma$ level, bringing a crisis…
This research deals with the estimation and imputation of missing data in longitudinal models with a Poisson response variable inflated with zeros. A methodology is proposed that is based on the use of maximum likelihood, assuming that data…
Estimation of the average treatment effect (ATE) is a central problem in causal inference. In recent times, inference for the ATE in the presence of high-dimensional covariates has been extensively studied. Among the diverse approaches that…
We extend the k-inflation which is a type of kinetically driven inflationary model under the standard inflationary scenario to a possible warm inflationary scenario. The dynamical equations of this warm k-inflation model are obtained. We…
We investigate Power-Law Plateau (PLP) inflation in standard gravity and its consistency with ACT DR6 data. While many inflationary models, including the Starobinsky inflation, are disfavored by ACT observations, the PLP potential remains…
The topic of this talk is a new inflationary model in the context of Type IIB string compactifications called Loop Blow-Up Inflation, presented in arXiv:2403.04831. The original Blow-Up Inflation model, whose potential was purely…
We study the power spectra of f(R) inflation using a new technique in which the norm-squared of the mode functions is evolved. Our technique results in excellent analytic approximations for how the spectra depend upon the function $f(R)$.…
This paper explores a time-varying version of weak-form market efficiency that is a key component of the so-called Adaptive Market Hypothesis (AMH). One of the most common methodologies used for modeling and estimating a degree of market…
The environmental Kuznets curve predicts an inverted U-shaped relationship between environmental pollution and economic growth. Current analyses frequently employ models which restrict nonlinearities in the data to be explained by the…
This paper aims to address the issue of semiparametric efficiency for cointegration rank testing in finite-order vector autoregressive models, where the innovation distribution is considered an infinite-dimensional nuisance parameter. Our…
We provide a formulation of Stochastic Inflation in full general relativity that goes beyond the slow-roll and separate universe approximations. We show how gauge invariant Langevin source terms can be obtained for the complete set of…
We analyse four consecutive cycles observed in the USA for employment and inflation. They are driven by three oil price shocks and an intended interest rate shock. Non-linear coupling between the rate equations for consumer products as prey…
Assessing the contribution of various risk factors to future inflation risks was crucial for guiding monetary policy during the recent high inflation period. However, existing methodologies often provide limited insights by focusing solely…