Related papers: Relationship between inflation, unemployment and l…
This article presents evidence based on a panel of 35 countries over the past 30 years that the Phillips curve relation holds for food inflation. That is, broader economic overheating does push up the food component of the CPI in a…
This short note aims to introduce a rule which admits to compute %any time rate of interest in any time per any time, rate of inflation per any time in any moment, if the rate of interest or the rate of inflation by unity of time is an…
Multicollinearity is relevant to many different fields where linear regression models are applied, and its existence may affect the analysis of ordinary least squares (OLS) estimators from both the numerical and statistical points of views.…
This study extends the CAPIRE framework with a macro-shock module to analyse the impact of teacher strikes and inflation on student trajectories in engineering education. Using data from 1,343 students across 15 cohorts (2004-2019) in a…
We propose a novel cointegrated autoregressive model for matrix-valued time series, with bi-linear cointegrating vectors corresponding to the rows and columns of the matrix data. Compared to the traditional cointegration analysis, our…
In this paper, we tackle the problem of prediction and confidence intervals for time series using a statistical learning approach and quantile loss functions. In a first time, we show that the Gibbs estimator (also known as Exponentially…
The degree of convergence of the business cycles of the economies of the European Union is a key policy issue. In particular, a substantial degree of convergence is needed if the European Central Bank is to be capable of setting a monetary…
This study explores various feature selection techniques applied to macro-economic forecasting, using Iran's World Bank Development Indicators. Employing a comprehensive evaluation framework that includes Root Mean Square Error (RMSE) and…
Macroeconomic factors have a critical impact on banking credit risk, which cannot be directly controlled by banks, and therefore, there is a need for an early credit risk warning system based on the macroeconomy. By comparing different…
We develop a dynamic decomposition of the empirical Beveridge curve, i.e., the level of vacancies conditional on unemployment. Using a standard model, we show that three factors can shift the Beveridge curve: reduced-form matching…
Energy usage and GDP have been the subject of numerous studies over the past decades. It has been overlooked by previous studies that energy consumption correlates with economic growth in relation to GDP. This study uses threshold…
The analyticity of response functions and scattering amplitudes implies powerful relations between low-energy observables and the underlying short-distance dynamics. These 'IR/UV' relations are rooted in basic physical principles, such as…
Economic hardships significantly affect public perception and voting intentions in general elections. The primary focus of my study is to capture the degree of influence that individual economic hardships have on their voting. I utilize the…
The Index of Dissimilarity (ID), widely utilized in economic literature as a measure of segregation, is inadequate for cross-country or time series studies due to its failure to account for structural variations across countries' labor…
We compute the rate with which super-Hubble cosmological fluctuations are decohered during inflation, by their gravitational interactions with unobserved shorter-wavelength scalar and tensor modes. We do so using Open Effective Field Theory…
The proposed Goodness--of--Fit (GoF) test for checking the linear autocorrelation model in a functional time series is based on an empirical process, whose residual marks and covariate index set are in a separable Hilbert space \mathbb{H}.…
This article develops nonparametric cointegrating regression models with endogeneity and semi-long memory. We assume that semi-long memory is produced in the regressor process by tempering of random shock coefficients. The fundamental…
We explore constraints on various forms for the effective potential during inflation based upon a statistical comparison between inflation-generated fluctuations in the cosmic microwave background temperature and the COBE DMR results. Fits…
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…
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…