Related papers: Forecasting US Inflation Using Bayesian Nonparamet…

We test for the long-run relationship between stock prices, inflation and its uncertainty for different U.S. sector stock indexes, over the period 2002M7 to 2015M10. For this purpose we use a cointegration analysis with one structural break…

Behavior of systems that are functions of anticipated behavior of other systems, whose own behavior is also anticipatory but homeostatic and determined by hierarchical ordering, which changes over time, of sets of possible environments that…

It is now understood that inflation dynamics comes in two forms, isentropic or cold inflation and nonisentropic or warm inflation. In the former, inflation occurs without radiation production, whereas in the latter both radiation production…

Data-driven modeling is useful for reconstructing nonlinear dynamical systems when the underlying process is unknown or too expensive to compute. Having reliable uncertainty assessment of the forecast enables tools to be deployed to predict…

We develop a generalization of unobserved components models that allows for a wide range of long-run dynamics by modelling the permanent component as a fractionally integrated process. The model does not require stationarity and can be cast…

If light scalar fields are present at the end of inflation, their non-equilibrium dynamics such as parametric resonance or a phase transition can produce non-Gaussian density perturbations. We show how these perturbations can be calculated…

Model approximations are common practice when estimating structural or quasi-structural models. The paper considers the econometric properties of estimators that utilize projections to reimpose information about the exact model in the form…

We develop Bayesian nonparametric models for spatially indexed data of mixed type. Our work is motivated by challenges that occur in environmental epidemiology, where the usual presence of several confounding variables that exhibit complex…

Inflation is an early period of accelerated cosmic expansion, thought to be sourced by high energy physics. A key task today is to use the influx of increasingly precise observational data to constrain the plethora of inflationary models…

The intermediate, logamediate and exponential inflationary models in the context of Galileon inflation or G-inflation are studied. By assuming a coupling of the form $G(\phi,X)\propto\phi^{\nu}\,X^{n}$ in the action, we obtain different…

This paper considers the nonparametric regression model with an additive error that is dependent on the explanatory variables. As is common in empirical studies in epidemiology and economics, it also supposes that valid instrumental…

Performing causal inference in observational studies requires we assume confounding variables are correctly adjusted for. G-computation methods are often used in these scenarios, with several recent proposals using Bayesian versions of…

This paper proposes a Vector Autoregression augmented with nonlinear factors that are modeled nonparametrically using regression trees. There are four main advantages of our model. First, modeling potential nonlinearities nonparametrically…

This paper revisits the Inflationary scenario within the framework of scalar field models possessing a non-canonical kinetic term. We obtain closed form solutions for all essential quantities associated with chaotic inflation including slow…

With present and future observations becoming of higher and higher quality, it is timely and necessary to investigate the most significant theoretical uncertainties in the predictions of inflation. We show that our ignorance of the entire…

The inflationary paradigm is extremely successful regarding predictions of temperature anisotropies in the CMB. However, inflation also makes predictions for a CMB B-mode polarization, which has not been detected. Moreover, the standard…

Recently, an interesting inflationary scenario, named Gauss-Bonnet inflation, is proposed by Kanti et al.~\cite{Kanti:2015pda,Kanti:2015dra}. In the model, there is no inflaton potential but the inflaton couples to the Guass-Bonnet term. In…

We provide a new flexible framework for inference with the instrumental variable model. Rather than using linear specifications, functions characterizing the effects of instruments and other explanatory variables are estimated using machine…

We review the connection between inflationary models and observations and concentrate to describe models based on softly broken supersymmetry, in particular running mass models, and their predictions. We then present a fit of the spectral…

We are on the verge of the first precision testing of the inflationary cosmology as a model for the origin of structure in the Universe. I review the key predictions of inflation which can be used as observational tests, in the sense of…