A dynamic stochastic frontier model with threshold effects: U.S. bank size and efficiency
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Productivity Analysis"
DOI: 10.1007/s11123-019-00565-6
Abstract: Common/Single frontier methodologies that are used to analyze bank efficiency and performance can be misleading because of the homogeneous technology assumption. Using the U.S. banking data over 1984-2010, our dynamic methodology identifies a few data-driven… read more here.
Keywords: model; size; dynamic stochastic; efficiency ... See more keywords
Forecast error growth: A dynamic-stochastic model.
Sign Up to like & getrecommendations! Published in 2024 at "Chaos"
DOI: 10.1063/5.0248102
Abstract: There is a history of simple forecast error growth models designed to capture the key properties of error growth in operational numerical weather prediction (NWP) models. We propose here such a scalar model that relies… read more here.
Keywords: forecast error; error growth; dynamic stochastic; model ... See more keywords
Modelling Productivity Shocks and Economic Growth Using the Bayesian Dynamic Stochastic General Equilibrium Approach.
Sign Up to like & getrecommendations! Published in 2018 at "International Journal of Contemporary Hospitality Management"
DOI: 10.1108/ijchm-10-2017-0686
Abstract: Most existing studies on the impact of tourism on economic growth adopt an econometric approach that is insufficient to confirm that tourism actually leads to economic growth. Moreover, it cannot explain the causalities of different… read more here.
Keywords: stochastic general; tourism; economic growth; dynamic stochastic ... See more keywords
A Dynamic Stochastic Optimization for Recharging Plug-In Electric Vehicles
Sign Up to like & getrecommendations! Published in 2018 at "IEEE Transactions on Smart Grid"
DOI: 10.1109/tsg.2017.2652329
Abstract: This paper presents a recharging scheme for plug-in (hybrid) electric vehicles. Despite their many advantages such as reducing carbon footprint, lower fuel cots, and high performance, uncoordinated recharging of electric vehicles in a high-penetration system… read more here.
Keywords: system; stochastic optimization; electric vehicles; dynamic stochastic ... See more keywords
Dynamic stochastic resonance and image fusion based model for quality enhancement of dark and hazy images
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Electronic Imaging"
DOI: 10.1117/1.jei.30.6.063008
Abstract: Abstract. Haze/fog is a common weather phenomenon that may exist in both day and night conditions and presents loss of contrast in captured images. For an imaging device to capture good quality photographs, it is… read more here.
Keywords: dynamic stochastic; quality; hazy images; image ... See more keywords
External Shocks and Their Transmission Channels in Nigeria: A Dynamic Stochastic General Equilibrium Approach
Sign Up to like & getrecommendations! Published in 2022 at "Global Journal of Emerging Market Economies"
DOI: 10.1177/09749101211067311
Abstract: The study examines the sources of external shocks and investigates their transmission channels in Nigeria using the trade-weighted variables from the country’s five top trading partners. Based on the assumption of the small open economy… read more here.
Keywords: dynamic stochastic; channels nigeria; transmission channels; general equilibrium ... See more keywords
Rethinking statistical learning as a continuous dynamic stochastic process, from the motor systems perspective
Sign Up to like & getrecommendations! Published in 2022 at "Frontiers in Neuroscience"
DOI: 10.3389/fnins.2022.1033776
Abstract: The brain integrates streams of sensory input and builds accurate predictions, while arriving at stable percepts under disparate time scales. This stochastic process bears different unfolding dynamics for different people, yet statistical learning (SL) currently… read more here.
Keywords: stochastic process; learning continuous; dynamic stochastic; process ... See more keywords
Navigating Structural Shocks: Bayesian Dynamic Stochastic General Equilibrium Approaches to Forecasting Macroeconomic Stability
Sign Up to like & getrecommendations! Published in 2025 at "Mathematics"
DOI: 10.3390/math13142288
Abstract: This study employs a dynamic stochastic general equilibrium model with Bayesian estimation to rigorously evaluate China’s macroeconomic responses to cost-push, monetary policy, and foreign income shocks. This analysis leverages quarterly data from 2000 to 2024,… read more here.
Keywords: stochastic general; general equilibrium; dynamic stochastic; policy ... See more keywords