Articles with "mixed frequency" as a keyword



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Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR

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Published in 2020 at "Empirical Economics"

DOI: 10.1007/s00181-020-01888-2

Abstract: In this paper, we extend the monthly financial stress index for Lithuania, computed by the European Central Bank, to a daily frequency and we also include banking sector stress among its constituents, beyond bond, equity… read more here.

Keywords: mixed frequency; granger causality; frequency; stress ... See more keywords
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Excited state hyperpolarizability of LiAlH4 computed at the FSMRCCSD level and its use for mixed-frequency laser

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Published in 2018 at "Theoretical Chemistry Accounts"

DOI: 10.1007/s00214-018-2203-6

Abstract: AbstractThe Constrained variation technique is used to obtain third-order energy response property in Fock space multi-reference coupled cluster singles and doubles (FSMRCCSD) formalism. Computational development is done to calculate first static hyperpolarizability of lithium aluminum… read more here.

Keywords: state; mixed frequency; excited state; hyperpolarizability ... See more keywords
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Structural analysis with mixed-frequency data: A model of US capital flows

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Published in 2020 at "Economic Modelling"

DOI: 10.1016/j.econmod.2019.11.010

Abstract: Abstract We develop a new structural Vector Autoregressive (SVAR) model for analysis with mixed-frequency data. The MIDAS-SVAR model allows to identify structural dynamic links exploiting the information contained in variables sampled at different frequencies. It… read more here.

Keywords: mixed frequency; frequency data; frequency; model ... See more keywords
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Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis

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Published in 2019 at "International Journal of Forecasting"

DOI: 10.1016/j.ijforecast.2019.03.021

Abstract: The literature on mixed-frequency models is relatively recent and has found applications across economics and finance. The standard application in economics considers the use of (usually) monthly variables (e.g. industrial production) for predicting/fitting quarterly variables… read more here.

Keywords: singular spectrum; multivariate singular; frequency; spectrum analysis ... See more keywords
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Measuring macroeconomic disagreement – A mixed frequency approach

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Published in 2021 at "Journal of Economic Behavior and Organization"

DOI: 10.1016/j.jebo.2021.07.011

Abstract: Abstract We propose a new measure of macroeconomic disagreement, using dispersions of forecasts of a wide range of financial, activity and inflation variables from both household and professional surveys at various frequencies. With a mixed-frequency… read more here.

Keywords: disagreement; macroeconomic disagreement; measuring macroeconomic; disagreement mixed ... See more keywords
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Complex sparse spatial filter for decoding mixed frequency and phase coded steady-state visually evoked potentials

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Published in 2018 at "Journal of Neuroscience Methods"

DOI: 10.1016/j.jneumeth.2018.04.001

Abstract: BACKGROUND Mixed frequency and phase coding (FPC) can achieve the significant increase of the number of commands in steady-state visual evoked potential-based brain-computer interface (SSVEP-BCI). However, the inconsistent phases of the SSVEP over channels in… read more here.

Keywords: mixed frequency; frequency; frequency phase; steady state ... See more keywords
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Nonlinear dynamics of thin liquid films subjected to mixed-frequency electrical field

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Published in 2020 at "Physics of Fluids"

DOI: 10.1063/5.0008220

Abstract: The nonlinear dynamics of the interface between both perfect and leaky dielectric liquid films, interposed between two parallel electrodes, are investigated under the effect of mixed-frequency electric fields. A coupled system of evolution equations is… read more here.

Keywords: mixed frequency; system; electrical field; liquid films ... See more keywords
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MEMS Logic Using Mixed-Frequency Excitation

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Published in 2017 at "Journal of Microelectromechanical Systems"

DOI: 10.1109/jmems.2017.2712859

Abstract: We present multi-function microelectromechanical systems (MEMS) logic device that can perform the fundamental logic gate AND, OR, universal logic gates NAND, NOR, and a tristate logic gate using mixed-frequency excitation. The concept is based on… read more here.

Keywords: mixed frequency; frequency excitation; using mixed; mems logic ... See more keywords
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Infant Mortality and Inflation in China: Based on the Mixed Frequency VAR Analyses

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Published in 2022 at "Frontiers in Public Health"

DOI: 10.3389/fpubh.2022.851714

Abstract: Reducing neonatal mortality is an important goal in the Sustainable Development Goals (SDGs), and with the outbreak of the new crown epidemic and severe global inflation, it is extremely important to explore the relationship between… read more here.

Keywords: infant mortality; var; inflation; mortality ... See more keywords
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Multivariate Analysis of Energy Commodities during the COVID-19 Pandemic: Evidence from a Mixed-Frequency Approach

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Published in 2021 at "Risks"

DOI: 10.3390/risks9080144

Abstract: This paper shows the effects of the COVID-19 pandemic on energy markets. We estimate daily volatilities and correlations among energy commodities relying on a mixed-frequency approach that exploits information from the number of weekly deaths… read more here.

Keywords: mixed frequency; frequency approach; energy; frequency ... See more keywords