Financial Conditions IndexTVP-FAVARWe investigate the optimal constituent variable weighting method for a UK financial conditions index (FCI) using a small number of financial indicators. The cridoi:10.2139/ssrn.3630903Sheng ZhuElla KavanaghNiall O'Sullivan...
Financial conditions indexCPI inflationTVP-FAVAR(2017). Constructing a dynamic financial conditions indexes by TVP-FAVAR model. Applied Economics Letters. Ahead of Print. doi: 10.1080/13504851.2017.1307929doi:10.1080/13504851.2017.1307929Wang, Shaoping...
The remainder of this paper is organized as follows. In Section 2, we describe the concept of a meaningful environmental index that is composed of two categories, namely “ordinal meaningfulness” and “cardinal meaningfulness.” In Section 3, we present the nonparametric frontier approach and show...
First, we construct a global fear index (GFI) for the COVID-19 pandemic to support economic, financial and policy analyses in this area. Second, we demonstrate the application of the index to stock return predictability using OECD data. The panel data predictability results reveal the ...
Hydrothermal conditions positively influence resistance system, while the response system is influenced by environmental factors at a lower intensity in six periods. It was interesting to note that soil α-biodiversity indicators are significantly and positively correlated with CES at the end of the ...
Surface mining is inherently linked to climate change, but more precise monitoring of carbon dioxide (CO2) emissions is necessary. Here we combined the geolocation of mine sites and carbon stock datasets to show that if all legal active mining sites in B
Let Dmnk be a third order tensor, where m is the cell type, n is the assay index and k the genomic locus index. Applying tensor decomposition to D, we obtain D ¼ S  1Ucell  2Uassay  Ulocus, where Ucell is the cell type subspace, Uassay is the assay subspace, U...
Two angles and the included side is given (ASA – Angle side angle) The measure of the hypotenuse and a side is given in the right triangle (RHS – Right angle hypotenuse side) For constructing triangles from given data, we generally make use of the given congruency conditions and construct...
The authors declare no competing financial interests. Supplementary information Supplementary Text and Figures Supplementary Figures 1–4, Supplementary Tables 1–3 and Supplementary Note (PDF 475 kb) Rights and permissions Reprints and permissions About this article Cite this article Litcofsky, K., Afe...
In particular, both \({ {\mathcal H} }_{O}\) and the coherence index increase slightly before the transition point a c , while \({ {\mathcal H} }_{T}\) increases sharp at a c , as highlighted by vertical dashed lines in Fig. 7. This is because of the homo-clinic point at...