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COVID-19 Vaccination Mandates and Vaccine Uptake
Karajvanov, Alexander K.; Kim, Dongwoo; Lu, Shih En; … - National Bureau of Economic Research - 2021
We evaluate the impact of government mandated proof of vaccination requirements for access to public venues and non … provincial vaccination rates and 790,000 or more first doses for Canada as a whole as of October 31, 2021 (5 to 13 weeks after … the provincial mandate announcements). We also find large vaccination gains in France (3 to 5 mln first doses), Italy …
Persistent link: https://www.econbiz.de/10012794591
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Affine bond pricing with a mixture distribution for interest rate time-series dynamics
Rasmussen, Torben B - 2010
Persistent link: https://www.econbiz.de/10003939417
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An asset pricing approach to testing general term structure models including Heath-Jarrow-Morton specifications and affine subclasses
Christensen, Bent Jesper; Wel, Michael van der - 2010
Persistent link: https://www.econbiz.de/10003947812
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Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.; Dorion, Christian; Jacobs, Kris; … - 2012
Persistent link: https://www.econbiz.de/10009667381
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Long and short memory in dynamic term structure models
Huseynov, Salman - 2021 - This version: 3 December 2021
Persistent link: https://www.econbiz.de/10012815974
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Interpreting Spectral Analyses in Terms of Time-Domain Models
Engle, Robert F. - 1974
This paper derives relationships between frequency-domain and standard time-domain distributed-lag and autoregessive moving-average models. These relations are well known in the literature but are presented here in a pedogogic form in order to facilitate interpretation of spectral and...
Persistent link: https://www.econbiz.de/10012479089
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Valuation of Variance Forecast with Simulated Option Markets
Engle, Robert F. - 1990
An appropriate metric for the success of an algorithm to forecast the variance of the rate of return on a capital asset could be the incremental profit from substituting it for the next best alternative. We propose a framework to assess incremental profits for competing algorithms to forecast...
Persistent link: https://www.econbiz.de/10012475683
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Modelling and estimating large macroeconomic shocks during the pandemic
Corrado, Luisa; Grassi, Stefano; Paolillo, Aldo - 2021
Persistent link: https://www.econbiz.de/10012620771
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Interest rate convergence in the EMS prior to European Monetary Union
Frömmel, Michael; Kruse, Robinson - 2009
Persistent link: https://www.econbiz.de/10003849559
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Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders; Bohn Nielsen, Heino - 2012
Persistent link: https://www.econbiz.de/10009546007