, according to the Johansen procedure, cointegration fails to hold the farther out the forecasts extend. At the one year ahead …

A large literature following Ruhm (2000) suggests that mortality falls during recessions and rises during booms. The … of the relationship between business cycles and mortality are highly sensitive to assumptions related to migration. After … adjusting for migration, we find that mortality increased during the cotton recession, but was largely unaffected by the coal …

We present theory and evidence that challenges the view that forward premia contain little information regarding …

how people use advance information to reduce mortality from heat and cold. Theoretically, more accurate forecasts reduce … mortality if and only if mortality risk is convex in forecast errors. We test for such convexity using data on the universe of … mortality events and weather forecasts for a twelve-year period in the U.S. Results show that erroneously mild forecasts …

variables may be fractionally integrated and the predictive relation may feature cointegration, we provide sup-Wald break tests … theory for the tests, showing that it coincides with standard testing procedures. As a consequence, existing critical values …

that, although initially, vaccines have little effect on new infections they strongly reduce the share of mortality out of … hypothesis that the ratio of current mortality to lagged infections is decreasing in the total number of vaccines per one hundred … conclusion from the statistical analysis is that, passed a certain threshold, vaccines moderate the share of mortality from a …