This paper proposes concepts and methods to investigate whether the bubble patterns observed in individual time series are common among them. Having established the conditions under which common bubbles are present within the class of mixed causal-noncausal vector autoregressive models, we...

In this paper we analyze a recurrence , where is a weighted power mean of ,…., . Such an iteration scheme has been proposed to model a class of non-linear forward-looking economic models ( the state today is affected by tomorrow’ s expectation ) under bounded rationality; the agents employ a...

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This paper analyzes the quantitative relevance of additive, multiplicative and data uncertainty in the implementation of Chile’s monetary policy. For the analysis of data uncertainty we focus on the uncertainty associated with the estimation of the output gap using real-time data and various...

In this paper a computer tool for the simulation of the dynamic pantograph–catenary interaction is presented. We model this interaction and study its behavior in the energy transmission process. The calculation of the dynamic equation of the pantograph–catenary interaction is considered from...

Consider a matrix valued function A(x)∈Rm×n, m≥n, smoothly depending on parameters x∈Ω⊂R2, where Ω is simply connected and bounded. We consider a technique to locate parameter values where some of the q dominant (q≤n) singular values of A coalesce, in the specific case when A is...

The generalized persistence (GP) model, developed in the context of estimating “value added” by individual teachers to their students’ current and future test scores, is one of the most flexible value-added models in the literature. Although developed in the educational setting, the GP...

<Para ID="Par1">Large sparse symmetric matrix problems arise in a number of scientific and engineering fields such as fluid mechanics, structural engineering, finite element analysis and network analysis. In all such problems, the performance of solvers depends critically on the sum of the row bandwidths of the...</para>