Pub Date : 2021-01-01DOI: 10.1504/ijcee.2021.10040786
Soufiane Ouamaliche, A. Sayah
{"title":"A non-parametric estimator for stochastic volatility density","authors":"Soufiane Ouamaliche, A. Sayah","doi":"10.1504/ijcee.2021.10040786","DOIUrl":"https://doi.org/10.1504/ijcee.2021.10040786","url":null,"abstract":"","PeriodicalId":42342,"journal":{"name":"International Journal of Computational Economics and Econometrics","volume":"1 1","pages":""},"PeriodicalIF":0.1,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66720110","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-01-01DOI: 10.1504/ijcee.2021.10041812
Miguel Henry, Christopher F. Baum
As the COVID-19 pandemic progressed in the USA, 'hotspots' shifted geographically over time to suburban and rural counties showing a high prevalence of the disease. We analyse population-adjusted confirmed case rates based on daily US county-level variations in COVID-19 confirmed case counts during the first several months of the pandemic (1 March 2020 through 23 May 2020) to evaluate the spatial dependence between neighbouring counties and quantify the overall spatial effect of socio-economic and demographic factors on the prevalence of COVID-19. We indeed find strong evidence of county-level socio-economic and demographic factors influencing the spatial spread such as sex, race, ethnicity, population density, pollution, health conditions, and income. The relevance of the spatial factors suggests that neighbouring counties have a significant and positive effect on the prevalence of COVID-19.
{"title":"Socio-economic and demographic factors influencing the spatial spread of COVID-19 in the USA","authors":"Miguel Henry, Christopher F. Baum","doi":"10.1504/ijcee.2021.10041812","DOIUrl":"https://doi.org/10.1504/ijcee.2021.10041812","url":null,"abstract":"As the COVID-19 pandemic progressed in the USA, 'hotspots' shifted geographically over time to suburban and rural counties showing a high prevalence of the disease. We analyse population-adjusted confirmed case rates based on daily US county-level variations in COVID-19 confirmed case counts during the first several months of the pandemic (1 March 2020 through 23 May 2020) to evaluate the spatial dependence between neighbouring counties and quantify the overall spatial effect of socio-economic and demographic factors on the prevalence of COVID-19. We indeed find strong evidence of county-level socio-economic and demographic factors influencing the spatial spread such as sex, race, ethnicity, population density, pollution, health conditions, and income. The relevance of the spatial factors suggests that neighbouring counties have a significant and positive effect on the prevalence of COVID-19.","PeriodicalId":42342,"journal":{"name":"International Journal of Computational Economics and Econometrics","volume":"1 1","pages":""},"PeriodicalIF":0.1,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66720305","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-01-01DOI: 10.1504/ijcee.2021.10042398
R. Moreira
{"title":"Consumption per effective labour in Brazil: testing for the optimising behaviour","authors":"R. Moreira","doi":"10.1504/ijcee.2021.10042398","DOIUrl":"https://doi.org/10.1504/ijcee.2021.10042398","url":null,"abstract":"","PeriodicalId":42342,"journal":{"name":"International Journal of Computational Economics and Econometrics","volume":"50 1","pages":""},"PeriodicalIF":0.1,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66720322","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-01-01DOI: 10.1504/ijcee.2021.10043332
P. Solibakke
{"title":"Bootstrapped nonlinear impulse-response analysis: the FTSE100 (UK) and the NDX100 (US) indices 2012-2021","authors":"P. Solibakke","doi":"10.1504/ijcee.2021.10043332","DOIUrl":"https://doi.org/10.1504/ijcee.2021.10043332","url":null,"abstract":"","PeriodicalId":42342,"journal":{"name":"International Journal of Computational Economics and Econometrics","volume":"34 1","pages":""},"PeriodicalIF":0.1,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66720332","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-01-01DOI: 10.1504/ijcee.2021.10041721
M. Hanias, Spyros P. Georgopoulos, S. Stavrinides, Panagiotis Tziatzios, I. P. Antoniades
{"title":"Reservoir computing vs. neural networks in financial forecasting","authors":"M. Hanias, Spyros P. Georgopoulos, S. Stavrinides, Panagiotis Tziatzios, I. P. Antoniades","doi":"10.1504/ijcee.2021.10041721","DOIUrl":"https://doi.org/10.1504/ijcee.2021.10041721","url":null,"abstract":"","PeriodicalId":42342,"journal":{"name":"International Journal of Computational Economics and Econometrics","volume":"1 1","pages":""},"PeriodicalIF":0.1,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66720302","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-01-01DOI: 10.1504/IJCEE.2021.10033212
Pengtao Zhou
This paper proposes a new filter technique to separate trend and cycle based on stylised economic properties of trend and cycle, rather than relying on ad hoc statistical proper-ties such as frequency. Given the theoretical separation between economic growth and business cycle literature, it is necessary to make the measures of trend and cycle match what the respective theories intend to explain. The proposed filter is applied to the long macroeconomic data collected by the Bank of England (1700-2015).
{"title":"Separating yolk from white: a filter based on economic properties of trend and cycle","authors":"Pengtao Zhou","doi":"10.1504/IJCEE.2021.10033212","DOIUrl":"https://doi.org/10.1504/IJCEE.2021.10033212","url":null,"abstract":"This paper proposes a new filter technique to separate trend and cycle based on stylised economic properties of trend and cycle, rather than relying on ad hoc statistical proper-ties such as frequency. Given the theoretical separation between economic growth and business cycle literature, it is necessary to make the measures of trend and cycle match what the respective theories intend to explain. The proposed filter is applied to the long macroeconomic data collected by the Bank of England (1700-2015).","PeriodicalId":42342,"journal":{"name":"International Journal of Computational Economics and Econometrics","volume":"1 1","pages":""},"PeriodicalIF":0.1,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66719616","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-01-01DOI: 10.1504/IJCEE.2021.10037284
B. G. J. Iritié
{"title":"R&D cooperation performance inside innovation clusters","authors":"B. G. J. Iritié","doi":"10.1504/IJCEE.2021.10037284","DOIUrl":"https://doi.org/10.1504/IJCEE.2021.10037284","url":null,"abstract":"","PeriodicalId":42342,"journal":{"name":"International Journal of Computational Economics and Econometrics","volume":"1 1","pages":""},"PeriodicalIF":0.1,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66719798","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-01-01DOI: 10.1504/ijcee.2021.10040782
M. Saidi, N. Settouti, Mostafa EL HABIB DAHO, M. Bechar
{"title":"Ensemble margin resampling approach for a cost sensitive credit scoring problem","authors":"M. Saidi, N. Settouti, Mostafa EL HABIB DAHO, M. Bechar","doi":"10.1504/ijcee.2021.10040782","DOIUrl":"https://doi.org/10.1504/ijcee.2021.10040782","url":null,"abstract":"","PeriodicalId":42342,"journal":{"name":"International Journal of Computational Economics and Econometrics","volume":"1 1","pages":""},"PeriodicalIF":0.1,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66720098","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-01-01DOI: 10.1504/ijcee.2021.10042123
A. Manello, G. Falavigna
{"title":"The influence of financial and technological structure on eco-efficiency: an application of DDF bootstrapped framework in the Italian polluting industries","authors":"A. Manello, G. Falavigna","doi":"10.1504/ijcee.2021.10042123","DOIUrl":"https://doi.org/10.1504/ijcee.2021.10042123","url":null,"abstract":"","PeriodicalId":42342,"journal":{"name":"International Journal of Computational Economics and Econometrics","volume":"1 1","pages":""},"PeriodicalIF":0.1,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66720308","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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