Time‐varying roles of housing risk factors in state‐level housing markets

2020 ◽  
Author(s):  
MeiChi Huang
Keyword(s):  
Risk Factors ◽  
Housing Markets ◽  
State Level ◽  
Time Varying

Time-Varying Risk Factors for Long-Term Mortality After Coronary Artery Bypass Graft Surgery

2006 ◽  
Vol 81 (3) ◽  
pp. 793-799 ◽  
Author(s):  
Dexiang Gao ◽  
Gary K. Grunwald ◽  
John S. Rumsfeld ◽  
Lynn Schooley ◽  
Todd MacKenzie ◽  
...  
Keyword(s):  
Risk Factors ◽  
Coronary Artery ◽  
Coronary Artery Bypass Graft ◽  
Coronary Artery Bypass ◽  
Artery Bypass ◽  
Bypass Graft ◽  
Time Varying ◽  
Artery Bypass Graft ◽  
Long Term Mortality

ADHD and ODD Dimensions: Time Varying Prediction of Internalizing Problems from Childhood to Adolescence

2021 ◽  
pp. 108705472110509
Author(s):  
Felix K. So ◽  
Denise Chavira ◽  
Steve S. Lee
Keyword(s):  
Risk Factors ◽  
Risk Factor ◽  
Oppositional Defiant Disorder ◽  
Internalizing Problems ◽  
Ethnically Diverse ◽  
Time Varying ◽  
Childhood Adhd ◽  
Oppositional Defiant ◽  
Inattention And Hyperactivity ◽  
Odd Dimensions

Objective Although childhood ADHD is a risk factor for internalizing problems, it consists of separable inattention and hyperactivity dimensions that differentially predict outcomes. Oppositional defiant disorder also consists of separable dimensions (i.e., irritable, oppositional), co-occurs with ADHD, and predicts internalizing outcomes. To discern independent associations with internalizing problems, dimensions must be considered simultaneously. Methods Controlling for age, sex, and race, we tested inattention, hyperactivity, irritability, and oppositionality as time-varying predictors of 6 to 7-year prospective change in parent- and teacher-rated internalizing problems in 230 ethnically- diverse (50% Caucasian) 5 to 10 year old youth ( M = 7.4 years, 68% male) with ( n = 120) and without ADHD ( n = 110). Results Escalating inattention and irritability, but not hyperactivity and oppositionality, uniquely predicted internalizing problems. Conclusion These findings suggest that inattention and irritability are unique risk factors for later internalizing problems. These dimensions may catalyze internalizing problems across development and constitute important intervention targets.

Fracture Risk in Women with Dysglycaemia: Assessing Effects of Baseline and Time-Varying Risk Factors

2018 ◽  
Vol 104 (3) ◽  
pp. 262-272 ◽  
Author(s):  
Lelia L. F. de Abreu ◽  
Kara L. Holloway-Kew ◽  
Mohammadreza Mohebbi ◽  
Muhammad A. Sajjad ◽  
Mark A. Kotowicz ◽  
...  
Keyword(s):  
Risk Factors ◽  
Fracture Risk ◽  
Time Varying

scholarly journals HEDGE FUNDS: RISK AND PERFORMANCE

2018 ◽  
Vol 06 (01) ◽  
pp. 1850003
Author(s):  
SANGHEON SHIN ◽  
JAN SMOLARSKI ◽  
GÖKÇE SOYDEMIR
Keyword(s):  
Risk Factors ◽  
Hedge Funds ◽  
Factor Model ◽  
Explanatory Power ◽  
Hedge Fund ◽  
Investment Strategy ◽  
Time Varying ◽  
Asset Class ◽  
And Performance ◽  
Fund Portfolio

This paper models hedge fund exposure to risk factors and examines time-varying performance of hedge funds. From existing models such as asset-based style (ABS)-factor model, standard asset class (SAC)-factor model, and four-factor model, we extract the best six factors for each hedge fund portfolio by investment strategy. Then, we find combinations of risk factors that explain most of the variance in performance of each hedge fund portfolio based on investment strategy. The results show instability of coefficients in the performance attribution regression. Incorporating a time-varying factor exposure feature would be the best way to measure hedge fund performance. Furthermore, the optimal models with fewer factors exhibit greater explanatory power than existing models. Using rolling regressions, our customized investment strategy model shows how hedge funds are sensitive to risk factors according to market conditions.

scholarly journals Exchange Rates and Liquidity Risk

2020 ◽  
Vol 11 (2) ◽  
pp. 159
Author(s):  
Martin D.D. EVANS
Keyword(s):  
Risk Factors ◽  
Exchange Rates ◽  
Foreign Exchange ◽  
Foreign Currency ◽  
Liquidity Risk ◽  
Risk Premia ◽  
Time Varying ◽  
Foreign Exchange Risk ◽  
Exchange Risk

I use Forex trading data to study how risks associated with the lack of liquidity contribute to the dynamics of 17 spot exchange rates through their time-varying contributions to risk premia. I find that liquidity risk matters. All the foreign exchange risk premia compensate investors for exposure to liquidity risk; and, for many currencies, exposure to liquidity risk appears to be more important than exposure to the traditional carry and momentum risk factors. I also find that variations in the price of liquidity risk make economically important contributions to the behavior of individual foreign currency returns: they account for approximately 34%, on average, of the variability in currency returns compared to the contribution of approximately 8% from the prices of carry and momentum risk.

scholarly journals Time-Varying and Regional Dynamics in Swiss Housing Markets

2017 ◽  
Vol 153 (1) ◽  
pp. 37-72 ◽  
Author(s):  
Dirk Drechsel ◽  
Anne Kathrin Funk
Keyword(s):  
Housing Markets ◽  
Time Varying ◽  
Regional Dynamics

scholarly journals Study on risk assessment of expressway nighttime maintenance construction: A Dynamic Bayesian Network model

2021 ◽  
Vol 257 ◽  
pp. 02047
Author(s):  
Zhen Tian ◽  
Jinhua Fan ◽  
Qianqian Chen ◽  
Huaichen Hu ◽  
Yanyang Shen
Keyword(s):  
Risk Factors ◽  
Risk Assessment ◽  
Bayesian Network ◽  
Traffic Accidents ◽  
Dynamic Bayesian Network ◽  
Extended Model ◽  
Time Varying ◽  
Bayesian Network Model ◽  
Change Curve ◽  
Or Gate

There are many risk factors and large uncertainties in expressway nighttime maintenance construction(ENMC), and the state of risk factors will change dynamically with time. In this study, a Dynamic Bayesian Network (DBN) model was proposed to investigate the dynamic characteristics of the time-varying probability of traffic accidents during expressway maintenance at night. Combined with Leaky Noisy-or gate extended model, the calculation method of conditional probability is determined . By setting evidences for DBN reasoning, the time series change curve of the probability of traffic accidents and other risk factors are obtained. The results show that DBN can be applied to risk assessment of ENMC.

scholarly journals Does a Rising Median Income Lift All Birth Weights? County Median Income Changes and Low Birth Weight Incidence Rates for Black and White Americans

2019 ◽  
Author(s):  
David Stuart Curtis ◽  
Thomas E Fuller-Rowell ◽  
Daniel L. Carlson ◽  
Ming Wen ◽  
Michael R. Kramer
Keyword(s):  
Risk Factors ◽  
Birth Weight ◽  
Low Birth Weight ◽  
Fixed Effects ◽  
Health Resources ◽  
Incidence Rates ◽  
Median Income ◽  
Time Varying ◽  
Smoking During Pregnancy ◽  
Black And White

Differences in low birth weight incidence (LBW) by race and place are long-standing, often embedded in enduring social ecologies where insufficient health resources are paired with an array of risk factors. Local or group-specific economic resources are known to be a fundamental contributor to these social ecologies, yet few studies have investigated how within-area changing economic conditions are linked to birth outcomes. This study examines county-level change in median income and black-white income differences as predictors of LBW incidence and LBW racial disparities. Time-varying county prevalence and black-white differences in maternal sociodemographic and health risk factors (e.g., non-marital childbearing, smoking during pregnancy) are considered as explanations for income estimates. Data come from U.S. birth records for approximately 24.8 million non-Hispanic black and white mothers with a singleton live birth (1992-2014). Records were aggregated in three-year county-period measurements for the 732 counties meeting eligibility requirements. Based on county by period fixed effects models, a $10,000 increase in county median income was associated with a reduction in LBW incidence of 2.7 per 1000 live births, and in the black-white LBW gap by 5.6 per 1000. Time-varying county maternal sociodemographic and health risks attenuated the link between median income and LBW by 72% and 31%, respectively, but not the association between median income and the racial LBW gap. Contrary to our hypothesis, conditioning on median income changes, a widening racial income difference was associated with a smaller black-white LBW gap (a finding explored in post hoc analyses). Our results suggest that, if successful in raising median income, local government efforts to stimulate economic growth and employment opportunities are likely to reduce both population incidence and black-white differences in LBW. [This draft paper is intended for review and comments only. It is not intended for citation, quotation, or other use in any form]

scholarly journals State level correlations between high heart attack and stroke symptomology knowledge scores and CVD risk factors and mortality rates

Health ◽  
2013 ◽  
Vol 05 (10) ◽  
pp. 1634-1640
Author(s):  
Mary Nawal Lutfiyya ◽  
Krista L. Huot ◽  
Maria L. Amaro ◽  
Michael F. Akers ◽  
Michael Swanoski
Keyword(s):  
Risk Factors ◽  
Heart Attack ◽  
State Level ◽  
Mortality Rates ◽  
Cvd Risk Factors ◽  
Cvd Risk
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