scholarly journals Wavelet Co-movement Significance Testing with Respect to Gaussian White Noise Background

2018 ◽  
Vol 16 ◽  
pp. 01002
Author(s):  
Jitka Poměnková ◽  
Eva Klejmová ◽  
Tobiáš Malach
Keyword(s):  
White Noise ◽  
Gaussian White Noise ◽  
Real Data ◽  
Significance Testing ◽  
Noise Background ◽  
Advantages And Disadvantages ◽  
The United Kingdom ◽  
Long Run ◽  
Short Run ◽  
White Noise Background

The paper deals with significance testing of time series co-movement measured via wavelet analysis, namely via the wavelet cross-spectra. This technique is very popular for its better time resolution compare to other techniques. Such approach put in evidence the existence of both long-run and short-run co-movement. In order to have better predictive power it is suitable to support and validate obtained results via some testing approach. We investigate the test of wavelet power cross-spectrum with respect to the Gaussian white noise background with the use of the Bessel function. Our experiment is performed on real data, i.e. seasonally adjusted quarterly data of gross domestic product of the United Kingdom, Korea and G7 countries. To validate the test results we perform Monte Carlo simulation. We describe the advantages and disadvantages of both approaches and formulate recommendations for its using.

scholarly journals The Effect of International Currency Crises on the Balance of Payments: Evidence From Jordan

2020 ◽  
Vol 11 (5) ◽  
pp. 275
Author(s):  
Tamer Rawashdeh ◽  
Mahmoud Al-Rdaydeh ◽  
Basem Hamouri
Keyword(s):  
Currency Crises ◽  
Balance Of Payments ◽  
Bounds Testing ◽  
Testing Technique ◽  
International Currency ◽  
The United Kingdom ◽  
Long Run ◽  
Short Run ◽  
Us Dollar ◽  
Japanese Yen

The effect of the international currency crises on the Jordanian balance of payments (BoP) between Q1-2000 and Q4-2017 was investigated in this paper. The currency crises are represented by the various exchange rates (ER) for the Japanese Yen, United States (US) Dollar, Euro Member Countries, China Renminbi, and the United Kingdom (UK) Pound with the Jordanian Dinar. In approximating the potential short-run and long-run associations among the different ER variations and the BoP, the ARDL bounds testing technique was employed. The empirical findings revealed that variation in the ER rate for EUR/JOD had a positive significant impact on the BOP for the short-run and long-run relation, whereas, opposingly, for the JPY/JOD, it had a negative significant impact on the BoP in the short-run and long-run relations. For other currencies, the results varied. Therefore, to reduce the effect of currency fluctuations and resultant crises on the BoP, over-reliance on the promotion and importation of goods and domestic export products should be avoided. As such, in the context of the Jordanian economy, the country needs to diversify. Accordingly, this can only be achieved if the economy is expanded along with advancing and developing entrepreneurial innovation supported by fiscal disciplines.

scholarly journals White Noise Background Improves Tone Discrimination by Suppressing Cortical Tuning Curves

Cell Reports ◽  
2019 ◽  
Vol 29 (7) ◽  
pp. 2041-2053.e4 ◽  
Author(s):  
Rasmus Kordt Christensen ◽  
Henrik Lindén ◽  
Mari Nakamura ◽  
Tania Rinaldi Barkat
Keyword(s):  
White Noise ◽  
Noise Background ◽  
Tuning Curves ◽  
White Noise Background ◽  
Tone Discrimination

Analyzing the Impact of Real Effective Exchange Rate and Investment on Trade Deficit in the United Kingdom

2021 ◽  
Vol 9 (2) ◽  
pp. 241-249
Author(s):  
Allah Ditta ◽  
Ruqayya Ibraheem ◽  
Muahammad Ayub
Keyword(s):  
United Kingdom ◽  
Exchange Rate ◽  
Trade Deficit ◽  
Real Effective Exchange Rate ◽  
The United Kingdom ◽  
Long Run ◽  
Effective Exchange ◽  
Short Run ◽  
Effective Exchange Rate ◽  
The Impact

The major purpose of this study is to determine the long-run and short-run determinants of the trade deficit in the United Kingdom (UK). The autoregressive distributive lagged (ARDL) approach has been employed for estimation purposes in this study. The study finds that there is negative and significant relationship exists between the real effective exchange rate (REER) and the export to import ratio in the long run. The empirical results reveal that a one percent increase in REER causes a decrease in the export to import ratio by 0.37%, while a positive relationship is observed between REER and the export to import ratio in the short run. The impact of gross fixed capital formation on the export to import ratio is statistically significant and negative in the long run as well as in the short run. The value is negative and statistically significant which validates convergence towards the equilibrium both in the case of UK exports to high-income and low-income trading partners (LITPs). The study suggests that real exchange rate and investment are major determinants for trade balance in the case of the United Kingdom and need proper attention.

scholarly journals Holzerntekosten und Mindererlöse bei verschiedenen Rückegassenabständen in Fichtenbeständen

2016 ◽  
Vol 167 (2) ◽  
pp. 64-72 ◽  
Author(s):  
Fritz Frutig ◽  
Oliver Thees ◽  
Peter Ammann ◽  
Peter Lüscher ◽  
Peter Rotach
Keyword(s):  
Soil Compaction ◽  
Timber Harvesting ◽  
Lower Amount ◽  
Root Damage ◽  
Butt Rot ◽  
Advantages And Disadvantages ◽  
Long Run ◽  
Short Run ◽  
Negative Impacts ◽  
Harvesting Costs

Timber harvesting costs and losses for different spacing of skid roads in spruce forests Skid roads are essential to prevent negative impacts of heavy machines on soil fertility and timber growth. Today, skid roads are frequently laid out with a spacing of 20 m because modern harvesters can reach and cut trees as far as 10 m. Skid roads not only use up space which is no longer available for production, they also have negative effects on the growth of adjacent trees due to soil compaction and root damage caused by the passage of forestry machines. Damaged roots will eventually cause butt rot and reduce the amount of valuable timber. A narrow spacing of skid roads thus leads to reduced volume and value production in the long run. In the short run, on the other hand, wider spacing will result in higher costs of timber harvesting and in a higher number of damaged trees since a number of trees need to be cut and pre-delivered manually. In this paper we calculated the advantages and disadvantages of different spacings of skid roads in a spruce stand for various scenarios of negative impacts of soil compaction, root damage and butt rot frequencies. Our results indicate that the losses due to reduced growth and a lower amount of valuable timber may be quite important if they are calculated over a whole rotation period. So, it may pay off to use wider spacing in the long run and to accept higher harvesting costs in the short run. Optimal distances for skid roads could be in the range of 30 to 50 m.

scholarly journals The impact of Health Transformation Plan on natural vaginal delivery and cesarean section frequency in Iran: an interrupted time series analysis

2021 ◽  
Vol 14 (1) ◽  
Author(s):  
Farhad Lotfi ◽  
Saeed Lohivash ◽  
Zahra Kavosi ◽  
Sakine Owjimehr ◽  
Mohsen Bayati
Keyword(s):  
Interrupted Time Series ◽  
Fars Province ◽  
Cesarean Sections ◽  
Interrupted Time Series Analysis ◽  
Advantages And Disadvantages ◽  
Long Run ◽  
Vaginal Deliveries ◽  
Before And After ◽  
Short Run ◽  
The Impact

Abstract Objective This study was conducted to evaluate the effect of the Iran’s Health Transformation Plan on the frequency of natural vaginal deliveries (NVDs), cesarean sections (CSs), and total deliveries in the Fars province of Iran. Results Average number of total deliveries before and after the reform were 3946 and 3810, respectively (p  =  0.164). The ratio of CS to total deliveries in the first study month was 54%. This rate reached 47% in the last month (p  <  0.01). However, it had much fluctuation trend. The ITSA results showed that in the short-run, the NVD rate increased (β  =  492.79, p  <  0.01), the rate of CS decreased (β  =  − 407.09, p  <  0.01), and total deliveries increased (β  =  85.75, p  <  0.724). However, in the long-run, the NVD (β  =  5.74, p  <  0.423), CS (β  =  10.21, p  <  0.189), and total deliveries (β  =  15.96, p  <  0.256) had no significant changes after the reform. Encouraging the NVD package was influential in the short-run but not in the longrun in Iran. Pricing and supply-side policies could not reduce the rate of non-clinical CS on their own. Therefore, paying attention to demand-side policies and changes in consumer behaviors, such as educating the women at the age of pregnancy about the advantages and disadvantages of CS and NVD and correcting misconceptions, could be helpful.

Research on SNR Estimating Arithmetic in Frequency Domain to Linear-FM Pulse-Compression Radar

2011 ◽  
Vol 403-408 ◽  
pp. 553-557
Author(s):  
Qi Liang Zhang ◽  
Qing Sun ◽  
Yong Sun
Keyword(s):  
White Noise ◽  
Frequency Domain ◽  
High Speed ◽  
Pulse Compression ◽  
Gaussian White Noise ◽  
Detection Range ◽  
White Noise Background ◽  
Pulse Compression Radar ◽  
Jamming Effect ◽  
Strong Ability

Linear-LM pulse-compression signal has been widely used in modern radar for its characteristics of far detection range and strong ability of anti-jamming. SNR of Linear-FM pulse-compression radar is needed to be measured real-time in the course of estimating its anti-jamming ability quantitatively. Aiming at the performance of this radar, SNR estimating arithmetic in frequency domain is put forward in this paper and the model is validated by simulating in Gaussian white noise background. Result shows that the high speed operation arithmetic is easy to implement and can be applied to estimating the anti-jamming effect of Linear-FM pulse-compression radar.

scholarly journals Backtesting the Lee-Carter and the Cairns-Blake-Dowd Stochastic Mortality Models on Italian Death Rates

2017 ◽  
Author(s):  
Carlo Maccheroni ◽  
Samuel Nocito
Keyword(s):  
Real Data ◽  
Mortality Data ◽  
Male Population ◽  
Death Rates ◽  
Stochastic Mortality ◽  
National Statistics ◽  
Long Run ◽  
Stochastic Mortality Models ◽  
Mortality Models ◽  
Short Run

The work proposes a backtesting analysis in comparison between the Lee-Carter and the Cairns-Blake-Dowd mortality models, employing Italian data. The mortality data come from the Italian National Statistics Institute (ISTAT) database and span the period 1975-2014, over which we computed back-projections evaluating the performances of the models in comparisons with real data. We propose three different backtest approaches, evaluating the goodness of short-run forecast versus long-run ones. We find that both models were not able to capture the improving shock on the mortality observed for the male population on the analyzed period. Moreover, the results suggest that CBD forecast are reliable prevalently for ages above 75, and that LC forecast are basically more accurate for this data.

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