Cross-Sectional and Time-Series Momentum in the US Sovereign Bond Market

2021 ◽  
pp. jfi.2021.1.127
Author(s):  
Lionel Martellini ◽  
Riccardo Rebonato ◽  
Jean-Michel Maeso
Keyword(s):  
Time Series ◽  
Bond Market ◽  
Cross Sectional ◽  
Sovereign Bond ◽  
The Us

scholarly journals Comparing Dynamic Pies: A Strategy for Modeling Compositional Variables in Time and Space

2017 ◽  
Vol 7 (3) ◽  
pp. 523-540 ◽  
Author(s):  
Christine S. Lipsmeyer ◽  
Andrew Q. Philips ◽  
Amanda Rutherford ◽  
Guy D. Whitten
Keyword(s):  
Time Series ◽  
Political Science ◽  
Recent Work ◽  
Spatial Relationships ◽  
Contextual Variables ◽  
Cross Sectional ◽  
Us States ◽  
The Us ◽  
Dependent Variables ◽  
Over Time

Across a broad range of fields in political science, there are many theoretically interesting dependent variables that can be characterized as compositions. We build on recent work that has developed strategies for modeling variation in such variables over time by extending them to models of time series cross-sectional data. We discuss how researchers can incorporate the influence of contextual variables and spatial relationships into such models. To demonstrate the utility of our proposed strategies, we present a methodological illustration using an analysis of budgetary expenditures in the US states.

scholarly journals Representation of Tinnitus in the US Newspaper Media and in Facebook Pages: Cross-Sectional Analysis of Secondary Data (Preprint)

2017 ◽  
Author(s):  
Vinaya Manchaiah ◽  
Pierre Ratinaud ◽  
Gerhard Andersson
Keyword(s):  
Social Support ◽  
Social Media ◽  
Time Series ◽  
Cluster Analysis ◽  
Time Series Analysis ◽  
Care Providers ◽  
Cross Sectional ◽  
Series Analysis ◽  
The Us ◽  
Facebook Pages

BACKGROUND When people with health conditions begin to manage their health issues, one important issue that emerges is the question as to what exactly do they do with the information that they have obtained through various sources (eg, news media, social media, health professionals, friends, and family). The information they gather helps form their opinions and, to some degree, influences their attitudes toward managing their condition. OBJECTIVE This study aimed to understand how tinnitus is represented in the US newspaper media and in Facebook pages (ie, social media) using text pattern analysis. METHODS This was a cross-sectional study based upon secondary analyses of publicly available data. The 2 datasets (ie, text corpuses) analyzed in this study were generated from US newspaper media during 1980-2017 (downloaded from the database US Major Dailies by ProQuest) and Facebook pages during 2010-2016. The text corpuses were analyzed using the Iramuteq software using cluster analysis and chi-square tests. RESULTS The newspaper dataset had 432 articles. The cluster analysis resulted in 5 clusters, which were named as follows: (1) brain stimulation (26.2%), (2) symptoms (13.5%), (3) coping (19.8%), (4) social support (24.2%), and (5) treatment innovation (16.4%). A time series analysis of clusters indicated a change in the pattern of information presented in newspaper media during 1980-2017 (eg, more emphasis on cluster 5, focusing on treatment inventions). The Facebook dataset had 1569 texts. The cluster analysis resulted in 7 clusters, which were named as: (1) diagnosis (21.9%), (2) cause (4.1%), (3) research and development (13.6%), (4) social support (18.8%), (5) challenges (11.1%), (6) symptoms (21.4%), and (7) coping (9.2%). A time series analysis of clusters indicated no change in information presented in Facebook pages on tinnitus during 2011-2016. CONCLUSIONS The study highlights the specific aspects about tinnitus that the US newspaper media and Facebook pages focus on, as well as how these aspects change over time. These findings can help health care providers better understand the presuppositions that tinnitus patients may have. More importantly, the findings can help public health experts and health communication experts in tailoring health information about tinnitus to promote self-management, as well as assisting in appropriate choices of treatment for those living with tinnitus.

scholarly journals State gun laws, gun ownership, and mass shootings in the US: cross sectional time series

BMJ ◽  
2019 ◽  
pp. l542 ◽  
Author(s):  
Paul M Reeping ◽  
Magdalena Cerdá ◽  
Bindu Kalesan ◽  
Douglas J Wiebe ◽  
Sandro Galea ◽  
...  
Keyword(s):  
Time Series ◽  
Regression Analyses ◽  
Gun Ownership ◽  
Mass Shootings ◽  
Cross Sectional ◽  
Reference Guide ◽  
Independent Events ◽  
The Us ◽  
Unit Increase ◽  
Gun Laws

Abstract Objective To determine whether restrictiveness-permissiveness of state gun laws or gun ownership are associated with mass shootings in the US. Design Cross sectional time series. Setting and population US gun owners from 1998-2015. Exposure An annual rating between 0 (completely restrictive) and 100 (completely permissive) for the gun laws of all 50 states taken from a reference guide for gun owners traveling between states from 1998 to 2015. Gun ownership was estimated annually as the percentage of suicides committed with firearms in each state. Main outcome measure Mass shootings were defined as independent events in which four or more people were killed by a firearm. Data from the Federal Bureau of Investigation’s Uniform Crime Reporting System from 1998-2015 were used to calculate annual rates of mass shootings in each state. Mass shooting events and rates were further separated into those where the victims were immediate family members or partners (domestic) and those where the victims had other relationships with the perpetrator (non-domestic). Results Fully adjusted regression analyses showed that a 10 unit increase in state gun law permissiveness was associated with a significant 11.5% (95% confidence interval 4.2% to 19.3%, P=0.002) higher rate of mass shootings. A 10% increase in state gun ownership was associated with a significant 35.1% (12.7% to 62.7%, P=0.001) higher rate of mass shootings. Partially adjusted regression analyses produced similar results, as did analyses restricted to domestic and non-domestic mass shootings. Conclusions States with more permissive gun laws and greater gun ownership had higher rates of mass shootings, and a growing divide appears to be emerging between restrictive and permissive states.

scholarly journals Comparative analysis of death by suicide in Brazil and in the United States: descriptive, cross-sectional time series study

2017 ◽  
Vol 135 (2) ◽  
pp. 150-156 ◽  
Author(s):  
Alexander Abuabara ◽  
Allan Abuabara ◽  
Carin Albino Luçolli Tonchuk
Keyword(s):  
United States ◽  
Time Series ◽  
The United States ◽  
Cross Sectional ◽  
Gini Coefficients ◽  
Time Series Study ◽  
Suicide Rates ◽  
The Us ◽  
The World ◽  
Series Study

ABSTRACT CONTEXT AND OBJECTIVE: The World Health Organization recognizes suicide as a public health priority. Increased knowledge of suicide risk factors is needed in order to be able to adopt effective prevention strategies. The aim of this study was to analyze and compare the association between the Gini coefficient (which is used to measure inequality) and suicide death rates over a 14-year period (2000-2013) in Brazil and in the United States (US). The hypothesis put forward was that reduction of income inequality is accompanied by reduction of suicide rates. DESIGN AND SETTING: Descriptive cross-sectional time-series study in Brazil and in the US. METHODS: Population, death and suicide death data were extracted from the DATASUS database in Brazil and from the National Center for Health Statistics in the US. Gini coefficient data were obtained from the World Development Indicators. Time series analysis was performed on Brazilian and American official data regarding the number of deaths caused by suicide between 2000 and 2013 and the Gini coefficients of the two countries. The suicide trends were examined and compared. RESULTS: Brazil and the US present converging Gini coefficients, mainly due to reduction of inequality in Brazil over the last decade. However, suicide rates are not converging as hypothesized, but are in fact rising in both countries. CONCLUSION: The hypothesis that reduction of income inequality is accompanied by reduction of suicide rates was not verified.

scholarly journals PRICE RELATIONSHIPS BETWEEN BOND MARKETS

2019 ◽  
pp. 28-42
Author(s):  
Ivan BLAGUN
Keyword(s):  
United States ◽  
Time Series ◽  
Financial Market ◽  
The United States ◽  
Bond Market ◽  
Domestic Market ◽  
Bond Markets ◽  
The Us ◽  
The Usa ◽  
The Impact

Introduction. The strengthening of globalization processes leads to a greater integration of the domestic financial market into the global financial market, especially bond market. Ukraine is under significant influence of world economic processes. In this context the impact that has on the state of the domestic market of Ukraine our financial market, as well as the actions of American financial regulators. On the background of the formation of excessive debt structure of the global financial market, including the US market, the financial market of Ukraine in recent time, there is also the nature of the debt market which is a key financial instrument is bonds, i.e. government bonds. Not less important and of the dual influence of the two basic segments of the financial market between market shares and bonds that affects the efficiencyof capital investors. The purposeis the research of the relationships that are formed between the markets of shares and bonds on the example of financial markets of the USA and Ukraine. Results. The price relationship between the bond markets of countries with different levels of development has been considered. For the basic indicators, characterizing the main parameters of the bond market the analysis of the influence of the US bond market to the domestic market, determined correlations between the rates of return on ten-year bonds. It has been established that the time series of the rate on ten-year bonds have signs of nonstationarity. Based on the identified nonstationarity time series were analyzed for cointegration. It is determined that the modeling-level rate bonds in Ukraine can be improved by applying advanced Sapsan the value of the rate of the bonds in the United States. Conclusions. The results do not indicate the manifestation of a dependence between the value of the rates of ten-year bonds in the United States and Ukraine. Also there is no dependence between the current growth rate of bonds. A more detailed analysis also showed the absence of long-term balance between the rates of these bonds. The analysis of the interaction between equity markets and bond between them showed that the existing dual influence should be viewed through the prism of external factors that can lead to very different behavior of these markets, on the one hand they are competitors, in terms of raising capital, on the other in some periods, they are characterized by complementarity.

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