RIETI独立行政法人経済産業研究所

Firm Predicted Exchange Rates and Nonlinearities in Pricing-to-Market

本稿は、NARDL (nonlinear autoregressive distributed lag) モデルを用いて、日本の輸出企業のPTM（市場別価格設定）行動の非対称性を分析している。先行研究とは異なり、日本銀行が公表する企業の想定為替レートを用いて、為替レートの増価（円高）局面と減価（円安 ...
JSTOR Daily

Distributed Lag Regression with an Almost Periodic Design Matrix

Frequency domain estimation and tests of hypotheses are considered for a general multivariate distributed lag regression model. The usual vector of regression functions is replaced by a matrix of ...
News Medical

Distributed lag models to estimate incident rates using concentrations of SARS-CoV-2 RNA ...

In a recent study posted to the medRxiv* preprint server, an interdisciplinary team of researchers from the United States (US) assessed predictions of the laboratory-confirmed coronavirus disease 2019 ...
Simon Fraser University

Example 14.5: Polynomial Distributed Lags Using %PDL

This example shows the use of the %PDL macro for polynomial distributed lag models. Simulated data is generated so that Y is a linear function of six lags of X, with the lag coefficients following a ...