Interpreting the Hours-Technology Time-Varying Relationship

The Relationship between Gap Metric and Time-varying Gap Metric for Linear Time-varying Systems

This paper is concerned with the relationship between the gap metric and the time-varying gap metric for linear time-varying systems in the feedback configuration. It is shown that these two kinds of gaps are identical to each other when we measure the distance between corresponding graphs of a plant and a controller in a feedback system. This result supplies a simple way for computing the supr...

Time-Varying Monetary Policy Reaction Function: The Case of Iran

Interpreting Investment-Specific Technology Shocks?

Investment-specific technology (IST) shocks are often interpreted as multi-factor productivity (MFP) shocks in a separate investment-producing sector. However, this interpretation is strictly valid only when some stringent conditions are satisfied. Some of these conditions are at odds with the data. Using a two-sector model whose calibration is based on the U.S. Input-Output Tables, we consider...

the intertemporal relationship between risk and return with dynamic conditional correlation and time -varying beta

the current paper examines intertemporal capital asset pricing model in iran’s stock market. dynamic conditional correlation was used to estimate conditional variance and covariance portfolios with market returns. time varying beta is estimated by kalman filter method. based on the obtained results, risk aversion coefficients were between 0.013 and 0.28 and the average was 0.20. significance of...

A Time-Varying Factors Model for Interpreting Visually Induced Motion Sickness

For interpreting the process of visually induced motion sickness, we propose a time-varying factors model that consists of trigger and accumulation factors with different time-scales. As validation experiments, fifteen subjects viewed a 2-min-long first-person-view video image session five times (total 10-min) continuously. Measured biosignals were the RR interval, respiration, and blood pressu...