In this chapter we discuss basic terminology and notation for graphs, some fundamental algorithms, and a few other mathematical preliminaries. We denote the set of integers by , the set of real numbers by , the set of complex numbers by , and the set of rationals by . For a set X of numbers, X denotes the subset of positive numbers in X , and X 0 the subset of nonnegative numbers. The set of po...

In this paper we demonstrate that there is evidence of an unstable and nonlinear relationship between fundamentals and exchange rates. Modeling this time-varying nature of the importance of fundamentals in a Markov switching framework substantially improves the fit of the real interest rate differential model and leads to parameter estimates, which in one regime are in line with theoretical exp...

Animal research has provided important information about many aspects of the pathophysiology of human disease. Well-performed animal studies can determine the potential benefit of many proposed therapeutic interventions, and experimental results from animal studies have served as the basis for many landmark clinical trials. Many animal research models are described in the research literature, a...

. . l 'be&t imd~in i te~ard~en~th (FWL) state-space digital comp&satordesign~r~b lem is investigated. Instead of the usual sensitivity measure, it h argued that it may be desirable to mini&e a frequency weighted sensitivity measure over all similarity bmformations. The set of optimal realizations minimizing this weighted sensitivity b completely chaacterized, and an algorithm is proposed to fin...

We develop a general equilibrium dynamic stochastic business cycle model augmented with uncertain total factor productivity shocks and investment specific technology shocks. Agents only observe noisy signals of these shocks, such as realized GDP, and update their beliefs each period about the fundamentals of the economy. We interpret this inability to perfectly observe the fundamentals of the e...

The infrared spectra of CH 3 CH 2 COONa and its C-labeled modifications (1-C, 2-C, and 3l C) suspended in KBr disks were measured in the region 4000 —200 c m 1 at room temperature and liquid nitrogen temperature. Overlapping complex band contours appeared in some regions of the room temperature spectrum, most notably in the region 1500 —1350 cm" , where 5 fundamentals having contributions from ...

Contagion is usually defined as correlation between markets in excess of what would be implied by economic fundamentals; however, there is considerable disagreement regarding the definitions of the fundamentals, how the fundamentals might differ across countries, and the mechanisms that link the fundamentals to asset returns. Our research takes, as a starting point, a two-factor model with time...