Recently, a new blind adaptive deconvolution algorithm was proposed based on a new closed-form approximated expression for the conditional expectation (the expectation of the source input given the equalized or deconvolutional output) where the output and input probability density function (pdf) of the deconvolutional process were approximated with the maximum entropy density approximation tech...

The Bureau of Economic Analysis (BEA) in the US Department of Commerce makes regional economic impact multipliers available through its Regional Input‐Output Modeling System (RIMS II). These multipliers allow users to estimate the extent to which a one‐time or a sustained change in economic activity will be supplied by industries within a region and, consequently, how this change in economy act...

This paper presents an area efficient architecture for a linear periodically time varying (LPTV) filter. It is developed from the output switching representation of LPTV filter. In this representation, an N-tap,M Period LPTV filter can be realized by M linear time invariant (LTI) filters of N taps each connected in parallel with an M periodic switch at the output. We devloped an area efficient ...

We develop a generalised impulse response function (GIRF) approach to explore the different impacts of aggregate and sectoral shocks within a VAR-GARCH-M model. Using the output of our GIRF analysis, we explore the behaviour of three European countries (Germany, Spain and the UK). We analyse the aggregate and sectoral responses to discriminate among three different hypotheses of business cycle ...

We develop a multi-sector sticky-price DSGE model that can endogenously deliver differential responses of prices to aggregate and sectoral shocks. Input-output production linkages induce across-sector pricing complementarities that contribute to a slow response of prices to aggregate shocks. In turn, labor-market segmentation at the sectoral level induces within-sector pricing substitutability,...

We develop a multi-sector sticky-price DSGE model that can endogenously deliver differential responses of prices to aggregate and sectoral shocks. Input-output production linkages induce across-sector pricing complementarities that contribute to a slow response of prices to aggregate shocks. In turn, labor-market segmentation at the sectoral level induces within-sector pricing substitutability,...