background: we aimed to assess the high-risk group for suicide using different classification methods includinglogistic regression (lr), decision tree (dt), artificial neural network (ann), and support vector machine (svm). methods: we used the dataset of a study conducted to predict risk factors of completed suicide in hamadan province, the west of iran, in 2010. to evaluate the high-risk grou...

The sound and sustainable development of the international monetary system is cornerstone stable global economy. This paper takes digital currency in China as its research object utilizes a regime-switching transition auto-regression (STAR) model nonlinear time-varying parameter–stochastic volatility–vector auto regression (TVP-SV-VAR) to empirically analyze relationship between RMB, RMB intern...

This paper examines the impact of the combined U.S. state and federal mortgage interest deduction (MID) on homeownership attainment, using data from 1984 to 2007 and exploiting variation in the subsidy arising from changes in the MID within and across states over time. We test whether capitalization of the MID into house prices offsets the positive effect on homeownership. We find that the MID ...

Fertility Differences between Married and Cohabiting Couples: A Switching Regression Analysis Little is known about why cohabiting couples have fewer children than married couples. We explore the factors that explain the difference in fertility between these two groups using a switching regression analysis, which enables us to quantify the contribution of different factors through a decompositi...

This paper uses MSA level data and a panel VAR model to analyze the dynamic determination and impact of the volatility of single-family home value appreciation. We find that the volatility can be magnified by an exogenous increase in the home appreciation rate, responds to changes in the population growth rate, and is serially correlated. Moreover, an exogenous increase in the volatility increa...

Immigration and Housing Rents in American Cities Is there a local economic impact of immigration? Immigration pushes up rents and housing values in US destination cities. The positive association of rent growth and immigrant inflows is pervasive in time series for all metropolitan areas. I use instrumental variables based on a “shift-share” of national levels of immigration into metropolitan ar...

This paper introduces the hhsmm R package, which involves functions for initializing, fitting, and predication of hidden hybrid Markov/semi-Markov models. These models are flexible with both Markovian semi-Markovian states, applied to situations where model absorbing or macro-states. The left-to-right series/parallel networks states two states. also includes switching regression as well auto-re...

The study of the joint dynamic behavior between stock market returns and real economic growth rates is an important empirical question in finance and macroeconomics. This paper investigates their linkage by proposing a vector autoregressive infinite hidden Markov model. Our model has two advantages over the existing approaches in the literatures. In contrast to Markov switching models with fixe...