Search Results - subject:"Dynamic Model"

Term structure dynamics, macro-finance factors and model uncertainty

Byrne, Joseph P.; Cao, Shuo; Korobilis, Dimitris - 2015

Persistent link: https://www.econbiz.de/10010517185

A robust Bayesian dynamic linear model for Latin-American economic time series : "the Mexico and Puerto Rico cases"

Fúquene, Jairo; Álvarez, Marta; Pericchi, Luis R. - In: Latin American economic review : LAER ; official … 24 (2015), pp. 1-17

The traditional time series methodology requires at least a preliminary transformation of the data to get stationarity. On the other hand, robust Bayesian dynamic models (RBDMs) do not assume a regular pattern or stability of the underlying system but can include points of statement breaks. In...

Persistent link: https://www.econbiz.de/10011885537

The co-evolution mechanism and stability analysis of service-oriented manufacturing enterprise system

Liang, Peipei; Sun, Yanming; Pan, Yali - In: Journal of industrial engineering and management : JIEM 8 (2015) 5, pp. 1475-1490

system's features and the logistic equation, our research builds a three-dimensional dynamic model with three state variables …: By analyzing the dynamic model using Lyapounov stability analysis, the results show that responsiveness under the …

Persistent link: https://www.econbiz.de/10011915795