Abstract Four voluminous ignimbrites (150–500 km 3 ) erupted in rapid succession at 27 Ma the central San Juan caldera cluster, Colorado. To reconstruct timescales and thermal evolution of these magma reservoirs, we used zircon ID-TIMS U–Pb geochronology, LA-ICP-MS geochemistry, modeling, age crystallization modeling. Zircon geochronology reveals dispersed spectra all ignimbrites, with decreasi...

Time series analysis is considered one of the most important processes at present time, especially if it a multivariate analysis. This helps decision maker in making his future based on behavior phenomenon past. done for many economic, financial, engineering, medical, and other fields. So we were keen this article to address time using vector autoregressive models practical also used process fo...

This paper develops Bayesian econometric methods for posterior inference in non-parametric mixed frequency VARs using additive regression trees. We argue that tree models are ideally suited macroeconomic nowcasting the face of extreme observations, instance those produced by COVID-19 pandemic 2020. is due to their flexibility and ability model outliers. In an application involving four major eu...

A novel class of models for multivariate time series is presented. We consider hierarchical mixture-of-expert (HME) models in which the experts, or building blocks of the model, are vector autoregressions (VAR). It is assumed that the VAR-HME model partitions the covariate space, specifically including time as a covariate, into overlapping regions called overlays. In each overlay a given number...

L; U Lower and upper cluster size bounds k Number of clusters Output: P k Restricted k-way partitioning solution Vars: k 0 Index denoting current partitioning size l + 1 Beginning index of possible new cluster 1. 8i; j with L j ? i + 1 U compute w(C i;j]) using Cluster Costs 2. for k 0 = 2 to k do 3. for j = 1 to n do 4.

In this paper we study identification in dynamic factor models and argue that factor models are better suited than VARs to provide a structural representation of the macroeconomy. Factor models distinguish measurement errors and other idiosyncratic disturbances from structural macroeconomic shocks. As a consequence, the number of structural shocks is no longer equal to the number of variables i...

The main substantive finding of the recent structural vector autoregression literature with a difference specification of hours (DSVAR) is that technology shocks lead to a fall in hours. Researchers have used these results to argue that standard business cycle models in which technology shocks leads to a rise in hours should be discarded. We test the DSVAR approach by asking the following: Is t...