Although there is a consensus that the housing market deeply affected by credit policies, little research available on impact of policies liquidity. Moreover, liquidity not scientifically quantified and monitored in China. To improve government's intelligence monitoring fluctuation make more efficient time, dynamic relationship between policy needs to be understood fully. On basis second...

To examine the hormonal effects of isoflavones, of which soyabean is a rich source, fifteen healthy nonvegetarian premenopausal women were studied over 9 months. They lived in a metabolic suite for between 4 and 6 months where their diet and activity levels were kept constant and their hormonal status was measured over two or three menstrual cycles. During one (control) menstrual cycle a normal...

Previous publications (e.g. Young, 1978, 1983, 1993a,b, 1998a,b, 1999a,b; Young and Runkle, 1989; Young and Minchin, 1991; Young et al., 1991; Young and Lees, 1993; Young and Beven, 1994; Young and Pedregal, 1997, 1998, 1999) have discussed an approach to nonstationary and nonlinear signal processing based on the identification and estimation of stochastic models with time variable (TVP) or sta...

In this paper, the SV-TVP-VAR model is used to study relationships between income inequality, household debt, and consumption growth in US. This of great significance for studying whether debt can become a “substitute” it possible achieve sustainable under background worsening inequality. According research results, main conclusions are as follows: Firstly, widening inequality would increase sh...

It is generally known that violent oil price volatility will cause market panic; however, the extent to which worthy of empirical test. Firstly, this paper employs TVP-VAR model analyze time-varying impacts on panic index using monthly data from January 1990 November 2021. Then, after SVAR decompose volatility, uses PDL heterogeneous different sources. Finally, based results decomposition, TARC...

Objective - This paper aims to revisit the relationship between Latin American and U.S. stock markets during Covid-19 pandemic. Methodology- The dynamic connectivity these was estimated by implementing time-varying VAR model (TVP-VAR) for daily data from January 2010 June 2021. Results There are three main results. First, although spillovers each market accounted most of their variance, exchang...

Time varying parameter (TVP) models have enjoyed an increasing popularity in empirical macroeconomics. However, TVP models are parameter-rich and risk over-…tting unless the dimension of the model is small. Motivated by this worry, this paper proposes several Time Varying dimension (TVD) models where the dimension of the model can change over time, allowing for the model to automatically choose...