Consulta: subjectFacets:"Non-linearity"
Registros recuperados: 4
Data/hora: 12/06/2024 10:30:33

Low-Frequency Sea Surface Radar Doppler Echo
Provedor de dados: Institutional Archive of Ifreme (ArchiMer)
Autores: Yurovsky, Yury Yu.; Kudryavtsev, Vladimir N.; Grodsky, Semyon A.; Chapron, Bertrand.
The sea surface normalized radar backscatter cross-section (NRCS) and Doppler velocity (DV) exhibit energy at low frequencies (LF) below the surface wave peak. These NRCS and DV variations are coherent and thus may produce a bias in the DV averaged over large footprints, which is important for interpretation of Doppler scatterometer measurements. To understand the origin of LF variations, the platform-borne Ka-band radar measurements with well-pronounced LF variations at frequencies below wave peak (0.19 Hz) are analyzed. These data show that the LF NRCS is coherent with wind speed at 21 m height while the LF DV is not. The NRCS-wind correlation is significant only at frequencies below 0.01 Hz indicating either differences between near-surface wind...
Tipo: Text
Palavras-chave: Radar; Ocean; Backscatter; Doppler shift; Wave groups; Non-linearity; Modulation.
Ano: 2018
URL: http://archimer.ifremer.fr/doc/00445/55646/57298.pdf

A Note on Business Cycle Non-Linearity in U. S. Consumption
Provedor de dados: Research in Agricultural & Applied Economics (AgEcon Searh)
Autores: Cook,   Steven.
The recently examined durability-asymmetry hypothesis of Cook (1999) is re-evaluated using the diagnostic tests of time deformation proposed by Stock (1987, 1988). An application of these tests to disaggregated data on U.S. consumers’ expenditure provides further support for this hypothesis, with the findings given an economic interpretation in terms of variables evolving at differing speeds over different phases of the business cycle. Additionally, building upon the studies of Cover (1992), Karras (1996) and Rhee and Rich (1995), recent research by Arden et al. (2000) has shown the relaxation of the assumptions of linearity and symmetry typically employed in macroeconometric models to result in monetary policy having clear asymmetric effects on the...
Tipo: Journal Article
Palavras-chave: Time deformation; Asymmetry; Non-linearity; Consumers’ expenditure; Consumer/Household Economics; C12; E32.
Ano: 2003
URL: http://purl.umn.edu/43990

Asymmetric Price Transmission and Non-linear Adjustment in the Iranian Mutton Market
Provedor de dados: Research in Agricultural & Applied Economics (AgEcon Searh)
Autores: Falsafian,   Azadeh; Yazdani,   Saeed; Moghaddasi,   Reza.
This paper analyses the asymmetric price transmission and non-linear adjustment at the farm and retail levels in the Iran’s mutton market. We applied a multivariate threshold error correction mechanism for monthly price data. We tested the non-linear adjustment using sup-LR, sup-LM and sup-Wald tests. The results confirm the presence of non-linear cointegration relationship between the retail and farm prices. In short-run, the price transmission behavior reveals that reactions of both the retail and farm prices to positive and negative deviations from the long-run price spread are asymmetric. More specially, the retailers show more strong responses to the both positive and negative shocks imposed to the farmers.
Tipo: Conference Paper or Presentation
Palavras-chave: Threshold Cointegration; Non-linearity; Mutton; Price; Iran; Livestock Production/Industries.
Ano: 2011
URL: http://purl.umn.edu/114363

Modeling Non-Linear Spatial Dynamics: A Family of Spatial STAR Models and an Application to U.S. Economic Growth
Provedor de dados: Research in Agricultural & Applied Economics (AgEcon Searh)
Autores: Pede,   Valerien O.; Florax,   Raymond J.G.M.; Holt,   Matthew T.
This paper investigates non-linearity in spatial processes models and allows for a gradual regime-switching structure in the form of a smooth transition autoregressive process. Until now, applications of the smooth transition autoregressive (STAR) model have been largely confined to the time series context. The paper focuses on extending the non-linear smooth transition perspective to spatial processes models, in which spatial correlation is taken into account through the use of a so-called weights matrix identifying the topology of the spatial system. We start by deriving a non-linearity test for a simple spatial model, in which spatial correlation is only included in the transition function. Next, we propose a non-linearity test for a model that includes...
Tipo: Conference Paper or Presentation
Palavras-chave: Spatial econometrics; Non-linearity; Utoregressive smooth transition; Research Methods/ Statistical Methods; C12; C21; C51; O18; R11.
Ano: 2008
URL: http://purl.umn.edu/6518