Sabiia Seb
PortuguêsEspañolEnglish
Embrapa
        Busca avançada

Botão Atualizar


Botão Atualizar

Ordenar por: RelevânciaAutorTítuloAnoImprime registros no formato resumido
Registros recuperados: 14
Primeira ... 1 ... Última
Imagem não selecionada

Imprime registro no formato completo
A Joint Characterization of German Monetary Policy and the Dynamics of the German Term Structure of Interest Rates AgEcon
Fendel, Ralf.
The paper develops an empirical no-arbitrage Gaussian affine term structure model to explain the dynamics of the German term structure of interest rates. In contrast to most affine term structure models two risk factors are linked to observable macroeconomics factors: output and inflation. The results indicate that the dynamics of the German term structure of interest rates can be sufficiently explained by expected variations in those macroeconomic factors plus an additional unobservable factor. Furthermore, we are able to extract a monetary policy reaction function within this no-arbitrage model that closely resembles empirical reaction functions that are based on the dynamics of the short rate only.
Tipo: Journal Article Palavras-chave: Affine term structure models; Monetary policy rules; Kalman filter; Financial Economics; E43; E58; G12.
Ano: 2008 URL: http://purl.umn.edu/50005
Imagem não selecionada

Imprime registro no formato completo
A Latent-Variable Approach to Modelling Multiple and Resurgent Meat Scares in Italy AgEcon
Mazzocchi, Mario; Lobb, Alexandra E..
This paper aims to measure the time pattern of multiple and resurgent food scares and their direct and cross-product impacts on consumer response. The Almost Ideal Demand System (AIDS) is augmented by a flexible stochastic framework which has no need for additional explanatory variables such as a media index. Italian aggregate household data on meat demand is used to assess the time-varying impact of a resurgent BSE crisis (1996 and 2000) and the 1999 Dioxin crisis. The impact of the first BSE crisis on preferences seems to be reabsorbed after a few months. The second wave of the scare at the end of 2000 had a much stronger effect on preferences and the positive shift in chicken demand continued to persist after the onset of the crisis. Empirical results...
Tipo: Conference Paper or Presentation Palavras-chave: Meat demand; BSE; Shock; Almost Ideal Demand System; Kalman filter; Food Consumption/Nutrition/Food Safety; D12; I12.
Ano: 2005 URL: http://purl.umn.edu/24509
Imagem não selecionada

Imprime registro no formato completo
Advertising and Retail Promotion of Washington Apples: A Structural Latent Variable Approach to Promotion Evaluation AgEcon
Richards, Timothy J.; Gao, Xiaoming; Patterson, Paul M..
"Commodity promotion" consists of many activities, each designed to contribute to a consumer's product knowledge or influence tastes. However, both knowledge and tastes are unobservable, or latent, variables influencing demand. This paper specifies a dynamic structural model of fresh fruit demand that treats promotion and other socioeconomic variables as "causal" variables influencing these latent variables. Estimating this state-space model using a Kalman filter approach provides estimates of both the system parameters and a latent variable series. The results show that these latent effects contribute positively to apple and other fruit consumption, while reducing banana consumption.
Tipo: Working or Discussion Paper Palavras-chave: Commodity promotion; Demand system; DYMIMIC; Fresh fruit; Kalman filter; LA/AIDS; Latent variables; Marketing.
Ano: 1998 URL: http://purl.umn.edu/28547
Imagem não selecionada

Imprime registro no formato completo
ADVERTISING AND RETAIL PROMOTION OF WASHINGTON APPLES: A STRUCTURAL LATENT VARIABLE APPROACH TO PROMOTION EVALUATION AgEcon
Richards, Timothy J.; Gao, Xiaoming; Patterson, Paul M..
"Commodity promotion" consists of many activities, each designed to contribute to a consumer's product knowledge or influence tastes. However, both knowledge and tastes are unobservable, or latent, variables influencing demand. This paper specifies a dynamic structural model of fresh fruit demand that treats promotion and other socioeconomic variables as "causal" variables influencing these latent variables. Estimating this state-space model using a Kalman filter approach provides estimates of both the system parameters and a latent variable series. The results show that these latent effects contribute positively to apple and other fruit consumption, while reducing banana consumption.
Tipo: Journal Article Palavras-chave: Commodity promotion; Demand system; DYMIMIC; Fresh fruit; Kalman filter; LA/AIDS; Latent variables; Marketing.
Ano: 1999 URL: http://purl.umn.edu/15132
Imagem não selecionada

Imprime registro no formato completo
An application approach to Kalman Filter and CT scanners for soil science. Repositório Alice
LAIA, M. A. M.; CRUVINEL, P. E..
2011
Tipo: Resumo em anais de congresso (ALICE) Palavras-chave: Kalman filter; Soil science.
Ano: 2011 URL: http://www.alice.cnptia.embrapa.br/handle/doc/915712
Imagem não selecionada

Imprime registro no formato completo
Common Trends, Common Cycles, and Price Relationships in the International Fiber Market AgEcon
Fadiga, Mohamadou L.; Misra, Sukant K..
A multivariate unobserved component model was applied to identify common movements among cotton, wool, rayon, and polyester world prices. Two common stochastic trends and cycles govern the stochastic behaviors of price fluctuations in the world fiber market. These unobserved components have important implications as they can help in the design of more efficient commodity programs to smooth terms of trade shocks, especially in developing countries. The study found the effect of inventory adjustments on world cotton price is diminishing, which indicates that speculative behaviors in the world fiber market are less prevalent than previously thought.
Tipo: Journal Article Palavras-chave: Common factors; Fiber prices; Kalman filter; State-space; Unobserved components; International Relations/Trade.
Ano: 2007 URL: http://purl.umn.edu/8596
Imagem não selecionada

Imprime registro no formato completo
Common Trends, Common Cycles, and Price Relationships in the International Fiber Market - Evidence from a Seemingly Unrelated Structural Time Series AgEcon
Fadiga, Mohamadou L.; Misra, Sukant K..
This study shows that the stochastic process that governs price fluctuations in the international fiber market has transitory and permanent components. The results also indicate structural relationships between cotton price and wool price, wool price and oil price, rayon price and cotton price, and between polyester price and cotton price.
Tipo: Conference Paper or Presentation Palavras-chave: Unobserved components; State-space; Kalman filter; Fiber prices; Cofeature; International Relations/Trade; C32; Q11.
Ano: 2005 URL: http://purl.umn.edu/35545
Imagem não selecionada

Imprime registro no formato completo
Contribution à l'étude de la dynamique du thon rouge Atlantique - Approches écologiques et océanographiques ArchiMer
Royer, Francois.
[1] The spatial and temporal dynamics of Atlantic bluefin tuna, Thunnus thynnus, are here investigated through data analysis and statistical modelling. The local, regional and global scales are considered successively. A phenomenological approach is favoured, as well the extended use of image processing tools and estimation theory techniques. Their potential role in partially observed or ill-defined problems in marine ecology is presented and discussed. The acute need for frequency-explicit methods is in particular stressed out. Hypothesis testing and significance testing of ecological space/time processes are further discussed. [2] The first chapter depicts how surface fronts can structure the pelagic habitat: dedicated detection and mapping tools are...
Tipo: Text Palavras-chave: Archival tags; Kalman filter; Density dependence; Oceanic fronts; Time series; Thunnus thynnus; Marques archives; Filtre de Kalman; Densite dependence; Fronts oceaniques; Series temporelles; Thunnus thynnus.
Ano: 2005 URL: http://archimer.ifremer.fr/doc/2005/these-636.pdf
Imagem não selecionada

Imprime registro no formato completo
Data assimilation in a marine ecosystem model of the Ligurian Sea. ArchiMer
Magri Hoeltzener, Stephanie; Brasseur, Pierre; Lacroix, Geneviève.
The objective is to explore the potentialities of sequential statistical estimation methods to assimilate observations in a primary production biological model coupled to a vertical 1D hydrodynamical model characterised by a k-l turbulent closure. The assimilation method is derived from the SEEK filter (Singular Evolutive Extended Kalman filter), which uses an error subspace represented by multivariate empirical orthogonal functions (EOFs). Real data assimilation experiments collected at sea have been realised to reconstruct the variability of the Ligurian Sea ecosystem during the FRONTAL field experiment.
Tipo: Text Palavras-chave: Ligurian Sea; Kalman filter; Data assimilation; Numeric modelling; Physical/biogeochemical model; Mer Ligure; Filtre de Kalman; Assimilation de données; Modélisation numérique; Océanographie physique/biogéochimique.
Ano: 2005 URL: http://archimer.ifremer.fr/doc/2005/publication-687.pdf
Imagem não selecionada

Imprime registro no formato completo
Dynamic and Stochastic Structures of U.S. Cotton Exports and Mill Demand AgEcon
Fadiga, Mohamadou L..
This study employs a structural time-series method to model and estimate U.S. cotton exports and mill use. The results show that the stochastic process governing cotton export fluctuations is transitory, while the process pertaining to mill use has transitory, seasonal, and secular origins. The estimated structural relationships after accounting for the unobserved components indicate U.S. cotton exports respond directly to higher international price relative to domestic price of cotton, while mill use responds directly to U.S. textile output price and cotton-to-polyester price ratio. Exchange rate volatility and the U.S. Export Enhancement Program have no significant effect on cotton exports.
Tipo: Journal Article Palavras-chave: Cotton exports; Cotton mill use; Kalman filter; State space; Unobserved components; Crop Production/Industries; International Relations/Trade; Production Economics; Productivity Analysis.
Ano: 2006 URL: http://purl.umn.edu/57698
Imagem não selecionada

Imprime registro no formato completo
Environmental Indices for the Chinese Grain Sector AgEcon
Chen, Ming; Karp, Larry S..
Increased population pressure and political decisions have led to more intensive agricultural practices in China. As in other regions of the world, these practices can damage natural capital We use the Kalman filter and Chinese panel data to estimate an index of environmental productivity (natural capital), together with the parameters of environmental dynamics and the production function. These estimates show that intensive practices are likely to have had persistent, substantial, and statistically significant negative effects on productivity. Ignoring these effects can cause substantial misallocation of resources. The results illustrate the possibility of estimating sectoral environmental indices using data commonly available.
Tipo: Working or Discussion Paper Palavras-chave: Chinese agriculture; Dynamic production; Environmental indices; Sustainability; Kalman filter; Crop Production/Industries; Environmental Economics and Policy; Productivity Analysis; QOl; Q21; C32; C43.
Ano: 2001 URL: http://purl.umn.edu/6259
Imagem não selecionada

Imprime registro no formato completo
Food Scares and Demand Recovery Patterns: An Econometric Investigation AgEcon
Mazzocchi, Mario.
This paper aims to propose a flexible stochastic approach to measure the time pattern of a food scare, which does not require the inclusion of additional explanatory variables such as a media coverage indices and easily accommodates the reoccurrence of the same or different scares. We show the results of an application to Italian demand for beef and chicken, which has been affected by the BSE and dioxin scares over the last decade.
Tipo: Conference Paper or Presentation Palavras-chave: Demand analysis; Food scare; BSE; Almost Ideal Demand System; Kalman filter; Food Consumption/Nutrition/Food Safety.
Ano: 2004 URL: http://purl.umn.edu/24990
Imagem não selecionada

Imprime registro no formato completo
Neural Network Based Kalman Filters for the Spatio-Temporal Interpolation of Satellite-Derived Sea Surface Temperature ArchiMer
Ouala, Said; Fablet, Ronan; Herzet, Cedric; Chapron, Bertrand; Pascual, Ananda; Collard, Fabrice; Gaultier, Lucile.
The forecasting and reconstruction of oceanic dynamics is a crucial challenge. While model driven strategies are still the state-of-the-art approaches in the reconstruction of spatio-temporal dynamics. The ever increasing availability of data collections in oceanography raised the relevance of data-driven approaches as computationally efficient representations of spatio-temporal fields reconstruction. This tools proved to outperform classical state-of-the-art interpolation techniques such as optimal interpolation and DINEOF in the retrievement of fine scale structures while still been computationally efficient comparing to model based data assimilation schemes. However, coupling this data-driven priors to classical filtering schemes limits their potential...
Tipo: Text Palavras-chave: Data assimilation; Dynamical model; Kalman filter; Neural networks; Data-driven models; Interpolation.
Ano: 2018 URL: https://archimer.ifremer.fr/doc/00481/59286/61979.pdf
Imagem não selecionada

Imprime registro no formato completo
The relative importance of environmental stochasticity, interspecific interactions, and observation error: Insights from sardine and anchovy landings ArchiMer
Hosack, Geoffrey R.; Trenkel, Verena; Dambacher, Jeffrey M..
Long-term time series of sardine and anchovy landings often suggest negative dependence between these species, and an array of mechanisms have been proposed as explanations. We reduce these propositions to four basic hypotheses of (1) independence, (2) correlated process noise, (3) interspecific interactions, and (4) correlated observational error. We use a Bayesian approach to develop priors for parsimonious state space models with both process noise and observation error that represent each of these hypotheses, and apply this approach to five long-term time series of landings collected from the Pacific and Atlantic Oceans. Model comparison criteria suggest that the hypothesis of correlated process noise has the broadest support, where the temporal...
Tipo: Text Palavras-chave: Adaptive Metropolis; Bayes factors; DIC; Gompertz model; Hyperstability; Kalman filter; Model comparison; Reactivity; Small pelagic fishes; Stability.
Ano: 2013 URL: http://archimer.ifremer.fr/doc/00159/27072/26066.pdf
Registros recuperados: 14
Primeira ... 1 ... Última
 

Empresa Brasileira de Pesquisa Agropecuária - Embrapa
Todos os direitos reservados, conforme Lei n° 9.610
Política de Privacidade
Área restrita

Embrapa
Parque Estação Biológica - PqEB s/n°
Brasília, DF - Brasil - CEP 70770-901
Fone: (61) 3448-4433 - Fax: (61) 3448-4890 / 3448-4891 SAC: https://www.embrapa.br/fale-conosco

Valid HTML 4.01 Transitional