The inclusion of bank characteristics may improve model fit during the estimation sample, but it may also reduce the impact multipliers of the macroeconomic factors and lagged
dependent variables that drive bank stress scenario forecasts.
A sensitivity analysis was performed using unconstrained DLM [less than or equal to] 30 days, that is, without a polynomial structure to specify the relationship between effects and lagged
days, for [PM.
CDS returns are only weakly (negatively) correlated with equity returns, but the first lag of equity returns is strongly negatively correlated with the CDS returns.
092) ** Lagged
GDP per capita Lagged
agriculture share Lagged
manufacturing Share Lagged
mining share Lagged
export intensity Lagged
import intensity AR(1) Country-fixed effect No Yes Observations 792 792 Adjusted R-squared 0.
The theoretical framework also requires querying the possibility to predict the tax rates from their lagged
total credit at first lag has a positive statistically significant effect of (1.
Fu concludes that this de-lagged
index, via Reverse Engineering, is not necessarily more informative than the lagged
index (the observed index).
She asks the court to infer that given the pipes in other parts of the building were lagged
with asbestos, that this was asbestos too.
In discussing the history of Chinese science, the first question to ask would be: "Why has modern science in China lagged
behind that of the Western countries, despite the illustrious scientific achievements in ancient Chinese history?
These explanations interact, because if there is asymmetry with respect to the current price change, then there must be asymmetry with respect to lagged