Artigos de revistas: "Output persistence"

1

SÖDERBERG, JOHAN. "Nonuniform Staggered Prices and Output Persistence". Journal of Money, Credit and Banking 45, n.º 6 (15 de agosto de 2013): 1017–44. http://dx.doi.org/10.1111/jmcb.12042.

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Caruso, Massimo. "Infrequent Shocks, Output Persistence and Economic Growth". Manchester School 72, n.º 2 (março de 2004): 243–60. http://dx.doi.org/10.1111/j.1467-9957.2004.00391.x.

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3

Di Sanzo, Silvestro. "OUTPUT FLUCTUATIONS PERSISTENCE: DO CYCLICAL SHOCKS MATTER?" Bulletin of Economic Research 63, n.º 1 (5 de outubro de 2010): 28–52. http://dx.doi.org/10.1111/j.1467-8586.2010.00350.x.

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4

Diebold, Francis X., e Glenn D. Rudebusch. "Long memory and persistence in aggregate output". Journal of Monetary Economics 24, n.º 2 (setembro de 1989): 189–209. http://dx.doi.org/10.1016/0304-3932(89)90003-2.

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5

Jaeger, Albert, e Robert M. Kunst. "Seasonal adjustment and measuring persistence in output". Journal of Applied Econometrics 5, n.º 1 (janeiro de 1990): 47–58. http://dx.doi.org/10.1002/jae.3950050104.

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6

Kirk Elwood, S. "Is the persistence of shocks to output asymmetric?" Journal of Monetary Economics 41, n.º 2 (fevereiro de 1998): 411–26. http://dx.doi.org/10.1016/s0304-3932(97)00076-7.

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7

Wang, Peng-fei, e Yi Wen. "Another look at sticky prices and output persistence". Journal of Economic Dynamics and Control 30, n.º 12 (dezembro de 2006): 2533–52. http://dx.doi.org/10.1016/j.jedc.2005.08.002.

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8

Levy, Daniel, e Hashem Dezhbakhsh. "International evidence on output fluctuation and shock persistence". Journal of Monetary Economics 50, n.º 7 (outubro de 2003): 1499–530. http://dx.doi.org/10.1016/j.jmoneco.2003.08.005.

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9

Krishnan, R., e Kunal Sen. "Measuring persistence in industrial output: The Indian case". Journal of Development Economics 48, n.º 1 (outubro de 1995): 25–41. http://dx.doi.org/10.1016/0304-3878(95)00029-1.

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10

Cheung, Yin-Wong, e Kon S. Lai. "International evidence on output persistence from postwar data". Economics Letters 38, n.º 4 (abril de 1992): 435–41. http://dx.doi.org/10.1016/0165-1765(92)90031-s.

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Crosby, Mark, e Glenn Otto. "Persistence of Output Fluctuations Under Different Exchange Rate Regimes". Asian Economic Journal 17, n.º 3 (setembro de 2003): 281–96. http://dx.doi.org/10.1111/j.1467-8381.2003.00187.x.

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12

Bénassy, Jean-Pascal. "Monopolistic competition, increasing returns to specialization and output persistence". Economics Letters 52, n.º 2 (agosto de 1996): 187–91. http://dx.doi.org/10.1016/s0165-1765(96)00856-7.

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13

Adam, Klaus. "Experimental Evidence on the Persistence of Output and Inflation". Economic Journal 117, n.º 520 (1 de abril de 2007): 603–36. http://dx.doi.org/10.1111/j.1468-0297.2007.02043.x.

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14

Jaeger, Albert. "Shock persistence and the measurement of prewar output series". Economics Letters 34, n.º 4 (dezembro de 1990): 333–37. http://dx.doi.org/10.1016/0165-1765(90)90141-m.

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15

Variyam, Jayachandran N. "Cointegration, common features, and persistence in U.S. farm output". Empirical Economics 21, n.º 3 (setembro de 1996): 459–73. http://dx.doi.org/10.1007/bf01179867.

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16

Boldrin, Michele, Lawrence J. Christiano e Jonas D. M. Fisher. "Habit Persistence, Asset Returns, and the Business Cycle". American Economic Review 91, n.º 1 (1 de março de 2001): 149–66. http://dx.doi.org/10.1257/aer.91.1.149.

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Two modifications are introduced into the standard real-business-cycle model: habit preferences and a two-sector technology with limited intersectoral factor mobility. The model is consistent with the observed mean risk-free rate, equity premium, and Sharpe ratio on equity. In addition, its business-cycle implications represent a substantial improvement over the standard model. It accounts for persistence in output, comovement of employment across different sectors over the business cycle, the evidence of “excess sensitivity” of consumption growth to output growth, and the “inverted leading-indicator property of interest rates,” that interest rates are negatively correlated with future output. (JEL D10, E10, E20, G12)

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17

Duda, D. P., R. Palikonda e P. Minnis. "Relating observations of contrail persistence to numerical weather analysis output". Atmospheric Chemistry and Physics 9, n.º 4 (19 de fevereiro de 2009): 1357–64. http://dx.doi.org/10.5194/acp-9-1357-2009.

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Abstract. The potential for using high-resolution meteorological data from two operational numerical weather analyses (NWA) to diagnose and predict persistent contrail formation is evaluated using two independent contrail observation databases. Contrail occurrence statistics derived from surface and satellite observations between April 2004 and June 2005 are matched to the humidity, vertical velocity, wind shear and atmospheric stability derived from analyses from the Rapid Update Cycle (RUC) and the Advanced Regional Prediction System (ARPS) models. The relationships between contrail occurrence and the NWA-derived statistics are analyzed to determine under which atmospheric conditions persistent contrail formation is favored within NWAs. Humidity is the most important factor determining whether contrails are short-lived or persistent, and persistent contrails are more likely to appear when vertical velocities are positive. The model-derived atmospheric stability and wind shear do not appear to have a significant effect on contrail occurrence.

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18

Durlauf, Steven N., David Romer e Christopher A. Sims. "Output Persistence, Economic Structure, and the Choice of Stabilization Policy". Brookings Papers on Economic Activity 1989, n.º 2 (1989): 69. http://dx.doi.org/10.2307/2534462.

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Duda, D. P., R. Palikonda e P. Minnis. "Relating observations of contrail persistence to numerical weather analysis output". Atmospheric Chemistry and Physics Discussions 8, n.º 5 (21 de outubro de 2008): 18385–407. http://dx.doi.org/10.5194/acpd-8-18385-2008.

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Abstract. The potential for using high-resolution meteorological data from two operational numerical weather analyses (NWA) to diagnose and predict persistent contrail formation is evaluated using two independent contrail observation databases. Contrail occurrence statistics derived from surface and satellite observations between April 2004 and June 2005 are matched to the humidity, vertical velocity, wind shear and atmospheric stability derived from analyses from the Rapid Update Cycle (RUC) and the Advanced Regional Prediction System (ARPS) models. The relationships between contrail occurrence and the NWA-derived statistics are analyzed to determine under which atmospheric conditions persistent contrail formation is favored within NWAs. Humidity is the most important factor determining whether contrails are short-lived or persistent, and persistent contrails are more likely to appear when vertical velocities are positive, and more likely to spread when the atmosphere is less stable. Although artificial upper limits on upper tropospheric humidity within the NWAs prevent a direct quantitative agreement of model data with contrail formation theory, logistic regression or similar statistical methods may improve the prediction of contrail occurrence.

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20

Boileau, Martin, e Marc-André Letendre. "Inventories, sticky prices, and the persistence of output and inflation". Applied Economics 43, n.º 10 (abril de 2011): 1161–74. http://dx.doi.org/10.1080/00036840802600343.

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21

Stengos, Thanasis, e M. Ege Yazgan. "PERSISTENCE IN CONVERGENCE". Macroeconomic Dynamics 18, n.º 4 (1 de fevereiro de 2013): 753–82. http://dx.doi.org/10.1017/s1365100512000594.

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In this paper, we examine the convergence hypothesis using a long memory framework that allows for structural breaks and does not rely on a benchmark country. We find that even though the long memory framework of analysis is much richer than the simple I(1)/I(0) alternative, a simple absolute divergence and rapid convergence dichotomy produced by the latter is sufficient to capture the behavior of the gaps in per capita GDP levels and growth rates results respectively. This is in contrast to the findings of Dufrénot, Mignon, and Naccache [The Slow Convergence of Per Capita Income between the Developing Countries: Growth Resistance and Sometimes Growth Tragedy. Discussion paper, University of Nottingham (2009)], who found strong evidence of long memory for output gaps. The speed of convergence as captured by the estimated long memory parameter d, is explained by differences in physical and human capital as well as fiscal discipline characteristics of economic policies pursued by different countries.

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AURAY, STÉPHANE, e PATRICK FÈVE. "ON SUNSPOTS, HABITS, AND MONETARY FACTS". Macroeconomic Dynamics 12, n.º 1 (3 de outubro de 2007): 72–96. http://dx.doi.org/10.1017/s1365100507060488.

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This paper proposes a sunspot-based mechanism that quantitatively accounts for the main monetary facts. In particular, we propose a cash-in-advance model with habit persistence and local durability in consumption decisions. In this context, when habit persistence is strong enough, there is real indeterminacy. We show that when sunspots positively correlate with money injections, the model generates a persistent response of inflation, a hump-shaped response of output, and the price puzzle. We then apply the model to the U.S data and we show that it performs well in reproducing the monetary transmission mechanism and the price puzzle in the short run.

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23

Occhino, Filippo. "MARKET SEGMENTATION AND THE RESPONSE OF THE REAL INTEREST RATE TO MONETARY POLICY SHOCKS". Macroeconomic Dynamics 12, n.º 5 (novembro de 2008): 591–618. http://dx.doi.org/10.1017/s1365100508070326.

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Following a contractionary monetary policy shock, the aggregate output decreases over time for six to eight quarters, while the real interest rate increases immediately and remains high for three quarters, which can hardly be replicated by models characterized by a standard consumption Euler equation. This paper adopts a segmented markets framework where some households are permanently excluded from financial markets. The aggregate output and the nominal interest rate are modeled as exogenous autoregressive processes, while the real interest rate is determined endogenously. For intermediate levels of market segmentation, the model is able to account for both the persistent decreasing path of the aggregate output and the persistent increase in the real interest rate which follow an unanticipated increase in the nominal interest rate. The sign, the size and the persistence of the responses of the real interest rate and the money growth rate are close to those in the data.

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TAN, YUANSHUN, FENGMEI TAO e LANSUN CHEN. "DYNAMICS OF A NONAUTONOMOUS SYSTEM WITH IMPULSIVE OUTPUT". International Journal of Biomathematics 01, n.º 02 (junho de 2008): 225–38. http://dx.doi.org/10.1142/s1793524508000187.

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In this paper, an impulsive exploitation of single species modelled by a general nonautonomous equation is considered. The persistence of the population can be obtained under sufficiently weak conditions and also be distinguished from conditions that cause extinction. These attributes resemble corresponding features of the related autonomous population growth model and improve the results of [6–8].

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ERMINI, LUIGI. "Shock Persistence and Stochastic Trends in Australian Aggregate Output and Consumption*". Economic Record 69, n.º 1 (março de 1993): 34–43. http://dx.doi.org/10.1111/j.1475-4932.1993.tb01796.x.

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26

Kobayashi, Teruyoshi. "Hybrid Inflation-Price-Level Targeting in an Economy With Output Persistence". Scottish Journal of Political Economy 51, n.º 5 (novembro de 2004): 641–53. http://dx.doi.org/10.1111/j.0036-9292.2004.00325.x.

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Xiang, Xiaoyan, Yao Sun e Xiaofei Deng. "Short Time Solar Power Forecasting Using Persistence Extreme Learning Machine Approach". E3S Web of Conferences 294 (2021): 01002. http://dx.doi.org/10.1051/e3sconf/202129401002.

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Solar energy in nature is irregular, so photovoltaic (PV) power performance is intermittent, and highly dependent on solar radiation, temperature and other meteorological parameters. Accurately predicting solar power to ensure the economic operation of micro-grids (MG) and smart grids is an important challenge to improve the large-scale application of PV to traditional power systems. In this paper, a hybrid machine learning algorithm is proposed to predict solar power accurately, and Persistence Extreme Learning Machine(P-ELM) algorithm is used to train the system. The input parameters are the temperature, sunshine and solar power output at the time of i, and the output parameters are the temperature, sunshine and solar power output at the time i+1. The proposed method can realize the prediction of solar power output 20 minutes in advance. Mean absolute error (MAE) and root-mean-square error (RMSE) are used to characterize the performance of P-ELM algorithm, and compared with ELM algorithm. The results show that the accuracy of P-ELM algorithm is better in short-term prediction, and P-ELM algorithm is very suitable for real-time solar energy prediction accuracy and reliability.

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Akbari, Mahmood, e Abbas Afshar. "Similarity-based error prediction approach for real-time inflow forecasting". Hydrology Research 45, n.º 4-5 (5 de novembro de 2013): 589–602. http://dx.doi.org/10.2166/nh.2013.098.

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Regardless of extensive researches on hydrologic forecasting models, the issue of updating the outputs from forecasting models has remained a main challenge. Most of the existing output updating methods are mainly based on the presence of persistence in the errors. This paper presents an alternative approach to updating the outputs from forecasting models in order to produce more accurate forecast results. The approach uses the concept of the similarity in errors for error prediction. The K nearest neighbor (KNN) algorithm is employed as a similarity-based error prediction model and improvements are made by new data, and two other forms of the KNN are developed in this study. The KNN models are applied for the error prediction of flow forecasting models in two catchments and the updated flows are compared to those of persistence-based methods such as autoregressive (AR) and artificial neural network (ANN) models. The results show that the similarity-based error prediction models can be recognized as an efficient alternative for real-time inflow forecasting, especially where the persistence in the error series of flow forecasting model is relatively low.

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Emmons, Mark, e Frances C. Wilkinson. "The Academic Library Impact on Student Persistence". College & Research Libraries 72, n.º 2 (1 de março de 2011): 128–49. http://dx.doi.org/10.5860/crl-74r1.

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What impact does the academic library have on student persistence? This study explores the relationship between traditional library input and output measures of staff, collections, use, and services with fall-to-fall retention and six-year graduation rates at Association of Research Libraries member libraries. When controlling for race/ethnicity and socioeconomic status, a linear regression finds that a change in the ratio of library professional staff to students predicts a statistically significant positive relationship with both retention and graduation rates.

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Aloliwi, Bader, e Hassan K. Khalil. "Robust adaptive output feedback control of nonlinear systems without persistence of excitation". Automatica 33, n.º 11 (novembro de 1997): 2025–32. http://dx.doi.org/10.1016/s0005-1098(97)00117-9.

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31

Caleiro, António. "How upside down are political business cycles when there is output persistence". Research in Economics 63, n.º 1 (março de 2009): 22–26. http://dx.doi.org/10.1016/j.rie.2008.12.001.

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Murray, Christian Joseph, e Charles R. Nelson. "The Great Depression and Output Persistence: A Reply to Papell and Prodan". Journal of Money, Credit, and Banking 36, n.º 3a (2004): 429–32. http://dx.doi.org/10.1353/mcb.2004.0057.

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Papadamou, Stephanos, Eleftherios Spyromitros e Panagiotis Tsintzos. "Public investment, inflation persistence and central bank independence". Journal of Economic Studies 44, n.º 6 (13 de novembro de 2017): 976–86. http://dx.doi.org/10.1108/jes-10-2016-0214.

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Purpose The purpose of this paper is to investigate, both theoretically and empirically, the institutional setting of monetary policy making that mitigates the effects of productive public investment on inflation persistence. Design/methodology/approach In the theoretical approach, the authors consider a simple monetary game model à la Barro-Gordon introducing, apart from stochastic output shocks, indexed wage contracts and public investment effects. Then, the authors empirically produce inflation persistence and public investment persistence by estimating a first-order autoregressive model in a fixed rolling window of 36 months for the UK and also use a dummy in order to incorporate the regime switch in monetary policy since 1997, giving a clear increase in the level of central bank independence. Findings The theoretical framework suggests that an independent central banker could better manage inflation expectations and therefore inflation persistence despite the occurrence of persistent public investment shocks. From the perspective of fiscal policy, the appointment of a conservative and independent central banker could absorb adverse effects on inflation dynamics resulting from persistent expansionary fiscal policies. Empirical evidence in the UK indicates that the creation of an independent monetary policy committee reduces the positive link between public investment and inflation persistence. Practical implications From a monetary policy perspective view, the best response to public investment policies is to increase the degree of independence to alleviate effects on inflation dynamics. From the perspective of fiscal policy, an independent central banker can provide the necessary conditions to undertake a long-run public investment plan, since long-run growth will not be undermined by adverse inflation inertia. Originality/value The authors introduce, in the debate of inflation persistence, both theoretically and empirically, the role of public investment and monetary policy design.

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JOHN, JOICE. "HAS INFLATION PERSISTENCE IN INDIA CHANGED OVER TIME?" Singapore Economic Review 60, n.º 04 (setembro de 2015): 1550095. http://dx.doi.org/10.1142/s0217590815500952.

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The temporal movement of reduced form inflation persistence for India was estimated using time-varying autoregressive models with stochastic volatility, using monthly data from April 2004 to June 2012. The results suggested an increasing trend in inflation persistence in India during 2004–2009, which had fallen down subsequently. Structural persistence was studied using a time-varying vector auto regression (VAR) model with inflation, output growth and interest rate as variables using quarterly data from 1996–1997 to 2011–2012. The results suggested that the inflation persistence which was higher in 2009 and 2010, had subsequently moderated.

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Goyal, Ashima, e Abhishek Kumar. "A DSGE Model-Based Analysis of the Indian Slowdown". Journal of International Commerce, Economics and Policy 11, n.º 01 (fevereiro de 2020): 2050004. http://dx.doi.org/10.1142/s1793993320500040.

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A New Keynesian Dynamic Stochastic General Equilibrium (DSGE) model with habit persistence used to examine the US slowdown is also used to analyze the contribution of basic demand and supply shocks to the Indian slowdown. Kalman filter-based maximum likelihood estimation is undertaken with Indian output, inflation and interest rate data. First, our model based output gap tracks the statistical Hodrick–Prescott filter-based output gap well. Second, comparison of estimated parameters, impulse responses and forecast error variance decomposition between India and the US brings out the differences in policy responses, the structure of the two economies and their inflationary processes. There is a higher impact of interest rate shocks on output and inflation, and lower impact of technology shocks on output but higher on inflation in comparison to US. The former indicates monetary policy over-reaction and the latter validates a supply curve that technology shocks shift and inadequate adjustment of actual to potential output. Habit persistence is higher, markup and interest rate shocks are more volatile in India. Markup shocks play a much larger role in determination of Indian inflation again pointing to the importance of supply side factors. Third, smoothed states obtained from the Kalman filter to create counterfactual paths of output and inflation (during 2009:Q4 to 2013:Q2) in the presence of a given shock, show monetary shocks imposed significant output cost. The output gap was negative post the 2011 slowdown and in 2016.

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den Haan, Wouter J., Garey Ramey e Joel Watson. "Job Destruction and Propagation of Shocks". American Economic Review 90, n.º 3 (1 de junho de 2000): 482–98. http://dx.doi.org/10.1257/aer.90.3.482.

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This paper considers propagation of aggregate shocks in a dynamic general-equilibrium model with labor-market matching and endogenous job destruction. Cyclical fluctuations in the job-destruction rate magnify the output effects of shocks, as well as making them much more persistent. Interactions between capital adjustment and the job-destruction rate play an important role in generating persistence. Propagation effects are shown to be quantitatively substantial when the model is calibrated using job-flow data. Incorporating costly capital adjustment leads to significantly greater propagation. (JEL E24, E32)

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Valera, Harold Glenn A., Mark J. Holmes e Gazi M. Hassan. "Does inflation targeting matter for the behavior of inflation and output growth? Some regime-based evidence for Asian economies". Journal of Economic Studies 45, n.º 5 (8 de outubro de 2018): 932–55. http://dx.doi.org/10.1108/jes-01-2017-0023.

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PurposeThe purpose of this paper is to consider whether or not the introduction of inflation targeting (IT) impacts on the mean-reversion properties of inflation and output growth.Design/methodology/approachFocusing on eight Asian countries of which four are inflation-targeters, the authors employ a two-state Markov-switching model which characterizes the behavior of inflation and output growth as regime-dependent based on periods of stationarity or non-stationarity.FindingsIn contrast to a literature that offers mixed findings, the authors find the presence of stationary inflation and output growth in one regime for all IT countries, except for South Korea which is characterized by stationary output growth in both regimes. In the cases of South Korea and Thailand, IT reduces the probability of inflation remaining in a non-stationary regime. IT increases the probability of South Korea remaining in a regime of low persistence output growth. While IT is important in understanding behavior, so are other considerations such as exchange rate volatility, as well as the Asian and global financial crises.Originality/valueIn contrast to other unit root tests of inflation and output growth, a novelty of the approach is that the authors obtain new insights in terms of two concepts of stationarity that allow for inflation and output growth to switch between stationary and non-stationary regimes (partial stationarity), or between stationary regimes of differing degrees of persistence (varied stationarity).

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Bankert, Richard L., e Michael Hadjimichael. "Data Mining Numerical Model Output for Single-Station Cloud-Ceiling Forecast Algorithms". Weather and Forecasting 22, n.º 5 (1 de outubro de 2007): 1123–31. http://dx.doi.org/10.1175/waf1035.1.

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Abstract Accurate cloud-ceiling-height forecasts derived from numerical weather prediction (NWP) model data are useful for aviation and other interests where low cloud ceilings have an impact on operations. A demonstration of the usefulness of data-mining methods in developing cloud-ceiling forecast algorithms from NWP model output is provided here. Rapid Update Cycle (RUC) 1-h forecast data were made available for nearly every hour in 2004. Various model variables were extracted from these data and stored in a database of hourly records for routine aviation weather report (METAR) station KJFK at John F. Kennedy International Airport along with other single-station locations. Using KJFK cloud-ceiling observations as ground truth, algorithms were derived for 1-, 3-, 6-, and 12-h forecasts through a data-mining process. Performance of these cloud-ceiling forecast algorithms, as evaluated through cross-validation testing, is compared with persistence and Global Forecast System (GFS) model output statistics (MOS) performance (6 and 12 h only) over the entire year. The 1-h algorithms were also compared with the RUC model cloud-ceiling (or cloud base) height translation algorithms. The cloud-ceiling algorithms developed through data mining outperformed these RUC model translation algorithms, showed slightly better skill and accuracy than persistence at 3 h, and outperformed persistence at 6 and 12 h. Comparisons to GFS MOS (which uses observations in addition to model data for algorithm derivation) at 6 h demonstrated similar performance between the two methods with the cloud-ceiling algorithm derived through data mining demonstrating more skill at 12 h.

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Strum, Brad Everett. "Inflation Persistence, Backward-Looking Firms, and Monetary Policy in an Input-Output Economy". Finance and Economics Discussion Series 2010, n.º 55 (2010): 1–38. http://dx.doi.org/10.17016/feds.2010.55.

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Jensen, Mark J., e Ming Liu. "Do long swings in the business cycle lead to strong persistence in output?" Journal of Monetary Economics 53, n.º 3 (abril de 2006): 597–611. http://dx.doi.org/10.1016/j.jmoneco.2005.01.006.

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Rhee, Hyuk-jae, e Nurlan Turdaliev. "Optimal monetary policy in a small open economy with inflation and output persistence". Economic Modelling 29, n.º 6 (novembro de 2012): 2533–42. http://dx.doi.org/10.1016/j.econmod.2012.08.012.

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Burchert, Andreas. "Maintaining Low BCR-ABL Signaling Output to Restrict CML Progression and Enable Persistence". Current Hematologic Malignancy Reports 9, n.º 1 (6 de fevereiro de 2014): 9–16. http://dx.doi.org/10.1007/s11899-013-0196-8.

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Raj, Baldev. "International evidence on persistence in output in the presence of an episodic change". Journal of Applied Econometrics 7, n.º 3 (julho de 1992): 281–93. http://dx.doi.org/10.1002/jae.3950070305.

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Iversen, Jens, e Ulf Söderström. "The Dynamic Behavior of the Real Exchange Rate in Sticky Price Models: Comment". American Economic Review 104, n.º 3 (1 de março de 2014): 1072–89. http://dx.doi.org/10.1257/aer.104.3.1072.

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In an article published in the American Economic Review, Jón Steinsson (2008) argues that two sticky price models driven by real shocks can explain the observed persistence, volatility, and hump-shaped impulse response function of the real exchange rate. This comment shows, first, that correcting an error in one of Steinsson's models leads to substantially lower persistence and volatility of the real exchange rate; second, that Steinsson's models cannot match real exchange rate volatility relative to output; and, third, that reasonable variations of the model calibration or specification all lead to lower real exchange rate persistence and volatility (or both). (JEL F41, F44, E52)

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Oduro, Kwadwo A., Fang Liu, Qing Tan, Chan-Kyu Kim, Olga Lubman, Daved Fremont, Jason C. Mills e Kyunghee Choi. "Myeloid skewing in murine autoimmune arthritis occurs in hematopoietic stem and primitive progenitor cells". Blood 120, n.º 11 (13 de setembro de 2012): 2203–13. http://dx.doi.org/10.1182/blood-2011-11-391342.

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Abstract Skewing toward myeloid cell production is often observed in chronic inflammation and autoimmune diseases. Herein, we determined whether persistent myeloid activation and proinflammatory output occurring in pathologic conditions is at the level of hematopoietic stem and primitive progenitor cells (HSPPCs). By using a mouse arthritis model, we found that even though HSPPCs in arthritis still retained the capacity to differentiate into different lineages, they acquired enhanced in vitro and in vivo propensity in a disease-dependent manner to generate myeloid cells, the key perpetrators of tissue damage in arthritis. This myeloid skewing was cell intrinsic, as arthritic HSPPCs up-regulate myeloid-specific transcripts including S100a8. Exogenous S100a8 promoted myeloid cell output from wild-type HSPPCs, suggesting mechanistic involvement of this gene in the myeloid priming that occurs in arthritic HSPPCs. Therefore, our results indicate that in arthritic mice, HSPPCs adopt a pathologic state that favors disease persistence.

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Lechthaler, Wolfgang, e Dennis J. Snower. "QUADRATIC LABOR ADJUSTMENT COSTS, BUSINESS CYCLE DYNAMICS, AND OPTIMAL MONETARY POLICY". Macroeconomic Dynamics 17, n.º 2 (14 de setembro de 2012): 464–75. http://dx.doi.org/10.1017/s1365100511000083.

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We build quadratic labor adjustment costs into an otherwise standard New Keynesian model of the business cycle and show that this increases output persistence in a vein similar to that of other models of labor market frictions. Furthermore, we demonstrate the implication of quadratic labor adjustment costs for monetary policy. We show that there is a simple rule determining whether quadratic labor adjustment costs imply a trade-off between stabilizing inflation and output.

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Lee, Kevin C., M. Hashem Pesaran e Richard G. Pierse. "Persistence of Shocks and their Sources in a Multisectoral Model of UK Output Growth". Economic Journal 102, n.º 411 (março de 1992): 342. http://dx.doi.org/10.2307/2234519.

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Huang, Yu-Lieh, e Chao-Hsi Huang. "The persistence of Taiwan's output fluctuations: an empirical study using innovation regime-switching model". Applied Economics 39, n.º 20 (novembro de 2007): 2673–79. http://dx.doi.org/10.1080/00036840600735382.

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Daros, Sebastiano, e Neil Rankin. "Output persistence from monetary shocks with staggered prices or wages under a Taylor Rule". Economics Letters 105, n.º 2 (novembro de 2009): 148–51. http://dx.doi.org/10.1016/j.econlet.2009.07.001.

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Lee, Kevin C., e M. Hashem Pesaran. "Persistence profiles and business cycle fluctuations in a disaggregated model of U.K. output growth". Ricerche Economiche 47, n.º 3 (setembro de 1993): 293–322. http://dx.doi.org/10.1016/0035-5054(93)90032-x.

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