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Sparse HP filter: Finding kinks in the COVID-19 contact rate()
In this paper, we estimate the time-varying COVID-19 contact rate of a Susceptible–Infected–Recovered (SIR) model. Our measurement of the contact rate is constructed using data on actively infected, recovered and deceased cases. We propose a new trend filtering method that is a variant of the Hodric...
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| Vydáno v: | J Econom |
|---|---|
| Hlavní autoři: | , , , |
| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
The Authors. Published by Elsevier B.V.
2021
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| Témata: | |
| On-line přístup: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7519716/ https://ncbi.nlm.nih.gov/pubmed/33012953 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.jeconom.2020.08.008 |
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