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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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Detaylı Bibliyografya
Yayımlandı:J Econom
Asıl Yazarlar: Lee, Sokbae, Liao, Yuan, Seo, Myung Hwan, Shin, Youngki
Materyal Türü: Artigo
Dil:Inglês
Baskı/Yayın Bilgisi: The Authors. Published by Elsevier B.V. 2021
Konular:
Online Erişim: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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