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Journal articles on the topic 'Rate Theory model'

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Published: 9 November 2024

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1

Sadler, D. M., and G. H. Gilmer. "Rate-Theory Model of Polymer Crystallization." Physical Review Letters 56, no. 25 (June 23, 1986): 2708–11. http://dx.doi.org/10.1103/physrevlett.56.2708.

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2

Padoan, Paolo, and Åke Nordlund. "Theory of the Star Formation Rate." Proceedings of the International Astronomical Union 6, S270 (May 2010): 347–54. http://dx.doi.org/10.1017/s1743921311000615.

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AbstractThis work presents a new physical model of the star formation rate (SFR), tested with a large set of numerical simulations of driven, supersonic, self-gravitating, magneto-hydrodynamic (MHD) turbulence, where collapsing cores are captured with accreting sink particles. The model depends on the relative importance of gravitational, turbulent, magnetic, and thermal energies, expressed through the virial parameter, αvir, the rms sonic Mach number, S,0, and the ratio of mean gas pressure to mean magnetic pressure, β0. The SFR is predicted to decrease with increasing αvir (stronger turbulence relative to gravity), and to depend weakly on S,0 and β0, for values typical of star forming regions (S,0≈4-20 and β0≈1-20). The star-formation simulations used to test the model result in an approximately constant SFR, after an initial transient phase. Both the value of the SFR and its dependence on the virial parameter found in the simulations agree very well with the theoretical predictions.
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3

Kikuchi, Akihiko, Nobuya Unno, Tsuguhiro Horikoshi, Shiro Kozuma, and Yuji Taketani. "Catastrophe Theory Model for Decelerations of Fetal Heart Rate." Gynecologic and Obstetric Investigation 61, no. 2 (2006): 72–79. http://dx.doi.org/10.1159/000088812.

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4

Csillik, P., and T. Tarján. "Is convergence rate monotonic?" Acta Oeconomica 57, no. 3 (September 1, 2007): 247–61. http://dx.doi.org/10.1556/aoecon.57.2007.3.2.

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The paper aims to develop a model of nonlinear economic growth — with simple assumptions — which explains both Japan’s S -shape convergence path and the UK’s declining path toward the US between 1870–2000, and the development of other countries, as well as post-war reconstruction. According to the model, progress in stock of knowledge is formed by a quadratic formula of the relative development of follower countries.The model draws on four recent theories. Firstly, Romer’s theory, which approaches a country’s level of development by using the number of its products (Romer 1990), secondly, Jones’ idea theory with a slight modification (Jones 2004), third, the theory of quality of institutions, which determines economic performance (North 1993), and finally, the theory of physical and human capital. The first part of the paper sets up the production function, the second determines the growth rate and analyses the reconstruction path, while the third draws up model forecasts.
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5

Kouwenberg, Roy, Agnieszka Markiewicz, Ralph Verhoeks, and Remco C. J. Zwinkels. "Model Uncertainty and Exchange Rate Forecasting." Journal of Financial and Quantitative Analysis 52, no. 1 (February 2017): 341–63. http://dx.doi.org/10.1017/s0022109017000011.

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Exchange rate models with uncertain and incomplete information predict that investors focus on a small set of fundamentals that changes frequently over time. We design a model selection rule that captures the current set of fundamentals that best predicts the exchange rate. Out-of-sample tests show that the forecasts made by this rule significantly beat a random walk for 5 out of 10 currencies. Furthermore, the currency forecasts generate meaningful investment profits. We demonstrate that the strong performance of the model selection rule is driven by time-varying weights attached to a small set of fundamentals, in line with theory.
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6

N. Kallianiotis, Dr Ioannis. "EXCHANGE RATE FORECASTING: THE FUNDAMENTAL FORECASTING MODEL." International Journal of Research In Commerce and Management Studies 05, no. 05 (2023): 24–58. http://dx.doi.org/10.38193/ijrcms.2023.5502.

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This paper is using the fundamental forecasting model, which is a monetarist theory of exchange rate determination, for the current forecasting. This theory is tested empirically by using data, spot and forward rates and a variety of macro-variables from seven different countries with respect the U.S., as our domestic country. A GARCH-M model is used to forecast the volatility of the spot exchange rate. The paper is also using a Vector Auto-regression (VAR) framework to forecast simultaneously spot (s_t) and forward (f_t) exchange rates by utilizing exogenous macro-variables, time trends, and policy instruments. Further, at the end an impulse response function and a Hodrick-Prescott filter are used to present visually the behavior of the spot exchange rate. The countries used in the empirical work are, U.S. with respect the Euro-zone, Mexico, Canada, U.K., Switzerland, Japan, and Australia. The results show that these methods are giving very good forecasting for these seven exchange rates by minimizing the standard error of the regression (SER) and the root mean squared error (RMSE). Of course, uncertainty exists always in the forecasting of any economic variables, due to unanticipated public policies (monetary, fiscal, and trade) and other “innovations” in our financial markets, plus the new philosophies (i.e., liberalism, lack of ethics, perversions, DEI, AI, wars, BRICS, etc.), official measurements, and value system in our markets, societies, and way of living.
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7

Rhee, Joon Hee. "Fractal Interest Rate Model without Ito Formula." Journal of Derivatives and Quantitative Studies 16, no. 1 (May 31, 2008): 21–48. http://dx.doi.org/10.1108/jdqs-01-2008-b0002.

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Empirical findings on interest rate dynamics imply that short rates show some long memories and non-Markovian. It is well-known that fractional Brownian motion (IBm) is a proper candidate for modelling this empirical phenomena. IBm. however. is not a semimartingale process. For this reason. it is very hard to apply such processes for asset price modelling. Without using Ito formula, we investigate the IBm interest rate theory‘ We obtain a pure discount bond price. and Greeks by using Malllavin calculus.
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8

Hartoyo, Puji. "Perbandingan Pengujian Capital Asset Pricing Model dan Arbitrage Pricing Theory." Indonesian Treasury Review Jurnal Perbendaharaan Keuangan Negara dan Kebijakan Publik 1, no. 1 (June 30, 2016): 51–66. http://dx.doi.org/10.33105/itr.v1i1.60.

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The purposes of this study are to assess the effect of each risk on stock returns and to investigate the equilibrum model that has a smaller standard error. The verificative type of this research used is to verify the hypothesis through data processing and statistical testing. Research data were obtained from secondary data of Indonesia Stock Exchange. The results show that the markert risk and exchange rate premium variables have significant effects as shown in the hypothesis; on the contrary, the SMB, HML and premium inflation variables are not the determinants of stock returns. Meanwhile, the Mean Average Deviation test has proven that the CAPM has a smaller standard error rate than the APT; nevertheless, the average difference test has shown insignificant different rate. This research suggests that market risk and exchange rate premium factors are the main determinants of investment decision. In addition, to maintain the confidence of the investors, a company should maintain the stability of income because the SMB and HML factors are neglected in the investment decision. Abstrak Tujuan penelitian ini untuk mengkaji pengaruh masing – masing risiko terhadap return saham serta melihat model keseimbangan mana yang mempunyai standard error yang lebih kecil. Jenis penelitian ini adalah verifikatif yaitu dengan melakukan hipotesis melalui pengolahan data dan pengujian secara statistik. Data penelitian diperoleh dari data sekunder. Dari hasil penelitian, diperoleh hasil bahwa variabel risiko pasar dan premi kurs berpengaruh secara signifikan dan sesuai dengan hipotesis, sedangkan variabel SMB, HML dan premi inflasi bukan determinan return saham. Hasi pengujian lain dengan menggunakan Mean Average Deviation membuktikan bahwa model keseimbangan CAPM mempunyai tingkat standard error yang lebih kecil daripada APT, namun dengan uji beda rata-rata menunjukkan perbedaan yang tidak signifikan. Penelitian ini memberikan masukan kepada investor bahwa faktor yang perlu untuk diperhatikan sebelum melakukan investasi saham adalah dengan lebih memperhatikan faktor risiko pasar dan premi kurs. Sedangkan bagi perusahaan agar tetap mengusahan stabilitas laba untuk menjaga kepercayaan investor, karena faktor SMB dan HML kurang diperhatikan investor dalam mengambil keputusan berinvestasi.
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9

Hartoyo, Puji. "Perbandingan Pengujian Capital Asset Pricing Model dan Arbitrage Pricing Theory." Indonesian Treasury Review Jurnal Perbendaharaan Keuangan Negara dan Kebijakan Publik 1, no. 1 (June 30, 2016): 51–66. http://dx.doi.org/10.33105/itrev.v1i1.60.

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The purposes of this study are to assess the effect of each risk on stock returns and to investigate the equilibrum model that has a smaller standard error. The verificative type of this research used is to verify the hypothesis through data processing and statistical testing. Research data were obtained from secondary data of Indonesia Stock Exchange. The results show that the markert risk and exchange rate premium variables have significant effects as shown in the hypothesis; on the contrary, the SMB, HML and premium inflation variables are not the determinants of stock returns. Meanwhile, the Mean Average Deviation test has proven that the CAPM has a smaller standard error rate than the APT; nevertheless, the average difference test has shown insignificant different rate. This research suggests that market risk and exchange rate premium factors are the main determinants of investment decision. In addition, to maintain the confidence of the investors, a company should maintain the stability of income because the SMB and HML factors are neglected in the investment decision. Abstrak Tujuan penelitian ini untuk mengkaji pengaruh masing – masing risiko terhadap return saham serta melihat model keseimbangan mana yang mempunyai standard error yang lebih kecil. Jenis penelitian ini adalah verifikatif yaitu dengan melakukan hipotesis melalui pengolahan data dan pengujian secara statistik. Data penelitian diperoleh dari data sekunder. Dari hasil penelitian, diperoleh hasil bahwa variabel risiko pasar dan premi kurs berpengaruh secara signifikan dan sesuai dengan hipotesis, sedangkan variabel SMB, HML dan premi inflasi bukan determinan return saham. Hasi pengujian lain dengan menggunakan Mean Average Deviation membuktikan bahwa model keseimbangan CAPM mempunyai tingkat standard error yang lebih kecil daripada APT, namun dengan uji beda rata-rata menunjukkan perbedaan yang tidak signifikan. Penelitian ini memberikan masukan kepada investor bahwa faktor yang perlu untuk diperhatikan sebelum melakukan investasi saham adalah dengan lebih memperhatikan faktor risiko pasar dan premi kurs. Sedangkan bagi perusahaan agar tetap mengusahan stabilitas laba untuk menjaga kepercayaan investor, karena faktor SMB dan HML kurang diperhatikan investor dalam mengambil keputusan berinvestasi.
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10

Barro, Robert J., and David B. Gordon. "A Positive Theory of Monetary Policy in a Natural Rate Model." Credit and Capital Markets – Kredit und Kapital: Volume 52, Issue 4 52, no. 4 (October 1, 2019): 505–26. http://dx.doi.org/10.3790/ccm.52.4.505.

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Abstract A discretionary policymaker can create surprise inflation, which may reduce unemployment and raise government revenue. But when people understand the policymaker’s objectives, these surprises can- not occur systematically. In equilibrium people form expectations rationally and the policymaker optimizes in each period, subject to the way that people form expectations. Then, we find that (1) the rates of monetary growth and inflation are excessive; (2) these rates depend on the slope of the Phillips curve, the natural unemployment rate, and other variables that affect the benefits and costs from inflation; (3) the monetary authority behaves countercyclically; and (4) unemployment is independent of monetary policy. Outcomes improve if rules commit future policy choices in the appropriate manner. The value of these commitments-which amount to long- term contracts between the government and the private sector- underlies the argument for rules over discretion. The primary purpose of this paper is to develop a positive theory of monetary policy and inflation. On the one hand, the theory turns out to accord with two perceptions about the world in recent years: 1. Average rates of inflation and monetary growth are excessive relative to an efficiency criterion. 2. There is a tendency to pursue activist, countercyclical monetary policies Yet the model exhibits three other properties: 3. The unemployment rate – our proxy for real economic activity – is invariant with monetary policy (neglecting the familiar deadweight-loss aspect of inflation). 4. The policymaker and the public all act rationally, subject to their environments. 5. The policymaker’s objectives reflect the public’s preferences. Natural rate models with rational expectations – such as Sargent and Wallace (1975) – suggest that the systematic parts of monetary policy are irrelevant for real economic activity. Some empirical evidence on the real effects of monetary disturbances in the post-World War II United States (e. g., Barro 1977, 1981) is consistent with this result – in particular, there is some support for the proposition that anticipated monetary changes are neutral with respect to output, unemployment, and so on. On the other hand, these empirical studies and others indicated the presence of countercyclical monetary policy at least for the post-World War II United States – rises in the unemployment rate appear to generate subsequent expansions in monetary growth. Within the natural rate framework, it is difficult to reconcile this countercyclical monetary behavior with rationality of the policy-maker. A principal object of our analysis is to achieve this reconciliation. The natural rate models that have appeared in the macroeconomics literature of the last de­cade share the characteristic that policy choice is over a class of prespecified monetary rules. With the policy rule predetermined, there is no scope for ongoing policymaking; discretionary policy choice is excluded a priori. If private agents can deduce the characteristics of the monetary process once it is implemented, it defines their expectations. Thus, the policy decision is made subject to the constraint that agents’ expectations of future monetary policy will equal the realization. This framework allows the analysis to be reduced to a pair of single-agent decision problems, which can be considered independently. But, this approach cannot deal with the game-theoretic situation that arises when policy decisions are made on an ongoing basis. In our framework an equilibrium will include the following features: a) a decision rule for private agents, which determines their actions as a function of their current information, b) an expectations function, which determines the expectations of private agents as a function of their current information, and c) a policy rule, which specifies the behavior of policy instruments as a function of the policymaker’s current information set. The outcome is said to be a rational expectations equilibrium if, first, the decision rule specified in a is optimal for agents given their expectations as calculated under b; and second, it is optimal for the policymaker, whose actions are described by c, to perform in accordance with agents’ expectations b, given that the policymaker recognizes the form of the private decision rules under a. Faced by a maximizing policymaker, it would be unreasonable for agents to maintain expectations from which they know it will be in the policymaker’s interest to deviate. If policy is precommitted, the only reasonable expectations that agents can hold are those defined by the rule. But, if policy is sequentially chosen, the equality of policy expectations and realizations is a characteristic of equilibrium – not a prior constraint. We have to determine which expectations agents can reasonably expect to be realized. We view the policymaker as attempting to maximize an objective that reflects “society’s” preferences on inflation and unemployment. (Additional arguments for the preference function are mentioned later.) Although the equilibrium involves a path of unemployment that is invariant with policy, the rational policymaker adopts an activist rule. The extent of countercyclical response depends, among other things, on society’s relative dislikes for inflation and unemployment. There is an apparent contradiction because the policymaker pursues an activist policy that ends up having no desirable effects – in fact, unemployment is unaltered but inflation ends up being excessive. This outcome reflects the assumed inability of the policymaker – that is, of the institutional apparatus that is set up to manage monetary affairs – to commit its course of future actions. This feature has been stressed in an important paper by Kydland and Prescott (1977). If commitment were feasible through legal arrangements or other procedures, the countercyclical aspect of monetary policy would disappear (and, abstracting from costs of erecting and maintaining institutions, everyone would be better off). When this type of advance restriction is precluded, so that the policymaker sets instruments at each date subject only to the initial conditions prevailing for that date (which do not include restraints on policy choices), the equilibrium may involve an activist form of policy. This solution conforms to optimal behavior of private agents subject to a rationally anticipated policy rule. It corresponds also to optimality for the policymaker each period, subject to agents’ decision rules. Although an equilibrium obtains, the results are suboptimal, relative to outcomes where commitment is permitted. Given an environment where this type of policy commitment is absent – as appears to characterize the United States and other countries in recent years – the results constitute a positive theory of monetary growth and inflation. We illustrate the results with a simple model, which comes from an example in Kydland and Prescott (1977, pp. 477–80). We augment their example along the lines detailed in Gordon (1980) to include a theory of expectations formation. People form their expectations by effectively solving the problem that the optimizing policymaker will face. The policymaker’s problem is then conditioned on the expectations function of private agents. Ultimately, there are no systematic differences between expected and realized inflation. But this property emerges as part of the equilibrium rather than as a constraint on the policy problem.
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11

Buxbaum, R. E., and S. R. Heidemann. "An absolute rate theory model for tension control of axonal elongation." Journal of Theoretical Biology 155, no. 4 (April 1992): 409–26. http://dx.doi.org/10.1016/s0022-5193(05)80626-5.

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12

Raabe, D. "Scaling Monte Carlo kinetics of the Potts model using rate theory." Acta Materialia 48, no. 7 (April 2000): 1617–28. http://dx.doi.org/10.1016/s1359-6454(99)00451-6.

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13

Song, Kao Ping, Jian Wen Tao, and Ji Cheng Zhang. "A Grey Model for Predicting Water and Oil Production Rate." Advanced Materials Research 734-737 (August 2013): 1135–37. http://dx.doi.org/10.4028/www.scientific.net/amr.734-737.1135.

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Grey system theory is a kind of method and system that contains something known and unknown. A completely definitive number is called a white number, while for one that does not have a definite value but a general range is called a grey number, whose greatest attribute is forecasting single data series. The grey theory was applied to predict the development index of X-L oilfield, including oil production, water production and water cut. The result is of very good accuracy.
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14

Taleb, Hussein, Kambiz Abedi, and Saeed Golmohammadi. "Quantum-Dot Semiconductor Optical Amplifiers: State Space Model versus Rate Equation Model." Advances in OptoElectronics 2013 (March 7, 2013): 1–8. http://dx.doi.org/10.1155/2013/831852.

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A simple and accurate dynamic model for QD-SOAs is proposed. The proposed model is based on the state space theory, where by eliminating the distance dependence of the rate equation model of the QD-SOA; we derive a state space model for the device. A comparison is made between the rate equation model and the state space model under both steady state and transient regimes. Simulation results demonstrate that the derived state space model not only is much simpler and faster than the rate equation model, but also it is as accurate as the rate equation model.
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15

Durčáková, Jaroslava, Martin Mandel, and Vladimír Tomšík. "Dynamic model of uncovered interest rate parity (theory and empirical verification in the transitive economies)." Politická ekonomie 53, no. 3 (June 1, 2005): 291–303. http://dx.doi.org/10.18267/j.polek.506.

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16

Dey, Ashim Kumar, and Kumer Pial Das. "Predicting Federal Funds Rate Using Extreme Value Theory." Stochastics and Quality Control 35, no. 1 (June 1, 2020): 1–15. http://dx.doi.org/10.1515/eqc-2020-0003.

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AbstractThe extreme value theory (EVT) is used to assess the risk of extreme events caused by natural calamities or untoward circumstances in the social and economic sectors. The theory can be used to study the frequency of rare events and to build up a predictive model so that one can attempt to forecast the frequency of such future extreme events such as a financial collapse and the amount of damage from such a collapse. Even though many statistical techniques have been used to analyze the manner in which the Federal Reserve determines the level of the Federal Fund Rates, no known study has used EVT to analyze and predict the extreme fund rates. In this study, the US Federal Funds Rate, one of the most publicized and important economic indicators in the financial world, from 1954–2019 has been analyzed. The contributions of this study are: (1) to provide an appropriate model for the normalized Federal Funds Rate data; (2) to compare several estimation techniques in estimating parameters for two possible models; (3) to predict the maximum economic return rate from a Federal Funds Rate in the future by using the concept of the return period; and (4) to investigate the bias of estimated parameters applying a simulation study. Simulated data and real financial data are used for the study, and the outcome satisfies the efficiency of its application.
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17

Radko, T., D. Peixoto de Carvalho, and J. Flanagan. "Nonlinear Equilibration of Baroclinic Instability: The Growth Rate Balance Model." Journal of Physical Oceanography 44, no. 7 (July 1, 2014): 1919–40. http://dx.doi.org/10.1175/jpo-d-13-0248.1.

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Abstract A theoretical model is developed, which attempts to predict the lateral transport by mesoscale variability, generated and maintained by baroclinic instability of large-scale flows. The authors are particularly concerned by the role of secondary instabilities of primary baroclinically unstable modes in the saturation of their linear growth. Theory assumes that the fully developed equilibrium state is characterized by the comparable growth rates of primary and secondary instabilities. This assumption makes it possible to formulate an efficient algorithm for evaluating the equilibrium magnitude of mesoscale eddies as a function of the background parameters: vertical shear, stratification, beta effect, and bottom drag. The proposed technique is applied to two classical models of baroclinic instability—the Phillips two-layer model and the linearly stratified Eady model. Theory predicts that the eddy-driven lateral mixing rapidly intensifies with increasing shear and weakens when the beta effect is increased. The eddy transport is also sensitive to the stratification pattern, decreasing as the ratio of upper/lower layer depths in the Phillips model is decreased below unity. Theory is successfully tested by a series of direct numerical simulations that span a wide parameter range relevant for typical large-scale currents in the ocean. The spontaneous emergence of large-scale patterns induced by mesoscale variability, and their role in the cross-flow eddy transport, is examined using a suite of numerical simulations.
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AKIYAMA, Takamasa, Tsuna SASAKI, and Yoji ARIKURA. "Estimation Model of Diversion Rate on Urban Expressway with Fuzzy Set Theory." INFRASTRUCTURE PLANNING REVIEW 7 (1989): 259–66. http://dx.doi.org/10.2208/journalip.7.259.

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19

Sadler, David M., and George H. Gilmer. "Selection of lamellar thickness in polymer crystal growth: A rate-theory model." Physical Review B 38, no. 8 (September 15, 1988): 5684–93. http://dx.doi.org/10.1103/physrevb.38.5684.

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20

Zhu, Chenyang, Feng Yang, Xiangyang Liu, Waheed Afzal, and Maogang He. "Viscosity of oxygenated fuel: A model based on Eyring’s absolute rate theory." Fuel 241 (April 2019): 218–26. http://dx.doi.org/10.1016/j.fuel.2018.12.031.

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21

Ozaki, Shingo, Takeru Matsuura, and Satoru Maegawa. "Rate-, state-, and pressure-dependent friction model based on the elastoplastic theory." Friction 8, no. 4 (January 4, 2020): 768–83. http://dx.doi.org/10.1007/s40544-019-0321-3.

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AbstractAdhesion is one of essences with respect to rubber friction because the magnitude of the friction force is closely related to the magnitude of adhesion on a real contact area. However, the real contact area during sliding depends on the state and history of the contact surface. Therefore, the friction force occasionally exhibits rate-, state-, and pressure dependency. In this study, to rationally describe friction and simulate boundary value problems, a rate-, state-, and pressure-dependent friction model based on the elastoplastic theory was formulated. First, the evolution law for the friction coefficient was prescribed. Next, a nonlinear sliding surface (frictional criterion) was adopted, and several other evolution laws for internal state variables were prescribed. Subsequently, the typical response characteristics of the proposed friction model were demonstrated, and its validity was verified by comparing the obtained results with those of experiments conducted considering the contact surface between a rough rubber hemisphere and smooth acrylic plate.
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22

Wulwick, Nancy J. "Kaldor's Growth Theory." Journal of the History of Economic Thought 14, no. 1 (1992): 36–54. http://dx.doi.org/10.1017/s1053837200004387.

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The last decade has seen an outburst of growth models designed to replace the conventional Solow growth model, with its exogenous trend of technical progress, by more realistic models that generate increasing returns (to labor, capital and/or scale) as a result of endogenous technical progress. In contrast to the Solow model, the new models suggest that policy interventions can affect the long-run rate of economic growth. Nicholas Kaldor's growth model, designed in the late 1950s and early 1960s to replace the Solow growth model, is a precursor of the new growth models.
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23

Sorooshian, Jamshid, Leonard Borucki, David Stein, Robert Timon, Dale Hetherington, and Ara Philipossian. "Revisiting the Removal Rate Model for Oxide CMP." Journal of Tribology 127, no. 3 (June 13, 2005): 639–51. http://dx.doi.org/10.1115/1.1866168.

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This study seeks to explain removal rate trends and scatter in thermal silicon dioxide and PECVD tetraethoxysilane-sourced silicon dioxide (PE-TEOS) CMP using an augmented version of the Langmuir-Hinshelwood mechanism. The proposed model combines the chemical and mechanical facets of interlevel dielectric (ILD) CMP and hypothesizes that the chemical reaction temperature is determined by transient flash heating. The agreement between the model and data suggests that the main source of apparent scatter in removal rate data plotted as rate versus pressure times velocity is competition between mechanical and thermochemical mechanisms. A method of visualizing removal rate data is described that shows, apart from any particular interpretative theory, that a smooth and easily interpretable surface underlies the apparent scatter.
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24

Eggertsson, Gauti B., Neil R. Mehrotra, and Jacob A. Robbins. "A Model of Secular Stagnation: Theory and Quantitative Evaluation." American Economic Journal: Macroeconomics 11, no. 1 (January 1, 2019): 1–48. http://dx.doi.org/10.1257/mac.20170367.

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This paper formalizes and quantifies the secular stagnation hypothesis, defined as a persistently low or negative natural rate of interest leading to a chronically binding zero lower bound (ZLB). Output-inflation dynamics and policy prescriptions are fundamentally different from those in the standard New Keynesian framework. Using a 56-period quantitative life cycle model, a standard calibration to US data delivers a natural rate ranging from − 1.5 percent to − 2 percent, implying an elevated risk of ZLB episodes for the foreseeable future. We decompose the contribution of demographic and technological factors to the decline in interest rates since 1970 and quantify changes required to restore higher rates. (JEL E12, E23, E31, E32, E43, E52)
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25

Villanueva, Delano. "Toward a general neoclassical theory of economic growth." Philippine Review of Economics 60, no. 2 (December 15, 2023): 64–80. http://dx.doi.org/10.37907/4erp3202d.

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The Harrod-Domar (H-D) growth model assumes a fixed capital-output ratio, signifying absence of substitutability between capital and labor, leading to a “knife-edge” problem wherein balanced growth of capital (fixed warranted rate) and labor (fixed natural rate) occurs only by accident, preventing the attainment of macroeconomic stability with full employment. The neoclassical Solow-Swan (S-S) growth model provides an elegant solution to the H-D problem by endogenizing the warranted rate via the saving-investment relation, wherein capital growth is a function of a fully adjusting income-capital ratio (inverse of the H-D capital-output ratio)— allowing for smooth substitutability between capital and labor while keeping the natural rate exogenously fixed. The S-S model implies a positive, albeit temporary output growth effect of a higher saving rate. The present paper extends the capital-labor ratio’s influence onto the natural rate via effects on labor productivity through a modified Arrow learning by doing framework, and via labor participation through real wage adjustments. Thus, the positive output growth of a higher saving rate, although temporary in the short run as in the S-S model, is permanent in the long run through adjustments in both the warranted and natural rates—a generalization of the Solow-Swan model.
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26

Ogero, Titus Mosoti. "Relationship between lending interest rate, inflation rate and capital formation in Kenya." International Journal of Business, Technology and Organizational Behavior (IJBTOB) 1, no. 5 (October 12, 2021): 339–47. http://dx.doi.org/10.52218/ijbtob.v1i5.129.

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The study seeks to understand the relationship between lending interest rate, inflation rate and capital formation in Kenya. Time series from World Bank for the 1988 to 2018 is employed. Development of literature is guided by expectation theory, classical theory of interest rate and the institutionalist theory of capital formation. The study finds capital formation, lending interest rate ad inflation rate time series data to be stationary at the 5% level of significance. This leads to the checking of the lag order used and estimating of VAR model. The results indicate that, current year’s; capital formation, inflation rate and lending interest rate are insignificant in determining next year’s level of capital formation. First lag of inflation rate is found positively significant in influencing lending interest rates as well as the first lag of lending interest rate is found significant on influencing itself. Capital formation first lag is found to be negatively significant in determining inflation rate. Lastly, inflation rate first lag is found to be positive
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27

Weakliem, Cheryl Li, and Howard Reiss. "Toward a molecular theory of vapor phase nucleation. IV. Rate theory using the modified liquid drop model." Journal of Chemical Physics 101, no. 3 (August 1994): 2398–406. http://dx.doi.org/10.1063/1.467680.

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28

Kirane, Kedar, Yewang Su, and Zdeněk P. Bažant. "Strain-rate-dependent microplane model for high-rate comminution of concrete under impact based on kinetic energy release theory." Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 471, no. 2182 (October 2015): 20150535. http://dx.doi.org/10.1098/rspa.2015.0535.

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The apparent increase of strength of concrete at very high strain rates experienced in projectile impact (10 s −1 to 10 6 s −1 ), called ‘dynamic overstress’, has recently been explained by the theory of release of local kinetic energy of shear strain rate in finite size particles about to form. This theory gives the particle size and the additional kinetic energy density that must be dissipated in finite-element codes. In previous research, it was dissipated by additional viscosity, in a model partly analogous to turbulence theory. Here it is dissipated by scaling up the material strength. Microplane model M7 is used and its stress–strain boundaries are scaled up by factors proportional to the −4/3rd power of the effective deviatoric strain rate and its time derivative. The crack band model with a random tetrahedral mesh is used and all the artificial damping is eliminated. The scaled M7 model is seen to predict the crater shapes and exit velocities of projectiles penetrating concrete walls of different thicknesses as closely as the previous models. The choice of the finite strain threshold for element deletion criterion, which can have a big effect, is also studied. It is proposed to use the highest threshold above which a further increase has a negligible effect.
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29

Kangal, E. E., M. Salti, and O. Aydogdu. "Ghost dark energy in Rastall theory." Modern Physics Letters A 36, no. 13 (April 12, 2021): 2150090. http://dx.doi.org/10.1142/s0217732321500905.

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Making use of the generalized form of the Ghost dark energy density, which has the functional form [Formula: see text] where [Formula: see text] represents the Hubble expanding rate, the present accelerated enlargement behavior of the cosmos is investigated from the Rastall theory perspective. After finding a relation for the Hubble cosmic expansion rate, we consider recent cosmology-independent measurements calculated for the expansion history of the cosmos to fit the model via the [Formula: see text]-analysis. Moreover, we discuss the cosmographic properties of the model with the help of some cosmological quantities. We show that our model is stable and consistent with the recent astrophysical data. Also, for our model, we investigate cosmological interpretations of thermodynamics.
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30

Vo, On Van. "A NON- STATIC COSMOLOGICAL MODEL IN THE VECTOR MODEL FOR GRAVITATIONAL FIELD." Science and Technology Development Journal 14, no. 1 (March 30, 2011): 78–84. http://dx.doi.org/10.32508/stdj.v14i1.1887.

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In this paper, based on the vector model for gravitational field we obtained the modified Friedman equations, which were similar to the classical Friedman equations but were added a term of energy – momentum tensor of gravitational field. Non- static flat cosmological model in this model was similar to General Theory of Relativity (GTR) ‘s model but the expansive rate in the vacuum age was difference with General Theory of Relativity ’s model.
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Zhang, Yingying, Yicang Zhou, and Biao Tang. "Canard Phenomenon in an SIRS Epidemic Model with Nonlinear Incidence Rate." International Journal of Bifurcation and Chaos 30, no. 05 (April 2020): 2050073. http://dx.doi.org/10.1142/s021812742050073x.

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In this paper, we propose an SIRS epidemic model with a new complex nonlinear incidence rate, which describes the psychological effect of some diseases on the community as the number of infective individuals increases, including linear and nonlinear hazards of infection. The canard phenomenon for the model is analyzed, and its epidemiological meaning is discussed. By using geometrical singular perturbation theory and blow up technique, we investigate the relaxation oscillation of the model with the special fold point [Formula: see text]. The unique existence of the limit cycle is proved. We verify the existence of the canard cycle without head by using singular perturbation theory and analyze the cyclicity of the limit cycle. The detailed formula for slow divergence integral of the model is presented. We also discuss and prove the existence of the canard cycle with head. Numerical simulations are done to demonstrate our theoretical results.
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32

Yang, Shi Bin, and Ming Jiang Hu. "Forecasting EGR Rate of Diesel Engine Based on Neural Syncretic Theory." Advanced Materials Research 301-303 (July 2011): 1789–94. http://dx.doi.org/10.4028/www.scientific.net/amr.301-303.1789.

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To counter the influencing emission of the diesel engine by the EGR rate, the emission model of the diesel engine was set up by combining Radial Basis Function neural network with Adaptive Neural Fuzzy Inference System. The model first draws on the nonlinear approaching capacity of the RBF network to forecast the diesel engine emission which takes no account of the factor of the EGR rate, and then, based on influencing the diesel engine emission by the EGR rate, the ANFIS system was used to modify the results of the diesel engine emission obtained by using the RBF network so as to acquire the EGR rate curve. The result showed that the emission model of the diesel engine was reasonable; the forecasting strategy had the good resolving power and could be much fitted for the on-line aging forecast of the EGR rate.
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33

Zvalinsky, V. I. "Photosynthesis: Theory and Experiment." Физиология растений 70, no. 1 (January 1, 2023): 14–26. http://dx.doi.org/10.31857/s0015330322600395.

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The approach we developed earlier to describe the chains of conjugate enzymatic reactions of the photosynthesis process for the first time made it possible to propose a strict mathematical model of non-rectangular hyperbola, which describes the dependence of the speed of photosynthesis on the intensity of light (I), the concentration of CO2 and the interaction of these two factors. The fundamental parameters of this model are light (IK) and carbon dioxide (CK) substrate constants, as well as hyperbola curvature (), conjugation parameters (rIP and rCP) and maximum photosynthesis rate (Pm). Special straightening coordinates are proposed, in which the entire hyperbole family has the form of a straight line. The main parameters can only be found when constructing experimental data in straightening coordinates. The proposed non-rectangular hyperbola model is applicable both for describing the process of photosynthesis in seaweed and higher plants, and for absorbing vitamin B12 by algae, and the dependence of the rate of food consumption by zooplankton and fish.
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34

Yan, Xiaonan, and Jian Tian. "Evaluation Model of College Students’ Entrepreneurship Success Rate Based on Grey Relational Theory." E3S Web of Conferences 235 (2021): 03019. http://dx.doi.org/10.1051/e3sconf/202123503019.

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In order to improve the success rate of entrepreneurship of college students, it is necessary to establish a success rate evaluation model to analyze the success rate of entrepreneurship and make the optimal discrimination. However the current models failed to reach high accuracy due to the lack of factors set. To this end, this paper proposes a college students’ entrepreneurial success evaluation model based on big data analysis, which is based on ambiguity comprehensive evaluation theory. Through building the evaluation factors set, calculating the relative impact of indicators, giving relative weights ratio of factors, and using data analysis. The experimental simulation results show that the model has high evaluation accuracy, and therefore has practical significance in improving the success rate of college students’ entrepreneurship.
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35

Yu, Yumei, Juan J. Nieto, Angela Torres, and Kaifa Wang. "A Viral Infection Model with a Nonlinear Infection Rate." Boundary Value Problems 2009 (2009): 1–19. http://dx.doi.org/10.1155/2009/958016.

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36

Yang, Wei Ming, Jian Zhang, and Jin Xiang Peng. "Binomial Bit-Rate Computation Model Based on Wireless Channel." Applied Mechanics and Materials 241-244 (December 2012): 2482–86. http://dx.doi.org/10.4028/www.scientific.net/amm.241-244.2482.

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For the encoding bit-rate problem in H.264 wireless video communication, the bit-rate computation model and the standard deviation distortion model were analyzed to establish the relation between the quantization parameter of encoding bit-rate and the intra-frame refresh rate of macroblocks, a new proposal of the coding rate thus put forward based on the general binomial computation model theory. Furthermore, this method not only can adaptively adjust the bit allocation and quantization parameters to prevent buffer from overflowing downward or upward under given network bandwidth, but also can apply the rate-distortion to perfect the solution method, control the encoding bits accurately and optimize the allocation between the inter-frame encoding macroblocks.
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Gradojevic, Nikola, Vladimir Djakovic, and Goran Andjelic. "Random walk theory and exchange rate dynamics in transition economies." Panoeconomicus 57, no. 3 (2010): 303–20. http://dx.doi.org/10.2298/pan1003303g.

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This paper investigates the validity of the random walk theory in the Euro-Serbian dinar exchange rate market. We apply Andrew Lo and Archie MacKinlay's (1988) conventional variance ratio test and Jonathan Wright's (2000) non-parametric ranks and signs based variance ratio tests to the daily Euro/Serbian dinar exchange rate returns using the data from January 2005 - December 2008. Both types of variance ratio tests overwhelmingly reject the random walk hypothesis over the data span. To assess the robustness of our findings, we examine the forecasting performance of a non-linear, nonparametric model in the spirit of Francis Diebold and James Nason (1990) and find that it is able to significantly improve upon the random walk model, thus confirming the existence of foreign exchange market imperfections in a small transition economy such as Serbia. In the last part of the paper, we conduct a comparative study on how our results relate to those of other transition economies in the region.
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38

Feng, Xi Qiao, Dai Ning Fang, and Keh Chih Hwang. "A Phenomenological Constitutive Model for Ferromagnetic Materials Based on Rate-Independent Flow Theory." Key Engineering Materials 233-236 (January 2003): 77–82. http://dx.doi.org/10.4028/www.scientific.net/kem.233-236.77.

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39

Griffiths, Malcolm, Juan Ramos-Nervi, and Larry Greenwood. "A Rate Theory Model of Radiation-Induced Swelling in an Austenitic Stainless Steel." Journal of Nuclear Engineering 2, no. 4 (November 23, 2021): 484–515. http://dx.doi.org/10.3390/jne2040034.

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Many rate theory models of cavity (void) swelling have been published over the past 50 years, all having the same, or similar, structures. A rigorous validation of the models has not been possible because of the dearth of information concerning the microstructures that correspond with the swelling data. Whereas the lack of microstructure information is still an issue for historical swelling data, in the past 10–20 years data have been published on the evolution of the microstructure (point defect yields from collision cascades, cavity number densities, and dislocation densities/yield strengths) allowing certain gaps in information to be filled when considering historic swelling data. With reasonable estimates of key microstructure parameters, a standard rate theory model can be applied, and the model parameter space explored, in connection with historical swelling data. By using published data on: (i) yield strength as a function of dose and temperature (to establish an empirical expression for dislocation density evolution); (ii) cavity number densities as a function of temperature; and (iii) freely migrating defect (FMD) production as a function of primary knock-on atom (PKA) spectrum, the necessary parameter and microstructure inputs that were previously unknown can be used in model development. This paper describes a rate-theory model for void swelling of 316 stainless steel irradiated in the EBR-2 reactor as a function of irradiation temperature and neutron dose.
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40

van den Brink, Alec Maassen, and H. Dekker. "Reaction rate theory: weak- to strong-friction turnover in Kramers' Fokker-Planck model." Physica A: Statistical Mechanics and its Applications 237, no. 3-4 (April 1997): 515–53. http://dx.doi.org/10.1016/s0378-4371(96)00425-6.

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41

Swaminathan, Narasimhan, Dane Morgan, and Izabela Szlufarska. "Ab initio based rate theory model of radiation induced amorphization in β-SiC." Journal of Nuclear Materials 414, no. 3 (July 2011): 431–39. http://dx.doi.org/10.1016/j.jnucmat.2011.05.024.

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42

Kozin, F., and J. L. Bogdanoff. "Cumulative damage model for fatigue crack growth based on reaction rate theory—II." Engineering Fracture Mechanics 41, no. 6 (April 1992): 873–96. http://dx.doi.org/10.1016/0013-7944(92)90237-9.

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43

Dubey, Manvendra K., Mark P. McGrath, Gregory P. Smith, and F. Sherwood Rowland. "HCl Yield from OH + ClO: Stratospheric Model Sensitivities and Elementary Rate Theory Calculations." Journal of Physical Chemistry A 102, no. 18 (April 1998): 3127–33. http://dx.doi.org/10.1021/jp9808476.

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44

McGarrell, Edmund F. "Institutional theory and the stability of a conflict model of the incarceration rate." Justice Quarterly 10, no. 1 (March 1, 1993): 7–28. http://dx.doi.org/10.1080/07418829300091681.

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45

Swenson, Matthew J., and Janelle P. Wharry. "Rate Theory Model of Irradiation-Induced Solute Clustering in b.c.c. Fe-Based Alloys." JOM 72, no. 11 (September 17, 2020): 4017–27. http://dx.doi.org/10.1007/s11837-020-04365-4.

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46

Emms, Paul, and Steven Haberman. "Pricing General Insurance Using Optimal Control Theory." ASTIN Bulletin 35, no. 02 (November 2005): 427–53. http://dx.doi.org/10.2143/ast.35.2.2003461.

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Insurance premiums are calculated using optimal control theory by maximising the terminal wealth of an insurer under a demand law. If the insurer sets a low premium to generate exposure then profits are reduced, whereas a high premium leads to reduced demand. A continuous stochastic model is developed, which generalises the deterministic discrete model of Taylor (1986). An attractive simplification of this model is that existing policyholders should pay the premium rate currently set by the insurer. It is shown that this assumption leads to a bang-bang optimal premium strategy, which cannot be optimal for the insurer in realistic applications. The model is then modified by introducing an accrued premium rate representing the accumulated premium rates received from existing and new customers. Policyholders pay the premium rate in force at the start of their contract and pay this rate for the duration of the policy. It is shown that, for two demand functions, an optimal premium strategy is well-defined and smooth for certain parameter choices. It is shown for a linear demand function that these strategies yield the optimal dynamic premium if the market average premium is lognormally distributed.
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47

Emms, Paul, and Steven Haberman. "Pricing General Insurance Using Optimal Control Theory." ASTIN Bulletin 35, no. 2 (November 2005): 427–53. http://dx.doi.org/10.1017/s051503610001432x.

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Insurance premiums are calculated using optimal control theory by maximising the terminal wealth of an insurer under a demand law. If the insurer sets a low premium to generate exposure then profits are reduced, whereas a high premium leads to reduced demand. A continuous stochastic model is developed, which generalises the deterministic discrete model of Taylor (1986). An attractive simplification of this model is that existing policyholders should pay the premium rate currently set by the insurer. It is shown that this assumption leads to a bang-bang optimal premium strategy, which cannot be optimal for the insurer in realistic applications.The model is then modified by introducing an accrued premium rate representing the accumulated premium rates received from existing and new customers. Policyholders pay the premium rate in force at the start of their contract and pay this rate for the duration of the policy. It is shown that, for two demand functions, an optimal premium strategy is well-defined and smooth for certain parameter choices. It is shown for a linear demand function that these strategies yield the optimal dynamic premium if the market average premium is lognormally distributed.
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48

KURATA, YASUTAKA. "A preparation of heart muscle Na-channel model ( monad 2 route model ) by absolute rate coefficient theory." Japanese Journal of Electrocardiology 11, no. 4 (1991): 382–95. http://dx.doi.org/10.5105/jse.11.382.

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49

Cassidy, K. J., D. Halpern, B. G. Ressler, and J. B. Grotberg. "Surfactant effects in model airway closure experiments." Journal of Applied Physiology 87, no. 1 (July 1, 1999): 415–27. http://dx.doi.org/10.1152/jappl.1999.87.1.415.

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The capillary instability that occurs on an annular film lining a tube is studied as a model of airway closure. Small waves in the film can amplify and form a plug across the tube. This dynamical behavior is studied using theoretical models and bench-top experiments. Our model predicts the initial growth rate of the instability and its dependence on surfactant effects. In experiments, an annular film is formed by infusion of water into an initially oil-filled glass capillary tube. The thickness of the oil film varies with the infusion flow rate. The instability growth rate and closure time are measured for a range of film thicknesses. Our theory predicts that a thinner film and higher surfactant activity enhance stability; surfactant can decrease the growth rate to 25% of its surfactant-free value. In experiments, we find that surfactant can decrease the growth rate to 20% and increase the closure time by a factor of 3.8. Functional values of a critical film thickness for closure support the theory that it increases in the presence of surfactant.
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50

Wedage, AMP, N. R. Morgenstern, and D. H. Chan. "A strain rate dependent constitutive model for clays at residual strength." Canadian Geotechnical Journal 35, no. 2 (April 1, 1998): 364–73. http://dx.doi.org/10.1139/t97-085.

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Plasticity theory is extended to incorporate strain rate effects on the residual shear strength of clays. The clay is assumed to behave elastically before yielding and then in a perfectly plastic manner with no volume change during yielding. The Mohr-Coulomb failure criterion is used in the rate-dependent model in which the strain rate affects the mobilized effective friction angle of the material. During initial yielding and subsequent plastic deformation, the stress and strain states at a point will satisfy the rate-dependent yield function (loading function). When the effective plastic strain rate decreases to a threshold strain value, the loading surface moves, or collapses, to the static yield surface. A constant volume flow rule is used to calculate plastic deformation. The computed stress-strain relationship is formulated in two parts, namely a rate-independent part and a rate-dependent part. The rate-independent part is the same as that used in classical elastoplastic formulations, whereas the rate-dependent part is dependent on the current strain rate of the material. The use of the model is illustrated using a numerical example simulating a two-dimensional plane strain test.Key words: constitutive relationship, finite element, plasticity theory, pre-sheared clay, rate effects, residual strength.
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