On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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9 results for “multi-country”

DEPLOYERS: An agent based modeling tool for multi country real world dataecon.EM

DEPLOYERS models multi-country economic systems using ABM.

problem Simulate complex multi-country economic systems with detailed data.

method Agent-based modeling framework with multi-threaded simulation.

result Simulates thousands of individuals and firms in a realistic environment.

agent-based modeling multi-country economic simulation macroeconomics Input-Output analysis

2024-09-07abs ↗pdf ↗

Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARsecon.EM

The paper develops fast Bayesian methods for estimating huge PVARs with competitive forecasts.

problem Computational and statistical issues in estimating PVARs with many parameters.

method Integrated rotated Gaussian approximations, exploiting domestic over international information, and fast approximations for international coefficients.

result Produces competitive forecasts quickly using a huge world economy model.

Bayesian inference Vector autoregressions Forecasting Panel data Gaussian approximations

2021-03-08abs ↗pdf ↗

Real Output Costs of Financial Crises: A Loss Distribution Approachq-fin.RM

We study cross-country GDP losses due to financial crises in terms of frequency (number of loss events per period) and severity (loss per occurrence). We perform the Loss Distribution Approach (LDA) to estimate a multi-country aggregate GDP loss probability density function and the percentiles associated to extreme eve…

2012-01-04abs ↗pdf ↗

Asymmetries in Financial Spilloversecon.EM

The study reveals asymmetries in US financial shocks' international impacts.

problem Analyzing nonlinearities in international financial spillovers.

method Developed a flexible nonlinear multi-country model to capture asymmetries in responses to financial shocks.

result Adverse shocks trigger stronger declines in output, inflation, and stock markets than benign shocks.

financial spillovers asymmetries international transmission US financial shocks nonlinear model

2024-10-21abs ↗pdf ↗

External Demand, Domestic Monetary Conditions, and Remittance Dynamics in Nepalecon.GN

Study examines remittances in Nepal, linking external demand and domestic monetary conditions.

problem Understanding the dynamics of remittances in Nepal's economy.

method Constructed composite indices via PCA for external demand and domestic monetary conditions. Used ARDL, cointegration, DOLS, ECM, and machine learning for analysis.

result Strong positive long-run effect of external demand on remittances, significant negative impact of tighter domestic monetary conditions.

Nepal Remittances External Demand Monetary Conditions PCA

2026-05-19abs ↗pdf ↗

From Causal Discovery to Dynamic Causal Inference in Neural Time Seriescs.LG

Proposes DCNAR for dynamic causal inference from neural time series.

problem Uncertainty and evolution of causal structure in real-world domains.

method Two-stage neural causal modeling integrating discovery and inference.

result Dynamic causal inferences are more stable and meaningful than alternatives.

dynamic causal inference neural time series causal discovery AI as scientific instrument structural uncertainty

2026-03-21abs ↗pdf ↗

Testing Effect Homogeneity and Confounding in High-Dimensional Experimental and Observational Studiesecon.EM

Framework tests CATE homogeneity across trials and evaluates confounding.

problem Assessing treatment effect consistency across randomized and observational studies.

method Leverages multiple randomized trials to test CATE homogeneity and compares with observational data.

result Identifies potential confounding and effect heterogeneity in treatment effects.

CATE homogeneity confounding experimental studies observational studies treatment effects

2026-02-23abs ↗pdf ↗

Synthetic Survival Control: Extending Synthetic Controls for "When-If" Decisioncs.LG

Proposes SSC for estimating counterfactual survival trajectories from observational data.

problem Challenges in estimating causal effects on time-to-event outcomes from observational data.

method Synthetic Survival Control (SSC) framework for estimating counterfactual hazard trajectories in panel data settings.

result SSC estimates counterfactual hazard trajectories as a weighted combination of observed trajectories from other units.

Synthetic Survival Control Causal Survival Analysis Observational Data Time-to-Event Outcomes Counterfactual Inference

2025-11-18abs ↗pdf ↗

Optimal Ensemble Construction for Multi-Study Prediction with Applications to COVID-19 Excess Mortality Estimationstat.ML

Optimal ensemble construction improves prediction accuracy for multi-study tasks, especially in pandemic scenarios.

problem Poor out-of-study prediction performance due to heterogeneous datasets.

method Optimal ensemble construction using a two-stage stacking strategy that jointly estimates ensemble weights and study-specific model parameters.

result Our method outperforms multi-study stacking and other standard methods in predicting excess mortality during the pandemic.

ensemble construction multi-study prediction COVID-19 excess mortality pandemic

2021-09-19abs ↗pdf ↗