The dynamic effects of infectious disease outbreaks: The case of pandemic influenza and human coronavirus

Pandemic influenza is a regularly recurring form of infectious disease; this work analyses its economic effects. Like many other infectious diseases influenza pandemics are usually of short, sharp duration. Human coronavirus is a less regularly recurring infectious disease. The human coronavirus pandemic of 2019 (COVID-19) has presented with seemingly high transmissibility and led to extraordinary socioeconomic disruption due to severe preventative measures by governments. To understand and compare these events, epidemiological and economic models are linked to capture the transmission of a pandemic from regional populations to regional economies and then across regional economies. In contrast to past pandemics, COVID-19 is likely to be of longer duration and more severe in its economic effects given the greater uncertainty surrounding its nature. The analysis indicates how economies are likely to be affected due to the risk-modifying behaviour in the form of preventative measures taken in response to the latest novel pandemic virus.     

Jump probability using volatility periodicity filters in US Dollar/Euro exchange rates

The discrete daily and intraday jump probabilities of US dollar/euro returns from February 2010 to February 2018 are analyzed using five-minute returns considering several periodicity filters of volatility. When the max outlying statistics are used with Gumbel distribution with periodicity filters such as weighted standard deviation, shortest half scale, and median absolute deviation, the empirical estimates show that the five-minute US dollar/euro returns have lower daily jump probabilities by 13–28% at common critical levels. To detect intraday jumps using the max outlying Gumbel jump statistics, the five-minute US dollar/euro returns have lower daily jump probabilities by 2–10% when the periodicity filters are included at common critical levels. Therefore, when the periodicity filters of volatility are considered, the five-minute US dollar/euro returns have significantly lower daily and intraday jump probabilities than when the periodicity filters are not considered.     

中国黄金金融化指数的构建与时间演化研究

运用变异系数法、相关系数法、熵值法和Critic法四种赋权方法,构建中国黄金金融化指数,考量中国黄金金融化指数的时间演化.结果发现:随着时间的推移,中国黄金金融化的整体水平不断上升;2008-2015年"储备与支付属性"对黄金金融化的贡献度最高,是推动中国黄金金融化的主要驱动力量.     

A Comment on The Creation of the Office for National Statistics by John Pullinger

This article establishes the availability of statistical information in Mexico. A good statistical information system is a necessary, not a sufficient condition for economic and social development.     

正弦信号抽样序列的周期性与伪调制性

在满足抽样定理条件前提下，当抽样频率处于某个范围内时，正弦信号抽样序列的包络与抽样序列的周期性与原始信号相比产生了很大的变化，抽样序列的包络出现了不应有的调制——伪调制，这种调制干扰了对原始信号包络的分析和提取。文中首先研究了抽样序列的周期性规律，然后从理论上分析了伪调制性产生的原因，推导出了伪调制的普适公式，得到了伪调制的调制规律和调制规律的周期性，最后得出了消除伪调制两个基本的方法。     

Detecting periodic patterns of arrival delay

This study identifies the periodic patterns of arrival delay for non-stop domestic flights at the Orlando International Airport during 2002–2003. Cyclic variations in air travel demand and weather at the airport were observed and their consequent effects on flight delay were investigated. This study detected the frequencies of any regularly repeating delay patterns and then identified the factors associated with the detected frequencies of delay. These sequential tasks called the “two-stage approach” were performed using a mathematical frequency analysis and statistical analysis techniques. The results of the frequency analysis showed that arrival delay displayed daily, weekly and seasonal patterns of variation. The results of the statistical analysis showed that time of day, day of week, season, flight distance, precipitation at MCO and scheduled time intervals between successive flights were significantly correlated with arrival delay.