VHYDRO is a support-safe variational hybrid filter that jointly recovers continuous latent states, discrete contact modes, and sparse port-Hamiltonian laws per regime while preventing loss of feasible transitions.
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Media sentiment indicators from Canadian news, when added to a New Keynesian model with endogenous central-bank response, improve out-of-sample forecasts and account for part of monetary-policy propagation to output and prices.
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Support-Safe Variational Hybrid Filtering for Contact-Mode and Sparse-Law Recovery
VHYDRO is a support-safe variational hybrid filter that jointly recovers continuous latent states, discrete contact modes, and sparse port-Hamiltonian laws per regime while preventing loss of feasible transitions.
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Monetary Policy in the Media Spotlight: Sentiments, Signals, and Economic Impact
Media sentiment indicators from Canadian news, when added to a New Keynesian model with endogenous central-bank response, improve out-of-sample forecasts and account for part of monetary-policy propagation to output and prices.