22,146 research outputs found
The HP-filter in cross-country comparisons
Many empirical studies of business cycles have followed the practise of applying the Hodrick-Prescott filter for cross-country comparisons. The standard procedure is to set the weight \lambda, which determines the 'smoothness' of the trend equal to 1600. We show that if this value is used for against common wisdom about business cycles. As an example, we show that the long recession occurred inSpain between 1975 and 1985 goes unnotoced by the HP filter. We propose a method for adjusting \lambda by reinterpreting the HP-filter as the solution to a constrained minimization problem. We argue that the common practice of fixing \lambda across countries amounts to chankging the constraints on trend variability across countries. Our proposed method is easy to apply, retains all the virtues of the standard HP-filter and when applied to Spanish data the results are in the line with economic historian's view. Applying the method to a number of OECD countries we find that, with the exception of Spain, Italy and Japan, the standard choice of \lambda=1600 is sensible.Business cycles, cross-country comparisons, macroeconomic volatility
Quantum Rabi model for N-state atoms
A tractable N-state Rabi Hamiltonian is introduced by extending the parity
symmetry of the two-state model. The single-mode case provides a few-parameter
description of a novel class of periodic systems, predicting that the ground
state of certain four-state atom-cavity systems will undergo parity change at
strong coupling. A group-theoretical treatment provides physical insight into
dynamics and a modified rotating wave approximation obtains accurate analytical
energies. The dissipative case can be applied to study excitation energy
transfer in molecular rings or chains.Comment: 5 pages, 3 figures + supplement (2 pages); to appear in Phys. Rev.
Let
A Linear Algebra Approach to Fast DNA Mixture Analysis Using GPUs
Analysis of DNA samples is an important step in forensics, and the speed of
analysis can impact investigations. Comparison of DNA sequences is based on the
analysis of short tandem repeats (STRs), which are short DNA sequences of 2-5
base pairs. Current forensics approaches use 20 STR loci for analysis. The use
of single nucleotide polymorphisms (SNPs) has utility for analysis of complex
DNA mixtures. The use of tens of thousands of SNPs loci for analysis poses
significant computational challenges because the forensic analysis scales by
the product of the loci count and number of DNA samples to be analyzed. In this
paper, we discuss the implementation of a DNA sequence comparison algorithm by
re-casting the algorithm in terms of linear algebra primitives. By developing
an overloaded matrix multiplication approach to DNA comparisons, we can
leverage advances in GPU hardware and algoithms for Dense Generalized
Matrix-Multiply (DGEMM) to speed up DNA sample comparisons. We show that it is
possible to compare 2048 unknown DNA samples with 20 million known samples in
under 6 seconds using a NVIDIA K80 GPU.Comment: Accepted for publication at the 2017 IEEE High Performance Extreme
Computing conferenc
- …