lagged relationship

the relationship between two or more VARIABLES in different time periods. For example, the current value of a variable like consumption expenditure will depend upon income in the previous time period. Time is denoted by the letter t, with t - t being one period back and t + I being one period forward. Such a relationship between income and consumption can be written in the notational form:

where C_t = consumption in present period, Y_t - 1 = income in the previous period. See also LEADS AND LAGS, COBWEB THEOREM.

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leads and lags

References in periodicals archive ?

This is because of the lagged relationship between prices and energy consumption following the oil shocks of the 1970s.

A brief history of the role of energy in the global economy

I found it interesting that UMC_CHG was more strongly contemporaneously correlated with VALUE_WEIGHTED than with SUICIDE_RATE, but the 1-month lagged relationship almost disappeared between UMC_CHG (-1) and VALUE_WEIGHTED.

Stock market returns and suicide rates: evidence from the United States

These models were then used to estimate a lagged relationship and investigated whether the relationship between AMI hospitalizations and unemployment may have changed during the study period.

The relationship between local economic conditions and acute myocardial infarction hospital utilization by adults and seniors in the United States, 1995-2011

Mueller indicates the forecasts are based on the supply/demand relationship, and he states, "Real estate markets are cyclical due to the lagged relationship between demand and supply for physical space.

Forecasting commercial real estate appreciation with commercial land sales

They believe that the lagged relationship stems from the response between changes in market value and changes in assessed value and from adjustments in rates applied to the assessed value.

Property tax stability: a tax system model of base and revenue dynamics through the great recession and beyond

The magnitude of this lagged relationship increased sharply at heat indices between approximately 95[degrees]F and 100[degrees]F.

Summer heat and mortality in New York City: how hot is too hot?

As a result, for hedge funds with credit sensitivity, the lagged relationship with the S&P 500 index is significant while for non-credit sensitive strategies, the lagged relationship is not significant.

11: biases

However, the lagged relationship between economic recovery and the property market will mean rental levels will probably remain soft for some time to come.

DTZ building on half-time profits rise

In view of all these factors that are likely to conceal or eliminate the contemporaneous relation between budget deficits and inflation, this article analyzes the lagged relationship between budget deficits and inflation.

Budget deficits and inflation: the roles of central bank independence and financial market development

To visualize the lagged relationship between exposure and gastrointestinal illness, we produced the temporal exposure response surface (TERS), which reflected the changes in lagged daily rates of gastroenteritis associated with changes in turbidity.

The elderly and waterborne Cryptosporidium infection: gastroenteritis hospitalizations before and during the 1993 Milwaukee outbreak. (Research)

Net exports of goods appear to have an inverse and lagged relationship with changes in final sales of goods.

Business inventories and trade: the case of Japanese and German trade influence on America

The possible existence of a lagged relationship was also examined, both via the Granger tests and through the application of various simple and polynomial-distributed lags.

The Phillips Curve and the Federal Reserve: Were the 1999-2000 Interest Rate Hikes Really Necessary?

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