Search results for "Distributed lag"
showing 10 items of 13 documents
Modelling the non-linear multiple-lag effects of ambient temperature on mortality in Santiago and Palermo: a constrained segmented distributed lag ap…
2008
Objectives: Exposure to ambient temperature can affect mortality levels for days or weeks following exposure, making modelling such effects in regression analysis of daily time-series data complex. Methods: We propose a new approach involving a multi-lag segmented approximation to account for the non-linear effect of temperature and the use of two different penalised spline bases to model the distributed lag of both heat and cold exposure. Compared with standard splines, the novel penalised framework is more flexible at short lags where change in coefficients is greatest, and selection of the maximum lag appears substantially less important in determining the overall pattern of the effect. …
Air conditioning and heat-related mortality: a multi-country longitudinal study
2020
Background: Air conditioning has been proposed as one of the key factors explaining reductions of heat-related mortality risks observed in the last decades. However, direct evidence is still limited. Methods: We used a multi-country, multi-city, longitudinal design to quantify the independent role of air conditioning in reported attenuation in risk. We collected daily time series of mortality, mean temperature, and yearly air conditioning prevalence for 311 locations in Canada, Japan, Spain, and the USA between 1972 and 2009. For each city and sub-period, we fitted a quasi-Poisson regression combined with distributed lag non-linear models to estimate summer-only temperature–mortality associ…
U.S. stock prices and macroeconomic fundamentals: Fresh evidence using the quantile ARDL approach
2020
This paper explores the long‐run relationship and the associated short‐run dynamics between the U.S. stock market and three major macroeconomic fundamentals, namely the U.S. industrial production index, the U.S. 10‐year Treasury bond yield and the West Texas Intermediate oil price, for the time period covering 1985–2015. The quantile autoregressive distributed lag (QARDL) model presented by Cho et al. (2015) Journal of Econometrics, 188, 281–300, which combines the autoregressive distributed lag model of Pesaran and Shin (1998), Cambridge University Press, and Pesaran et al. (2001) Journal of Applied Econometrics, 16, 289–326, and the quantile regression methodology of Koenker and Bassett (…
Comparison of temperature–mortality associations using observed weather station and reanalysis data in 52 Spanish cities
2020
Abstract Background Most studies use temperature observation data from weather stations near the analyzed region or city as the reference point for the exposure-response association. Climatic reanalysis data sets have already been used for climate studies, but are not yet used routinely in environmental epidemiology. Methods We compared the mortality-temperature association using weather station temperature and ERA-5 reanalysis data for the 52 provincial capital cities in Spain, using time-series regression with distributed lag non-linear models. Results The shape of temperature distribution is very close between the weather station and ERA-5 reanalysis data (correlation from 0.90 to 0.99).…
Temperature in summer and children's hospitalizations in two Mediterranean cities
2016
Abstract Background and objective Children are potentially vulnerable to hot ambient temperature. However, the evidence on heat-related children's morbidity is still scarce. Our aim was to examine the association between temperatures in summer (May to September) and children's hospitalizations in two Mediterranean cities, Rome and Valencia, during the period 2001–2010. Methods Quasi-Poisson generalised additive models and distributed lag non-linear models were combined to study the relationship between daily mean temperature and hospital admissions for all natural, respiratory and gastrointestinal diseases in children under 15 years of age. Associations were summarised as the percentage of …
Evaluation of the ERA5 reanalysis-based Universal Thermal Climate Index on mortality data in Europe
2021
Air temperature has been the most commonly used exposure metric in assessing relationships between thermal stress and mortality. Lack of the high-quality meteorological station data necessary to adequately characterize the thermal environment has been one of the main limitations for the use of more complex thermal indices. Global climate reanalyses may provide an ideal platform to overcome this limitation and define complex heat and cold stress conditions anywhere in the world. In this study, we explored the potential of the Universal Thermal Climate Index (UTCI) based on ERA5 – the latest global climate reanalysis from the European Centre for Medium-Range Weather Forecasts (ECMWF) – as a h…
The effects of fiscal policy shocks on the business environment
2021
Fiscal policy influences economic conditions through public spending and taxes, generating positive or negative impulses, both on short and long term. The present research focuses on analysing the effects of the discretionary changes in the fiscal policy in seven post-communist countries of the European Union during the period 2000–2018. The autoregressive distributed lag model (ARDL) has been applied in order to obtain the convergence rates to equilibrium with a clear analysis of the periods needed to achieve the long-run fiscal sustainability. Also, the error correction vector model (VECM), which is based on the autoregressive vector (VAR) model, has been used in the second part of the an…
The role of humidity in associations of high temperature with mortality: A multicountry, multicity study
2019
BACKGROUND: There is strong experimental evidence that physiologic stress from high temperatures is greater if humidity is higher. However, heat indices developed to allow for this have not consistently predicted mortality better than dry-bulb temperature. OBJECTIVES: We aimed to clarify the potential contribution of humidity an addition to temperature in predicting daily mortality in summer by using a large multicountry dataset. METHODS: In 445 cities in 24 countries, we fit a time-series regression model for summer mortality with a distributed lag nonlinear model (DLNM) for temperature (up to lag 3) and supplemented this with a range of terms for relative humidity (RH) and its interaction…
Changes in the Effect of Heat on Mortality in the Last 20 Years in Nine European Cities. Results from the PHASE Project
2015
The European project PHASE aims to evaluate patterns of change in the temperature–mortality relationship and in the number of deaths attributable to heat in nine European cities in two periods, before and after summer 2003 (1996–2002 and 2004–2010). We performed age-specific Poisson regression models separately in the two periods, controlling for seasonality, air pollution and time trends. Distributed lag non-linear models were used to estimate the Relative Risks of daily mortality for increases in mean temperature from the 75th to 99th percentile of the summer distribution for each city. In the recent period, a reduction in the mortality risk associated to heat was observed only in Athens,…
Modeling temperature effects on mortality: multiple segmented relationships with common break points.
2008
We present a model for estimation of temperature effects on mortality that is able to capture jointly the typical features of every temperature-death relationship, that is, nonlinearity and delayed effect of cold and heat over a few days. Using a segmented approximation along with a doubly penalized spline-based distributed lag parameterization, estimates and relevant standard errors of the cold- and heat-related risks and the heat tolerance are provided. The model is applied to data from Milano, Italy.