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Uncertainty on the Reproduction Ratio in the SIR Model

Author

Listed:
  • Sean ELLIOTT

    (University of Toronto.)

  • Christian GOURIEROUX

    (University of Toronto, Toulouse School of Economics, and CREST.)

Abstract

The aim of this paper is to understand the extreme variability on the estimated reproduction ratio R0 observed in practice. For expository purpose we consider a discrete time stochastic version of the Susceptible-Infected-Recovered (SIR) model, and introduce different approximate maximum likelihood (AML) estimators of R0. We carefully discuss the properties of these estimators and illustrate by a Monte-Carlo study the width of confidence intervals on R0.

Suggested Citation

  • Sean ELLIOTT & Christian GOURIEROUX, 2020. "Uncertainty on the Reproduction Ratio in the SIR Model," Working Papers 2020-31, Center for Research in Economics and Statistics.
    • Handle: RePEc:crs:wpaper:2020-31
    as

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    References listed on IDEAS

    as
    1. Gourieroux, C. & Jasiak, J., 2023. "Time varying Markov process with partially observed aggregate data: An application to coronavirus," Journal of Econometrics, Elsevier, vol. 232(1), pages 35-51.
    2. Christian Gourieroux & Joann Jasiak, 2020. "Analysis of Virus Transmission: A Stochastic Transition Model Representation of Epidemiological Models," Annals of Economics and Statistics, GENES, issue 140, pages 1-26.
    3. Luís M A Bettencourt & Ruy M Ribeiro, 2008. "Real Time Bayesian Estimation of the Epidemic Potential of Emerging Infectious Diseases," PLOS ONE, Public Library of Science, vol. 3(5), pages 1-9, May.
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    RePEc Biblio mentions

    As found on the RePEc Biblio, the curated bibliography for Economics:
    1. > Economics of Welfare > Health Economics > Economics of Pandemics > Specific pandemics > Covid-19 > Health > Measurement

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    Cited by:

    1. M. Hashem Pesaran & Cynthia Fan Yang, 2022. "Matching theory and evidence on Covid‐19 using a stochastic network SIR model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1204-1229, September.

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