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A Poisson autoregressive model to understand COVID-19 contagion dynamics

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Listed:
  • Arianna Agosto

    (Università di Pavia)

  • Paolo Giudici

    (Università di Pavia)

Abstract

We present a statistical model which can be employed to understand the contagion dynamics of the COVID-19. The model is a Poisson autoregression, and can reveal whether contagion has a trend, and where is each country on that trend. Model results are presented from the observed series of China, Iran, Italy and South Korea.

Suggested Citation

  • Arianna Agosto & Paolo Giudici, 2020. "A Poisson autoregressive model to understand COVID-19 contagion dynamics," DEM Working Papers Series 185, University of Pavia, Department of Economics and Management.
    • Handle: RePEc:pav:demwpp:demwp0185
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    References listed on IDEAS

    as
    1. Agosto, Arianna & Cavaliere, Giuseppe & Kristensen, Dennis & Rahbek, Anders, 2016. "Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 640-663.
    2. René Ferland & Alain Latour & Driss Oraichi, 2006. "Integer‐Valued GARCH Process," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(6), pages 923-942, November.
    3. Fokianos, Konstantinos & Tjøstheim, Dag, 2011. "Log-linear Poisson autoregression," Journal of Multivariate Analysis, Elsevier, vol. 102(3), pages 563-578, March.
    4. Kathleen Anne Holloway & Verica Ivanovska & Solaiappan Manikandan & Mathaiyan Jayanthi & Anbarasan Mohan & Gilles Forte & David Henry, 2020. "Identifying the most effective essential medicines policies for quality use of medicines: A replicability study using three World Health Organisation data-sets," PLOS ONE, Public Library of Science, vol. 15(2), pages 1-16, February.
    5. Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
    Full references (including those not matched with items on IDEAS)

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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
    2. > Economics of Welfare > Health Economics > Economics of Pandemics > Specific pandemics > Covid-19 > Health

    Citations

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    Cited by:

    1. Caporale, Guglielmo Maria & Kang, Woo-Young & Spagnolo, Fabio & Spagnolo, Nicola, 2022. "The COVID-19 pandemic, policy responses and stock markets in the G20," International Economics, Elsevier, vol. 172(C), pages 77-90.
    2. Chénangnon Frédéric Tovissodé & Bruno Enagnon Lokonon & Romain Glèlè Kakaï, 2020. "On the use of growth models to understand epidemic outbreaks with application to COVID-19 data," PLOS ONE, Public Library of Science, vol. 15(10), pages 1-14, October.
    3. Lucio Palazzo & Riccardo Ievoli, 2023. "Detecting Regional Differences in Italian Health Services during Five COVID-19 Waves," Stats, MDPI, vol. 6(2), pages 1-13, April.
    4. Stefano Cabras, 2021. "A Bayesian-Deep Learning Model for Estimating COVID-19 Evolution in Spain," Mathematics, MDPI, vol. 9(22), pages 1-18, November.
    5. Otilia Boldea & Adriana Cornea-Madeira & João Madeira, 2023. "Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England: a dynamic intensity model," The Econometrics Journal, Royal Economic Society, vol. 26(3), pages 444-466.
    6. Şule Şahin & María del Carmen Boado-Penas & Corina Constantinescu & Julia Eisenberg & Kira Henshaw & Maoqi Hu & Jing Wang & Wei Zhu, 2020. "First Quarter Chronicle of COVID-19: An Attempt to Measure Governments’ Responses," Risks, MDPI, vol. 8(4), pages 1-26, November.

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    More about this item

    JEL classification:

    • C - Mathematical and Quantitative Methods
    • G0 - Financial Economics - - General
    • G1 - Financial Economics - - General Financial Markets
    • G2 - Financial Economics - - Financial Institutions and Services
    • G3 - Financial Economics - - Corporate Finance and Governance
    • M2 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Economics
    • M4 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting
    • K2 - Law and Economics - - Regulation and Business Law

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