Knowledge of dependence pattern in stock market has paramount importance for both theoretical and practical in financial markets. Their usefulness is wide, can be used in portfolio predictability (of portfolio) and risk management. The aim of this paper is to investigate the autoregressive...

In this paper we apply a quantile regression (QR) approach to the EU-SILC data set, in order to explore the connection between education and wage inequality in eight European countries. Our results corroborate the positive relation between wage increase and education and it holds true across the...

This note derives the bias of the quantile regression estimator in the presence of classical additive measurement error, and show its connection to least squares models. The bias structure suggests that the instrumental variables estimator proposed for least squares can be applied to the...

In this paper I attempt to investigate the role of governance - as measured by government effectiveness, control of corruption, and rule of law - on the HIV prevalence. Thus, the paper argues that countries whose governments are highly ranked according to these various indices of the quality of...

This paper investigates the determinants of the sacrifice ratio in the OECD economies using a quantile regression framework. We show that the relationship is characterised by asymmetries that standard approaches are unable to capture.

The purpose of this paper is to employ the quantile regression methodology to investigate the relationship between government size and economic growth using a panel data set for 24 OECD countries. We find that the magnitude of the effect of government size on economic growth varies through the...

In this article we investigate whether inequality in the inter-industry wage premia may be explained by unobserved differences in workers' educational skills. We use the last 2007 wave of EU-SILC data set for Portugal, a nation which can be considered a case-study, due to its traditional high...

The purpose of this paper is to employ the quantile regression methodology to investigate the relationship between government size and economic growth using a panel data set for 24 OECD countries. We find that the magnitude of the effect of government size on economic growth varies through the...

We analyze the impact of policing and socio-economic variables on crime in England and Wales during 1992-2007 using the quantile regression model which enables us to analyze different points of the crime distribution. The quantile regression model allows us to analyze whether or not the factors...

Using data from 587 marginalized cooperative member households in rural Mexico, this paper examines how household formal financial savings fluctuates with economic shocks and other relevant variables. Regression results show that negative shocks, income, wealth, formal credit, distance from a...