Showing 1 - 10 of 43,773
In this paper, we propose a model based on multivariate decomposition of multiplicative - absolute values and signs - components of several returns. In the m-variate case, the marginals for the m absolute values and the binary marginals for the m directions are linked through a 2m-dimensional...
Persistent link: https://www.econbiz.de/10011313230
Persistent link: https://www.econbiz.de/10003671213
Persistent link: https://www.econbiz.de/10003681960
population health exist in the European Union. More than half of this variation remains unexplained after accounting for macro … market factors and income shape the prevalence of poor self-assessed health in the EU. For this purpose, we use a semi …-parametric decomposition approach, which relies on constructing synthetic distributions of health that would prevail in each country if they …
Persistent link: https://www.econbiz.de/10012962354
performance), socio-emotional outcomes (self esteem, locus of control and behavioural problems) and physical health (risk of … strongest for cognitive outcomes and weakest for physical health. We find that some aspects of environment appear to be …
Persistent link: https://www.econbiz.de/10012771210
We use data from the British Household Panel Survey to analyse changes in poverty of self-reported health from 1991 to … classical Foster et al. (Econometrica 52(3):761-766, 1984) poverty measures. We decompose changes in self-reported health … poverty over time into within-group health poverty changes and population shifts between groups. We also provide statistical …
Persistent link: https://www.econbiz.de/10014149448
Persistent link: https://www.econbiz.de/10011417747
We analyze the sources of the rise in the levels of self-employment in Germany since reunification by applying the non-linear Blinder-Oaxaca decomposition technique. This analysis is performed separately for East and West Germany in order to account for the East German recovery of...
Persistent link: https://www.econbiz.de/10009686473
In order to protect stakeholders of insurance companies and financial institutions against adverse outcomes of risky businesses, regulators and senior management use capital allocation techniques. For enterprise-wide risk management, it has become important to calculate the contribution of each...
Persistent link: https://www.econbiz.de/10011556505