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The economics of long-term care: a survey

CREMER, Helmuth; PESTIEAU, Pierre; PONTHIERE, Grégory - Center for Operations Research and Econometrics (CORE), … - 2012

about nursing; it is mostly provided by unpaid caregivers (mainly spouses and children), whereas both the market and the ….g., children's mobility, changes in family values) generate a mounting demand on the State and on the market to provide …

Persistent link: https://www.econbiz.de/10010927717

Wives, husbands and wheelchairs : Optimal tax policy under gender-specific health

LEROUX, Marie - Louise; PONTHIERE, Grégory - Center for Operations Research and Econometrics (CORE), … - 2009

We study the optimal taxation problem in an economy composed of two-person households (men and women), where agents influence their own old-age dependency prospects through health spending. It is shown that the utilitarian social optimum can be decentralized by means of lump sum transfers from...

Persistent link: https://www.econbiz.de/10008550196

The public economics of increasing longevity

PESTIEAU, Pierre; PONTHIERE, Grégory - Center for Operations Research and Econometrics (CORE), … - 2012

One of the greatest success stories in our societies is that people are living longer, life expectancy at birth being now above 80 years. Whereas the lengthening of life opens huge opportunities for individuals if extra years are spent in prosperity and good health, it is however often regarded...

Persistent link: https://www.econbiz.de/10010927706

‘The child is father of the man’: implications for the demographic transition

DE LA CROIX, David; LICANDRO, Omar - Center for Operations Research and Econometrics (CORE), … - 2007

all result from individual decisions. Parents face a trade-off between the number of children they have and the spending … they can afford on each of them in childhood. These childhood development spending will determine children longevity when … second trade-offin allocating their time between increasing their own human capital and rearing children. The model displays …

Persistent link: https://www.econbiz.de/10005042850

Inequity in the face of death

GARCIA-GOMEZ, Pilar; SCHOKKAERT, Erik; VAN OURTI, Tom; … - Center for Operations Research and Econometrics (CORE), … - 2012

We apply the theory of inequality in opportunity to measure inequity in mortality. Our empirical work is based on a … rich dataset for the Netherlands (1998-2007), linking information about mortality, health events and lifestyles. We show … that distinguishing between different channels via which mortality is affected is necessary to test the sensitivity of the …

Persistent link: https://www.econbiz.de/10010662663

Employment Durations of French Young People.

D'addio, A.C. - Center for Operations Research and Econometrics (CORE), … - 1998

Using the 1990-1992 wave of the French Labor Force Survey, this paper analyzes the effects of different factors on the probability of leaving unemployment of French young people. It also studies duration dependence of the hazard rate while controlling for unobserved heterogeneity separately for...

Persistent link: https://www.econbiz.de/10005779412

A Family of Autoregressive Conditional Duration Models.

Fernandes, M.; Grammig, J. - Center for Operations Research and Econometrics (CORE), … - 2001

This paper develops a family of autoregressive conditional duration (ACD) models that encompasses most specifications in the literature. The nesting relies on a Box-Cox transformation with shape parameter to the conditional duration process and a possibly asymmetric shocks impact curve.

Persistent link: https://www.econbiz.de/10005779466

Asymmetric ACD Models: Introducing Price Information in ACD Models with a Two State Transition Model.

BAUWENS, L.; GIOT, P. - Center for Operations Research and Econometrics (CORE), … - 1998

This paper proposes a class of asymmetric Autoregressive Conditional Duration models, which extends the ACD model of Engle and Russell (1997). The asymmetry consists of letting the duration process depend on the state of the price process in the beginning and at the end of the each duration. If...

Persistent link: https://www.econbiz.de/10005779511

What pieces of limit order book information are informative ?

PASCUAL, Roberto; VEREDAS, David - Center for Operations Research and Econometrics (CORE), … - 2004

This paper studies the importance of different pieces of limit order book information in characterizing order aggressiveness and the timing of trades, order submissions and cancellations. Using limit order book information on a representative sample of Spanish stocks, we evidence that most of...

Persistent link: https://www.econbiz.de/10005008201

A comparison of financial duration models via density forecasts

BAUWENS, Luc; GIOT, Pierre; GRAMMIG, Joachim; VEREDAS, David - Center for Operations Research and Econometrics (CORE), … - 2000

Using density forecasts, we compare the predictive performance of duration models that have been developed for modelling intra-day data on stock markets. Our model portfolio encompasses the autoregressive conditional duration (ACD) model, its logarithmic version (Log-ACD), the threshold ACD...

Persistent link: https://www.econbiz.de/10005008236