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WHO BENEFITS FROM MICROFINANCE? THE IMPACT EVALUATION OF LARGE SCALE PROGRAMS IN BANGLADESH
Author-X-Name-Asadul, Asadul Islam - Department of Econometrics and Business Statistics, … - 2008
This paper evaluates the impact of microfinance on household consumption using a new, large and unique cross-section data set from Bangladesh. The richness of the data and program eligibility criterion allow the use of a number of non-experimental impact evaluation techniques, in particular...
Persistent link: https://www.econbiz.de/10005064078
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Skilled Immigration and Wages in Australia*
Islam, Asadul; Fausten, Dietrich K. - Department of Econometrics and Business Statistics, … - 2007
This paper addresses the implications of the increasing skill intensity of cross-border migration flows for labour market outcomes in host countries. Specifically, we investigate the impact of the relative growth of skilled migrants on domestic wages in Australia over the last quarter century...
Persistent link: https://www.econbiz.de/10005064150
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Do Policy-Related Shocks Affect Real Exchange Rates? An Empirical Analysis Using Sign Restrictions and a Penalty-Function Approach
Dumrongrittikul, Taya - Department of Econometrics and Business Statistics, … - 2011
.e. we employ a panel Bayesian structural vector error correction model, and we impose sign restrictions with a penalty …
Persistent link: https://www.econbiz.de/10009364601
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Health Spillover Effects of a Conditional Cash Transfer Program
Maitra, Pushkar; Contreras, Diana - Department of Econometrics and Business Statistics, … - 2013
While the primary aim of most Conditional Cash Transfer (or CCT) programs is to increase the level of human capital of children in poor households, there are also potentially large spillover effects associated with such programs. We illustrate this using data from the Familias en Accion (FA)...
Persistent link: https://www.econbiz.de/10010736874
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Low-dimensional decomposition, smoothing and forecasting of sparse functional data
Dokumentov, Alexander; Hyndman, Rob J - Department of Econometrics and Business Statistics, … - 2014
We propose a new generic method ROPES (Regularized Optimization for Prediction and Estimation with Sparse data) for decomposing, smoothing and forecasting two-dimensional sparse data. In some ways, ROPES is similar to Ridge Regression, the LASSO, Principal Component Analysis (PCA) and...
Persistent link: https://www.econbiz.de/10010958945
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Common Shocks in panels with Endogenous Regressors
Forchini, G.; Jiang, Bin; Peng, Bin - Department of Econometrics and Business Statistics, … - 2015
This paper introduces a novel approach to study the effects of common shocks on panel data models with endogenous … readers who wish to further investigate the effects of common shocks on panel data. The paper shows that the key assumption in … determining consistency of the panel TSLS and LIML estimators is the independence of the factor loadings in the reduced form …
Persistent link: https://www.econbiz.de/10011262822
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How do Shocks to Domestic Factors Affect Real Exchange Rates of Asian Developing Countries
Dumrongrittikul, Taya; Anderson, Heather M. - Department of Econometrics and Business Statistics, … - 2015
countries. The analysis is based on a panel structural vector error correction model, and the shocks are identified using sign …
Persistent link: https://www.econbiz.de/10011262826
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Medium and Long-Term Participation in Microfinance: An Evaluation Using a New Panel Dataset from Bangladesh
Islam, Asadul - Department of Econometrics and Business Statistics, … - 2010
. It utilises a new, large and unique panel dataset collected from treatment and control households from 1997 to 2005. The …
Persistent link: https://www.econbiz.de/10008492313
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Economic growth and contraction and their impact on the poor
Inder, Brett - Department of Econometrics and Business Statistics, … - 2004
This paper considers the relationship between growth in real per capita GDP and the growth in real per capita GDP of the poorest 20% of a country. It uses the data set compiled by Dollar and Kraay (2002), but come to very different conclusions. We argue that if the purpose is to answer questions...
Persistent link: https://www.econbiz.de/10005149088
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Principal Components Analysis of Cointegrated Time Series.
Harris, D. - Department of Econometrics and Business Statistics, … - 1996
This paper considers the analysis of cointegrated time series using principal components methods. These methods have the advantage of neither requiring the normalisation imposed by the triangular eror correction model, nor the specification of a finite order vector autoregression.
Persistent link: https://www.econbiz.de/10005149119