Similar Search Results

Industrial Coal Demand in China: A Provincial Analysis

Manera, Matteo; Cattaneo, Cristina; Scarpa, Elisa - Fondazione ENI Enrico Mattei (FEEM) - 2008

The general concern on the environmental implications of the rising demand for coal registered in China during the last few years has induced considerable research effort to produce accurate forecasts of China’s energy requirements. Nevertheless, no previous study has modelled the coal demand...

Persistent link: https://www.econbiz.de/10004965192

Limited Information Bayesian Model Averaging for Dynamic Panels with An Application to a Trade Gravity Model

Chen, Huigang; Mirestean, Alin; Tsangarides, Charalambos G. - International Monetary Fund (IMF) - 2011

This paper extends the Bayesian Model Averaging framework to panel data models where the lagged dependent variable as well as endogenous variables appear as regressors. We propose a Limited Information Bayesian Model Averaging (LIBMA) methodology and then test it using simulated data. Simulation...

Persistent link: https://www.econbiz.de/10009327870

Binary Choice with Binary Endogenous Regressors in Panel Data: Estimating the Effect of Fertility on Female Labour Participation

Carrasco, Raquel - Fondazione ENI Enrico Mattei (FEEM) - 1999

This paper considers the estimation of binary choice panel data models with discrete endogenous regressors. We present a switching probit model which accounts for selectivity bias as well as for other forms of time invariant unobserved heterogeneity. Individual effects are allowed to be...

Persistent link: https://www.econbiz.de/10005385429

Oil Price Forecast Evaluation with Flexible Loss Functions

Bastianin, Andrea; Manera, Matteo; Markandya, Anil; … - Fondazione ENI Enrico Mattei (FEEM) - 2011

The empirical literature is very far from any consensus about the appropriate model for oil price forecasting that … frequencies on a common sample and common data. Fourth, we evaluate the forecasting performance of each selected model using …

Persistent link: https://www.econbiz.de/10009421234

Modelling Asymmetric Dependence Using Copula Functions: An application to Value-at-Risk in the Energy Sector

Bastianin, Andrea - Fondazione ENI Enrico Mattei (FEEM) - 2009

that asymmetries show up in their unconditional distribution, as well as in their unconditional copula. The VaR forecasting …

Persistent link: https://www.econbiz.de/10005012145

Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting

Manera, Matteo; Longo, Chiara; Markandya, Anil; Scarpa, … - Fondazione ENI Enrico Mattei (FEEM) - 2007

different types of econometric models for oil price forecasting. Several specifications have been proposed in the economic …). The empirical literature is very far from any consensus about the appropriate model for oil price forecasting that should … common sample and common data. Fourth, we evaluate the forecasting performance of each selected model using static and …

Persistent link: https://www.econbiz.de/10005423181

Biofuels and Food Prices: Searching for the Causal Link

Bastianin, Andrea; Galeotti, Marzio; Manera, Matteo - Fondazione ENI Enrico Mattei (FEEM) - 2013

We analyze the relationship between the prices of ethanol, agricultural commodities and livestock in Nebraska, the U.S. second largest ethanol producer. The paper focuses on long-run relations and Granger causality linkages between ethanol and the other commodities.The analysis takes possible...

Persistent link: https://www.econbiz.de/10010633230

A Weighty Issue Revisited: The Dynamic Effect of Body Weight on Earnings and Satisfaction in Germany

Kropfhäußer, Frieder; Sunder, Marco - Forschungsbasierte Infrastruktureinrichtung … - 2014

We estimate the relationship between changes in the body mass index (bmi) and wages or satisfaction, respectively, in a panel of German employees. In contrast to previous literature, the dynamic models indicate that there is an inverse u-shaped association between bmi and wages among young...

Persistent link: https://www.econbiz.de/10011129009

Municipal Waste Selection and Disposal: Evidences from Lombardy

Silvestri, Francesco; Ghinoi, Stefano - Fondazione ENI Enrico Mattei (FEEM) - 2015

This article exploit a data base of 1.522 observations related to Lombardy’s municipalities to run a cross sectional estimation of the drivers of MW selection. We find no evidence of a significant correlation between the percentage of selected MW selection and market variables such as the unit...

Persistent link: https://www.econbiz.de/10011268603

Long-Run Labour Market Effects of Individual Sports Activities

Lechner, Michael - Forschungsbasierte Infrastruktureinrichtung … - 2008

This microeconometric study analyzes the effects of individual leisure sports participation on long-term labour market variables, on socio-demographic as well as on health and subjective well-being indicators for West Germany based on individual data from the German Socio-Economic Panel study...

Persistent link: https://www.econbiz.de/10005018742

1
2
3
4
5
6
7
8
9
10
Next
Last