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Financial Contracts and Occupational Choice

Karaivanov, Alexander - Society for Computational Economics - SCE - 2003

Persistent link: https://www.econbiz.de/10005706786

Albertazzi, Ugo; Gambacorta, Leonardo - Society for Computational Economics - SCE - 2006

This paper investigates how bank profitability is affected by the corporate income tax (CIT). For this purpose it uses … provisions. In this way, we are able to disentangle the extent to which a bank is able to shift its tax-burden forward to its …

Persistent link: https://www.econbiz.de/10005537432

Equilibrium Specification and Structure of Technology: a Factor Substitution Analysis in French Industrial Demand of Energy

Baccar, Sourour - Society for Computational Economics - SCE - 2006

In this paper we attempt to provide evidence on the structure of technology in the three industrial branches of French economy, when capital is treated as quasi-fixed input. However instead of choosing a single functional form as an approximation to the variable cost function, modified versions...

Persistent link: https://www.econbiz.de/10005342970

Multivariate Generalizations of the Markov-Switching Model

Khaled, Mohamad - Society for Computational Economics - SCE - 2006

We present a multivariate generalization of the simple markov-switching model. We allow for the introduction of several latent processes that have a simple parametric distribution. The matrix-variate bernoulli distribution yields a flexible yet parsimonious pattern of dependence between the...

Persistent link: https://www.econbiz.de/10005342985

Smooth Transition Autoregressive (STAR) Models

Maringer, Dietmar; Meyer, Mark - Society for Computational Economics - SCE - 2006

Non-linear modeling approaches, including Smooth Transition Autoregressive (STAR) models, have attracted a great deal of attention over the last two decades. The empirical application of these models, however, is not always a straightforward task. In particular, parameter estimation and...

Persistent link: https://www.econbiz.de/10005342986

Estimating Strategic Complementarities in Credit Unionâ€™s Outsourcing Decisions

Cohen, Andrew; Borzekowski, Ron - Society for Computational Economics - SCE - 2005

We examine the choice between internal or external provision of information technology (â€œITâ€) services for US credit … unions. Credit unions may provide their own systems for tracking loans and deposit accounts or they may choose to outsource … these systems from external providers. Empirically, the likelihood that a credit union outsources its system is increasing …

Persistent link: https://www.econbiz.de/10005343058

The US Phillips Curve and inflation expectations: A State Space Markov-Switching explanatory model

Guerrero, Guillaume; Million, Nicolas - Society for Computational Economics - SCE - 2004

This paper proposes a new empirical representation of US inflation expectations in a Stace-Space Markov-Switching framework in order to identify the expectations regimes which are associated with short and long term Phillips curves. We explicitly identify the dynamic of inflation expectation...

Persistent link: https://www.econbiz.de/10005345273

Strucural change and DSGE models

Juillard, Michel - Society for Computational Economics - SCE - 2004

In most existing DSGE models, parameters are supposed constant and exogenous shocks have zero mean. This makes difficult to treat structural change and anticipated effects of future reforms. Introducing dummy variables in the DSGE model can only handle unexpected changes. This papers deals with...

Persistent link: https://www.econbiz.de/10005345311

Two-Step Estimation of Discrete/Continuous Econometric Models with Interdependent Multinomial Choices

Bolduc, Denis; Sanga, Dimitri - Society for Computational Economics - SCE - 2002

Persistent link: https://www.econbiz.de/10005345370

A Non-Causal Identification Scheme for Vector Autoregressions

franchi, massimo - Society for Computational Economics - SCE - 2002

Persistent link: https://www.econbiz.de/10005345406