Narrow search
Showing 1 - 10 of 258
Cover Image
Self-rated and changes in self-rated health as predictors of mortality : first evidence from german panel data
Schwarze, Johannes; Andersen, Hanfried H.; Anger, Silke - 2002
Background: Studies from several countries have shown that self-rated health is an independent predictor of mortality … individuals and (ii) changes in self-rated health, as predictors of mortality for Germany. Methods: A sub-sample of 3 … in self-rated health on predictions of mortality. Results: We find that, while currently self-rated health is shown to be …
Persistent link: https://www.econbiz.de/10009626677
Cover Image
Reappraising medfly longevity : a quantile regression survival analysis
Koenker, Roger; Geling, Olga - 1999
-specific mortality in a population of roughly 1.2 million Mediterranean fruit flies (Ceratitis Capitata). The quantile regression … mortality rates at advanced ages, and the gender cross-over effect in survival functions for medflies. …
Persistent link: https://www.econbiz.de/10009580464
Cover Image
Testing for short and long-run causality : the case of the yield spread and economic growth
Breitung, Jörg; Candelon, Bertrand - 2001
To assess the predictive content of the interest rate term spread for future economic growth, we distinguish short-run from long-run predictability by using two different approaches. First, following Dufour and Renault (1998) a test procedure is proposed to test for causality at different...
Persistent link: https://www.econbiz.de/10009617950
Cover Image
Multiple politico-economic regimes, inequality and growth
Desdoigts, Alain; Moizeau, Fabien - 2001
In this paper, we abandon the stylized median voter and study (i) how distributional tensions can act in many different ways depending on social affinity and on the prospect of upward or downwardmobility of the different income classes, (ii) income distribution dynamics, intergenerational...
Persistent link: https://www.econbiz.de/10009615432
Cover Image
Growth regression and counterfactual income dynamics
Desdoigts, Alain - 2000
Persistent link: https://www.econbiz.de/10009611551
Cover Image
Quantile hedging
Föllmer, Hans; Leukert, Peter - 1998
In a complete financial market every contingent claim can be hedged perfectly. In an incomplete market it is possible to stay on the safe side by superhedging. But such strategies may require a large amount of initial capital. Here we study the question what an investor can do who is unwilling...
Persistent link: https://www.econbiz.de/10009574876
Cover Image
On model based seasonal adjustment procedures
Breitung, Jörg - 1998
In this note the unobserved component approach underlying the software package SEATS is compared with the Beveridge-Nelson type of decomposition for seasonal time series. The main strength of the SEATS approach lies in the appealing model formulation and the careful specification and adjustment...
Persistent link: https://www.econbiz.de/10009574877
Cover Image
The monetary model of the exchange rate : a structural interpretation
Moersch, Mathias; Nautz, Dieter - 1998
We emphasize the importance of properly identifying the long-run relations underlying the monetary model of the exchange rate. The separate estimation of long-run money demands leads to a "structural" error correction equation which allows an interpretation of the various channels affecting the...
Persistent link: https://www.econbiz.de/10009574885
Cover Image
Sequential versus independent commitment : an indirect evolutionary analysis of bargaining rules
Güth, Werner - 1998 - Rev.
Rational bargaining behavior depends crucially on the rules of bargaining, especially on whether parties decide sequentially or independently. Whereas in ultimatum bargaining the proposer can exploit the responder, independent commitments result in more balanced payoffs. To limit the scope of...
Persistent link: https://www.econbiz.de/10009574886
Cover Image
Smooth discrimination analysis
Mammen, Enno; Cybakov, Aleksandr B. - 1998
Discriminant analysis for two data sets in IRd with probability densities f and g can be based on the estimation of the set G = {x : f(x) ≥ g(x)}. We consider applications where it is appropriate to assume that the region G has a smooth boundary. In particular, this assumption makes sense if...
Persistent link: https://www.econbiz.de/10009574887