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Forecasting the South African Economy : A DSGE-VAR Approach

Liu, G.; Gupta, R.; Schaling, E. - Tilburg University, Center for Economic Research - 2008

Journal of Economic Literature Classification: E17, E27, E32, E37, E47

Persistent link: https://www.econbiz.de/10011092262

Bank Competition and Stability : Cross-country Heterogeneity (Revised version of CentER DP 2011-080)

Beck, Thorsten; De Jonghe, Olivier; Schepens, G. - Tilburg University, Center for Economic Research - 2012

Abstract: This paper documents large cross-country variation in the relationship between bank competition and bank stability and explores market, regulatory and institutional features that can explain this variation. We show that an increase in competition will have a larger impact on banks’...

Persistent link: https://www.econbiz.de/10011090475

Cognitive Procedures and Hyperbolic Discounting

Nir, A. - Tilburg University, Center for Economic Research - 2004

"Hyperbolic discount functions are characterized by a relatively high discount rate over short horizons and a relatively low discount rate over long horizons" (Laibson 1997).We suggest two cognitive procedures where individuals perceive future utility as decreasing at a decreasing rate as a...

Persistent link: https://www.econbiz.de/10011090635

Two-Step Sequential Sampling

Moors, J.J.A.; Strijbosch, L.W.G. - Tilburg University, Center for Economic Research - 2000

Deciding upon the optimal sample size in advance is a difficult problem in general. Often, the investigator regrets not having drawn a larger sample; in many cases additional observations are done. This implies that the actual sample size is no longer deterministic; hence, even if all sample...

Persistent link: https://www.econbiz.de/10011091204

Unbiased Tail Estimation by an Extension of the Generalized Pareto Distribution

Beirlant, J.; Joossens, E.; Segers, J. - Tilburg University, Center for Economic Research - 2005

AMS classifications: 62G20; 62G32;

Persistent link: https://www.econbiz.de/10011092196

Relationships as Commitment Devices : Strategic Silence

Nir, A. - Tilburg University, Center for Economic Research - 2004

People who understand self-control problems can devise mechanisms to overcome them.In this paper, we discuss how relationships can help individuals overcome their selfcontrol problems by creating a tradeoff between desired present procrastination and undesired future procrastination.Threatening...

Persistent link: https://www.econbiz.de/10011092398

Two-step estimation of simultaneous equation panel data models with censored endogenous variables

Vella, F.; Verbeek, M.J.C.M. - Tilburg University, Center for Economic Research - 1994

This paper presents some two-step estimators for a wide range of parametric panel data models with censored endogenous … variables and sample selection bias. Our approach is to derive estimates of the unobserved heterogeneity responsible for the … endogeneity/selection bias to include as additional explanatory variables in the primary equation. These are obtained through a …

Persistent link: https://www.econbiz.de/10011090331

Separating Moral Hazard from Adverse Selection in Automobile Insurance : Longitudinal Evidence from France

Dionne, G.; Michaud, P.C.; Dahchour, M. - Tilburg University, Center for Economic Research - 2004

distinguish from adverse selection using a multivariate dynamic panel data model.Experience rating appears to lead high risk …

Persistent link: https://www.econbiz.de/10011090444

One-Step Robust Estimation of Fixed-Effects Panel Data Models

Cizek, Pavel; Aquaro, M. - Tilburg University, Center for Economic Research - 2010

The panel-data regression models are frequently applied to micro-level data, which often suffer from data contamination …, there are only a few robust estimation methods available for fixed-effect panel data. Aiming at estimation under weak moment …

Persistent link: https://www.econbiz.de/10011090448

The nonresponse bias in the analysis of the determinants of total annual expenditures of households based on panel data

Nijman, Theo; Verbeek, M.J.C.M. - Tilburg University, Center for Economic Research - 1989

Persistent link: https://www.econbiz.de/10011090534