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Investment under Risk with Discrete and Continuous Assets
Elbers, Chris; Gunning, Jan Willem; Vigh, Melinda - Tinbergen Instituut - 2009
variables. This class contains a variety of models that are useful for modeling intertemporal household decisions under risk …
Persistent link: https://www.econbiz.de/10011256814
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A Comparison of Marginal Likelihood Computation Methods
Bos, Charles S. - Tinbergen Instituut - 2002
In a Bayesian analysis, different models can be compared on the basis of theexpected or marginal likelihood they attain. Many methods have been devised to compute themarginal likelihood, but simplicity is not the strongest point of most methods. At the sametime, the precision of methods is often...
Persistent link: https://www.econbiz.de/10011255796
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Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk
Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van - Tinbergen Instituut - 1999
applied within a Bayesian analysisof a GARCH-mixture model which is used for the evaluation of theValue-at-Risk of the return …
Persistent link: https://www.econbiz.de/10011256462
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An Alternative Bayesian Approach to Structural Breaks in Time Series Models
Hauwe, Sjoerd van den; Paap, Richard; Dijk, Dick J.C. van - Tinbergen Instituut - 2011
We propose a new approach to deal with structural breaks in time series models. The key contribution is an alternative dynamic stochastic specification for the model parameters which describes potential breaks. After a break new parameter values are generated from a so-called baseline prior...
Persistent link: https://www.econbiz.de/10011257521
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Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling
Hoogerheide, Lennart; Dijk, Herman K. van - Tinbergen Instituut - 2008
(2), 231-247.<P> An efficient and accurate approach is proposed for forecasting Value at Risk [VaR] and Expected Shortfall [ES …
Persistent link: https://www.econbiz.de/10011256664
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Risk, Balanced Skills and Entrepreneurship
Hsieh, Chihmao; Parker, Simon C.; Praag, C. Mirjam van - Tinbergen Instituut - 2011
This paper proposes that risk aversion encourages individuals to invest in balancedskill profiles, making them more … the impactsboth of risk aversion and balanced skills on the likelihood individuals chooseentrepreneurship. Data on Dutch … university graduates provides evidence which supportsthis contention. It thereby raises the possibility that even risk …
Persistent link: https://www.econbiz.de/10011255496
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Limitations on De-collectivisation in Central European Agriculture
Bezemer, Dirk J. - Tinbergen Instituut - 2000
Following formal privatisation of farm land and assets in CentralEurope, the change in agriculturalproduction structures has been both more limited and different thanwas initially expected. In this paper, thetheoretical reasons underlying those expectations are reviewed. Analternative...
Persistent link: https://www.econbiz.de/10011256214
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Russian Reforms: the Return of the Peasant?
Bezemer, Dirk J. - Tinbergen Instituut - 1999
Russian agriculture in transition (1991-1998) was characterised by a production collapse due to aloss in quality and quantity of acreage, disinvestments, falling purchasingpower, and increasedimports. Neither traditional agriculture nor the nascent family farm sector havebeen able to ensure...
Persistent link: https://www.econbiz.de/10011256456
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Do Organic Inputs in African Subsistence Agriculture Raise Productivity? Evidence from Plot Data of Malawi Household Surveys
Zant, Wouter - Tinbergen Instituut - 2014
We exploit plot data from the agricultural module of the third Malawi Integrated Household Survey (IHS-3) to investigate how organic cultivation techniques contribute to productivity of non-subsidized local maize and what to expect from using organic inputs on a larger scale. We approximate...
Persistent link: https://www.econbiz.de/10011256742
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On the Timing of Marriage, Cattle and Weather Shocks
Hoogeveen, Hans; Klaauw, Bas van der; Lomwel, Gijsbert van - Tinbergen Instituut - 2004
This discussion paper resulted in an article in 'Economic Development and Cultural Change', 2011, 60, 121-154. <P> In this paper we focus on the timing of marriages of women, whose marriages are associated with bride wealth payments, which are transfers from (the family of) the groom to the bride's...</p>
Persistent link: https://www.econbiz.de/10011256857