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Re-engineering the ISAE manufacturing survey
Malgarini, Marco; Margani, Patrizia; Martelli, Bianca Maria - Volkswirtschaftliche Fakultät, … - 2005
classification, re-codified to obtain harmonized data for the Main Industrial Groups and total manufacturing. Size weights were used … weights, based on a four-stage method in which, firstly, the balance Ba,j for question a, firm j, is aggregated in each strata …, using the j-firm employees as weights; in the following stages, the result for each strata is progressively aggregated to …
Persistent link: https://www.econbiz.de/10011112045
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Vulnerability to asset-poverty in Sub-Saharan Africa
Echevin, Damien - Volkswirtschaftliche Fakultät, … - 2011
This paper presents a methodology to measure vulnerability to asset-poverty. Using repeated cross-section data, age cohort decomposition techniques focusing on second-order moments can be used to identify and estimate the variance of shocks on assets and, therefore, the probability of being poor...
Persistent link: https://www.econbiz.de/10009403459
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Acceptable Risk in a Portfolio Analysis
Steinbacher, Matjaz - Volkswirtschaftliche Fakultät, … - 2009
-order stochastic dominance is a key determinant of the decision-making, while second-order stochastic dominance is not, with the level …
Persistent link: https://www.econbiz.de/10005836468
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Spatial Comparisons of Poverty and Inequality in Living Standards in Malawi
Mussa, Richard - Volkswirtschaftliche Fakultät, … - 2010
The paper looks at poverty and inequality across areas in Malawi. The focus is on both monetary (consumption) and non monetary (health and education) dimensions of well being. Stochastic poverty dominance tests show that rural areas are poorer in the three dimensions regardless of poverty line...
Persistent link: https://www.econbiz.de/10008543013
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Stochastic optimal growth with a non-compact state space
Zhang, Yuzhe - Volkswirtschaftliche Fakultät, … - 2007
,W.A., Mirman, L., 1972. Optimal economic growth and uncertainty: the discounted case. Journal of Economic Theory 4, 479–513] by …
Persistent link: https://www.econbiz.de/10008530725
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Monotone Methods for Equilibrium Selection under Perfect Foresight Dynamics
Oyama, Daisuke; Takahashi, Satoru; Hofbauer, Josef - Volkswirtschaftliche Fakultät, … - 2003
This paper studies a dynamic adjustment process in a large society of forward-looking agents where payoffs are given by a normal form supermodular game. The stationary states of the dynamics correspond to the Nash equilibria of the stage game. It is shown that if the stage game has a monotone...
Persistent link: https://www.econbiz.de/10005621218
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Consistencia de la evaluación de desempeño de inversiones financieras: Pruebas de dominación estocástica versus índices media-varianza
Pinto, Cristian F.; Acuña, Andres A. - Volkswirtschaftliche Fakultät, … - 2011
In this paper we analize the consistency of financial indexes and the ordering of investments based on the mean-variance and the stochastic dominance (SD) approaches. We take 47 mutual funds from the Chilean financial market in order to compute several algorithms that enable us to verify...
Persistent link: https://www.econbiz.de/10009149429
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An optimal three-way stable and monotonic spectrum of bounds on quantiles: a spectrum of coherent measures of financial risk and economic inequality
Pinelis, Iosif - Volkswirtschaftliche Fakultät, … - 2013
A certain spectrum, indexed by a\in[0,\infty], of upper bounds P_a(X;x) on the tail probability P(X\geq x), with P_0(X;x)=P(X\geq x) and P_\infty(X;x) being the best possible exponential upper bound on P(X\geq x), is shown to be stable and monotonic in a, x, and X, where x is a real number and X...
Persistent link: https://www.econbiz.de/10011107455
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Make Almost Stochastic Dominance really Almost
Guo, Xu; Wong, Wing-Keung; Zhu, Lixing - Volkswirtschaftliche Fakultät, … - 2013
Leshno and Levy (2002) extend stochastic dominance (SD) theory to almost stochastic dominance (ASD) for {\it most …} decision makers. When comparing any two prospects, Guo, et al.\ (2013) find that there will be ASD relationship even there is …
Persistent link: https://www.econbiz.de/10011107819
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Poultry production and rural poverty among small-scale farmers in Mzimba District of Malawi
Assa, Maganga - Volkswirtschaftliche Fakultät, … - 2012
This paper evaluates the role of participating in poultry production on household income and rural poverty in Mzimba district, Malawi. The study utilizes cross-sectional farm level household data collected in 2011. The paper computes income-based poverty measures and investigates their...
Persistent link: https://www.econbiz.de/10011109419