Similar Search Results

A Model of Inventory Holdings with Empirical Application to Canadian Manufacturing Industries

Montmarquette, C. - Département de Sciences Économiques, Université de … - 1974

Persistent link: https://www.econbiz.de/10005353475

Information As Substitute for Inventories

Dudley, L.; Lasserre, P. - Département de Sciences Économiques, Université de … - 1986

In Recent Years, the Ratio of Inventories to Sales in North America Manufacturing Has Fallen Without the Offsetting … That in the Face of Falling Relative Costs of Communications, Firms Will Substitute Information for Inventories, Thereby … Communications and Inventories Are Therefore Determined Simultaneously Is Tested with Data on Canadian Inventories and on …

Persistent link: https://www.econbiz.de/10005729795

Cycles and Seasonais in Inventories: Another Look At Non-Stationarity and Induced Seasonality

Ghysels, E. - Département de Sciences Économiques, Université de … - 1987

of Shipments, Inventories Nd Industrial Production Series Within the Same Industry and 3) the Characterization of Non …

Persistent link: https://www.econbiz.de/10005545697

Scaling Models for the Severity and Frequency of External Operational Loss Data

Dahen, Hela; Dionne, Georges - Centre Interuniversitaire sur le Risque, les Politiques … - 2007

According to Basel II criteria, the use of external data is absolutely indispensable to the implementation of an advanced method for calculating operational capital. This article investigates how the severity and frequencies of external losses are scaled for integration with internal data. We...

Persistent link: https://www.econbiz.de/10005015229

What about Underevaluating Operational Value at Risk in the Banking Sector?

Dionne, Georges; Dahen, Hela - Centre Interuniversitaire sur le Risque, les Politiques … - 2007

The objective of this article is to develop a precise and rigorous measurement of a bank's operational VaR. We compare our model to the standard model frequently used in practice. This standard model is constructed based on lognormal and Poisson distributions which do not take into account any...

Persistent link: https://www.econbiz.de/10005015289

Multidimensional Poverty Dominance: Statistical Inference and an Application to West Africa

Batana, Yélé Maweki; Duclos, Jean-Yves - Centre Interuniversitaire sur le Risque, les Politiques … - 2008

This paper tests for robust multidimensional poverty comparisons across six countries of the West African Economic and Monetary Union (WAEMU). Two dimensions are considered, nutritional status and assets. The estimation of the asset index is based on two factorial analysis methods. The first...

Persistent link: https://www.econbiz.de/10005015291

Organizational Design of R&D Activities.

Ambec, S.; Poitevin, M. - Centre Interuniversitaire de Recherche en Économie … - 2001

This paper addresses the question of whether R&D should be carried out by an independent research unit to be produced in-house by the firm marketing the innovation.

Persistent link: https://www.econbiz.de/10005353073

Comparing Multidimensional Poverty with Qualitative Indicators of Well-Being

Batana, Yélé Maweki; Duclos, Jean-Yves - Centre Interuniversitaire sur le Risque, les Politiques … - 2010

This paper examines multidimensional stochastic dominance when one of the indicators of well-being, such as household size or place of residence, is qualitative. It also uses a test for strict dominance based on the empirical likelihood ratio. Empirical applications are based on the DHS...

Persistent link: https://www.econbiz.de/10008630015

Provider Competition in a Dynamic Setting

Allard, Marie; Léger, Pierre Thomas; Rochaix, Lise - Institut d'Économie Appliquée, HEC Montréal (École … - 2004

In this paper, we examine provider and patient behaviour where effort is non-contractible and where competition between providers is modeled in an explicit way. More specifically, we construct a model where physicians repeatedly compete for patients and where patients’ outside options are...

Persistent link: https://www.econbiz.de/10005784555

Quadratic M-Estimators for ARCH-Type Processes

MEDDAHI, Nour; RENAULT, Éric - Département de Sciences Économiques, Université de … - 1998

This paper addresses the issue of estimating semiparametric time series models specified by their conditional mean and conditional variance. We stress the importance of using joint restrictions on the mean and variance. This leads us to take into account the covariance between the mean and the...

Persistent link: https://www.econbiz.de/10005729782