Narrow search
Showing 1 - 10 of 1,188
Cover Image
Bank deregulation, competition and economic growth : the US free banking experience
Ager, Philipp; Spargoli, Fabrizio - 2013
) leading to efficiency gains in the banking market. Our findings suggest that the more frequent bank failures occurring in a …
Persistent link: https://www.econbiz.de/10010227307
Cover Image
Accounting for technology heterogeneity in the measurement of persistent and transient inefficiency
Skevas, Ioannis - In: Economic modelling 137 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10014549231
Cover Image
Social Security, Demographic Trends, and Economic Growth : Theory and Evidence from the International Experience
Ehrlich, Isaac; Kim, Jinyoung - 2021
The worldwide problem with pay-as-you-go (PAYG) social security systems isn't just financial. This study indicates that these systems may have exerted adverse effects on key demographic factors, private savings, and long-term growth rates. Through a comprehensive endogenous-growth model where...
Persistent link: https://www.econbiz.de/10013227017
Cover Image
Inference for adaptive time series models : stochastic volatility and conditionally Gaussian state space form
Bos, Charles S.; Shephard, Neil G. - 2004
In this paper we replace the Gaussian errors in the standard Gaussian, linear state space model with stochastic volatility processes. This is called a GSSF-SV model. We show that conventional MCMC algorithms for this type of model are ineffective, but that this problem can be removed by...
Persistent link: https://www.econbiz.de/10011334849
Cover Image
Inference for adaptive time series models : stochastic volatility and conditionally Gaussian state space form
Bos, Charles S.; Shephard, Neil G. - 2004
Persistent link: https://www.econbiz.de/10001906792
Cover Image
The asymptotic null distribution of the Box-Pierce q-statistic for random variables with infinite variance : an application to German stock returns
Runde, Ralf - In: Journal of econometrics 78 (1997) 2, pp. 205-216
Persistent link: https://www.econbiz.de/10001219989
Cover Image
Unit roots and long-run causality : investigating the relationship between output, money and interest rates
Caporale, Guglielmo Maria - In: Economic modelling 15 (1998) 1, pp. 91-112
Persistent link: https://www.econbiz.de/10001247848
Cover Image
Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut - In: Journal of econometrics 81 (1997) 1, pp. 127-157
Persistent link: https://www.econbiz.de/10001336799
Cover Image
Transition Dynamics in Vintage Capital Models : Explaining the Postwar Catch-Up of Germany and Japan
Gilchrist, Simon; Williams, John C. - 2021
We consider a neoclassical interpretation of Germany and Japan's rapid postwar growth that relies on a catch … and investment, we are able to capture many of the key empirical properties of Germany and Japan's postwar transitions …
Persistent link: https://www.econbiz.de/10013230828
Cover Image
Total factor productivity and the Mongolian transition
Chessa, Antonio G.; Schouwstra, Marije C. - 2005
Total Factor Productivity (TFP)is often used on the macro-economic level as an indicator of changes in efficiency of a … increasing and become positive after a (quite a) few years of transition. Many authors conclude that this is a gain in efficiency … increases in efficiency. To investigate this, the mathematical properties of TFP are analysed in order to generate new insights …
Persistent link: https://www.econbiz.de/10011346474