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Forecasting aggregate productivity using information from firm-level data

Bartelsman, Eric J.; Wolf, Zoltán - 2009

This paper contributes to the productivity literature by using results from firm-level productivity studies to improve forecasts of macro-level productivity growth. The paper employs current research methods on estimating firm-level productivity to build times-series components that capture the...

Persistent link: https://www.econbiz.de/10011378362

Forecasting aggregate productivity using information from firm-level data

Bartelsman, Eric J.; Wolf, Zoltán - 2009

Persistent link: https://www.econbiz.de/10003851120

Technological inefficiency and the skewness of the error component in stochastic frontier analysis

Carree, Martin Anthony - 2002

This paper concentrates on negatively skewed one-sided distributions as an explanation of the occurrence of positive (negative) skewness in the case of stochastic production (cost) frontieranalysis. It takes as example the binomial distribution that can have negative or positive skewand derives...

Persistent link: https://www.econbiz.de/10011326413

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

Panel data estimates of the production function and product and labor market imperfections

Dobbelaere, Sabien; Mairesse, Jacques - 2010

Embedding the efficient bargaining model into the R. Hall (1988) approach for estimating price-cost margins shows that both imperfections in the product and labor markets generate a wedge between factor elasticities in the production function and their corresponding shares in revenue. This...

Persistent link: https://www.econbiz.de/10011377461

Capital-energy substitution and shifts in factor demand : a meta-analysis

Koetse, Mark J.; Groot, Henri L. F. de; Florax, Raymond … - 2006

This paper presents results of a meta-regression analysis on empirical estimates of capital-energy substitution. Theoretically it is clear that a distinction should be made between Morishima substitution elasticities and cross-price elasticities. The former represent purely technical...

Persistent link: https://www.econbiz.de/10011349193

A flexible predictive density combination model for large financial data sets in regular and crisis periods

Casarin, Roberto; Ravazollo, Francesco; Grassi, Stefano; … - 2022

A flexible predictive density combination model is introduced for large financial data sets which allows for dynamic weight learning and model set incompleteness. Dimension reduction procedures allocate the large sets of predictive densities and combination weights to relatively small sets....

Persistent link: https://www.econbiz.de/10012816959

A Bayesian dynamic compositional model for large density combinations in finance

Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2021

A Bayesian dynamic compositional model is introduced that can deal with combining a large set of predictive densities. It extends the mixture of experts and the smoothly mixing regression models by allowing for combination weight dependence across models and time. A compositional model with...

Persistent link: https://www.econbiz.de/10012431874

Bayes estimates of multimodal density features using DNA and Economic Data

Basturk, Nalan; Hoogerheide, Lennart; Dijk, Herman K. van - 2021

In several scientific fields, like bioinformatics, financial and macro-economics, important theoretical and practical issues exist that involve multimodal data distributions. We propose a Bayesian approach using mixtures distributions to approximate accurately such data distributions. Shape and...

Persistent link: https://www.econbiz.de/10012431876

A flexible predictive density combination for large financial data sets in regular and crisis periods

Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2022

A flexible predictive density combination is introduced for large financial data sets which allows for model set incompleteness. Dimension reduction procedures that include learning allocate the large sets of predictive densities and combination weights to relatively small subsets. Given the...

Persistent link: https://www.econbiz.de/10013332662

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