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The Transition to Post-Industrial BMI Values Among Us Children
Komlos, John - 2010
lt;script type=quot;text/javascriptquot; src=quot;https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.1/MathJax.js?config=AM_HTMLorMML-fullquot;gt;lt;/scriptgt;In our opinion, the trend in the BMI values of US children has not been estimated accurately. We use five models to estimate the BMI...
Persistent link: https://www.econbiz.de/10012759439
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An Evaluation of the CPI Indexes for Prescription Drugs
Bosworth, Barry - 2018
The prescription drug component of the Consumer Price Index (CPI measures recent and past drug price changes, and …
Persistent link: https://www.econbiz.de/10012929587
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Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets
Aragon, George O. - 2018
The VIX index is not traded on the spot market. Hence, in contrast to other futures markets, the VIX futures contract … and spot index are not linked by a no-arbitrage condition. We examine (a) whether predictability in the VIX index carries …
Persistent link: https://www.econbiz.de/10012919860
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An Index of Global Economic Policy Uncertainty
Davis, Steven J. - 2016
Building on Baker, Bloom and Davis (2016), I construct a monthly index of Global Economic Policy Uncertainty (GEPU …) from January 1997. The GEPU Index is a GDP-weighted average of national EPU indices for 16 countries that account for two …-thirds of global output. Each national EPU index reflects the relative frequency of own-country newspaper articles that contain …
Persistent link: https://www.econbiz.de/10012981099
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Benchmarking the Returns to Venture
Woodward, Susan E. - 2004
We describe a new index of the current and historical returns to venture-type capital. The conceptual basis for the … index is the value of a continuously reinvested value-weighted portfolio of all venture-backed and similar pre …-public companies. It provides a metric for private equity comparable to the Samp;P 500 for public equity. We build the index from …
Persistent link: https://www.econbiz.de/10012785970
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Measuring Real Consumption and CPI Bias Under Lockdown Conditions
Diewert, Erwin - 2020
Millions of goods and services are now unavailable in many countries due to the current coronavirus pandemic, dramatically impacting on the construction of key economic statistics used for informing policy. This situation is unprecedented; hence methods to address it have not previously been...
Persistent link: https://www.econbiz.de/10012833756
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Measuring Technological Innovation Over the Long Run
Kelly, Bryan T. - 2018
We use textual analysis of high-dimensional data from patent documents to create new indicators of technological innovation. We identify significant patents based on textual similarity of a given patent to previous and subsequent work: these patents are distinct from previous work but are...
Persistent link: https://www.econbiz.de/10012907760
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Private Equity Indices Based on Secondary Market Transactions
Boyer, Brian H. - 2018
Measuring the performance of private equity investments (buyout and venture) has historically only been possible over long horizons because the IRR on a fund is only observable following the fund's final distribution. We propose a new approach to evaluating performance using actual prices paid...
Persistent link: https://www.econbiz.de/10012908484
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Investing in the Presence of Massive Flows : The Case of MSCI Country Reclassifications
Burnham, Terence - 2017
standalone market indexes. Reclassifications from one index to another require thousands of investors to decide how to react. We … substantially overshoot between the announcement and effective dates—prices fall when a market moves from an index with more …
Persistent link: https://www.econbiz.de/10012952509
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Corruption and Reform : An Introduction
Glaeser, Edward L.; Goldin, Claudia - 2009
developing nation today. We construct a "corruption and fraud index" using word counts from a large number of newspapers for 1815 … to 1975, supplemented with other historical facts. The index reveals that America experienced a substantial decrease in … the "corruption and fraud index" is about five times its level from the end of the Progressive Era to the 1970s. If the …
Persistent link: https://www.econbiz.de/10014069640