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Price Effects of Sovereign Debt Auctions in the Euro-zone: The Role of the Crisis
Beetsma, Roel; Giuliodori, Massimo; Jong, Frank de; … - Tinbergen Instituut - 2013
Exploring the period since the inception of the euro, we show that secondary-market yields on Italian public debt increase in anticipation of auctions of new issues and decrease after the auction, while no or a smaller such effect is present for German public debt. However, these yield movements...
Persistent link: https://www.econbiz.de/10011255665
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Just how Good are the Top Three Journals in Finance? An Assessment based on Quantity and Quality Citations
Chang, Chia-Lin; McAleer, Michael - Tinbergen Instituut - 2014
The paper is concerned with ranking academic journal quality and research impact in Finance, based on the widely … journals in the ISI category of “Business – Finance” using quantifiable Research Assessment Measures (RAMs). The analysis … the 89 ISI journals in Finance makes it clear that there are three leading journals in Finance, namely Journal of Finance …
Persistent link: https://www.econbiz.de/10011257606
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Generalized Dynamic Panel Data Models with Random Effects for Cross-Section and Time
Mesters, Geert; Koopman, Siem Jan - Tinbergen Instituut - 2012
This paper resulted in a publication in the <I>Journal of Econometrics</I> (2014). Volume 180, pages 127-140.<P> An exact maximum likelihood method is developed for the estimation of parameters in a nonlinear non-Gaussian dynamic panel data model with unobserved random individual-specific and time-varying...</p></i>
Persistent link: https://www.econbiz.de/10011256778
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Combining Panel Data Sets with Attrition and Refreshment Samples
Hirano, Keisuke; Imbens, Guido W.; Ridder, Geert; … - Tinbergen Instituut - 1998
This discussion paper resulted in a publication in <I>Econometrica</I> (2001). Volume 69, issue 6, pages 1645-1659.<P> With panel data important issues can be resolved that can not beaddressed with cross--sectional data. A major drawback is that paneldata suffer from more severe missing data problems....</p></i>
Persistent link: https://www.econbiz.de/10011256809
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An Econometric Analysis of the Mental-health Effects of Major Events in the Life of Elderly Individuals
Lindeboom, Maarten; Portrait, France; Berg, Gerard J. … - Tinbergen Instituut - 2001
Major events in the life of an elderly individual, such as retirement, a significant decrease in income, death of the spouse, disability, and a move toa nursing home, may affect the mental health status of the individual. Forexample, the individual may enter a prolonged depression. We...
Persistent link: https://www.econbiz.de/10011256960
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Continuous-Time Modelling with Spatial Dependence
Oud, Johan H.L.; Folmer, Henk; Patuelli, Roberto; … - Tinbergen Instituut - 2011
This discussion paper led to an article in <I>Geographical Analysis</I> (2012). Volume 44, issue 1, pages 29-46.<P> (Spatial) panel data are routinely modelled in discrete time (DT). However, there are compelling arguments for continuous time (CT) modelling of (spatial) panel data. Particularly, most...</p></i>
Persistent link: https://www.econbiz.de/10011257042
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Product and Labor Market Imperfections and Scale Economies: Micro-Evidence on France, Japan and the Netherlands
Dobbelaere, Sabien; Kiyota, Kozo; Mairesse, Jacques - Tinbergen Instituut - 2013
Allowing for three labor market settings (perfect competition or right-to-manage bargaining, efficient bargaining and monopsony), this paper relies on an extension of Hall's econometric framework for estimating simultaneously price-cost margins and scale economies. Using an unbalanced panel of...
Persistent link: https://www.econbiz.de/10011257098
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Panel Data Estimates of the Production Function and Product and Labor Market Imperfections
Dobbelaere, Sabien; Mairesse, Jacques - Tinbergen Instituut - 2009
This discussion paper resulted in a publication in the <I>Journal of Applied Econometrics</I>, 2013, 28(1), 1-46. 10.1002/jae.1256 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...</i>
Persistent link: https://www.econbiz.de/10011257250
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US and European Household Debt and Credit Constraints
Crook, Jonathan; Hochguertel, Stefan - Tinbergen Instituut - 2007
This paper uses micro data from four OECD countries (the United States, Spain, Italy, and the Netherlands), to assess the determinants of household debt holding and to investigate whether or not credit constraints are important for household debt holding. We extend the existing literature in...
Persistent link: https://www.econbiz.de/10011257319
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Measurement of Horizontal Inequity in Health Care Utilisation using European Panel Data
d'Uva, Teresa Bago; Jones, Andrew M.; Doorslaer, Eddy van - Tinbergen Instituut - 2007
Measurement of inequity in health care delivery has focused on the extent to which health care utilisation is or is not distributed according to need, irrespective of income. Studies using cross-sectional data have proposed various ways of measuring and standardizing for need, but inevitably...
Persistent link: https://www.econbiz.de/10011257403