Showing 1 - 10 of 125
Total Factor Productivity (TFP)is often used on the macro-economic level as an indicator of changes in efficiency of a country. In many transition economies TFP is seen to have been negative the last decade of the plan economy and starts increasing and become positive after a (quite a) few years...
Persistent link: https://www.econbiz.de/10011256958
The papers in this special issue of Mathematics and Computers in Simulation cover the following topics: improving …, globalization, and innovation: a general equilibrium simulation, whether exchange rates affect consumer prices: a comparative …
Persistent link: https://www.econbiz.de/10011256964
Total Factor Productivity (TFP)is often used on the macro-economic level as an indicator of changes in efficiency of a country. In many transition economies TFP is seen to have been negative the last decade of the plan economy and starts increasing and become positive after a (quite a) few years...
Persistent link: https://www.econbiz.de/10005137124
Adaptive Polar Sampling (APS) is proposed as a Markov chain Monte Carlo method for Bayesian analysis of models with ill … is applied to update the location and scale.<BR> Tested on a set of canonical models that feature near non …
Persistent link: https://www.econbiz.de/10005137171
assumptions on the underlying statistical distributions, a variety of analytical methods and simulation-based methods are … distribution specifications or historical and Monte Carlo simulation methods. Although these approaches to overall VaR estimation … simulation context.<BR> This paper tries to fill this gap by investigating these VaR concepts in a general distribution …
Persistent link: https://www.econbiz.de/10005144576
the underlying statistical distributions, a variety of analyticalmethods and simulation-based methods are available. Aside … orhistorical and Monte Carlo simulation methods. Although these approaches to overall VaR estimation have receivedsubstantial … and incremental VaR in either a non-normal analytical setting or a MonteCarlo / historical simulation context.This paper …
Persistent link: https://www.econbiz.de/10011256282
Adaptive Polar Sampling (APS) is proposed as a Markov chain Monte Carlomethod for Bayesian analysis of models with ill … the location and scale.Tested on a set of canonical models that feature nearnon-identifiability, strong correlation, and …
Persistent link: https://www.econbiz.de/10011256462
In the Netherlands auditors can be trained in a part-time educational track in which students combine working and studying or in a full-time educational track. The former training is relatively firm-specific whereas the latter training is relatively general. Applying human capital theory, we...
Persistent link: https://www.econbiz.de/10005504888
Accepted for the <I>Journal of the Royal Statistical Society Series A</A> (2014).<P> Attack and defense strengths of football teams vary over time due to changes in the teams of players or their managers. We develop a statistical model for the analysis and forecasting of football match results which are...</p></i>
Persistent link: https://www.econbiz.de/10011257186
Since the early nineties, the Dutch tax system allows for a tax-favored form of risk free savings through employer-sponsored savings plans (ESSPs). Under some conditions and up to a certain amount, the contributions to this planare tax-deductible, and the returns as well as the withdrawals are...
Persistent link: https://www.econbiz.de/10011257210