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A Dynamic Analysis of Moving Average Rules
Chiarella, Carl; He, Tony; Hommes, Cars H. - Tinbergen Institute - 2005
The use of various moving average (MA) rules remains popular with financial market practitioners. These rules have recently become the focus of a number empirical studies, but there have been very few studies of financial market models where some agents employ technical trading rules of the type...
Persistent link: https://www.econbiz.de/10005136922
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A Dynamic Analysis of Moving Average Rules
Chiarella, Carl; He, Tony; Hommes, Cars H. - Tinbergen Instituut - 2005
The use of various moving average (MA) rules remains popular with financial market practitioners. These rules have recently become the focus of a number empirical studies, but there have been very few studies of financial market models where some agents employ technical trading rules of the type...
Persistent link: https://www.econbiz.de/10011256308
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National and International Income Dispersion and Aggregate Expenditures
Fillat, Carmen; Francois, Joseph - Tinbergen Instituut - 2004
consumption-pattern based inequality index that summarizes the projection of inequality through expenditure patterns. Estimation … a significant relationship between representative consumption and cross-country demand patterns. …
Persistent link: https://www.econbiz.de/10011255538
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National and International Income Dispersion and Aggregate Expenditures
Fillat, Carmen; Francois, Joseph - Tinbergen Institute - 2004
consumption-pattern based inequality index that summarizes the projection of inequality through expenditure patterns. Estimation … a significant relationship between representative consumption and cross-country demand patterns. …
Persistent link: https://www.econbiz.de/10005144560
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Why the Rich drink more but smoke less: The Impact of Wealth on Health Behaviors
Kippersluis, Hans van; Galama, Titus J. - Tinbergen Instituut - 2013
consumption. The health cost increases with wealth and the degree of unhealthiness, leading wealthier individuals to consume more …This discussion paper resulted in the publication 'Wealth and Health Behavior: Testing the Concept of a Health Cost … wealth groups. …
Persistent link: https://www.econbiz.de/10011256703
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Idiosyncratic Labour Income Risk and Aggregate Consumption: an Unobserved Component Approach
Pozzi, Lorenzo - Tinbergen Institute - 2007
consumption changes in the US over the period 1952-2001. Theoretically, the effect of labour income risk on consumption changes is … consumption changes. A more important part of aggregate consumption changes is explained by the unobserved component. The …
Persistent link: https://www.econbiz.de/10005209435
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House Prices, Second Mortgages and Household Savings; An Empirical Investigation for the Netherlands, 1987-1994
Rouwendal, Jan; Alessie, Rob - Tinbergen Institute - 2002
Since the beginnings of the eighties house prices in the Netherlands have increased steadily and considerably. In this paper we study the effect of this development on the demand for second mortgages and on the savings of Dutch households. We use the data of the Dutch socio-economic panel for...
Persistent link: https://www.econbiz.de/10005144443
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Idiosyncratic Labour Income Risk and Aggregate Consumption: an Unobserved Component Approach
Pozzi, Lorenzo - Tinbergen Instituut - 2007
consumption changes in the US over the period 1952-2001. Theoretically, the effect of labour income risk on consumption changes is … consumption changes. A more important part of aggregate consumption changes is explained by the unobserved component. The …
Persistent link: https://www.econbiz.de/10011256286
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House Prices, Second Mortgages and Household Savings; An Empirical Investigation for the Netherlands, 1987-1994
Rouwendal, Jan; Alessie, Rob - Tinbergen Instituut - 2002
Since the beginnings of the eighties house prices in the Netherlands haveincreased steadily and considerably. In this paper we study the effect of this developmenton the demand for second mortgages and on the savings of Dutch households. We use the dataof the Dutch socio-economic panel for the...
Persistent link: https://www.econbiz.de/10011256325
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Health and Inequality
O'Donnell, Owen; Doorslaer, Eddy Van; Ourti, Tom Van - Tinbergen Instituut - 2013
inequality and is itself a product of that inequality. The evidence supports a significant and substantial impact of ill … makes to income inequality. Variation in exposure to health risks early in life is a potentially important mechanism through … which health may generate, and possibly sustain, economic inequality. If material advantage can be excercised within the …
Persistent link: https://www.econbiz.de/10011257494