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A discrete choice model of dividend reinvestment plans: Classification and prediction

Boehm, Thomas P.; DeGennaro, Ramon P. - 2007

We study 852 companies with dividend reinvestment plans in 1999 matched by total assets to 852 companies without such plans. We use discrete choice methods to predict the classification of these companies. We interpret the misclassified companies as being likely to switch their plan status. That...

Persistent link: https://www.econbiz.de/10010292321

Price Clustering in the FX Market: A Disaggregate Analysis using Central Bank Interventions

Fischer, Andreas - 2004

Price clustering is a well-documented regularity of foreign exchange transactions. In this paper, I present new … empirical evidence of price clustering for central bank interventions. A feature of the price clustering in Swiss National Bank … (SNB) transactions is market dependency. Evidence of clustering in the broker market is considerably smaller than in the …

Persistent link: https://www.econbiz.de/10011430050

Investigating asymmetries in the bank lending channel. An analysis using Austrian banks' balance sheet data

Fruehwirth-Schnatter, Sylvia; Kaufmann, Sylvia - 2003

In the present paper we use a balanced bank panel data set to obtain an inference on two dimensions of the asymmetric response of bank lending to interest rate changes. The cross-sectional dimension is captured by group-specific parameters whereby each bank's group membership is estimated along...

Persistent link: https://www.econbiz.de/10013370002

Is economics a house divided? Analysis of citation networks

Önder, Ali Sina; Terviö, Marko - 2013

We investigate divisions within the citation network in economics using citation data between 1990 and 2010. We consider all partitions of top institutions into two equal-sized clusters, and pick the one that minimizes cross-cluster citations. The strongest division is much stronger than could...

Persistent link: https://www.econbiz.de/10010321412

Evaluating Ensemble Density Combination - Forecasting GDP and Inflation

Gerdrup, Karsten R.; Jore, Anne Sofie; Smith, Christie; … - 2009

Forecast combination has become popular in central banks as a means to improve forecasts and to alleviate the risk of selecting poor models. However, if a model suite is populated with many similar models, then the weight attached to other independent models may be lower than warranted by their...

Persistent link: https://www.econbiz.de/10012143724

The Role of Education and Income Inequality on Environmental Quality. A Panel Data Analysis of the EKC Hypothesis on OECD

Maranzano, Paolo; Bento, Joao Paulo Cerdeira; Manera, Matteo - 2021

evolution of income inequality and clustering techniques to feature the annual value of the Gini Index on disposable income from …

Persistent link: https://www.econbiz.de/10012501726

Being born under adverse economic conditions leads to a higher cardiovascular mortality rate in life: Evidence based on inidviduals born at different stages of the business cycle

van den Berg, Gerard J.; Doblhammer-Reiter, Gabriele; … - 2008

the cancer-specific mortality rate. From variation within and between monozygotic and dizygotic twin pairs born under …

Persistent link: https://www.econbiz.de/10010273979

The long-term effects of hospitalization on health care expenditures: An empirical analysis for the young-old population

Torrini, Irene; Lucifora, Claudio; Russo, Antonio - 2022

We investigate the short- and long-term effects of hospitalization on different types of health care expenditures (HCE). A dynamic DID model with variation in treatment timing is specied and estimated using register data of individuals aged 50-70 residing in Milan, Italy, and observed over the...

Persistent link: https://www.econbiz.de/10014550266

Dread and Risk Elimination Premium for the Value of a Statistical Life

Olofsson, Sara; Gerdtham, Ulf-G.; Hultkrantz, Lars; … - 2016

involved. It has been argued that cancer should be considered a "dread disease", which supports the use of a "cancer premium …". The objective of this study is to elicit the existence and size of a cancer premium (for pancreatic cancer and multiple …-76 %) for cancer was found in relation to road traffic accidents, but not in relation to ALS and sudden cardiac arrest. The …

Persistent link: https://www.econbiz.de/10013208765

Measuring the End of Life Premium in Cancer using Individual ex ante Willingness to Pay

Olofsson, Sara; Gerdtham, Ulf-G.; Hultkrantz, Lars; … - 2016

. The objective of this study is to elicit the existence and size of an EoL premium in cancer. Data was collected from 509 …. The value of a QALY at EoL in cancer was between €275,000 and €440,000, which is higher than the thresholds applied by … showed scale sensitivity. Thus this study supports an EoL premium in cancer when expected remaining lifetime is short. …

Persistent link: https://www.econbiz.de/10013208766