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The method for simulation of labor market participation used in the LIMTIP models for Argentina, Chile, and Mexico is …
Persistent link: https://www.econbiz.de/10010318666
The quality of match of three statistical matches used in the LIMTIP estimates for Argentina, Chile, and Mexico is … 2006 Encuesta Caracteristización Socioeconómica Nacional (CASEN 2006) for Chile. The third match combines the 2008 Encuesta …
Persistent link: https://www.econbiz.de/10010286561
This study aims at examining the impact of Special Economic Zones (SEZs) on human development and poverty reduction in …
Persistent link: https://www.econbiz.de/10011807601
We study an innovative welfare program in Chile which combines a period of frequent home visits to households in … extreme poverty, with guaranteed access to social services. Program impacts are identified using a regression discontinuity …
Persistent link: https://www.econbiz.de/10011396722
Community based health insurance (CBHI) is more suited than alternate arrangements to providing health insurance to the low-income people living in developing countries. The universal health insurance scheme, launched recently by the Prime Minister of India, is only one of the forms that CBHI...
Persistent link: https://www.econbiz.de/10011807533
We propose a simple class of semiparametric multivariate GARCH models, allowing for asymmetric volatilities and time-varying conditional correlations. Estimates for time-varying conditional correlations are constructed by means of a convex combination of estimates for averaged correlations...
Persistent link: https://www.econbiz.de/10005858366
We provide a convenient econometric framework for the analysis of nonlinear dependence in financial applications. We introduce models with constrained nonparametric dependence, which specify the conditional distribution or the copula in terms of a one-dimensional functional parameter. Our...
Persistent link: https://www.econbiz.de/10005858519
The term structure of American interest rates is filtered to reduce the influence of cross correlations and auto correlations on its factors. A three-factor model is fitted to the filtered data. Contrary to most studies of the term structure on monthly data, performing statistical tests we...
Persistent link: https://www.econbiz.de/10005858553
In this paper we provide a convenient econometric framework for the analy-sis of nonlinear dependence in financial applications. We introduce models withconstrained nonparametric dependence, which specify the conditional distrib-ution or the copula in terms of a one-dimensional functional...
Persistent link: https://www.econbiz.de/10005858851
n this paper we analyse recovery rates on defaulted bonds using the Standard and Poors / PMD database for the years 1981-1999. Due to the specific nature of the data (observations lie within 0 and 1), we must rely on nonstandard econometric techniques. The recovery rate density is estimated...
Persistent link: https://www.econbiz.de/10005858909