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Economic Determinants Of Development In World Economy I: 1920-2005. An Analysis of 165 Countries
BILDIRICI, Melike; SUNAL, Seçkin - In: Applied Econometrics and International Development 6 (2006) 3
Persistent link: https://www.econbiz.de/10005607499
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Monetary Policy Transmission and House Prices: European Cross Country Evidence
Carstensen, Kai; Hülsewig, Oliver; Wollmershäuser, Timo - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2009
This paper explores the importance of housing and mortgage market heterogeneity in 13 European countries for the transmission of monetary policy. We use a pooled VAR model which is estimated over the period 1995-2006 to generate impulse responses of key macroeconomic variables to a monetary...
Persistent link: https://www.econbiz.de/10011128103
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Distortion risk measures, ROC curves, and distortion divergence
Schumacher, Johannes M. - In: Statistics & Risk Modeling 35 (2018) 1-2, pp. 35-50
are used to describe the performance of parametrized test families in testing a simple null hypothesis against a simple … leads to a new interpretation of some well-known classes of distortion risk measures, and to a new notion of divergence …
Persistent link: https://www.econbiz.de/10014621262
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TESTING CONVERGENCE AND DIVERGENCE AMONG EU MEMBER STATES
Sorina, MIHUŢ Ioana; Mihaela, LUŢAS - In: Interdisciplinary Management Research 9 (2013), pp. 459-468
Convergence is considered to be a fundamental element of the current economic literature and at the same time of the macroeconomic system concentrating upon distribution of the revenues among states and upon the polarity and diff erences that characterize the modern economies. Relating...
Persistent link: https://www.econbiz.de/10010968917
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Explaining regional economic performance: An historical application of a dynamic multi-regional CGE model
Giesecke, James - In: Review of Economic Design 81 (2002) 2, pp. 247-278
="SmallCaps">federal-f) is used to identify the causes of the divergent growth performance of two Australian regional economies (Tasmania and the …
Persistent link: https://www.econbiz.de/10010994696
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A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model
Hernández-Bastida, Agustín; Fernández-Sánchez, M. - In: Statistical Methods and Applications 21 (2012) 4, pp. 391-409
In this paper we firstly develop a Sarmanov–Lee bivariate family of distributions with the beta and gamma as marginal distributions. We obtain the linear correlation coefficient showing that, although it is not a strong family of correlation, it can be greater than the value of this...
Persistent link: https://www.econbiz.de/10010998680
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Optimal Quantization of the Support of a Continuous Multivariate Distribution based on Mutual Information
Colin, Bernard; Dubeau, François; Khreibani, Hussein; … - In: Journal of Classification 30 (2013) 3, pp. 453-473
Based on the notion of mutual information between the components of a random vector, we construct, for data reduction reasons, an optimal quantization of the support of its probability measure. More precisely, we propose a simultaneous discretization of the whole set of the components of the...
Persistent link: https://www.econbiz.de/10010848620
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Mountains on the move: recent trends in national and EU-wide income dynamics in old and new EU Member States
Goedemé, Tim; Collado, Diego; Meeusen, Leen - Centrum voor Sociaal Beleid - Herman Deleeck, … - 2014
In European poverty research, poverty is usually measured with a poverty line defined as a percentage of the national median income. However, for grasping trends in social cohesion in the European Union (EU), and identifying options and pitfalls for social policy initiatives at the EU level,...
Persistent link: https://www.econbiz.de/10010849687
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What is the difference among the currencies of foreign exchange loans?
Kiss, Dr. Gábor Dávid; Schuszter, Tamás - In: Public Finance Quarterly 59 (2014) 2, pp. 187-207
Bank solvency is affected by currency fluctuations if foreign currency loans (FCL) are significant. Current paper analyzed the extremity of these fluctuations and the time-variance of the currency correlations in the case of the Hungarian Forint and Czech Koruna (as a control variable) against...
Persistent link: https://www.econbiz.de/10010886256
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Risk shocks and divergence between the Euro area and the US
Brand, Thomas; Tripier, Fabien - Centre d'études prospectives et d'informations … - 2014
-2009? To explain this divergence, we provide a structural interpretation of these episodes through the estimation of a business … idiosyncratic uncertainty in the financial sector, have played a crucial role in the divergence with the absence of risk reversal in … at the origin of the double-dip recession in the Euro area. A companion website is available at http://shiny.cepii.fr/risk-shocks-and-divergence. …
Persistent link: https://www.econbiz.de/10010902179