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Modelling household finances : a Bayesian approach to a multivariate two-part model
Brown, Sarah; Ghosh, Pulak; Su, Li; Taylor, Karl - In: Journal of empirical finance 33 (2015), pp. 190-207
Persistent link: https://www.econbiz.de/10011556870
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Household finances and social interaction : Bayesian analysis of household panel data
Brown, Sarah; Ghosh, Pulak; Taylor, Karl - 2014
types of debt and financial assets held conditional on holding the different types of debt and assets. The analysis suggests … amounts of both debt (unsecured and secured) and assets (property and non-housing), even after conditioning on the probability … the household balance sheet, i.e. liabilities and assets. Additionally, we allow the influence of social interaction on …
Persistent link: https://www.econbiz.de/10010380024
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Impact of economic freedom on corruption revisited in ASEAN countries : a Bayesian hierarchical mixed-effects analysis
Nguyen Ngoc Thach; Bui Hoang Ngoc - In: Economies : open access journal 9 (2021) 1/3, pp. 1-16
Conceptual and applied studies assessing the linkage between economic freedom and corruption expect that economic freedom boosts economic growth, improves income, and reduces levels of corruption. However, most of them have concentrated on developed and developing groups, while the Association...
Persistent link: https://www.econbiz.de/10012422266
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Impact of Economic Freedom on Corruption Revisited in ASEAN Countries : A Bayesian Hierarchical Mixed-Effects Analysis
Nguyen Ngoc, Thach; Ngoc, Bui Hoang - 2022
Conceptual and applied studies assessing the linkage between economic freedom and corruption expect that economic freedom boosts economic growth, improves income, and reduces levels of corruption. However, most of them have concentrated on developed and developing groups, while Association of...
Persistent link: https://www.econbiz.de/10014242286
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Who is saving privately for retirement and how much? : new evidence for Germany
Metzger, Christoph - 2015
Due to demographic change the replacement rates of the German statutory pension scheme will decrease over the next decades. Voluntary savings for retirement will therefore gain more and more relevance in order to maintain one’s standard of living during retirement. This article examines the...
Persistent link: https://www.econbiz.de/10010517686
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Combination of linear discriminant analysis and expert opinion for the construction of credit rating models : the case of SMEs
Habachi, Mohamed; Benbachir, Saâd - In: Cogent business & management 6 (2019), pp. 1-34
The construction of an internal rating model is the main task for the bank in the framework of the IRB-foundation approach the fact that it is necessary to determine the probability of default by rating class. As a result, several statistical approaches can be used, such as logistic regression...
Persistent link: https://www.econbiz.de/10012622026
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Full Bayesian inference for asymmetric Garch models with student-t innovations
Fonseca, Thaís C. O. da; Cerqueira, Vinícius dos Santos; … - 2016
In this work, we consider modeling the past volatilities through an asymmetric generalised autoregressive conditional heteroskedasticity (Garch) model with heavy tailed sampling distributions. In particular, we consider the Student-t model with unknown degrees of freedom and indicate how it may...
Persistent link: https://www.econbiz.de/10012059451
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The Bayesian approach to capital allocation at operational risk : a combination of statistical data and expert opinion
Habachi, Mohamed; Benbachir, Saâd - In: International Journal of Financial Studies : open … 8 (2020) 1/9, pp. 1-24
Operational risk management remains a major concern for financial institutions. Indeed, institutions are bound to manage their own funds to hedge this risk. In this paper, we propose an approach to allocate one's own funds based on a combination of historical data and expert opinion using the...
Persistent link: https://www.econbiz.de/10012168944
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Household Finances and Social Interaction : Bayesian Analysis of Household Panel Data
Brown, Sarah - 2014
of debt and financial assets held conditional on holding the different types of debt and assets. The analysis suggests … amounts of both debt (unsecured and secured) and assets (property and non-housing), even after conditioning on the probability … the household balance sheet, i.e. liabilities and assets. Additionally, we allow the influence of social interaction on …
Persistent link: https://www.econbiz.de/10013051017
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Understanding the Impact of Microcredit Expansions : A Bayesian Hierarchical Analysis of 7 Randomised Experiments
Meager, Rachael - 2015
Bayesian hierarchical models serve as a standard methodology for aggregation and synthesis, used widely in statistics and other disciplines. I use this framework to aggregate the data from seven randomised experiments of expanding access to microcredit, assessing both the general impact of the...
Persistent link: https://www.econbiz.de/10013020777