Similar Search Results

A parametric measure of productivity change from hyperbolic distance function : application to the Vietnamese banking industry

Vu, Ha; Turnell, Sean - In: Journal of applied finance & banking 2 (2012) 5, pp. 63-96

, using the Bayesian approach. Then it derives an expression to measure scale efficiency from this estimated function. Finally …, it shows measurements of three components of productivity change. The first component, technical efficiency change, is … measured as a ratio of distances along a chosen input-output vector. The third component, scale efficiency change, is …

Persistent link: https://www.econbiz.de/10010058696

Hedging Italian equity mutual fund returns during the recent financial turmoil : a duration-dependent Markov-switching approach

Zagaglia, Paolo - In: Journal of applied finance & banking 3 (2013) 3, pp. 325-337

We study optimal hedging design for returns on an Italian equity mutual fund index since 2008. Alternative hedging instruments include one-month futures contracts for FTSE-MIB, FTSE100 and Xetra DAX. We use bivariate models of our Italian equity mutual fund index and each hedging instrument to...

Persistent link: https://www.econbiz.de/10010148077

Forecasting movement of the Nigerian Stock Exchange All Share index using artificial neural and Bayesian networks

Bola, Adetunji Abigail; Adesola, Aderounmu Ganiyu; … - In: Journal of finance and investment analysis 2 (2013) 1, pp. 41-59

This paper presents a study of Artificial Neural Network (ANN) and Bayesian Network (BN) for use in stock index prediction. The data from Nigerian Stock Exchange (NSE) market are applied as a case study. Based on the rescaled range analysis, the neural network was used to capture the...

Persistent link: https://www.econbiz.de/10010148286

The power of the “objective” Bayesian unit-root test

Ahking, Francis W. - In: The open economics journal 2 (2009), pp. 71-79

Some researchers, for example, Koop [1], and Sims [2], have advocated for Bayesian alternatives to unit-root testing over the classical approach using the augmented Dickey-Fuller test (ADF). This paper studies the power of what Koop [1] has called the Objectiveʺ Bayesian approach to unit-root...

Persistent link: https://www.econbiz.de/10010080118

Efficiency measurement in Greek dairy farms : stochastic frontier vs. data envelopment analysis

Theodoridis, A. M.; Psychoudakis, A. - In: International journal of economic sciences and applied … 1 (2008) 2, pp. 53-66

Analysis (DEA) have become very popular in the analysis of productive efficiency. This paper undertakes a comparison of … sample of 165 dairy farms in Greece. However, the aim of this paper is not only to compare estimates of technical efficiency … obtained from two approaches, but also to produce efficiency data about the farms studied, which have implications for …

Persistent link: https://www.econbiz.de/10009958029

Why activity based costing (ABC) is still tagging behind the traditional costing in Malaysia?

Rasiah, Devinaga - In: Journal of applied finance & banking 1 (2011) 1, pp. 83-106

This study compares activity-based costing (ABC) model and traditional costing method in Malaysia. Activity based costing (ABC) which was developed into the manufacturing/service sectors in Malaysia. It calculates the cost and performance of activities, resources and cost objects. It can be...

Persistent link: https://www.econbiz.de/10009958482

Do high-skill immigrants raise productivity? : evidence from Israeli manufacturing firms, 1990-1999

Paserman, M. Daniele - In: IZA journal of migration : IZAJOM 2 (2013), pp. 1-31

-tech industries. In high-technology industries, the results point to a positive relationship, hinting at complementarities between … technology and the skilled immigrant workforce. …

Persistent link: https://www.econbiz.de/10010148480

Eficiencia de las sociedades musicales de la Comunidad Valenciana

Rausell Koster, Pau; Coll-Serrano, Vicente; Abeledo … - In: Revista de métodos cuantitativos para la economía y … 15 (2013), pp. 117-132

Empirical applications for assessing the efficiency in cultural organizations are still scarce. In this paper, we use a … non-radial, output-oriented, DEA model for assessing the efficiency of a sample of 292 Musical Societies in the Valencian … territoriality. The achieved results show that the average efficiency of the Musical Societies stands at 72.66% and points out to the …

Persistent link: https://www.econbiz.de/10010160659

Cost efficiency, Morishima, Allen-Uzawa and Cross-Price elasticities among Irish potato farmers in Dedza district, Malawi

Assa, Maganga M.; Edriss, Abdi-Khalil; Matchaya, … - In: International journal of economic sciences and applied … 6 (2013) 1, pp. 59-73

production resources. This paper, therefore, is an attempt to measure the cost efficiency of smallholder Irish potato farmers in … obtained. Results indicate that the mean cost efficiency of Irish potato production in Dedza District is 0.67 with scores … ranging between 0.15 and 0.94. The cost efficiency differences are significantly explained by non-farm employment, education …

Persistent link: https://www.econbiz.de/10010160674

Befristete Beschäftigung hat keinen Einfluss auf die betriebliche Arbeitsproduktivität

Nielen, Sebastian; Schiersch, Alexander - In: DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft 79 (2012) 21, pp. 14-17

Die Befristung von Arbeitsverträgen hat in den letzten Jahren zunehmend an Bedeutung gewonnen. In der Folge wird auch intensiv über die positiven wie negativen Effekte dieser Beschäftigungsform diskutiert. Die Debatte beschränkt sich jedoch im Wesentlichen auf Arbeitsmarktaspekte und die...

Persistent link: https://www.econbiz.de/10010079402