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Multivariate return decomposition : theory and implications

Anatolyev, Stanislav; Gospodinov, Nikolaj - 2015

In this paper, we propose a model based on multivariate decomposition of multiplicative - absolute values and signs - components of several returns. In the m-variate case, the marginals for the m absolute values and the binary marginals for the m directions are linked through a 2m-dimensional...

Persistent link: https://www.econbiz.de/10011313230

Multivariate return decomposition : theory and implications

Anatolyev, Stanislav; Gospodinov, Nikolaj - In: Econometric reviews 38 (2019) 5, pp. 487-508

Persistent link: https://www.econbiz.de/10012181325

A multivariate innovations state space BeveridgeNelson decomposition

De Silva, Ashton; Hyndman, Rob J.; Snyder, Ralph D. - In: Economic modelling 26 (2009) 5, pp. 1067-1074

Persistent link: https://www.econbiz.de/10003871265

Circumstances and efforts : how important is their correlation for the measurement of inequality of opportunity in health?

Jusot, Florence; Tubeuf, Sandy; Trannoy, Alain - In: Health economics 22 (2013) 12, pp. 1470-1495

Persistent link: https://www.econbiz.de/10010242959

Ex-ante and ex-post measurement of equality of opportunity in health : a normative decomposition

Li Donni, Paolo; Peragine, Vitorocco; Pignataro, Giuseppe - In: Health economics 23 (2014) 2, pp. 182-198

Persistent link: https://www.econbiz.de/10010257196

Area disparities in Britain : understanding the contribution of people vs. place through variance decompositions

Gibbons, Steve; Overman, Henry G.; Pelkonen, Panu - In: Oxford bulletin of economics and statistics 76 (2014) 5, pp. 745-763

Persistent link: https://www.econbiz.de/10010474838

Where you live versus what you do : the relative importance of region and economic status in determining income inequality in the United Kingdom

Borooah, Vani K.; Collins, Gráinne - In: Fifty years of development economics : from planning to …, (pp. 442-461). 1999

Persistent link: https://www.econbiz.de/10001490091

Explaining the poverty difference between the US and the UK: a Shapley income-distribution decomposition approach

Wang, Zuobao; Sun, Jing - In: Applied economics letters 27 (2020) 17, pp. 1438-1441

Persistent link: https://www.econbiz.de/10012313933

Understanding the relationship between parental income and multiple child outcomes : a decomposition analysis

Gregg, Paul (contributor); Propper, Carol (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003671213

Understanding the relationship between parental income and multiple child outcomes : a decomposition analysis

Gregg, Paul; Propper, Carol; Washbrook, Elizabeth - 2007

Persistent link: https://www.econbiz.de/10003681960

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