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Informational Separability and Entropy
Tian, Jianrong - 2021
the toolbox of information theory by providing an alternative perspective on entropy measures. Two applications are …This paper examines the relevance of entropy to economic analysis via informational separability, whereby suppressing … uncertainty measure. I show that with three or more states, informational separability leads to entropy measures. This enriches …
Persistent link: https://www.econbiz.de/10013220332
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Informational Separability and Entropy
Tian, Jianrong - 2022
differentiates a subset of states in experiments. With three or more states, informational separability leads to entropy measures …
Persistent link: https://www.econbiz.de/10014241270
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Information theoretic approaches to income density estimation with an application to the U.S. income data
Park, Sung Y.; Bera, Anil K. - In: Journal of economic inequality 16 (2018) 4, pp. 461-486
Persistent link: https://www.econbiz.de/10012055124
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Real-time macroeconomic data and uncertainty
Glass, Katharina; Fritsche, Ulrich - 2015 - 2nd updated version
Most macroeconomic data is continuously revised as additional information becomes available. We suggest that revisions of data is an increasingly important source of uncertainty about the state of the economy and offer an alternative channel of uncertainty - data uncertainty. This paper adds on...
Persistent link: https://www.econbiz.de/10011298898
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Term structures of asset prices and returns
Backus, David; Boyarchenko, Nina; Chernov, Mikhail - 2016
We explore the term structures of claims to a variety of cash flows: U.S. government bonds (claims to dollars), foreign government bonds (claims to foreign currency), inflation-adjusted bonds (claims to the price index), and equity (claims to future equity indexes or dividends). Average term...
Persistent link: https://www.econbiz.de/10011457568
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Asymmetry in Stock Comovements : An Entropy Approach
Jiang, Lei - 2020
We provide an entropy approach for measuring asymmetric comovement between the return on a single asset and the market …. Moreover, our approach also provides an entropy-based measure of downside asymmetric comovement. In the cross-section of stock …
Persistent link: https://www.econbiz.de/10012856552
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Women's potential earnings distributions
Maasoumi, Esfandiar; Wang, Le - In: Essays in honor of M. Hashem Pesaran : panel modeling, …, (pp. 229-252). 2022
Persistent link: https://www.econbiz.de/10013194128
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Impact of monetary policy on financial markets efficiency under speculative bubbles : a non-normal and non-linear entropy-based approach
Alonso-Rivera, Angélica; Cruz-Aké, Salvador; … - In: Análisis económico 34 (2019) 86, pp. 157-178
Persistent link: https://www.econbiz.de/10012229558
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Asymmetry in stock comovements : an entropy approach
Jiang, Lei; Wu, Ke; Zhou, Guofu - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 4, pp. 1479-1507
Persistent link: https://www.econbiz.de/10011930502
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Did Zipf anticipate socio-economic spatial networks?
Reggiani, Aura; Nijkamp, Peter - 2012
-economic network theories (e.g. entropy maximization, spatial interaction theory, etc.); (ii) the nature of the analytical relationship …
Persistent link: https://www.econbiz.de/10011731610