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The heterogeneous effect of financial technology on green total factor productivity in China

Ye, Yafen; Xu, Zhihu; Chen, Weijie - In: Journal of innovation & knowledge : JIK 8 (2023) 3, pp. 1-14

novel sparse quantile model to explore the heterogeneous impacts of fintech on green total factor productivity (GTFP) in the …

Persistent link: https://www.econbiz.de/10014388818

Development, Growth and Volatility

Moro, Alessio - 2010

theory of development consistent with these three facts. I show that even when total factor productivity (TFP) growth and …

Persistent link: https://www.econbiz.de/10013141336

What linear estimators miss: Re-examining the effects of family income on child outcomes

Løken, Katrine V.; Mogstad, Magne; Wiswall, Matthew - 2010

This paper uses a rich Norwegian dataset to re-examine the causal relationship between family income and child outcomes. Motivated by theoretical predictions and OLS results that suggest a nonlinear relationship, we depart from previous studies in allowing the marginal effects on children's...

Persistent link: https://www.econbiz.de/10010269833

A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains

Gospodinov, Nikolaj; Lkhagvasuren, Damba - 2013

This paper proposes a moment-matching method for approximating vector autoregressions by finite-state Markov chains. The Markov chain is constructed by targeting the conditional moments of the underlying continuous process. The proposed method is more robust to the number of discrete values and...

Persistent link: https://www.econbiz.de/10010126857

Optimal display of Iceberg orders

Cebiroglu, Gökhan; Horst, Ulrich - 2011

We develop a sequential trade model of Iceberg order execution in a limit order book. The Iceberg-trader has the freedom to expose his trading intentions or (partially) shield the true order size against other market participants. Order exposure can cause drastic market reactions ("market...

Persistent link: https://www.econbiz.de/10009299593

Parametric Modeling of Implied Smile Functions : A Generalized SVI Model

Zhao, Bo - 2012

In this paper, we propose a parametric model of implied variance which is a natural generalization of the SVI model. The model improves the SVI by allowing more flexibly the negative curvature in the tails which is justified both theoretically and empirically. The fitting of the model, comparing...

Persistent link: https://www.econbiz.de/10013106676

Real Exchange Rate Dynamics Beyond Business Cycles

Cao, Dan - 2020

this purpose, we study the international transmission of productivity shocks across a variety of IRBC models that … incorporate different assumptions about the persistence of productivity shocks, the degree of international risk sharing and … productivity shocks depends critically on the proximity of a national economy to its international borrowing limit. We then show …

Persistent link: https://www.econbiz.de/10012839806

Comparing Old and New Partial Derivative Estimates from Nonlinear Nonparametric Regressions : Supplemental Materials

Vinod, Hrishikesh D. - 2020

Persistent link: https://www.econbiz.de/10012824663

Comparing Old and New Partial Derivative Estimates from Nonlinear Nonparametric Regressions

Vinod, Hrishikesh D. - 2020

Partial derivatives have a special place in economics since the marginal revolution of the 1850s. We present results from multivariate partial derivative estimates using nonlinear non-parametric regressions in a finite difference method, accessible via the R-package NNS. Numerical partial...

Persistent link: https://www.econbiz.de/10012824721

Estimating output mix effectiveness : a scenario approach

Hanson, Torbjørn - 2016

The ability of public sector policy makers to prioritize has a huge impact on the effectiveness of public service provision. Public services can take the form of final outputs demanded by consumers or of intermediate outputs contributing to a process of realizing the higher goals of society. In...

Persistent link: https://www.econbiz.de/10011585156

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