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Sources of differential relative price variability: An examination of the microfoundations of inflation

Jaggi, Arvind - 1991

The central issue dividing neoclassical and Keynesian economists is how markets react to perturbations to longrun equilibria. The standard resolution of this controversy is that neoclassical responses are appropriate to competitive markets, while Keynesian responses better describe oligopolistic...

Persistent link: https://www.econbiz.de/10009477664

Existence of marginal cost pricing equilibria with public goods

Hamano, Tadashi - 1989

We examine the existence of marginal cost pricing equilibria under non-convex technology. We formalize marginal cost prices in terms of Clarke's normal cone.

Persistent link: https://www.econbiz.de/10009477666

Sequential analysis of duration data with application to "reemployment bonus" experiments

Bilias, Yannis - 1995

Suitable methodology and an asymptotic theory for the sequential analysis of time-to-event (duration) data is developed … on martingale theory. Instead a modern empirical process theory is used to deal with the underlying two …-dimensional character of the problem. A very general treatment of the large sample theory with minimum technicalities is made developed. …

Persistent link: https://www.econbiz.de/10009477675

Tax evasion and the demand for currency in developing countries: A panel study of African countries

Koyame, Mungbalemwe - 1996

The purpose of this dissertation is to empirically analyze the relationship between tax rates and tax evasion and to measure the magnitude of tax evasion in several African countries. I build a taxpayer behavioral model based on income tax evasion by combining the utility maximization approach...

Persistent link: https://www.econbiz.de/10009477685

Hypothesis testing when a nuisance parameter is identified only under the alternative hypothesis

Ra, Sungsup - 1993

When a nuisance parameter is unidentified under the null hypothesis, standard testing procedures cannot be applied due to the singularity of the information matrix. Probably best known examples are the problems of unknown change points and the mixtures of distributions in econometrics and...

Persistent link: https://www.econbiz.de/10009477686

Some aspects of modeling conditional heteroskedasticity: Theory and applications

Lee, Sangkyu - 1989

This dissertation concerns theoretical and empirical aspects of a class of conditionally heteroskedastic models. We apply the White's information matrix (IM) test to the linear regression model with autocorrelated errors. A special case of one component of the test is found to be identical to...

Persistent link: https://www.econbiz.de/10009477694

On estimating the score function and the choice of the smoothing parameter with applications to adaptive estimations

Ng, Tian Pin - 1989

Estimation of the derivative of the log density, or score, function is central to much of recent work on adaptive estimation of econometric models. Most existing score function estimation methods approach the problem by differentiating the logarithm of an estimated density function, such as the...

Persistent link: https://www.econbiz.de/10009477704

Market power and transportation price formation: Theory and an application to the captive shipper problem

Woock, Rodger Allan - 1990

We develop a spatial model of bulk commodity transportation price formation. The spatial transportation price model is first developed for the monopolist carrier. Then the model is extended to quantity-setting and price-setting duopolist carriers under incomplete cross-hauling. Measures...

Persistent link: https://www.econbiz.de/10009477715

Monetary regimes and macroeconomic policy: An empirical analysis of the Brazilian economy

Rocha, Fabiana Fontes - 1995

The purpose of this thesis is a characterization of the monetary regime followed by the Brazilian authorities during the 80's and beginning of the 90's, and its consequences for the credibility of anti-inflationary policies, the solvency condition of the government, and the power of restrictive...

Persistent link: https://www.econbiz.de/10009477718

Essays on asset market and differential information economies

Koutsougeras, Leonidas C. - 1995

The inability of institutions in an economy to accommodate full diversification of risks is the key idea behind the incomplete asset markets and the differential information models. The interface between these classes of models, lies in the fact that both of them limit the degree of risk sharing...

Persistent link: https://www.econbiz.de/10009477721