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This study analyses the persistence in the international monthly arrivals to the Azores Islands using a model based on fractional integration and seasonal autoregressions. The estimated fractional differencing parameter gives an indication of the long run evolution of the series. We use both...
Persistent link: https://www.econbiz.de/10005593000
This paper applies the B-convex model in order to investigate the technical efficiency of a representative sample of US airlines over the period 1998–2010. The results are mixed and reveal that US airlines’ efficiency can be influenced by the size of the airline, mergers and acquisitions,...
Persistent link: https://www.econbiz.de/10010662434
This article deals with the analysis of the mean reversion property of short-term interest rates in Central and Eastern European countries, using daily data from January 2000 to December 2008. For this purpose, we use long memory (fractionally integrated) models, and employ non-parametric,...
Persistent link: https://www.econbiz.de/10010619242
This paper analyzes the productivity and efficiency of Shinkin banks and the various prefectures in Japan, over the period from 2000 to 2006. We obtain estimates of efficiency growth and productivity growth, using the bootstrapped Malmquist index, and estimates of efficiency using the Bayesian...
Persistent link: https://www.econbiz.de/10008864624
This paper analyses the nature of technical change in the French labour market. Data Envelopment Analysis (DEA) is adopted to investigate productivity change in a sample of higher education leavers over the period 1999 and 2004. In a first step, the Luenberger Productivity Indicator (LPI) is...
Persistent link: https://www.econbiz.de/10008868226
This article analyses the effectiveness of anti-terrorism policies implemented by the Spanish government to counteract ETA terrorist attacks. The aim is to investigate what the best policy is for counteracting terrorist groups: proactive political/ retaliatory deterrence policies or reactive...
Persistent link: https://www.econbiz.de/10009004489
The Handbook on the Economics of Conflict conveys how economics can contribute to the understanding of conflict in its various dimensions embracing world wars, regional conflicts, terrorism and the role of peacekeeping in conflict prevention.
Persistent link: https://www.econbiz.de/10011172621
This paper analyses the nature of technical change in the French labour market. Data Envelopment Analysis (DEA) is adopted to investigate productivity change in a sample of higher education leavers over the period 1999 and 2004. In a first step, the Luenberger Productivity Indicator (LPI) is...
Persistent link: https://www.econbiz.de/10011048842
This study applies the Dynamic Slacks Based Model (DSBM) developed by Tone and Tsutsui (2010) in order to assess the evolution of input saving/output increasing potentials in major Brazilian Banks from 1996 to 2011. We propose that these potentials or slacks can be used as proxies for an...
Persistent link: https://www.econbiz.de/10011097682
type="main" xml:lang="en" <title type="main">Abstract</title> <p>This study examines the time series behaviour of several Angolan macroeconomic variables, using monthly data from August 1996 to June 2011. The series are the inflation rate, M1, M2, the exchange rate at the beginning and the end of the period, and the monthly...</p>
Persistent link: https://www.econbiz.de/10011035117