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A novel approach to dynamic livelihood clustering: Empirical evidence from Nepal

Walelign, Solomon Zena; Pouliot, Mariève; Larsen, … - 2015

Nepal, we proposed an approach that combines households' income and assets to identify different livelihood strategy … poverty appears to have involved an intermediate step during which households accumulated assets and capital through farming …, petty trading and migratory work. The applied approach of combining income and assets better distinguishes the identified …

Persistent link: https://www.econbiz.de/10012101034

Health Care Expenditure over Life Cycle in the People's Republic of China

Feng, Jin; Lou, Pingyi; Yu, Yangyang - In: Asian Development Review 32 (2015) 1, pp. 167-195

We use individual level data from eight waves of the China Health and Nutrition Survey during 1991–2011 to investigate age profiles of health expenditure for rural and urban residents in the People's Republic of China (PRC). Employing a two-part model, we find that health expenditure of rural...

Persistent link: https://www.econbiz.de/10011255215

Does Health Insurance Decrease Health Expenditure Risk in Developing Countries? The Case of China

Jung, Juergen; Liu, Jialu - Department of Economics, Towson University - 2011

We make use of panel data from the China Health and Nutrition Survey between 1991 and 2006 to investigate whether health insurance increases out-of-pocket (OOP) health expenditure risk. We find that health insurance increases the probability of catastrophic OOP health expenditures using a series...

Persistent link: https://www.econbiz.de/10009001292

The formation of offer prices in farmland markets: A hedonic price approach

Temel, Tugrul - Volkswirtschaftliche Fakultät, … - 2011

This study develops a game-theoretic framework to examine the preservation and capitalization effects of government farmland preservation policies. More specifically, emphasis is given to the effects of such policies on the number and type of land buyers, the distribution of offer price, and the...

Persistent link: https://www.econbiz.de/10009148011

An econometric model to quantify benchmark downturn LGD on residential mortgages

Morone, Marco; Cornaglia, Anna - Volkswirtschaftliche Fakultät, … - 2010

The paper describes a theoretical approach to determine the downturn LGD for residential mortgages, which is compliant with the regulatory requirement and thus suited to be used for validation, at least as it can give benchmark results. The link between default rates and recovery rates is in...

Persistent link: https://www.econbiz.de/10008674261

Which team will win the 2014 FIFA World Cup? A Bayesian approach for dummies

Hassan, Andrés Ramírez; Jiménez, Johnatan Cardona - UNIVERSIDAD EAFIT - 2014

This paper presents several "ex ante" simulation exercises of the 2014 FIFA World Cup. Specifically, we estimate the probabilities of each national team advancing to different stages, using a basic Bayesian approach based on conjugate families. In particular, we use the Categorical-Dirichlet...

Persistent link: https://www.econbiz.de/10010762776

Asset Prices and Financial Frictions in Monetary Transmission: The Case of Latvia

Vitola, Kristine; Fadejeva, Ludmila - Latvijas Banka - 2010

The purpose of this paper is to quantify the role of financial frictions in Latvia's monetary transmission. Our model extends M. Iacoviello (9) framework along three dimensions. First, we introduce open-economy features by allowing imports of foreign consumer goods and borrowing from abroad....

Persistent link: https://www.econbiz.de/10008777136

Analysis of the monetary policy transmission mechanism in the Republic of Belarus: Bayesian approach (in Russian)

Bezborodova, Aleksandra; Mihalenok, Yuri - In: Quantile (2015) 13, pp. 41-61

We present an econometric analysis of three main channels (exchange rate channel, interest rate channel and credit channel) of the transmission mechanism of the monetary policy in Belarus. The analysis uses vector autoregressive models built on data from 2003 to 2014 and implemented via the...

Persistent link: https://www.econbiz.de/10011276292

The Bayesian approach to capital allocation at operational risk: A combination of statistical data and expert opinion

Habachi, Mohamed; Benbachir, Saâd - In: International Journal of Financial Studies 8 (2020) 1, pp. 1-24

Operational risk management remains a major concern for financial institutions. Indeed, institutions are bound to manage their own funds to hedge this risk. In this paper, we propose an approach to allocate one's own funds based on a combination of historical data and expert opinion using the...

Persistent link: https://www.econbiz.de/10013200256

Combination of linear discriminant analysis and expert opinion for the construction of credit rating models: The case of SMEs

Habachi, Mohamed; Benbachir, Saâd - In: Cogent Business & Management 6 (2019), pp. 1-34

The construction of an internal rating model is the main task for the bank in the framework of the IRB-foundation approach the fact that it is necessary to determine the probability of default by rating class. As a result, several statistical approaches can be used, such as logistic regression...

Persistent link: https://www.econbiz.de/10012657044