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Breitmoser, Yves; Vorjohann, Pauline - 2022

Why do people give when asked, but prefer not to be asked, and even take when possible? We introduce a novel analytical framework that allows us to express context dependence and narrow bracketing axiomatically. We then derive the utility representation of distributive preferences additionally...

Persistent link: https://www.econbiz.de/10014304792

The robustness of the determinants of overall bank risks in the MENA region

Eldomiaty, Tarek Ibrahim; Youssef, Amr; Mahrous, Heba - In: Journal of Risk and Financial Management 15 (2022) 10, pp. 1-17

. This paper examines the robustness of the determinants cited in the related literature. Design/methodology/approach: This …

Persistent link: https://www.econbiz.de/10014332644

A comment on Xu (2022). Reshaping Global Trade: The Immediate and Long-Term Effects of Bank Failures

Bérard, Guillaume; Freitas, Dimitria; Verma, Priyam - 2023

the robustness of the results to (1) removing weights from the regressions, (2) using a spatial HAC correction for the …

Persistent link: https://www.econbiz.de/10014432068

The Long-Term Effects of Measles Vaccination on Earnings and Employment. A Replication Study of Atwood (American Economic Journal: Economic Policy, 2022)

Barschkett, Mara; Huebener, Mathias; Leibing, Andreas; … - In: Journal of Comments and Replications in Economics (JCRE) 2 (2023) 2023-4, pp. 1-15

generalized difference-in-differences approach. We reproduce the results of thispaper and perform a battery of robustness checks …

Persistent link: https://www.econbiz.de/10014450419

A robust method for microforecasting and estimation of random effects

Giacomini, Raffaella; Lee, Sokbae; Sarpietro, Silvia - 2023

We propose a method for forecasting individual outcomes and estimating random effects in linear panel data models and value-added models when the panel has a short time dimension. The method is robust, trivial to implement and requires minimal assumptions. The idea is to take a weighted average...

Persistent link: https://www.econbiz.de/10014480674

Robust spotter scheduling in trailer yards

Tadumadze, Giorgi; Boysen, Nils; Emde, Simon - In: OR Spectrum 42 (2020) 4, pp. 995-1021

schedules and show that the right robustness objective can greatly improve yard performance. …

Persistent link: https://www.econbiz.de/10014504133

Predictive inference on finite populations segmented in planned and unplanned domains

Martínez-Ovando, Juan Carlos; Olivares-Guzmán, Sergio I. - 2014

In this paper, we develop a new model-based method to inference on totals and averages of nite populations segmented in planned domains or strata. Within each stratum, we decompose the total as the sum of its sampled and unsampled parts, making inference on the unsampled part using Bayesian...

Persistent link: https://www.econbiz.de/10010392382

Plausible prior estimation

Mangold, Benedikt - 2014

account the above mentioned considerations. The resulting influence function as a frequentistic measure of robustness is …

Persistent link: https://www.econbiz.de/10010397751

Efficiency versus Robustness of Markets - Why improving market efficiency should not be the only objective of market regulation

Weber, Christoph - 2009

robustness? Mathematical and engineering control theory has developed the concept of robust control (e.g. Zhou and Doyle, 1998 …) and it has been shown that there is always a trade-off between the efficiency of a control system and its robustness (cf … maximisation of welfare, which results in an efficient economic system. Robustness by contrast is defined as stability of the …

Persistent link: https://www.econbiz.de/10010420937

An academic response to Basel 3.5

Embrechts, Paul; Puccetti, Giovanni; Rüschendorf, Ludger; … - In: Risks 2 (2014) 1, pp. 25-48

Recent crises in the financial industry have shown weaknesses in the modeling of Risk-Weighted Assets (RWAs). Relatively minor model changes may lead to substantial changes in the RWA numbers. Similar problems are encountered in the Value-at-Risk (VaR)-aggregation of risks. In this article, we...

Persistent link: https://www.econbiz.de/10010421286