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52981
The use of robust estimators as measures of
core
inflation
Aucremanne, Luc
-
2000
This paper examines robust estimators of
core
inflation for Belgian historical CPI data, and for euro area Harmonised … outperform the traditional
core
inflation measures found in the literature. However, as traditional measures, they lag rather …
Persistent link: https://www.econbiz.de/10011506524
Saved in:
52982
The efficiency frontier as a method for gauging the performance of public expenditure: a Belgian case study
Eugène, Bruno
-
2008
This paper uses the Free Disposal Hull framework in order to assess the relative efficiency of Belgian general government in the field of health care, education and public order and safety. In order to do so, this paper aggregates a large number of outcome indicators. Several drawbacks indicate...
Persistent link: https://www.econbiz.de/10011506659
Saved in:
52983
Estimating monetary policy reaction functions: A discrete choice approach
Boeckx, Jef
-
2011
I propose a discrete choice method for estimating monetary policy reaction functions based on research by Hu and Phillips (2004). This method distinguishes between determining the underlying desired rate which drives policy rate changes and actually implementing interest rate changes. The method...
Persistent link: https://www.econbiz.de/10011506730
Saved in:
52984
On the bankruptcy risk of insurance companies
Le Courtois, Olivier
;
Randrianarivony, Rivo
- In:
Finance : revue de l'Association Française de Finance
34
(
2013
)
1
,
pp. 43-72
Persistent link: https://www.econbiz.de/10010160338
Saved in:
52985
Estimating time series models for count data using efficient importance sampling
Jung, Robert C.
;
Liesenfeld, Roman
-
2000
Persistent link: https://www.econbiz.de/10004594600
Saved in:
52986
Statistics for copula based measures of multivariate association : theory and applications to financial data
Gaißer, Sandra Caterina
-
2010
Persistent link: https://www.econbiz.de/10008777746
Saved in:
52987
Design effects : Model based versus design based approach
Ganninger, Matthias
-
2010
Persistent link: https://www.econbiz.de/10004957251
Saved in:
52988
Confidence intervals for correlations in the asymptotic single risk factor model
Höse, Steffi
;
Huschens, Stefan
-
2009
Persistent link: https://www.econbiz.de/10004958679
Saved in:
52989
Essays in the econometrics of dynamic duration models with application to tick by tick financial data
Galli, Fausto
-
2009
Persistent link: https://www.econbiz.de/10004959365
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