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61.
This article generalizes the results shown in De Grauwe, Dewachter, and Embrechts (1993) in a more sophisticated framework. In their model, the speculative dynamics resulting from the interaction between chartists and fundamentalists are incorporated into a Dornbusch-style model to generate a chaotic nominal exchange rate. Here the model of Obstfeld and Rogoff (1995, 1996) replaces the Dornbusch model, and chaotic solutions are still shown to be possible for sensible parameter values. 相似文献
62.
Stefan Bouzarovski Jan Frankowski Sergio Tirado Herrero 《International journal of urban and regional research》2018,42(5):845-863
This article focuses on the emergence of ‘low‐carbon’ gentrification as a distinct urban phenomenon, a process that we see as the outcome of efforts to change the social and spatial composition of urban districts under the pretext of responding to climate change and energy efficiency imperatives. The article develops a conceptual framework for scrutinizing low‐carbon gentrification, predicated upon insights from literatures on ecological gentrification and displacement. It documents the existence of an ‘eco‐social paradox’ associated with new patterns of socio‐spatial segregation and energy efficiency retrofits. We interrogate the discursive and policy frameworks, socio‐spatial implications and political contestations of low‐carbon gentrification. Evidence is drawn from case study research in an inner‐city district of the Polish city of Gdańsk, where such processes have been unfolding since 2006 due to the implementation of a targeted urban regeneration programme. This investigation is positioned within a wider analysis of secondary written sources about similar developments in other geographical contexts across Europe and North America, where anecdotal evidence suggests that low‐carbon gentrification may be widespread and common. 相似文献
63.
Fig-Talamanca Gianna Focardi Sergio Patacca Marco 《Decisions in Economics and Finance》2021,44(2):863-882
Decisions in Economics and Finance - In this paper, we apply dynamic factor analysis to model the joint behaviour of Bitcoin, Ethereum, Litecoin and Monero, as a representative basket of the... 相似文献
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66.
Juan José Díaz-Hernández Eduardo Martínez-Budría Sergio Jara-Diaz 《Journal of Productivity Analysis》2008,30(3):223-232
Port workers services have been usually heavily regulated and reserved exclusively for a special kind of workers, dockworkers,
which seems to have been the cause of serious inefficiencies worldwide. During the eighties, law reforms have been introduced
to solve this problem. In this paper we analyze and decompose efficiency in cargo handling operations in 19 Spanish ports
from 1990 to 1998. The method chosen is that of the parametric estimation of both allocative and technical inefficiency using
panel data and a quadratic cost function. Results show that although inefficiency has decreased overall, there has been over
utilization of labor regarding capital, and technical inefficiency. This supports the need of further consideration of other
aspects including competition.
相似文献
Juan José Díaz-HernándezEmail: |
67.
Identification and Estimation of Distributional Impacts of Interventions Using Changes in Inequality Measures 总被引:1,自引:0,他引:1 下载免费PDF全文
This paper presents estimators of distributional impacts of interventions when selection to the program is based on observable characteristics. Distributional impacts are calculated as differences in inequality measures of the marginal distributions of potential outcomes of receiving and not receiving the treatment. The estimation procedure involves a first non‐parametric estimation of the propensity score. In the second step weighted versions of inequality measures are computed using weights based on the estimated propensity score. Consistency, semi‐parametric efficiency and validity of inference based on the percentile bootstrap are shown for the estimators. Results from Monte Carlo exercises show its good performance in small samples. Copyright © 2015 John Wiley & Sons, Ltd. 相似文献
68.
Albeverio Sergio Cordoni Francesco Di Persio Luca Pellegrini Gregorio 《Decisions in Economics and Finance》2019,42(2):527-573
Decisions in Economics and Finance - In this paper, we study the small noise asymptotic expansions for certain classes of local volatility models arising in finance. We provide explicit expressions... 相似文献
69.
Sergio Tezanos Vázquez 《Oxford Development Studies》2013,41(4):409-438
The geographical allocation of Spanish aid has been little studied, despite its unusual concentration on middle-income countries. This paper develops a theoretical model in which aid allocation depends on a combination of recipient needs, donor interests and performance criteria, and estimates it econometrically for Spain. The results show that the allocation of Spanish aid has been influenced both by Spain's own foreign policy interests and by recipient needs for poverty reduction and development (although not by the quality of recipient governance or recipient absorptive capacity). Former Spanish colonies received a disproportionate share of Spain's aid (as is true mutatis mutandis for other European countries), but aid is allocated among them with greater regard to recipient need than is Spain's aid to other developing countries. 相似文献
70.
Sergio Parrinello 《Metroeconomica》2011,62(2):328-355
This paper addresses the stability of a multimarket competitive equilibrium. The dependence of stability on the choice of the numeraire is clarified. The traditional tâtonnement pricing is revised in order to satisfy some basic features of economic behaviour. Well‐known conditions for local stability are proved to be insufficient if a market for credit is introduced alongside the markets of dated commodities. Stability depends not only on the slopes of the demand and supply curves, but also on equilibrium prices. This result emerges without the occurrence of capital perversities, such as reswitching and reverse capital deepening. 相似文献