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1.
We first consider a closed model, where households' time discount depends on externality in consumption. We can prove that there is a unique steady state, which is a saddle point. Then we extend the model to a two‐country world, and derive the condition on the effects of consumption externality under which there is a unique free trade steady state with saddle‐point stability.  相似文献   
2.
Does the politico–economic system affect preferences for immigration? In this study, I show that individuals exposed to life under state socialism have formed and persistently hold different attitudes toward immigration. By exploiting the division and reunification of Germany, I estimate the influence of state socialism on attitudes toward immigration. Drawing on rich individual panel data, I find that East Germans who lived under state socialism, are 15 percent more likely to oppose immigration than West Germans who spent their entire life in a democratic, capitalist country. This difference in attitudes toward immigration is persistent over time and across space, and largest for cohorts born and raised under state socialism. This gap in attitudes can be traced back to a longer-term deterioration in trust. Evidence from members of a group that opposed the authoritarian system highlights the importance of state socialist ideology for attitude formation.  相似文献   
3.
Wind power forecasts with lead times of up to a few hours are essential to the optimal and economical operation of power systems and markets. Vector autoregression (VAR) is a framework that has been shown to be well suited to predicting for several wind farms simultaneously by considering the spatio-temporal dependencies in their time series. Lasso penalisation yields sparse models and can avoid overfitting the large numbers of coefficients in higher dimensional settings. However, estimation in VAR models usually does not account for changes in the spatio-temporal wind power dynamics that are related to factors such as seasons or wind farm setup changes, for example. This paper tackles this problem by proposing a time-adaptive lasso estimator and an efficient coordinate descent algorithm for updating the VAR model parameters recursively online. The approach shows good abilities to track changes in the multivariate time series dynamics on simulated data. Furthermore, in two case studies it shows clearly better predictive performances than the non-adaptive lasso VAR and univariate autoregression.  相似文献   
4.
Online retail's rapid growth in India has triggered both untapped growth opportunities and challenges to maintain consumer “stickiness” to retailer websites. In this context, online customer experience (OCE) has emerged as a strategic differentiator for sustainable competitive edge. However, there is a paucity of empirical research in this field. Therefore, drawing on extant literature and qualitative research of online shoppers, this study proposes an integrated model of OCE with antecedents, components, and outcome variables. Data for this study were collected from Indian online shoppers; the data are empirically tested along with the moderating effect of time availability on OCE. Results of the study largely support the model and contribute to knowledge creation on OCE in the Indian context and to strategy development for online retailers.  相似文献   
5.
Cycle time forecasting (CTF) is one of the most crucial issues for production planning to keep high delivery reliability in semiconductor wafer fabrication systems (SWFS). This paper proposes a novel data-intensive cycle time (CT) prediction system with parallel computing to rapidly forecast the CT of wafer lots with large datasets. First, a density peak based radial basis function network (DP-RBFN) is designed to forecast the CT with the diverse and agglomerative CT data. Second, the network learning method based on a clustering technique is proposed to determine the density peak. Third, a parallel computing approach for network training is proposed in order to speed up the training process with large scaled CT data. Finally, an experiment with respect to SWFS is presented, which demonstrates that the proposed CTF system can not only speed up the training process of the model but also outperform the radial basis function network, the back-propagation-network and multivariate regression methodology based CTF methods in terms of the mean absolute deviation and standard deviation.  相似文献   
6.
Prior literature indicates that quadratic models and the Black–Karasinski model are very promising for CDS pricing. This paper extends these models and the Black [J. Finance 1995, 50, 1371–1376] model for pricing sovereign CDS’s. For all 10 sovereigns in the sample quadratic models best fit CDS spreads in-sample, and a four factor quadratic model can account for the joint effects on CDS spreads of default risk, default loss risk and liquidity risk with no restriction to factors correlation. Liquidity risk appears to affect sovereign CDS spreads. However, quadratic models tend to over-fit some CDS maturities at the expense of other maturities, while the BK model is particularly immune from this tendency. The Black model seems preferable because its out-of-sample performance in the time series dimension is the best.  相似文献   
7.
Incorporating explicitly division of labor into a two-country general oligopolistic equilibrium model, we examine the effects of trade liberalization on firm productivity and welfare. We show that a tariff reduction increases the firm productivity of the trading industries but decreases that of the non-trading industries. An expansion of the trading industries, in contrast, decreases the firm productivity of both the trading and non-trading industries. We then find that a tariff reduction necessarily reduces welfare while the welfare effect of expansion of trading industries is ambiguous.  相似文献   
8.
Trends in master of business administration (MBA) education are favoring coursework offerings in time-compressed environments but without careful examination of learning implications. The academic literature is weak in this area, so the authors conducted a study of 558 MBA students using a behaviorally based pedagogy in management. In contrast to previous research, the authors developed arguments supporting time compression assuming certain boundary conditions. They found that students showed better behavioral learning outcomes in a shortened, 4.5-week semester versus a full 14-week semester. The authors conclude with implications for theory and practice.  相似文献   
9.
This study aims to explore the causal relationship between economic risk and foreign direct investment (FDI) inflows for the case of Turkey. With the aim of establishing robust findings for the research in mind, both traditional and modern causality techniques are utilized; time domain Granger (1969, “Investigating Causal Relations by Econometric Models and Cross-Spectral Methods.” Econometrica 37: 424–438.), Toda and Yamamoto (1995, “Statistical Inference in Vector Autoregressions with Possibly Integrated Processes.” Journal of Econometrics 66 (1–2): 225–250.), Fourier Toda-Yamamoto and frequency domain Breitung and Candelon (2006, “Testing for short- and long-run causality: A frequency-domain approach.” Journal of Econometrics 132 (2): 363–378.) spectral causality test. Our empirical findings reveal that; economic risk changes in Turkey significantly lead to changes in FDI inflows. However, there is no evidence of causality running from FDI to economic risk. The findings imply that economic risk is an essential determinant of FDI inflows in Turkey. Our findings are compatible with historical macroeconomic developments in Turkey and imply important policy implications. The results of this study can be generalized for other emerging economies that have similar macroeconomic environments, in order to create useful policy implications regarding FDI inflow.  相似文献   
10.
This paper applies the conceptual framework of ‘unbundling’, proposed by Baldwin (2016), to assess the value chain connectivity in Indonesia. Indonesia is a geographically large country, and three different levels of unbundling co-exist. The first unbundling aligns with the industry-wise international division of labour in plantation agriculture, mining, and labour-intensive industries; the second aligns with where the task-wise international division of labour dominates mainly in machinery industries; and the third aligns with where face-to-face costs are reduced by the digital economy. We argue that the further upgrading of unbundling and the more effective use of advanced piecemeal technologies among different levels of unbundling will enable Indonesia to achieve rapid and equitable economic development. Overcoming distance is key for effectively using the mechanics of unbundling. We propose that three key elements are be promoted: enhancement of connectivity, development of the service sector, and improvement of the policy environment.  相似文献   
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