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Ignazio Angeloni Günter Coenen Frank Smets 《Scottish journal of political economy》2003,50(5):527-549
In this paper we first explore the impact of nominal and real persistence on the transmission process of various shocks in an estimated DSGE model of the euro area. We then analyse its impact on optimal monetary policy and investigate the performance of various monetary policies when the policy maker is uncertain about the degree of nominal and real persistence. 相似文献
13.
We propose a natural conjugate prior for the instrumental variables regression model. The prior is a natural conjugate one since the marginal prior and posterior of the structural parameter have the same functional expressions which directly reveal the update from prior to posterior. The Jeffreys prior results from a specific setting of the prior parameters and results in a marginal posterior of the structural parameter that has an identical functional form as the sampling density of the limited information maximum likelihood estimator. We construct informative priors for the Angrist–Krueger [1991. Does compulsory school attendance affect schooling and earnings? Quarterly Journal of Economics 106, 979–1014] data and show that the marginal posterior of the return on education in the US coincides with the marginal posterior from the Southern region when we use the Jeffreys prior. This result occurs since the instruments are the strongest in the Southern region and the posterior using the Jeffreys prior, identical to maximum likelihood, focusses on the strongest available instruments. We construct informative priors for the other regions that make their posteriors of the return on education similar to that of the US and the Southern region. These priors show the amount of prior information needed to obtain comparable results for all regions. 相似文献
14.
Charles J. Corbett Frank J. C. Debets Luk N. Van Wassenhove 《Environmental and Resource Economics》1996,7(3):287-305
Selection and execution of site decontamination projects is often best left to local authorities, in accordance with the subsidiarity principle, even though the budget for such projects is made available through a central authority. In this paper we suggest a practical budget allocation policy which a central authority can employ to allocate budgets to local authorities, while still optimising the central authority's environmental objective function. The procedure is fully consistent with the principle of decentralisation of responsibility for selection and execution of projects, and requires a minimum information exchange between local and central levels. Despite the information asymmetry between local and central levels, incentive compatibility problems can be (partially) prevented by choosing an appropriate evaluation mechanism. At the same time, the procedure is computationally effective and efficient, and can guarantee a fair budget allocation, making it easy to implement and politically acceptable. 相似文献
15.
A bstract . Henry George supported labor unions and was proud of his membership in the Printers' Union. But he did not regard them as the final solution of labor exploitation. He championed labor as one of the producing classes. His foray into politics as the candidate of organized labor's third party was characteristic; he had had much involvement in politics earlier. Although he supported labor's immediate demands, he sought mainly to use his candidacy to build a constituency for the single tax. Samuel Gompers , then head of the American Federation of Labor , at first worked for George's election but came to the belief that the unions alone should direct and control their political efforts. This view prevailed, though he and George remained good friends. But it is now a question whether Gompers' policy, at this time, serves labor's best interests. 相似文献
16.
Abstract . The ‘basic needs’ strategy in development planning calls for giving priority to meeting minimum human needs and providing certain essential public services. This investigations studies its relevancy for developing technology and change in low income countries. It advances the case for an operationally-oriented basic needs concept for technology in such countries. It outlines a simplified planning model incorporating such a strategy. Eight equations are developed to yield an illustrative preliminary function showing the basic needs technology interacting with a structure of production, consumption and accumulation. 相似文献
17.
This article investigates the impact of campus bans on alcohol use and the price of alcohol on college students'drinking intensity. The impact of a campus ban on drinking appears to depend on the ability of students to substitute off-campus access to alcohol for on-campus access. Where few off-campus alternatives exist, campus bans reduce the odds that a student becomes a heavy drinker but have no impact on the odds of transitioning from abstainer to drinker. Where off-campus alternatives are more plentiful, campus bans are less effective. Increasing the price of alcohol appears to be equally effective at reducing the likelihood of drinking and heavy drinking. (JEL) 相似文献
18.
We propose an empirical commodity market model with heterogeneous speculators. While the power of trend-extrapolating chartists
is constant over time, the symmetric impact of stabilizing fundamentalists adjusts endogenously according to market circumstances:
Using monthly data for various commodities such as cotton, sugar or zinc, our STAR–GARCH model indicates that their influence
positively depends on the distance between the commodity price and its long-run equilibrium value. Fundamentalists seem to
become more and more convinced that mean reversion will set in as the mispricing enlarges. Commodity price cycles may thus
emerge due to the nonlinear interplay between different trader types.
The paper represents the authors’ personal opinion and does not necessarily reflect the views of the Deutsche Bundesbank. 相似文献
19.
Aggregation effects on price and expenditure elasticities in a quadratic almost ideal demand system 总被引:1,自引:0,他引:1
Abstract. While it is well known that demand elasticities calculated at the macro level will in general differ from those calculated at the micro level because of aggregation effects, there remain the questions of how large the effects are and how they vary with the degree of inequality in the income distribution. We explore these questions with models based on a quadratic version of the Almost Ideal Demand System. We investigate the elasticity differences theoretically and then calibrate the models and generate numerical results, using income data for seven countries with widely different distributions. The aggregation effects are found generally to be rather small, even with highly unequal income distributions. 相似文献
20.