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21.
This is the first study on the effects of active labour marketprograms such as training in Russia. We use the data from theofficial unemployment register combined with information fromthe follow-up survey in a large industrial city in the year2000. The method of propensity score matching was applied tolearn whether participation in the training programmes increasedthe monthly salaries of participants. The findings suggest thatindividuals tend to benefit from the participation in the trainingprogrammes. However, one year later, this effect disappeared. 相似文献
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The patent system encourages innovation and knowledge disclosure by providing exclusivity to inventors. Exclusivity is limited, however, because a substantial fraction of patents have some probability of being ruled invalid when challenged in court. The possibility of invalidity—and an ensuing market competition—suggests that when an innovator's capability (e.g., cost of production) is private information, there is potential value to an innovator from signaling strong capability via a disclosure that transfers technical knowledge to a competitor. We model a product-innovation setting in which a valid patent gives market exclusivity and find a unique signaling equilibrium. One might expect that as the probability that a patent will be invalid becomes low, greater disclosure will be induced. We do not find this expectation to be generally supported. Further, even where full disclosure arises in equilibrium, it is only the less capable who make full disclosures. The equilibrium analysis also highlights many of the novel and appealing features of enabling knowledge disclosure signals. 相似文献
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The Price-Volatility Feedback Rate: An Implementable Mathematical Indicator of Market Stability 总被引:1,自引:0,他引:1
Emilio BarucciPaul MalliavinMaria Elvira MancinoRoberto RenòAnton Thalmaier 《Mathematical Finance》2003,13(1):17-35
Geometric analysis of iterated cross-volatilities of asset prices is adopted to assess the stability of the (risk-free) measure under infinitesimal perturbations. Perturbations of asset prices evolve through time according to an ordinary linear differential equation (hedged transfer). The decay (feedback) rate is explicitly computed through a Fourier series method implemented on high frequency time series. 相似文献
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Anton P. Barten 《Empirical Economics》1993,18(1):129-158
The functional form of consumer allocation models should be able to satisfy theoretical properties derived from the theory of consumer demand. The paper sketches four approaches that meet this condition. Of course, also empirical performance matters. Next to naive goodness-of-fit comparison, non-nested hypothesis testing can be employed. The latter technique is applied to a comparison of four versions of differential demand systems: the Rotterdam system, a version of the Almost Ideal Demand (AID) system, the CBS system and the NBR system. These systems are artificially nested in a more general model using scalar weights in contrast to Barten and McAleer (1991) who use matrix weights for this purpose. Annual data over the period 1921–1981 for The Netherlands for four major groups of consumer expenditure have been used for the empirical application. The CBS system dominates the others. 相似文献
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Anton Zottmann 《Review of World Economics》1972,108(1):A31-A32
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