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181.
Luis A. Gil-Alana 《Empirical Economics》2010,38(2):471-501
This paper deals with the analysis of seasonally, fractionally integrated, multivariate models. We present a procedure that
permits us to test the seasonal fractional differencing parameters from the reduced-form system, which allows us to recover
the parameters of the structural model through simple restrictions as in the standard VAR case with the additional incorporation
of seasonality and fractional integration. An empirical application based on a bivariate system using GDP and unemployment
in the UK, USA and Japan is also carried out at the end of the paper. 相似文献
182.
183.
Juncal Cunado Luis A. Gil-Alana Fernando Pérez de Gracia 《Review of World Economics》2006,142(1):67-91
We examine the real convergence hypothesis for 14 OECD countries looking at the fractional order of integration of the differences
of real GDP per capita in these countries with respect to the United States. Using parametric procedures, the results vary
depending on how we specify the I(0) disturbances. If they are white noise, convergence is achieved for Canada and Australia,
and with autocorrelated disturbances, this hypothesis is satisfied for France and the Netherlands. However, allowing for a
break at World War II, evidence of convergence is obtained for all countries.
JEL no. C32, O41 相似文献
184.
During the past 15 years Brazil has undergone a process of rapid modernization in its telecommunications. Starting from a chaotic situation, institutional foundations were established and an ambitious development programme carried out. A fundamental piece of this programme was a planning process that proved to be flexible and adequate to handle the social and economic disparities of the country. The policies that have emerged from the planning process were implemented and provided good economic results and satisfaction to customers. 相似文献
185.
186.
Antonio Estache 《Review of Industrial Organization》2006,29(1-2):3-26
In the last 15 years, a variety of public private-partnerships in infrastructure have been adopted throughout the developing and transition world. Because many of these experiences are also turning sour, it seems important to separate facts from emotions. The paper argues that the wide differences in interpretations of the facts can be explained by differences in the assessment criteria used to assess the incremental effect of reforms. It is also driven by the sectors, the regions and the actors on which the analysis tends to focus. 相似文献
187.
Applications of Fuzzy Regression in Actuarial Analysis 总被引:1,自引:0,他引:1
In this article, we propose several applications of fuzzy regression techniques for actuarial problems. Our main analysis is motivated, on the one hand, by the fact that several articles in the financial and actuarial literature suggest using fuzzy numbers to model interest rate uncertainty but do not explain how to quantify these rates with fuzzy numbers. Likewise, actuarial literature has recently focused some of its attention in analyzing the Term Structure of Interest Rates (TSIR) because this is a key instrument for pricing insurance contracts. With these two ideas in mind, we show that fuzzy regression is suitable for adjusting the TSIR and discuss how to apply a fuzzy TSIR when pricing life insurance contracts and property‐liability policies. Finally, we reflect on other actuarial applications of fuzzy regression and develop with this technique the London Chain Ladder Method for obtaining Incurred But Not Reported Reserves. 相似文献
188.
Experiments Testing Multiobject Allocation Mechanisms 总被引:2,自引:0,他引:2
John O. Ledyard David Porter Antonio Rangel 《Journal of Economics & Management Strategy》1997,6(3):639-675
This paper reports the results of over 130 auctions conducted under controlled conditions to examine the robustness of several auction mechanisms to allocate multiple objects. The simultaneous discrete auction process used by the Federal Communications Commission to allocate Personal Communications licenses was contrasted with a sequential auction and a combinatorial auction over a variety of demand conditions. In test environments created to check only the minimum competency of the procedures, the simultaneous discrete auction process produces highly efficient allocations, approaching levels similar to those found with a continuous form of the auction, and it outperforms a sequential auction. However, in environments created to stress test the procedures, a combinatorial auction outperforms the simultaneous discrete auction. 相似文献
189.
Method for identifying strategic objectives in strategy maps 总被引:1,自引:1,他引:0
Luis E. Quezada Felisa M. Cordova Pedro Palominos Katherine Godoy Jocelyn Ross 《International Journal of Production Economics》2009,122(1):492
This paper describes a simple tool for identifying strategic objectives as part of the design of strategy maps, based on the balanced scorecard, and meant to be used in organisations to establish performance indicators. To design the tool, a number of companies that implemented the balanced scorecard were analysed, in order to obtain their methodologies to create strategy maps. Three types of methods were found, different from each other in the way the strategic objectives are defined. By studying the benefits and drawbacks of the three methods, a simple, method was obtained. Basically, the method identifies general and specific strategic objectives and uses a modified SWOT (strengths, weaknesses, opportunities, threats) analysis. This paper also makes an analysis of the type of strategic objectives that the studied companies defined as part of the balanced scorecard implementation process. 相似文献
190.
Maria A. Cunha-e-Sá Maria M. Ducla-Soares Luis C. Nunes and Philippe Polomé 《American journal of agricultural economics》2004,86(2):444-454
In contrast to previous literature, we propose a consistency test that does not impose any particular common functional form for the preference structure underlying the travel cost (TC) and contingent valuation (CV) models. We derive testable consistency conditions between TC and CV data in the context of mixed demand systems when valuing changes in environmental quality. These conditions are a subset of the rationality conditions. The proposed consistency tests are implemented combining TC and CV data. The empirical results show that it is possible to combine stated TC and CV, but not revealed TC and CV data. 相似文献