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Dennis W. Jansen 《Journal of Economic Dynamics and Control》1984,7(3):377-379
In a recent paper Craine and Havenner (1981) claim that ‘an additional advantage of the linear-quadratic framework (which is not well known) is that the basic forces affecting the instrument choice decision can be analyzed without an explicit specification for price expectations since the distribution of the error terms in a linear model is independent of the predetermined variables’ (p. 219). The aim of this note is to demonstrate that Craine and Havenner's claim does not generalize to models with expectations of future variables conditioned on present information, such as Turnovsky's (1980) model. 相似文献
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Good statistical practice dictates that summaries in Monte Carlo studies should always be accompanied by standard errors. Those standard errors are easy to provide for summaries that are sample means over the replications of the Monte Carlo output: for example, bias estimates, power estimates for tests and mean squared error estimates. But often more complex summaries are of interest: medians (often displayed in boxplots), sample variances, ratios of sample variances and non‐normality measures such as skewness and kurtosis. In principle, standard errors for most of these latter summaries may be derived from the Delta Method, but that extra step is often a barrier for standard errors to be provided. Here, we highlight the simplicity of using the jackknife and bootstrap to compute these standard errors, even when the summaries are somewhat complicated. © 2014 The Authors. International Statistical Review © 2014 International Statistical Institute 相似文献
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Matthieu Bussire Robert Hills Simon Lloyd Baptiste Meunier Justine Pedrono Dennis Reinhardt Rhiannon Sowerbutts 《Review of International Economics》2021,29(1):61-86
Using two unique confidential datasets summarizing the cross‐border lending of banks in France and the UK, we examine whether recipient‐country prudential policies can help to reduce the spillover effects of euro‐area (EA) monetary policy. We address this question from a novel angle, focused on the role of international financial centres, by considering differences in bank size and location (lending from French headquarters vs. from French affiliates located in the UK). For small French banks that lack a presence in international financial centres, the response of direct cross‐border lending from France to EA monetary policy is partially offset by recipient‐country prudential policy. For larger banks, however, the offsetting effect applies only to lending that passes through foreign affiliates located in London. This suggests the existence of a “London Bridge”: banks adapt their flows to the UK conditional on EA monetary policy and global prudential policies; and from their UK affiliates to third‐party countries in a manner that depends on local prudential settings. 相似文献
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We study the determinants of dividend payout policy and examine the role of liquidity, risk and catering in explaining the changes in propensity to pay. Our results indicate that risk plays a major role in firms’ dividend policy. The evidence substantiates from a large sample of firms representing 18 countries over the sample period from 1989 to 2011. For firms in the US, France, UK and Other European markets, liquidity is additionally an important determinant of dividend policy. We find that, although catering incentives persist only among firms in common law countries and not in civil law countries, after adjusting for risk there is little support for catering theory even among firms incorporated in common law countries. Our results indicate that catering incentives reflect the risk-reward relationship in the changing propensity to pay dividends. 相似文献
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