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排序方式: 共有1307条查询结果,搜索用时 31 毫秒
301.
Decisions in Economics and Finance - This paper evaluates the forecasting performance of a Brownian semi-stationary (BSS) process in modelling the volatility of 21 equity indices. We implement a... 相似文献
302.
Informal Insurance Arrangements with Limited Commitment: Theory and Evidence from Village Economies 总被引:2,自引:0,他引:2
Recent work on consumption allocations in village economies finds that idiosyncratic variation in consumption is systematically related to idiosyncratic variation in income, thus rejecting the hypothesis of full risk-pooling. We attempt to explain these observations by adding limited commitment as an impediment to risk-pooling. We provide a general dynamic model and completely characterise efficient informal insurance arrangements constrained by limited commitment, and test the model using data from three Indian villages. We find that the model can fully explain the dynamic response of consumption to income, but that it fails to explain the distribution of consumption across households. 相似文献
303.
This paper presents a case study of a Japanese-owned electronics firm, presenting a comparative analysis of the company's supervisory systems in three of its plants located in different countries – Japan, Mexico and Britain. Comparative analysis is enabled through use of the concept of a supervisory system of control, which allows us to match the relative positions of managers, supervisors and workers across the three sites. The case study data enables us systematically to examine questions of the transferability of a Japanese supervisory system – a central component of Japanese manufacturing – outside of Japan. The results suggest that 'Japanese' supervisory systems have been established with more success in Mexico than in Britain, and the main factors that explain this are varying local labour market conditions, limits to managerial control on the shopfloor, the relationship between the product market and the organization of production, and local and expatriate management commitment to a Japanese system. 相似文献
304.
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306.
Many randomized controlled trials require participants to opt in. Such self-selection could introduce a potential bias, because only the most optimistic may participate. We revisit this prediction. We argue that in many situations, the experimental intervention is competing with alternative interventions participants could conduct themselves outside the experiment. Since participants have a chance of being assigned to the control group, participating has a direct opportunity cost, which is likely to be higher for optimists. We propose a model of self-selection and show that both pessimists and optimists may opt out of the experiment, leading to an ambiguous selection bias. 相似文献
307.
308.
We describe a method to predict patent counts disaggregated by industry, using available data on patenting by technology field. This method—the Yale Technology Concordance (YTC)—exploits a data set of patents that have been individually assigned by the Canadian Patent Office to both an industry and a technology field. The procedure for predicting patents by industry is developed as a statistical model so that the standard errors of the predictions can be estimated. The YTC is tested on several subsets of Canadian patents by comparing out-of-sample predictions with industry assignments made by the Canadian Patent Office. We find that the predictions of patents by industry are quite accurate for the subset of patents form US inventors. The prediction errors are much greater for the subset of patents granted or published after 1989. This suggests that the relationship between the technology fields and industries has shifted in a way that the procedure does not capture. Nonetheless, predictions from the YTC do appear to give a reasonably accurate picture of the pattern of patenting by industry. 相似文献
309.
Travis Warziniack David Finnoff Jonathan Bossenbroek Jason F. Shogren David Lodge 《Environmental and Resource Economics》2011,50(4):605-627
We investigate three sources of bias in valuation methods for ecosystem risk: failure to consider substitution possibilities
between goods, failure to consider nonseparability of ecosystem services with market goods, and failure to consider substitution
possibilities between ecosystems. The first two biases are known in the literature, and we offer insight on the size of the
bias for a specific example. Our work on spatially transferable risk is novel. We develop the concept and show how it may
undermine typical invasion prevention strategies. We find three key results. First, partial equilibrium estimates of welfare
loss are significantly overestimated relative to general equilibrium estimates. If ecosystem services and market goods are
substitutes the partial equilibrium bias is greater than if they are compliments. Second, well-intended policies do not necessarily
reduce overall risk; risk reduction actions can transfer risk to another time or location, or both, which may increase total
risk. Third, policies of quotas and inspections have to be extreme to improve welfare, with inspections having advantages
over quotas. 相似文献
310.
We identify structural breaks in economic growth in 140 countries and use these to define “growth spells:” periods of high growth preceded by an upbreak and ending either with a downbreak or with the end of the sample. Growth spells tend to be shorter in African and Latin American countries than elsewhere. We find evidence that growth duration is positively related to: the degree of equality of the income distribution; democratic institutions; export orientation (with higher propensities to export manufactures, greater openness to FDI, and avoidance of exchange rate overvaluation favorable for duration); and macroeconomic stability. 相似文献