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81.
In this paper, we study the short-run and long-run comovement between prices and real activity in the G7 countries during the postwar period using vector autoregressive systems and frequency-domain filters. We find several patterns that are robust across countries and time periods. Typically, the correlation coefficients at long-run horizons are significantly negative and the correlation coefficients at short-run horizons are substantially higher. Additionally, there is evidence of positive correlation at short-run forecast horizons for some countries. 相似文献
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84.
In this paper we estimate the impact of parental schooling on child schooling, focus on the problem that children who are still in school constitute censored observations, and evaluate three solutions to it: replacement of observed with expected years of schooling, maximum likelihood approach, and elimination of all school‐aged children. Using intergenerational data from the Wisconsin Longitudinal Study we test how the three correction methods deal with censored observations. The one that treats parental expectations as if they were realizations seems to fix the censoring problem quite well. Copyright © 2009 John Wiley & Sons, Ltd. 相似文献
85.
Yin‐Wong Cheung Jakob de Haan XingWang Qian Shu Yu 《Review of Development Economics》2014,18(3):564-580
This paper examines the driving forces of China's contracted engineering projects in Africa. Using data on contracted engineering projects in 52 African countries over the period 1991–2010, three groups of hypotheses are tested: (1) economic motives; (2) political ties between China and Africa; and (3) host country characteristics. We find that countries get more projects if they have large market potential and are political allies of China. Our results also suggest that Forums on China–Africa Cooperation promote projects in Africa. In contrast, host country characteristics are hardly related to the amount of engineering projects received. 相似文献
86.
This paper compares numerical solutions to the model of Krusell and Smith [1998. Income and wealth heterogeneity in the macroeconomy. Journal of Political Economy 106, 867–896] generated by different algorithms. The algorithms have very similar implications for the correlations between different variables. Larger differences are observed for (i) the unconditional means and standard deviations of individual variables, (ii) the behavior of individual agents during particularly bad times, (iii) the volatility of the per capita capital stock, and (iv) the behavior of the higher-order moments of the cross-sectional distribution. For example, the two algorithms that differ the most from each other generate individual consumption series that have an average (maximum) difference of 1.63% (11.4%). 相似文献
87.
It is proved that under certain conditions the conditional distribution of the sample multiple correlation coefficient given the ‘other’ observations in a multivariate normal distribution is asymptotically normal. Moreover a second-order approximation for the first moment is given. 相似文献
88.
Is there really a European business cycle? A comment 总被引:3,自引:0,他引:3
In this paper we argue that in contrast to the conclusion ofArtis and Zhang, there is not much evidence in support of theview that increased exchange rate stability is related to moresynchronised business cycles in Europe. This finding may haveimportant consequences, as existing differences in businesscycles in the EMU-countries may not disappear due to furthermonetary integration, making a common monetary policy hazardous. 相似文献
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Marco A. Haan 《The Journal of industrial economics》2003,51(3):345-358
Firms in the computer industry are often accused of vaporware, the untruthful pre-announcement of a new version of their product. By claiming they have a new product, critics argue, these firms try to deter potential entrants. The paper analyzes this phenomenon. It shows that vaporware is an equilibrium strategy in a signaling game in which the possibility to market a new product is private information. In this model, the possibility of vaporware can hurt consumers, also in the case the incumbent does have a new version of its product. The welfare effects of vaporware are ambiguous. 相似文献