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21.
    
This paper provides clear-cut evidence that the slope and curvature factors of the term structure of interest rates (yield curve) contain more information about future changes in economic activity than the term spread itself, often used in the literature as a predictive regressor of economic activity. These two factors reflect different information about future economic activity, which is smoothed out by the term spread. The paper shows that the slope factor has predictive power on future economic activity over longer horizons ahead, and thus may be interpreted as reflecting future business cycle conditions. On the other hand, the curvature factor, which enters the term spread with opposite sign than the slope factor, has predictive power on shorter movements of future economic activity which may be associated with changes in the current stance of monetary policy. These results hold for a number of world developed economies.  相似文献   
22.
This paper investigates the effect of inflation uncertainty innovations on inflation over time by considering the monthly United States data for the time period 1976–2006. In order to investigate the effect of inflation uncertainty innovation on inflation, a Stochastic Volatility in Mean model (SVM) has been employed. SVM models are generally used to capture the innovation to inflation uncertainty, which cannot be achieved in the framework of popular deterministic ARCH type of models. Empirical evidence provided here suggests that innovations in inflation volatility increases inflation persistently. This evidence is robust across various definitions of inflation and different sub-periods.  相似文献   
23.
Extant customer-base models like the beta geometric/negative binomial distribution (BG/NBD) predict future purchasing based on customers' observed purchase history. We extend the BG/NBD by adding an important non-transactional element that also drives future purchases: complaint history. Our model retains several desirable properties of the BG/NBD: it can be implemented in readily available software, and estimation requires only customer-specific statistics, rather than detailed transaction-sequence data. The likelihood function is closed-form, and managerially relevant metrics are obtained by drawing from beta and gamma densities and transforming these draws to a sample average. Based on more than two years of individual-level data from a major U.S. internet and catalog retailer, our model with complaints outperforms both the original BG/NBD and a modified version. Even though complaints are rare and non-transactional events, they lead to different substantive insights about customer purchasing and drop-out: customers purchase faster but also drop out much faster. Furthermore, there is more heterogeneity in drop-out rates following a purchase than a complaint.  相似文献   
24.
Polytomous logistic regression   总被引:1,自引:0,他引:1  
In this paper a review will be given of some methods available for modelling relationships between categorical response variables and explanatory variables. These methods are all classed under the name polytomous logistic regression (PLR). Models for PLR will be presented and compared; model parameters will be tested and estimated by weighted least squares and by likelihood. Usually, software is needed for computation, and available statistical software is reported.
An industrial problem is solved to some extent as an example to illustrate the use of PLR. The paper is concluded by a discussion on the various PLR-methods and some topics that need a further study are mentioned.  相似文献   
25.
    
This paper develops a two-dimensional structural framework for valuing credit default swaps and corporate bonds in the presence of default contagion. Modelling the values of related firms as correlated geometric Brownian motions with exponential default barriers, analytical formulae are obtained for both credit default swap spreads and corporate bond yields. The credit dependence structure is influenced by both a longer-term correlation structure as well as by the possibility of default contagion. In this way, the model is able to generate a diverse range of shapes for the term structure of credit spreads using realistic values for input parameters.  相似文献   
26.
This article analyses the impact that entrepreneurial activity has, from the economic point of view, on a regional economy (Andalusia), based on a Social Accounting Matrix linear model. Moreover, to measure entrepreneurship at regional level, it is defined what can be considered an entrepreneurial initiative company from a quantitative point of view. The results obtained, in terms of Production, GDP and job creation, show how entrepreneurship, in the case of Andalusia, contributes to the sustainability of the economy, its growth and, above all, the reduction of unemployment in the short term.  相似文献   
27.
This paper provides closed-form formulae for computing the asymptotic covariance matrices of the estimated autocovariance and autocorrelation functions of stable VAR models by means of the delta method. These covariance matrices can be used to construct asymptotic confidence bands for the estimated autocovariance and autocorrelation functions to assess the underlying estimation uncertainty. The usefulness of the formulae for empirical work is illustrated by an application to inflation and output gap data for the U.S. economy indicating the existence of a significant short-run Phillips-curve tradeoff.First version received: November 2002/Final version received: September 2003  相似文献   
28.
We empirically compare Libor and Swap Market Models for thepricing of interest rate derivatives, using panel data on pricesof US caplets and swaptions. A Libor Market Model can directlybe calibrated to observed prices of caplets, whereas a SwapMarket Model is calibrated to a certain set of swaption prices.For both models we analyze how well they price caplets and swaptionsthat were not used for calibration. We show that the Libor MarketModel in general leads to better prediction of derivative pricesthat were not used for calibration than the Swap Market Model.Also, we find that Market Models with a declining volatilityfunction give much better pricing results than a specificationwith a constant volatility function. Finally, we find that modelsthat arechosen to exactly match certain derivative prices areoverfitted; more parsimonious models lead to better predictionsfor derivative prices that were not used for calibration. JELClassification: G12, G13, E43.  相似文献   
29.
For random elements X and Y (e.g. vectors) a complete characterization of their association is given in terms of an odds ratio function. The main result establishes for any odds ratio function and any pre-specified marginals the unique existence of a corresponding joint distribution (the joint density is obtained as a limit of an iterative procedure of marginal fittings). Restricting only the odds ratio function but not the marginals leads to semi-parmetric association models for which statistical inference is available for samples drawn conditionally on either X or Y. Log-bilinear association models for random vectors X and Y are introduced which generalize standard (regression) models by removing restrictions on the marginals. In particular, the logistic regression model is recognized as a log-bilinear association model. And the joint distribution of X and Y is shown to be multivariate normal if and only if both marginals are normal and the association is log-bilinear.Acknowledgements The author thanks both referees for their helpful comments which improved the first draft of the paper.  相似文献   
30.
The authors explore situations where consumers supplement their judgments with a measurement of uncertainty about their own preferences, either implicitly or explicitly, and develop two sets of hierarchical Bayesian conjoint models incorporating such measurements. The first set of models uses the relative location of a rating to determine the importance or weight given to the rating, in a regression setting. The second set uses interval judgment as a dependent variable in a regression setting. After specifying the models, the authors perform a theoretical comparison with a basic Bayesian regression model. They show that, under different conditions, the proposed models will yield more precise individual-level partworth estimates. Two simulated data examples and data from a conjoint study are used to illustrate the gains that could be obtained from modeling uncertainty. In the empirical application, the authors show that model fit improves when ratings for items that respondents do not like are given more weight compared to ratings for items that they do like. Electronic Supplementary Material  The online version of this article (doi:) contains supplementary material, which is available to authorized users.
John C. LiechtyEmail:
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