Search Results - subject:"Functions"

Theoretical conditions under which monetary policies are effective and practical obstacles to their verification

Swamy, P.; Tavlas, George - In: Economic Theory 25 (2005) 4, pp. 999-1005

misspecifications of “true” functional forms on the coefficients of monetary-policy reaction functions present practical obstacles to …

Persistent link: https://www.econbiz.de/10005370809

Log-concave probability and its applications

Bagnoli, Mark; Bergstrom, Ted - In: Economic Theory 26 (2005) 2, pp. 445-469

probability density functions, distribution functions, reliability functions, and their integrals. We list a large number of … commonly-used probability distributions and report the log-concavity or log-convexity of their density functions and their …

Persistent link: https://www.econbiz.de/10005370977

Comparative Statics with Never Increasing Correspondences

Roy, Sunanda; Sabarwal, Tarun - EconWPA - 2005

This paper studies models where the correspondences (or functions) under consideration are never increasing (or weakly … real-valued action spaces, symmetric equilibria increase with the parameter.) Furthermore, when functions under …

Persistent link: https://www.econbiz.de/10005407559

Nonparametric estimation of concave production technologies by entropic methods

Allon, Gad; Beenstock, Michael; Hackman, Steven; Passy, Ury - EconWPA - 2005

production functions. …

Persistent link: https://www.econbiz.de/10005407883

A Toolbox for the Numerical Study of Linear Dynamic Rational Expectations Models

Oviedo, P. Marcelo - EconWPA - 2005

linear dynamic rational expectations (LDRE) model, this paper and the accompanying ``LDRE Toolbox' of Matalb functions guide … exogenous sequences of shocks; compute sample and population moment conditions; and obtain impulse-response functions. Three …

Persistent link: https://www.econbiz.de/10005408265

Merging discrete measurements

Quesada, Antonio - EconWPA - 2005

involved numbers are drawn from a discrete set, it is shown that projection functions are the only merging functions satisfying … alternative assumptions when merging functions are assumed to transform matrices of numbers from a discrete set to a vector of …

Persistent link: https://www.econbiz.de/10005413000

THE IMPACT OF STOCK RETURNS VOLATILITY ON CREDIT DEFAULT SWAP RATES: A COPULA STUDY

ABID, FATHI; NAIFAR, NADER - In: International Journal of Theoretical and Applied … 08 (2005) 08, pp. 1135-1155

The aim of this paper is to study the impact of stock returns volatility of reference entities on credit default swap rates using a new dataset from the Japanese market. The majority of empirical research suggests the inadequacy of multinormal distribution and then the failure of methods based...

Persistent link: https://www.econbiz.de/10004971790

Home-Field Effect and Team Performance

Carmichael, Fiona; Thomas, Dennis - In: Journal of Sports Economics 6 (2005) 3, pp. 264-281

This article discusses the home-field effect in professional team sports and provides further evidence of home advantage in association football as played in the English Premier League. Utilizing play data it employs match-based production function to investigate the home-field effect on...

Persistent link: https://www.econbiz.de/10010776025

A note on the paper Fractional Programming with convex quadratic forms and functions by H.P.Benson

Frenk, Frenk, J.B.G. - Faculteit der Economische Wetenschappen, Erasmus … - 2005

In this technical note we give a short proof based on standard results in convex analysis of some important characterization results listed in Theorem 3 and 4 of [1]. Actually our result is slightly general since we do not specify the convex set X. For clarity we use the same notation for the...

Persistent link: https://www.econbiz.de/10010837806

Multiple Comparisons with the Best: Bayesian Precision Measures of Efficiency Rankings

Atkinson, Scott; Dorfman, Jeffrey - In: Journal of Productivity Analysis 23 (2005) 3, pp. 359-382

estimate stochastic production frontiers or distance functions. Typically, researchers compute only the precision of individual …

Persistent link: https://www.econbiz.de/10010865924