Search Results - subject:"Quantile regression"

What makes environment-related technologies less effective? : the role of uncertainty

Hung Manh Pham; Lan Khanh Chu; Dung Phuong Hoang - In: Economic systems 48 (2024) 4, pp. 1-13

Persistent link: https://www.econbiz.de/10015413199

Abnormal loan growth and bank risk-taking in Vietnam: A quantile regression approach

Ho, Tin H.; Le, Tu D. Q.; Nguyen, Dat T. - In: Cogent Business & Management 8 (2021) 1, pp. 1-11

on risk-taking in the Vietnamese banking system between 2007 and 2019, using a quantile regression method. Our results …

Persistent link: https://www.econbiz.de/10014001712

On the determinants of fiscal decentralization: Evidence from the EU

Delgado, Francisco J. - In: Amfiteatru Economic Journal 23 (2021) 56, pp. 206-220

a quantile regression for the period 2005-2017. The results show the differences in the impact of explanatory variables …

Persistent link: https://www.econbiz.de/10014462054

Wine price determinants: Is there a homogeneous international standard?

Gonçalves, Tânia; Rebelo, João; Lourenço-Gomes, Lina; … - In: Wine Economics and Policy 10 (2021) 1, pp. 37-55

, vintage, alcohol content, color, and grape variety. Results from quantile regression models show that the wine vintage is a …

Persistent link: https://www.econbiz.de/10014485164

Distributional differences in the time horizon of executive compensation

Haylock, Michael - In: Empirical Economics 62 (2021) 1, pp. 157-186

quantile regression framework. I identify short-term and long-term firm and industry performance using a filter and estimate … distributional differences in the short-term and long-term performance–pay relation using method of moments–quantile regression …

Persistent link: https://www.econbiz.de/10014497518

Modelling systemic risk using neural network quantile regression

Keilbar, Georg; Wang, Weining - In: Empirical Economics 62 (2021) 1, pp. 93-118

neural network quantile regression. Building on the estimation results, we model systemic risk spillover effects in a network … context across banks by considering the marginal effects of the quantile regression procedure. An out-of-sample analysis shows …

Persistent link: https://www.econbiz.de/10014497542

The immigrant-native wage gap in Germany revisited

Ingwersen, Kai; Thomsen, Stephan L. - In: The Journal of Economic Inequality 19 (2021) 4, pp. 825-854

immigrants relative to native Germans from 1994 to 2015. We decompose the wage gap using the method for unconditional quantile … regression models by employing a regression of the (recentered) influence function (RIF) of the gross hourly wage on a rich set …

Persistent link: https://www.econbiz.de/10014501919

Heterogeneous provincial prices and monetary policy in South Africa: A wavelet-based quantile regression analysis

Iddrisu, Abdul-Aziz; Alagidede, Imhotep Paul - In: Central Bank Review (CBR) 21 (2021) 3, pp. 87-103

Although economic agents in different parts of a country face heterogeneous prices, empirical literature continue to assume homogeneity in the monetary policy-inflation nexus, with dire consequences for optimal monetary policy and welfare. Using wavelet-based quantile regressions, we provide a...

Persistent link: https://www.econbiz.de/10014547837

Fiscal Position of Immigrants in Europe: A Quantile Regression Approach

Joxhe, Majlinda; Scaramozzino, Pasquale; Zanaj, Skerdilajda - 2021

Living Conditions (EU-SILC) for the period 2007-2015. By employing a quantile regression approach, we find that European and …

Persistent link: https://www.econbiz.de/10012417015

Routine biased technological change and wage inequality: do workers' perceptions matter?

Vannutelli, Silvia; Scicchitano, Sergio; Biagetti, Marco - 2021

The Routine-Biased Technological Change (RBTC) has been called as a relatively novel technology-based explanation of social changes like job and wage polarization. In this paper we investigate the wage inequality between routine and non-routine workers along the wage distribution in Italy....

Persistent link: https://www.econbiz.de/10012417020