Search Results - subject:"Structural Models"

Credit cycle dependent spread determinants in emerging sovereign debt markets

Riedel, Christoph; Thuraisamy, Kannan S.; Wagner, Niklas F. - In: Emerging markets review 17 (2013), pp. 209-223

Persistent link: https://www.econbiz.de/10010243082

Euler equations for the estimation of dynamic discrete choice structural models

Aguirregabiria, Victor; Magesan, Arvind - In: Structural econometric models, (pp. 3-44). 2013

Persistent link: https://www.econbiz.de/10010359158

Trade, wages, and profits

Egger, Hartmut; Egger, Peter; Kreickemeier, Udo - In: European economic review : EER 64 (2013), pp. 332-350

Persistent link: https://www.econbiz.de/10010360130

25 Years of IIF Time Series Forecasting: A Selective Review

Gooijer, Jan G. De; Hyndman, Rob J. - Department of Econometrics and Business Statistics, … - 2005

We review the past 25 years of time series research that has been published in journals managed by the International Institute of Forecasters (Journal of Forecasting 1982-1985; International Journal of Forecasting 1985-2005). During this period, over one third of all papers published in these...

Persistent link: https://www.econbiz.de/10005427625

Evolving Seasonal Pattern of Tenerife Tomato Exports

Rodriguez, Gloria Martin; Hernandez, Jose Juan Caceres - European Association of Agricultural Economists - EAAE - 2005

The aim of this paper is to analyse the long term movements and, particularly, the seasonal pattern of Tenerife (Canary Islands) tomato exports throughout the last two decades. In order to observe more clearly the exporter's decisions, weekly data has been used. The instabilities in the long...

Persistent link: https://www.econbiz.de/10004979615

A macroeconomic structural model for the Portuguese economy

Mourinho Félix, Ricardo - Volkswirtschaftliche Fakultät, … - 2005

This paper presents a macroeconomic model with some microfoundations for a small open economy. The main purpose is the simulation of external environment and fiscal policy shocks. The model includes sufficiently disaggregated public sector and household disposable income accounts and it...

Persistent link: https://www.econbiz.de/10005835404

Natural resource based green supply chain management

Guang Shi, Victor; Lenny Koh, S.C.; Baldwin, James; … - In: Supply Chain Management: An International Journal 17 (2012) 1, pp. 54-67

Purpose – The aim of this paper is to conceptualise a structural model of natural resource based green supply chain management (GSCM), and its relationship, with an indication of cause and effect, to relevant performance measures and drivers. Design/methodology/approach – The literature,...

Persistent link: https://www.econbiz.de/10015008683

Combining structural models and accounting‐based models for measuring credit risk in real estate companies

Samuel Baixauli, J.; Alvarez, Susana; Módica, Antonina - In: International Journal of Managerial Finance 8 (2012) 1, pp. 73-95

including the default probability from structural models as explanatory variable, in addition to accounting ratios, in order to … several structural models. Findings – The results show that the market information obtained from the structural models … probability from structural models as an explanatory variable allows the out‐sample predictive capacity of accounting‐based models …

Persistent link: https://www.econbiz.de/10014785344

The determinants of sovereign credit spread changes in the Euro-zone

Oliveira, Luís; Curto, José Dias; Nunes, João Pedro - In: Journal of International Financial Markets, … 22 (2012) 2, pp. 278-304

Using a database of Euro-denominated government bonds covering the period from January 2000 to December 2010, this paper provides an empirical analysis of the determinants of government credit spreads in the Euro-area. The analysis is divided into two sub-periods delimited by the global...

Persistent link: https://www.econbiz.de/10011041514

Policy effects in hyperbolic vs. exponential models of consumption and retirement

Gustman, Alan L.; Steinmeier, Thomas L. - In: Journal of Public Economics 96 (2012) 5, pp. 465-473

This paper constructs a structural retirement model with hyperbolic preferences and uses it to estimate the effect of several potential Social Security policy changes. Estimated effects of policies are compared using two models, one with hyperbolic preferences and one with standard exponential...

Persistent link: https://www.econbiz.de/10010574351