Search Results - subject:"Transition Probabilities"

Colombian economic growth under Markov switching regimes with endogenous transition probabilities

Misas, Martha; Ramírez, María Teresa - BANCO DE LA REPÚBLICA - 2006

regime model with both fixed (FTP) and time-varying transition probabilities (TVTP) to explain regime changes in the economic …

Persistent link: https://www.econbiz.de/10005597682

Transitions in labour market status in the European Union

Ward-Warmedinger, Melanie; Macchiarelli, Corrado - European Institute, London School of Economics (LSE) - 2013

, comparisons of transition probabilities over time suggest that – until the onset of the financial crisis – the probability of …

Persistent link: https://www.econbiz.de/10010729207

Transition choice probabilities and welfare analysis in random utility models with imperfect before–after correlation

Delle Site, Paolo; Salucci, Marco Valerio - In: Transportation Research Part B: Methodological 58 (2013) C, pp. 215-242

Welfare in random utility models is used to be analysed on the basis of only the expectation of the compensating variation. De Palma and Kilani (De Palma, A., Kilani, K., 2011. Transition choice probabilities and welfare analysis in additive random utility models. Economic Theory 46(3),...

Persistent link: https://www.econbiz.de/10010730392

Bandwidth selection for the estimation of transition probabilities in the location-scale progressive three-state model

Meira-Machado, Luís; Roca-Pardiñas, Javier; Keilegom, … - In: Computational Statistics 28 (2013) 5, pp. 2185-2210

estimation method for the transition probabilities in a progressive three-state model. We assume that the vector of gap times … estimators of the transition probabilities. However, the important issue of automatic bandwidth choice in this setting has not …

Persistent link: https://www.econbiz.de/10010998487

Money growth and inflation: A regime switching approach

Amisano, Gianni; Fagan, Gabriel - In: Journal of International Money and Finance 33 (2013) C, pp. 118-145

We develop a Markov Switching model for inflation with time-varying transition probabilities. Inflation is …

Persistent link: https://www.econbiz.de/10010636243

Australian labor market dynamics across the ages

Ponomareva, Natalia; Sheen, Jeffrey - In: Economic Modelling 35 (2013) C, pp. 453-463

Transition probabilities between four labor market states (full-time employment, part-time employment, unemployment and …

Persistent link: https://www.econbiz.de/10010719382

Australian labor market dynamics across the ages

Ponomareva, Natalia; Sheen, Jeffrey R. - In: Economic modelling 35 (2013), pp. 453-463

Persistent link: https://www.econbiz.de/10010336777

Unemployment and transitions in the Turkish labor market: evidence from individual level data

Taşçi, H. Mehmet; Tansel, Aysit - 2005

transition probabilities between the labor market states of employment, unemployment and out-of-the labor force under Markovian … assumptions by gender and rural-urban residence and marital status. Transition probabilities are used to analyze the differences … analyze the determinants of men's and women's transition probabilities across labor market states. We find that urban women …

Persistent link: https://www.econbiz.de/10010276854

Credit Risk Migration Patterns of Agricultural Loans

Behrens, Andrew; Pederson, Glenn D. - Agricultural Economics Society - AES - 2005

This study utilizes comparisons and Probit regression analysis to determine the influence of previous migrations and other variables on the likelihood of future migrations of agricultural loan credit risk. The Farm Credit System association data set contains a large number of lender risk-rated...

Persistent link: https://www.econbiz.de/10010910125

Czech Labor Market Flows 1993-2003 (in English)

Gottvald, Jaromír - In: Czech Journal of Economics and Finance (Finance a uver) 55 (2005) 1-2, pp. 41-53

This paper focuses on structural changes in employment in absolute and relative terms, using Czech labor force survey data. Gross flows, job-to-job flows, and industry flows are investigated to delineate the major movements on the Czech labor market. The overall analysis of mobility flows...

Persistent link: https://www.econbiz.de/10005673593