Search Results - subject:"quantile regression."

Earnings and consumption dynamics: A nonlinear panel data framework

Arellano, Manuel; Blundell, Richard; Bonhomme, Stéphane - 2015

We develop a new quantile-based panel data framework to study the nature of income persistence and the transmission of income shocks to consumption. Log-earnings are the sum of a general Markovian persistent component and a transitory innovation. The persistence of past shocks to earnings is...

Persistent link: https://www.econbiz.de/10011526741

Charitable giving and its persistent and transitory reactions to changes in tax incentives: Evidence from the German taxpayer panel

Bönke, Timm; Werdt, Clive - Fachbereich Wirtschaftswissenschaft, Freie Universität … - 2015

tax returns covering the period 2001 to 2006. Employing censored quantile regression and exploiting the panel structure …

Persistent link: https://www.econbiz.de/10011161221

A Note on Unemployment Persistence and Quantile Parameter Heterogeneity

Andini, Corrado; Andini, Monica - Institute for the Study of Labor (IZA) - 2015

The standard approach to the estimation of unemployment persistence assumes that quantile parameter heterogeneity does not matter. Using panel quantile autoregression techniques on state-level data for the United States (1980-2010), we suggest that it does.

Persistent link: https://www.econbiz.de/10011163466

Conditional determinants of FDI in fast emerging economies: an instrumental quantile regression approach

Asongu, Simplice; Kodila-Tedika, Oasis - African Governance and Development Institute (AGDI) - 2015

period 2001-2011. An instrumental variable quantile regression estimation strategy is employed based on the intuition that …

Persistent link: https://www.econbiz.de/10011166591

The Hidden Benefits of Short Food Supply Chains: Farmersâ€™ Markets Density and Body Mass Index in Italy

Bimbo, Francesco; Bonanno, Alessandro; Nardone, Gianluca; … - In: International Food and Agribusiness Management Review 18 (2015) 1

The IFAMR is published quarterly by the International Food and Agribusiness Management Association (IFAMA). www.ifama.org

Persistent link: https://www.econbiz.de/10011167609

Testing for Stock Market Contagion: A Quantile Regression Approach

Park, Sungyong; Wang, Wendun; Huang, Naijing - Tinbergen Instituut - 2015

Regarding the asymmetric and leptokurtic behavior of financial data, we propose a new contagion test in the quantile … regression framework that is robust to model misspecification. Unlike conventional correlation-based tests, the proposed quantile …

Persistent link: https://www.econbiz.de/10011257623

Is full banking integration desirable?

Arribas, Iván; Peiró-Palomino, Jesús; … - Departament d'Economia, Universitat Jaume I - 2015

this end, we implement quantile regression, also considering the presence of endogenous regressors. Results show that bank …) overall is positive and significant. Quantile regression models in the second stage of the analysis show that the effects are …

Persistent link: https://www.econbiz.de/10011262840

Drivers of Growth in Fast Emerging Economies: A Dynamic Instrumental Quantile Approach

Asongu, Simplice - African Governance and Development Institute (AGDI) - 2015

-2011. An instrumenal variable (IV) quantile regression approach is complemented with Two-Stage-Least Squares and IV Least …

Persistent link: https://www.econbiz.de/10011265218

CONSUMPTION EXPENDITURE PATTERN OF RURAL AND URBAN HOUSEHOLDS IN NAMIBIA: A QUANTILE REGRESSION APPROACH

Regmi, Madhav; Paudel, Krishna; Khanal, Aditya; … - Southern Agricultural Economics Association - SAEA - 2015

Persistent link: https://www.econbiz.de/10011125406

An analysis of the factors determining crime in England and Wales: A quantile regression approach

Bandyopadhyay, Siddhartha; Bhattacharya, Samrat; … - In: Economics Bulletin 35 (2015) 1, pp. 665-679

quantile regression model which enables us to analyze different points of the crime distribution. The quantile regression model …

Persistent link: https://www.econbiz.de/10011207129

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