Showing 1 - 10 of 19
An index of multidimensional poverty is constructed for the Philippines using the Alkire-Foster methodology. Data from the annual poverty indicators survey (APIS) collected in 2011 are used to calculate the index. An examination of household poverty using mixed logit analysis shows that...
Persistent link: https://www.econbiz.de/10012962353
A small-scale open economy dynamic stochastic general equilibrium (DSGE) model is used to examine Philippine monetary policy. The model's parameters are estimated using Bayesian methods. Posterior odds tests are conducted to compare models with different specifications of the policy rule. These...
Persistent link: https://www.econbiz.de/10012199802
This paper addresses the issue of both domestic and cross border systemic risk for 8 countries in Southeast Asia (Hong Kong, Indonesia, Korea, Malaysia, The Philippines, Singapore, Taiwan and Thailand). We use weekly data on individual bank stock prices from 2000 to 2005 to construct bank...
Persistent link: https://www.econbiz.de/10012726696
We examine co-movements of bank stock returns in eight East Asian countries after the 1997 crisis and attempt to determine the factors that influence them. Unlike Bautista and al (2008) who focus on a measure of the contribution of banks to systemic risk, we consider the return correlations...
Persistent link: https://www.econbiz.de/10010821010
This paper addresses the issue of both domestic and cross border systemic risk for 8 countries in Southeast Asia (Hong Kong, Indonesia, Korea, Malaysia, The Philippines, Singapore, Taiwan and Thailand). We use weekly data on individual bank stock prices from 2000 to 2005 to construct bank...
Persistent link: https://www.econbiz.de/10010821243
We examine co-movements of bank stock returns in eight East Asian countries after the 1997 crisis and attempt to determine the factors that influence them. The return correlations among banks within each country are computed and used as a dependent variable in weighted least squares regressions....
Persistent link: https://www.econbiz.de/10010899641
We examine co-movements of bank stock returns in eight East Asian countries after the 1997 crisis and attempt to determine the factors that influence them. Unlike Bautista and al (2008) who focus on a measure of the contribution of banks to systemic risk, we consider the return correlations...
Persistent link: https://www.econbiz.de/10008563197
This paper addresses the issue of both domestic and cross border systemic risk for 8 countries in Southeast Asia (Hong Kong, Indonesia, Korea, Malaysia, The Philippines, Singapore, Taiwan and Thailand). We use weekly data on individual bank stock prices from 2000 to 2005 to construct bank...
Persistent link: https://www.econbiz.de/10008578934
This study employed the 1979 Input-Output Table, the 1975 Family Income and Expenditures Survey, and the National Income Accounts of 1979 to study the effect of income redistribution on the composition of output demand. It was hoped that a significant amount of redistribution from the rich to...
Persistent link: https://www.econbiz.de/10010699112
A small-scale open economy dynamic stochastic general equilibrium (DSGE) model is used to examine Philippine monetary policy. The model's parameters are estimated using Bayesian methods. Posterior odds tests are conducted to compare models with different specifications of the policy rule. These...
Persistent link: https://www.econbiz.de/10012629027