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Population, population density, and technological change

Klasen, Stephan; Nestmann, Thorsten - 2004

In a model on population and endogenous technological change, Kremer combines a short-run Malthusian scenario where income determines the population that can be sustained, with the Boserupian insight that greater population spurs technological change and can therefore lift a country out of its...

Persistent link: https://www.econbiz.de/10010261207

Population, Population Density, and Technological Change

Klasen, Stephan; Nestmann, Thorsten - 2004

Persistent link: https://www.econbiz.de/10010263503

Copula dynamics in CDOs

Choros-Tomczyk, Barbara; Härdle, Wolfgang Karl; … - 2012

conditions. Therefore, a correlation implied from tranches can be seen as a measure of the general health of the credit market …

Persistent link: https://www.econbiz.de/10010318769

Modelling volatilities and conditional correlations in futures markets with a multivariate t distribution

Pesaran, Bahram; Pesaran, Mohammad Hashem - 2007

This paper considers a multivariate t version of the Gaussian dynamic conditional correlation (DCC) model proposed by …

Persistent link: https://www.econbiz.de/10010276212

Modelling volatilities and conditional correlations in futures markets with a multivariate t distribution

Pesaran, Bahram; Pesaran, Mohammad Hashem - 2007

This paper considers a multivariate t version of the Gaussian dynamic conditional correlation (DCC) model proposed by …

Persistent link: https://www.econbiz.de/10010276254

Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails

Zhang, Xin; Creal, Drew; Koopman, Siem Jan; Lucas, Andre - 2011

autoregressive conditional heteroskedasticity model and the dynamic conditional correlation model where distributional assumptions …

Persistent link: https://www.econbiz.de/10010326055

The empirical relation between credit quality, recovery and correlation

Rösch, Daniel; Scheule, Harald - 2009

correlation. …

Persistent link: https://www.econbiz.de/10010276410

Do survey indicators let us see the business cycle? A frequency decomposition

Dresse, Luc; Van Nieuwenhuyze, Christophe - 2008

This paper uses a frequency domain approach to gain insight into the correlation between survey indicators and year … of the correlation between survey indicators and year-on-year GDP growth at the different frequencies to explain their … overall correlation. We show that survey indicators, similar to year-on-year GDP growth, do not perfectly reflect business …

Persistent link: https://www.econbiz.de/10011506652

Ethnic networks and employment outcomes

Patacchini, Eleonora; Zenou, Yves - 2008

We analyse the effect of strong and weak ties on the individual probability of finding a job. Using the dynamic model of Calvó-Armengol and Jackson (2004), two results are put forward: (i) the individual probability of finding a job is increasing in the number of strong and weak ties; (ii) the...

Persistent link: https://www.econbiz.de/10010268917

Did History Breed Inequality? Colonial Factor Endowments and Modern Income Distribution

Baker, Matthew J.; Brunnschweiler, Christa N.; Bulte, … - 2008

We explore the relation between historical population density in former colonies and modern income distribution. A theoretical model highlights the potentially opposing effects of native population density on incentives for colonists to conquer or settle in new territories. While an abundant...

Persistent link: https://www.econbiz.de/10011753150