Results 1 to 10 of about 22,356,003 (311)
Interdependent preferences: an econometric analysis [PDF]
The theoretical model of Gaertner (1974) and Pollak (1976) for the interdependence of preferences in the Linear Expenditure System is estimated for a cross-section of households. The interdependence of consumption of different households has implications for the stochastic structure of the model and for the identifiability of its parameters, Both ...
Arie Kapteyn+3 more
openalex +13 more sources
Inflation Dynamics: A Structural Econometric Analysis [PDF]
We develop and estimate a structural model of inflation that allows for a fraction of firms that use a backward-looking rule to set prices. The model nests the purely forward-looking New Keynesian Phillips curve as a particular case. We use measures of marginal cost as the relevant determinant of inflation, as the theory suggests, instead of an ad hoc ...
Mark Gertler, Jordi Galí, Jordi Galí
openaire +6 more sources
Econometric Issues in the Analysis of Contagion [PDF]
This paper presents a canonical, econometric model of contagion and investigates the conditions under which contagion can be distinguished from inter-dependence. In a two-country (market) set up it is shown that for a range of fundamentals the solution is not unique, and for sufficiently large values of the contagion coefficients it has interesting ...
Andreas Pick, Hashem Pesaran
core +6 more sources
The Econometric Analysis of Microscopic Simulation Models [PDF]
Microscopic simulation models are often evaluated based on visual inspection of the results.This paper presents formal econometric techniques to compare microscopic simulation (MS) models with real-life data.A related result is a methodology to compare ...
Donkers, A.C.D., Li, Y., Melenberg, B.
core +13 more sources
Econometric analysis of volatile art markets [PDF]
A new heteroskedastic hedonic regression model is suggested which takes into account time-varying volatility and is applied to a blue chips art market. A nonparametric local likelihood estimator is proposed, and this is more precise than the often used ...
Christian M. Hafner+1 more
core +6 more sources
Econometric Analysis of Discrete Reforms [PDF]
The paper suggests an econometric methodology for testing the effectiveness of reforms implemented in one major step, i.e., discrete reforms. The methodology is based on the exogeneity properties of variables in an econometric model. The paper specifies the preconditions for setting up an appropriate model; suggests an economic interpretation of the ...
Alexei Kireyev
openalex +5 more sources
Research, Innovation And Productivi[Ty: An Econometric Analysis At The Firm Level [PDF]
This paper studies the links between productivity, innovation and research at th level. We introduce three new features: (i) A structural model that explains pro by innovation output, and innovation output by research investment; (ii) New dat ...
Bruno Crépon+2 more
openalex +2 more sources
Young people and alcohol: an econometric analysis [PDF]
ABSTRACTAims To analyse the determinants of youth drinking behaviour within an economic –theoretical framework. The paper focuses especially on the effects of (a) having parents willing to supply alcohol, (b) living in a single‐parent household, (c) having parents who are currently unemployed and (d) having received education about alcohol, narcotics ...
Petter Lundborg
openalex +6 more sources
Econometric Analysis of Cattle Auctions [PDF]
This paper provides an empirical analysis of cattle auctions taking place in Amstetten, Austria. The particular auctions we focus on are ascending or English auctions.
Christine Zulehner
core +3 more sources
An Econometric Analysis of Construction.
Frederick E. Balderston, John M. Mattila
openalex +4 more sources