搜索结果: 151-165 共查到“经济学 analysis”相关记录343条 . 查询时间(0.265 秒)
THE EFFECT OF HUMAN CAPITAL AND LABOR MARKET SEGMENTS ON RETIREMENT INCOME: A POLICY ANALYSIS
segmental career trajectories retirement income postretirement employment work behavior
2011/9/12
This study explores the effects of human capital accumulation and segmental career trajectories on retirement income. Results indicate that human capital influences level of retirement income while se...
THE DETERMINANTS OF U.S. STATE ECONOMIC GROWTH: A LESS EXTREME BOUNDS ANALYSIS.
economic growth growth equations productivity characteristics industrial composition
2011/9/11
This study investigates U.S. state economic growth from 1970 to 1999. I innovate on previous studies by developing a new approach for addressing “model uncertainty” issues associated with estimating g...
An Empirical Analysis of the Dynamic Relation between Investment-Grade Bonds and Credit Default Swaps
theoretical equivalence credit spreads equilibrium condition discovery process
2011/8/23
We test the theoretical equivalence of credit default swap (CDS) prices and credit spreads derived by Duffie (1999), finding support for the parity relation as an equilibrium condition. We also find t...
Exchange Rate Pass-Through and Monetary Policy: A Cross-Commodity Analysis
dynamic panel emerging market exchange rate pass-through monetarypolicy
2011/8/21
This paper investigates how a change in monetary policy affects the degree and the speed of exchange rate pass-through to import prices in the emerging market economy, using a newly constructed data s...
Financial Liberalisation and the South Korean Financial Crisis: An Analysis of Expert Opinion
Financial Crisis risk management effective international industry and banking
2011/8/21
This paper provides a novel analysis of the South Korean financial crisis drawing on the findings of a unique survey of IMF/World Bank and South Korean experts. The survey reveals that over-optimism a...
Signaling Firm Performance Through Financial Statement Presentation: An Analysis Using Special Items
Signaling Firm financial statements Special Items
2011/8/20
This paper investigates whether managers’ presentation of special items within the financial statements reflects economic performance or opportunism. Specifically, we assess special items presented as...
A Comparison of Financial Analysis Software for Use in Financial Planning for Small Businesses
Financial Planning Financial Analysis Software Comparison Small Busines
2011/8/20
While there is a plethora of tools, methods, and alternatives for financial planning for individuals, there is a minimal variety of tools or methods available to help small business owners with their ...
A Stochastic Model for the Analysis of Demographic Risk in Pay-As-You-Go Pension Funds
Pension funds Demographic risk New entrants Markovchain Professional categories
2011/7/4
This research presents an analysis of the demographic risk
related to future membership patterns in pension funds with restricted
entrance, nanced under a pay-as-you-go scheme. The paper, therefore...
Stability of the World Trade Web over Time - An Extinction Analysis
General Finance World Trade Web over Time
2011/7/25
Abstract: The World Trade Web (WTW) is a weighted network whose nodes correspond to countries with edge weights reflecting the value of imports and/or exports between countries. In this paper we intro...
A sharp analysis on the asymptotic behavior of the Durbin-Watson statistic for the first-order autoregressive process
Durbin-Watson statistic first-order autoregressive process Statistical test for serial correlation
2011/7/25
Abstract: The purpose of this paper is to provide a sharp analysis on the asymptotic behavior of the Durbin-Watson statistic. We focus our attention on the first-order autoregressive process where the...
Theoretical Sensitivity Analysis for Quantitative Operational Risk Management
Sensitivity Analysis Quantitative Operational Risk Management Value at Risk
2011/7/22
Abstract: We study the asymptotic behaviour of the difference between the Value at Risks VaR(L) and VaR(L+S) for heavy tailed random variables L and S as an application to the sensitivity analysis of ...
The analysis of the relationships of Korean outbound tourism demand:Jeju Island and three international destinations
Dynamic conditional correlation Multivariate GARCH Vector error correction model Jeju Island Korean outbound tourism
2011/4/2
This paper investigates the determinants of the relationship among Korean outbound tourism demand for Jeju Island and three other Asian island countries using the multivariate generalized autoregressi...
Interrelationships Among Korean Outbound Tourism Demand:Granger Causality Analysis
Korean outbound tourism demand causality relationship, vector autoregressive model, interrelationship
2011/4/2
This study investigated Korean outbound tourism demand and its determinants using the Granger causality (GC) analysis. In contrast to previous studies, which dealt only with internal factors, such as ...
An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition
time-series dynamic minimum-variance variance reduction
2011/3/30
This paper investigates the hedging effectiveness of a dynamic moving window OLS hedging model, formed using wavelet decomposed time-series. The wavelet transform is applied to calculate the appropria...
Multifractal detrending moving average cross-correlation analysis
cross-correlations multifractal detrended cross-correlation analysis extensive numerical experiments
2011/3/30
There are a number of situations in which several signals are simultaneously recorded in complex systems, which exhibit long-term power-law cross-correlations. The multifractal detrended cross-correla...