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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars:Income Interdependence in the UK Multi-Regional Economy: A Meso-Level Analysis
英国 多区域经济 收入相互依存 中观分析
2023/4/27
Statistical analysis of factors influencing the results of enterprises in dairy industry
cluster analysis economic indicators milk industry ownership subsidies
2017/6/22
The article deals with companies processing and producing dairy products and cheeses in the Czech market. The dairy industry is a crucial field among the production of food products. On March 31, 2015...
Analysis of Daily Retail Sales Data during the Financial Panic of 2008
Daily Retail Sales Financial Panic
2015/8/3
Quarterly and monthly data on U.S. personal consumption expenditures show a severe
decline in consumer spending around the time of the financial panic in the fall of 2008. This
decline substantially...
What Makes them Click: Empirical Analysis of Consumer Demand for Search Advertising
Search Advertising Empirical Analysis
2015/7/31
We study users' response to sponsored-search advertising using data from Microsoft's Live
AdCenter distributed in the \Beyond Search" initiative. We estimate a structural model of utility
maximizing...
CONSUMPTION AND THE GREAT RECESSION: AN ANALYSIS OF TRENDS, PERCEPTIONS, AND DISTRIBUTIONAL EFFECTS
CONSUMPTION THE GREAT RECESSION:
2015/7/23
Consumption decisions are crucial determinants of business cycles and growth. As a
share of US gross domestic product (GDP) personal consumer expenditure has grown
steadily since the early 1970s t...
Guidelines for Constructing Consumption Aggregates For Welfare Analysis
Guidelines Constructing Consumption Aggregates Welfare Analysis
2014/3/18
We would like to acknowledge the invaluable assistance provided by Ludovico Carraro in analyzing the data
sets from the country case studies reviewed in this paper, and in documenting the programs in...
Toehold Purchase Problem: A comparative analysis of two strategies
Toehold tender offer mixed strategy takeover beta function
2012/4/28
Toehold purchase, defined here as purchase of one share in a firm by an investor preparing a tender offer to acquire majority of shares in it, reduces by one the number of shares this investor needs f...
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...
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...
Consumers?food choice and quality perception: Comparative analysis of selected Central European countries
food product quality factor perception cluster analysis dendogram
2014/2/27
Food quality and safety belong to the most important factors of building the image of the product, brand, or country of origin at the local, regional or global markets. The main aim of the paper is t...
Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals
Rescaled range analysis detrended fluctuation analysis Hurst exponent
2010/12/6
We focus on finite sample properties of two mostly used methods of Hurst exponent H estimation—rescaled range analysis (R/S) and detrended fluctuation analysis (DFA). Even though both methods have bee...
An Empirical Analysis of Investment Determinants in Indian States: 1998-2006
An Empirical Analysis Investment Determinants Indian States 1998-2006
2009/11/30
India's economic reforms in 1991 permitted investors to freely choose their
preferred investment locations across the various states in the Indian union,
leading to competition between states to at...
Analysis of the Factors of TVE’s Profitability in Xinjiang District
rural industrialization TVEs profitability liability-asset ratio
2009/5/7
This paper examines the determinants of the profitability of Xinjiang’s township and village enterprises. Panel and cross-sectional analyses of profit equations are conducted among collective-owned, s...
Complementarity between private and public investment in R&D: A Dynamic Panel Data analysis
investment Technology Spillovers Complementarities Economic growth Dynamic Panel Data
2010/11/1
This paper investigates the relationship between private and public investment in R&D, while taking into account the effect of several instruments policies such as subsidies and taxes.
Approximate formulae for pricing zero-coupon bonds and their asymptotic analysis
zero-coupon bonds asymptotic analysis
2010/12/13
We analyze analytic approximation formulae for pricing zero-coupon bonds in the case when the short-term interest rate is driven by a one-factor mean-reverting process with a volatility nonlinearly d...