ERN: Econometric Modeling in Microeconomics (Topic)最新文献_第8页

Measuring Risk by Looking at Changes in Inequality: Vulnerability in Ecuador 通过观察不平等变化来衡量风险:厄瓜多尔的脆弱性

ERN: Econometric Modeling in Microeconomics (Topic) Pub Date : 2010-01-25 DOI: 10.2139/ssrn.1774020

Ethan Ligon

{"title":"Measuring Risk by Looking at Changes in Inequality: Vulnerability in Ecuador","authors":"Ethan Ligon","doi":"10.2139/ssrn.1774020","DOIUrl":"https://doi.org/10.2139/ssrn.1774020","url":null,"abstract":"We describe a measure of welfare, \"vulnerability\", which measures the difference between the highest feasible average level of utility in a population given aggregate resources, and the actual average level of utility. This measure can be decomposed into two components, related to inequality and to risk. We provide methods for computing vulnerability, inequality, and risk using only data on expenditures from repeated cross-sections of household data, and relate these to Atkinson's family of inequality measures. Using methods developed here and household-level Ecuadorean data from 1995 and 2006, we estimate the vulnerability and risk of i?½different population groups. Taking the population altogether, we find that the crisis of the late nineties was not only a large shock for the country as a whole, but also greatly increased the risk faced by individual households in the Sierra, risk which was subsequently translated into greater inequality. After 1999, overall risk borne by the average household fell dramatically, with the consequence that inequality remained nearly constant from 1999-2006. Levels of rural risk are considerably greater than are urban; further, rural risks tend to be the consequence of spatial shocks, while urban risks are much more idiosyncratic in nature.","PeriodicalId":207453,"journal":{"name":"ERN: Econometric Modeling in Microeconomics (Topic)","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-01-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127562198","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 14

Years of Schooling, Human Capital and the Body Mass Index of European Females 欧洲女性受教育年限、人力资本与体质指数

ERN: Econometric Modeling in Microeconomics (Topic) Pub Date : 2010-01-04 DOI: 10.2139/ssrn.1530671

G. Brunello, D. Fabbri, Margherita Fort

{"title":"Years of Schooling, Human Capital and the Body Mass Index of European Females","authors":"G. Brunello, D. Fabbri, Margherita Fort","doi":"10.2139/ssrn.1530671","DOIUrl":"https://doi.org/10.2139/ssrn.1530671","url":null,"abstract":"We use the compulsory school reforms implemented in European countries after the II World War to investigate the causal effect of education on the Body Mass Index (BMI) and the incidence of overweight and obesity among European females. Our IV estimates suggest that years of schooling have a protective effect on BMI. The size of the estimated effect is not negligible but smaller than the one found in comparable recent work for the US. We depart from the current empirical literature in three main directions. First, we use a multi-country approach. Second, we complement the standard analysis of the causal impact of years of schooling on BMI with one relying on a broader measure of education, i.e. individual standardized cognitive tests, and show that the current focus in the literature on years of schooling as the measure of education is not misplaced. Last, we evaluate whether the current focus on conditional mean effects should be integrated with an approach which allows for heterogeneous responses to changes in compulsory education. Although our evidence based on quantile regressions is mixed, there is some indication that the protective effect of schooling does not increase monotonically from the lower to the upper quantile of the distribution of BMI. Rather, the marginal effect is stronger among overweight (but not obese) females than among females with BMI above 30.","PeriodicalId":207453,"journal":{"name":"ERN: Econometric Modeling in Microeconomics (Topic)","volume":"43 1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-01-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116302157","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 18

Bankruptcy Prediction: A Comparison of Some Statistical and Machine Learning Techniques 破产预测:一些统计和机器学习技术的比较

ERN: Econometric Modeling in Microeconomics (Topic) Pub Date : 2009-12-17 DOI: 10.2139/ssrn.1525947

Tonatiuh Pena Centeno, Serafin Martinez Jaramillo, Bolanle Abudu

引用次数: 15

Risk Apportionment Via Bivariate Stochastic Dominance 基于双变量随机优势的风险分配

ERN: Econometric Modeling in Microeconomics (Topic) Pub Date : 2009-11-19 DOI: 10.2139/ssrn.1550225

Octave Jokung

引用次数: 18

How Much Should We Trust Linear Instrumental Variables Estimators? An Application to Family Size and Children's Education 我们应该在多大程度上信任线性工具变量估计器?家庭规模与儿童教育的应用

ERN: Econometric Modeling in Microeconomics (Topic) Pub Date : 2009-11-17 DOI: 10.2139/ssrn.1506314

M. Mogstad, Matthew Wiswall

引用次数: 7

Corporate Social Performance of Indonesian State-Owned and Private Companies 印尼国有和私营企业的社会绩效

ERN: Econometric Modeling in Microeconomics (Topic) Pub Date : 2009-10-16 DOI: 10.1142/9789812791788_0023

Hasan Fauzi, M. Hussain, A. Abdul Rahman, Adnan A. Priyanto

{"title":"Corporate Social Performance of Indonesian State-Owned and Private Companies","authors":"Hasan Fauzi, M. Hussain, A. Abdul Rahman, Adnan A. Priyanto","doi":"10.1142/9789812791788_0023","DOIUrl":"https://doi.org/10.1142/9789812791788_0023","url":null,"abstract":"The objectives of this study are to analyze the difference of corporate social performance between State-owned and private companies in Indonesia, and also to analyze the correlation between the corporate social performance (CSP) and the corporate financial performance by using company size, and institutional ownership as control variables. The population of this study is Indonesian state owned and private companies in the year of 2001-2004. Purposive sampling was used in this study, and final samples are 461 companies. The CSP or CSR (Corporate social responsibility) score is measured by content analysis of corporate annual report using seven item developed by Michael Research Jantzi Research Associate, Inc. The data is tested by independent t-test to determine the mean difference and by using partial correlation test to know the correlation between the corporate social performance and financial performance. The results of this study are that there is no significant difference mean of corporate social performance between state-owned and private owned companies in Indonesia. In addition, the correlation test indicates that there is no association between corporation social performance and financial performance both in SOCs and POCs.","PeriodicalId":207453,"journal":{"name":"ERN: Econometric Modeling in Microeconomics (Topic)","volume":"109 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2009-10-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123418506","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 10

Male and Female Labour Force Participation: The Role of Dynamic Adjustments to Changes in Labour Demand, Government Policies and Autonomous Trends 男性和女性劳动力参与:动态调整对劳动力需求、政府政策和自主趋势变化的作用

ERN: Econometric Modeling in Microeconomics (Topic) Pub Date : 2009-10-15 DOI: 10.26481/umamet.2009036

M. Vendrik, F. Cörvers

{"title":"Male and Female Labour Force Participation: The Role of Dynamic Adjustments to Changes in Labour Demand, Government Policies and Autonomous Trends","authors":"M. Vendrik, F. Cörvers","doi":"10.26481/umamet.2009036","DOIUrl":"https://doi.org/10.26481/umamet.2009036","url":null,"abstract":"This study investigates the extent and speed of dynamic adjustment of labour supply to changes in labour demand, government policies and autonomous trends. We estimate error-correction models (ECMs) for male and female participation rates in the Netherlands between 1969 and 2004. The results show significant short and long-run effects of labour demand as well as a negative autonomous trend for male participation. In contrast, we find no significant long-run labour-demand effects and a very strong positive autonomous trend for female participation. Including female and male participation as additional explanatory variables in the male and female ECMs, respectively, reveals significant substitution effects between female and male participation. For male participation the substitution effects from female participation account for the negative trend in the basic ECM, while for female participation the substitution effects from male participation counterbalance labour demand effects that are now significant. In addition, we find very significant breakpoints in male and female participation at 1994, which indicate the effects of exogenous participation-promoting policies by the Dutch governments after 1994. The adjustments of the participation rates to changes in labour demand, government policies and autonomous trends are moderately fast.","PeriodicalId":207453,"journal":{"name":"ERN: Econometric Modeling in Microeconomics (Topic)","volume":"99 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2009-10-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126701295","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 6

Modeling Individual Choices in Experiments: Reply to Conte and Moffatt 实验中的个体选择建模:回复Conte和Moffatt

ERN: Econometric Modeling in Microeconomics (Topic) Pub Date : 2009-08-13 DOI: 10.2139/ssrn.1554812

A. Cappelen, Astri Drange Hole, Erik Ø. Sørensen, Bertil Tungodden

引用次数: 0

Operating Cash Flow and Added Value: A Study of the Correlation between Liquidity and Distribution of Added Value in the Brazilian Textile Sector 经营现金流与增加值:巴西纺织业流动性与增加值分布的相关性研究

ERN: Econometric Modeling in Microeconomics (Topic) Pub Date : 2009-07-31 DOI: 10.2139/ssrn.1634422

Idalberto José das Neves Júnior, Simone Araújo do Carmo, Carlos Daniel Schneider Pereira

{"title":"Operating Cash Flow and Added Value: A Study of the Correlation between Liquidity and Distribution of Added Value in the Brazilian Textile Sector","authors":"Idalberto José das Neves Júnior, Simone Araújo do Carmo, Carlos Daniel Schneider Pereira","doi":"10.2139/ssrn.1634422","DOIUrl":"https://doi.org/10.2139/ssrn.1634422","url":null,"abstract":"The operating cash flow (FCO) is the financial results produced by the assets directly identified with the activity of the company. It is obtained in the Statement of Cash Flows in the first group of operations: operating activities. Through this, one can calculate a liquidity ratio than that obtained with elements of the Balance Sheet. In this context, this study brings the discussion to the liquidity of companies, perceived from liquidity indicators calculated by the Operating Cash Flow, is related to the distribution of added value demonstrated by the DVA. Thus, the objective was to explore the results of the correlation between the indicator Operating Cash Flow and Value Added in the Brazilian textile sector. For this, we used the statements of 18 companies with shares on the Bovespa Brazilian textile sector in software development for Economatica, and were also collected the values of EBITDA, as an estimate of the FCO. After collecting data, indicators were calculated and subsequently performed correlation and regression in SPSS, totaling 720 data used. By analyzing the results, we concluded that liquidity has no significant influence on the distribution of wealth.","PeriodicalId":207453,"journal":{"name":"ERN: Econometric Modeling in Microeconomics (Topic)","volume":"50 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2009-07-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131754300","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 3

Existence of Equilibrium in Common Agency Games with Adverse Selection 具有逆向选择的共同代理博弈均衡的存在性

ERN: Econometric Modeling in Microeconomics (Topic) Pub Date : 2009-07-01 DOI: 10.2139/ssrn.921806

Guilherme Carmona, J. Fajardo

引用次数: 20