Financial Statistical Journal最新文献_第2页

Preface to Volume 6, Issue 1 of Financial Statistical Journal 金融统计期刊》第 6 卷第 1 期序言

Financial Statistical Journal Pub Date : 2023-08-10 DOI: 10.24294/fsj.v6i1.3612

Ahmed Mohamed Habib

引用次数: 0

Economic and financial analysis: Impact of the pandemic on the food sector 经济和财政分析:疫情对粮食部门的影响

Financial Statistical Journal Pub Date : 2023-08-10 DOI: 10.24294/fsj.v6i1.2302

Bianca Pintor Martin, Nilton Cezar Carraro

引用次数: 0

Insurance Development and Economic Growth 保险业发展与经济增长

Financial Statistical Journal Pub Date : 2019-02-26 DOI: 10.24294/fsj.v0i0.1012

H. Lee, Zhen Yong, Qiao-Ming Lim

{"title":"Insurance Development and Economic Growth","authors":"H. Lee, Zhen Yong, Qiao-Ming Lim","doi":"10.24294/fsj.v0i0.1012","DOIUrl":"https://doi.org/10.24294/fsj.v0i0.1012","url":null,"abstract":"This study aims to investigate the effect of continent and initial GDP per capita level of a country on the relationship between insurance activities and economic growth. This study considers panel data consists of 123 countries from 1967 to 2014. Both static panel model and dynamic panel model are used to evaluate the effect of both continent and initial GDP per capita level of a country to the economic growth. The findings show significant causal relationship between insurance development and economic growth. However, the relationship is varied in different countries due to different initial income levels and locations. The effect of insurance development on economic growth of a country is indirect because it depends on the performance of the investment of insurers. Therefore, policymakers should consider their own country’s special characteristics when formulating a policy. Policymakers should clearly understand the nature of their insurance sector such as interconnectedness between financial sector and insurance sector, whether to promote insurance sector to grow their economy. By understanding the effect of continent and the initial GDP per capita level, policymakers could formulate and implement more effective policies on their country’s insurance sector to ensure the prosperity of the country’s economic growth.","PeriodicalId":447992,"journal":{"name":"Financial Statistical Journal","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-02-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114193932","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: 0

Research on the Relationship between Financial Development, Capital Stock and Economic Development 金融发展、资本存量与经济发展关系研究

Financial Statistical Journal Pub Date : 2019-01-08 DOI: 10.24294/FSJ.V1I4.1074

Xu Jie

引用次数: 0

Prediction intervals in the ARFIMA model using bootstrap G ARFIMA模型中使用自举G的预测区间

Financial Statistical Journal Pub Date : 2018-09-05 DOI: 10.24294/FSJ.V1I3.687

G. Franco, Gustavo C. Lana, V. Reisen

{"title":"Prediction intervals in the ARFIMA model using bootstrap G","authors":"G. Franco, Gustavo C. Lana, V. Reisen","doi":"10.24294/FSJ.V1I3.687","DOIUrl":"https://doi.org/10.24294/FSJ.V1I3.687","url":null,"abstract":"This paper presents a bootstrap resampling scheme to build pre-diction intervals for future values in fractionally autoregressive movingaverage (ARFIMA) models. Standard techniques to calculate forecastintervals rely on the assumption of normality of the data and do nottake into account the uncertainty associated with parameter estima-tion. Bootstrap procedures, as nonparametric methods, can overcomethese diculties. In this paper, we test two bootstrap prediction in-tervals based on the nonparametric bootstrap in the residuals of theARFIMA model. In this paper, two bootstrap prediction intervals areproposed based on the nonparametric bootstrap in the residuals ofthe ARFIMA model. The rst one is the well known percentile boot-strap, (Thombs and Schucany, 1990; Pascual et al., 2004), never usedfor ARFIMA models to the knowlegde of the authors. For the secondapproach, the intervals are calculated using the quantiles of the empir-ical distribution of the bootstrap prediction errors (Masarotto, 1990;Bisaglia e Grigoletto, 2001). The intervals are compared, througha Monte Carlo experiment, to the asymptotic interval, under Gaus-sian and non-Gaussian error distributions. The results show that thebootstrap intervals present coverage rates closer to the nominal levelassumed, when compared to the asymptotic standard method. An ap-plication to real data of temperature in New York city is also presentedto illustrate the procedures.","PeriodicalId":447992,"journal":{"name":"Financial Statistical Journal","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-09-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130206889","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: 0

The relative effect of trade and tax reformson import tax revenues in Ghana 加纳贸易和税制改革对进口税收入的相对影响

Financial Statistical Journal Pub Date : 2018-09-05 DOI: 10.24294/FSJ.V0I0.943

W. Brafu-Insaidoo, C. Obeng, E. Ewusie

引用次数: 0

KSG: indicator of economic concentration KSG:经济集中度指标

Financial Statistical Journal Pub Date : 2018-09-05 DOI: 10.24294/fsj.v1i4.829

Manuel Meireles

引用次数: 0

Addressing climate change adaptation with a stochastic integrated assessment model: Analysis of common agricultural policy measures 用随机综合评估模型解决气候变化适应问题:共同农业政策措施分析

Financial Statistical Journal Pub Date : 2018-09-05 DOI: 10.24294/FSJ.V1I2.913

T. Ermolieva, E. Boere, A. Biewald, P. Havlík, A. Mosnier, D. Leclère, H. Valin, S. Frank, M. Obersteiner, Y. Ermoliev

引用次数: 4

Risk Governance Structure and Firm Performance: An (Exploratory) Empirical Study in Indian Context 风险治理结构与企业绩效:印度背景下的探索性实证研究

Financial Statistical Journal Pub Date : 2018-09-05 DOI: 10.24294/FSJ.V1I4.942

M. Shivaani

{"title":"Risk Governance Structure and Firm Performance: An (Exploratory) Empirical Study in Indian Context","authors":"M. Shivaani","doi":"10.24294/FSJ.V1I4.942","DOIUrl":"https://doi.org/10.24294/FSJ.V1I4.942","url":null,"abstract":"The study attempts to explore the relationship between riskgovernance structureand firm performance. In perhaps the first of its kind attempt, a normative framework for risk governance structures is being put forward. Based on the framework, an index indicating strength/quality of risk governance structures is proposed. Then, the impact of risk governance structure on firm performance is gauged. To this end, the study makes use of constituents of S&P CNX500 index and covers a ten year period from April 1, 2005 to March 31, 2015.To control for potential endogeneity among variables of interest, the study makes use of a robust and reliable methodology,‘difference-GMM’. In addition, to ensure completeness of results, the study employs control variables such as recession dummy, firm’s age, size, and growth rate and leverage ratio. The results suggest that robust risk governance structures do not necessarily lead to better firm performance. In fact, risk governance index is negatively related to both ROA and ROE. The relationship is not statistically significant but has wide economic implications. A prominent implication being, mere constitution of risk management committee and appointment of CRO will not improve firm performance; regulators and companies need to ensure that governance structures are not too rigid, excessively risk averse and ineffective and inefficient in decision making. Given the simplicity and reliability of the proposed risk governance index, and the recommendations put forth in the paper, the study is expected to be of immense utility in an important yet neglected area of risk governance.","PeriodicalId":447992,"journal":{"name":"Financial Statistical Journal","volume":"108 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-09-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116194720","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: 0

Empirical Analysis of Claims Development Trapezoids following Benford’s Law 本福德法则下索赔发展梯形的实证分析

Financial Statistical Journal Pub Date : 2018-09-05 DOI: 10.24294/fsj.v1i2.420

Jochen Heberle, Tobias Gummersbach

引用次数: 0