Home Itens selecionados Provedores de dados OAI Créditos Sobre Ajuda

			Busca avançada
	Provedor de dados 31 (48) Autor Bergstrom, John C. (2) Boozer, Michael A. (2) Carlberg, Jared G. (2) Ciaian, Pavel (2) Florax, Raymond J.G.M. (2) Hall, Alastair R. (2) Holt, Matthew T. (2) Ooms, Daan L. (2) Pede, Valerien O. (2) Sauer, Johannes (2) Wilfling, Bernd (2) Albisu, Luis Miguel (1) Alston, Julian M. (1) Andersen, Matthew A. (1) Anderson, Soren T. (1) Antzoulatos, Angelos A. (1) Arndt, Channing (1) Banzhaf, H. Spencer (1) Barnes, Andrew Peter (1) Bartova, Lubica (1) Mais... Palavra-chave C51 (48) Research Methods/ Statistical Methods (12) Agricultural and Food Policy (11) Q12 (9) C23 (8) Q18 (7) Community/Rural/Urban Development (6) Q11 (6) D12 (5) Labor and Human Capital (5) D24 (4) Demand and Price Analysis (4) International Development (4) International Relations/Trade (4) Q13 (4) R11 (4) Resource /Energy Economics and Policy (4) Agricultural Finance (3) C21 (3) C52 (3) Mais... Tipo do documento Conference Paper or Presentation (17) Working or Discussion Paper (16) Journal Article (13) Article (1) Working Paper (1) Ano 2012 (1) 2011 (6) 2010 (4) 2009 (5) 2008 (4) 2007 (1) 2006 (2) 2005 (8) 2003 (5) 2002 (4) 2001 (4) 2000 (3) 1996 (1) Mais... País United States (48) Idioma Inglês (47) Espanhol (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 48 Primeira ... 1 2 3 ... Última Since When Have FOREX Markets Incorporated EMU into Currency Pricing? Evidence from Four Exchange Rate Series 31 Wilfling, Bernd. Recent theory on exchange rate dynamics suggests that the mere announcement of regime switching from floating to fixed rates at a given future date triggers a reduction in exchange rate volatility during the interim period. Using a Markov-switching GARCH model this paper estimates the volatility processes of four EMU exchange rate returns vis-à-vis the German mark using daily data for the time prior to Stage III of EMU. Statistical inference yields the dates at which financial markets began to incorporate the expected EMU participation of each country into currency pricing. The data exhibits strong econometric evidence for two distinct views concerning the ultimate EMU membership: (1) Finland and France were considered irrefutable EMU members long before... Tipo: Working or Discussion Paper Palavras-chave: EMU; Exchange rate policy; Volatility; Regime-switching GARCH models; Financial Economics; F31; F33; C51. Ano: 2001 URL: http://purl.umn.edu/26136 An Ordinal Regression Model using Dealer Satisfaction Data 31 Staus, Alexander. This article analyses dealer satisfaction data in the agricultural technology market in Germany. The dealers could rate their suppliers in the ’overall satisfaction’ and in 38 questions which can be summarized in 8 dimensions. An ordinal regression model which is also known as the proportional odds model is used to analyse the ordinal scaled rating of the dealers. The ordinal regression model is a well examined method in econometric theory, but many authors prefer using a linear regression model due to better interpretation, even the assumptions of a linear regression do not fit the data. Since the estimated coefficients of an ordinal regression model can not be properly interpreted we show other methods for a better insight of the relationship of the... Tipo: Working or Discussion Paper Palavras-chave: Keywords: ordinal regression; Dealer satisfaction; Interpretation; Agricultural and Food Policy; Marketing; C25; C51; Q13. Ano: 2007 URL: http://purl.umn.edu/98632 A BAYESIAN ALTERNATIVE TO GENERALIZED CROSS ENTROPY SOLUTIONS FOR UNDERDETERMINED ECONOMETRIC MODELS 31 Heckelei, Thomas; Mittelhammer, Ronald C.; Jansson, Torbjorn. This paper presents a Bayesian alternative to Generalized Maximum Entropy (GME) and Generalized Cross Entropy (GCE) methods for deriving solutions to econometric models represented by underdetermined systems of equations. For certain types of econometric model specifications, the Bayesian approach provides fully equivalent results to GME-GCE techniques. However, in its general form, the proposed Bayesian methodology allows a more direct and straightforwardly interpretable formulation of available prior information and can reduce significantly the computational effort involved in finding solutions. The technique can be adapted to provide solutions in situations characterized by either informative or uninformative prior information. Tipo: Working or Discussion Paper Palavras-chave: Underdetermined Equation Systems; Maximum Entropy; Bayesian Priors; Structural Estimation; Calibration; Research Methods/ Statistical Methods; C11; C13; C51. Ano: 2008 URL: http://purl.umn.edu/56973 Bargaining over governments in a stochastic environment 31 Merlo, Antonio. In this paper we structurally estimate a game-theoretic model of government formation in a multiparty parliamentary democracy. We focus on the timing and the terms of government agreements in the context of a multilateral stochastic model of sequential bargaining with complete information (Merlo and Wilson (1194, 1995)) where efficient delays may occur in the unique equilibrium. Besides showing that our model yields a good fit to the data on the duration of negotiations over government formation as well as government durations in postwar Italy, we use our estimates to quantify the advantage to proposing and to conduct policy experiments to evaluate the effects of changes in the bargaining procedure. We show that the gains from proposing tend to be quite... Tipo: Working or Discussion Paper Palavras-chave: Noncooperative bargaining; Delay; Government formation; Structural estimation; Duration models.; Political Economy; C41; C51; C73; C78; D72. Ano: 1996 URL: http://purl.umn.edu/7476 PARAMETER ESTIMATION FOR A COMPUTABLE GENERAL EQUILIBRIUM MODEL: A MAXIMUM ENTROPY APPROACH 31 Arndt, Channing; Robinson, Sherman; Tarp, Finn. We introduce a maximum entropy approach to parameter estimation for computable general equilibrium (CGE) models. The approach applies information theory to estimating a system of nonlinear simultaneous equations. It has a number of advantages. First, it imposes all general equilibrium constraints. Second, it permits incorporation of prior information on parameter values. Third, it can be applied in the absence of copious data. Finally, it supplies measures of the capacity of the model to reproduce the historical record and the statistical significance of parameter estimates. The method is applied to estimating a CGE model of Mozambique. Tipo: Working or Discussion Paper Palavras-chave: Maximum entropy; Computable general equilibrium; CGE; Prior information; Mozambique.; Research Methods/ Statistical Methods; C51; C68. Ano: 2001 URL: http://purl.umn.edu/42456 Inside the 'Black Box' of Project Star: Estimation of Peer Effects Using Experimental Data 31 Boozer, Michael A.; Cacciola, Stephen E.. The credible identification of endogenous peer group effects— i.e. social multiplier or feedback effects —has long eluded social scientists. We argue that such effects are most credibly identified by a randomly assigned social program which operates at differing intensities within and between peer groups. The data we use are from Project STAR, a class size reduction experiment conducted in Tennessee elementary schools. In these data, classes were comprised of varying fractions of students who had previously been exposed to the Small class treatment, creating class groupings of varying experimentally induced quality. We use this variation in class group quality to estimate the spillover effect. We find that when allowance is made for this ‘feedback’ effect... Tipo: Working or Discussion Paper Palavras-chave: Peer effects; Data with a group structure; Organization of schooling; Experimental evidence; Teaching/Communication/Extension/Profession; Z13; C51; C81; I21; C23. Ano: 2001 URL: http://purl.umn.edu/28524 EFFECTS OF OWNERSHIP RESTRICTIONS ON FARMLAND VALUES IN SASKATCHEWAN 31 Carlberg, Jared G.. Restrictions on the ownership of farmland by nonresidents of Saskatchewan were imposed by the Farmland Security Act (FSA) in 1974. The FSA has been blamed by some observers for depressed provincial land values. An adaptive expectations present value model is developed to estimate the effects of the FSA, with the province of Alberta included as a control. Results of seemingly unrelated regressions and generalized autoregressive conditional hetereoscedasticity estimates find no statistically significant effect of the FSA on the value of land in Saskatchewan. This may indicate that the effect of the regulatory change is too small to be measured accurately. Tipo: Journal Article Palavras-chave: Adaptive expectations; Farmland Security Act; Generalized autoregressive conditional heteroscedasticity; Present value; Seemingly unrelated regressions; Land Economics/Use; C51; G21; Q18. Ano: 2002 URL: http://purl.umn.edu/15473 A metafrontier approach to measuring technical efficiencies across the UK dairy sector 31 Barnes, Andrew Peter; Revoredo-Giha, Cesar; Sauer, Johannes. A regional approach is applied to measure technical efficiencies on dairy farms which employs the deterministic metafrontier approach. We construct six super regions for the UK, i.e. Eastern, Western, Northern England, Wales, Scotland and Northern Ireland. Data are collected through three different administrative systems, all be it under the same FADN guidance. We find for dairy farming comparative indicators of performance in all three data sets. The stochastic frontier approach is applied to construct 6 regional frontiers and a pooled (UK) dataset for comparison. A likelihood ratio test rejects the null hypothesis that these regions operate under a common frontier which may indicate bias in previous attempts to measure dairying efficiency at the country... Tipo: Conference Paper or Presentation Palavras-chave: Stochastic Production Frontiers; Metafrontiers; UK Farm Account Data; Dairy farming.; Agricultural and Food Policy; Q12; D24; C23; C51. Ano: 2011 URL: http://purl.umn.edu/99369 Dynamic adjustments in the Dutch greenhouse sector due to environmental regulations 31 Verreth, Daphne M.I.; Emvalomatis, Grigorios; Bunte, Frank H.J.; Oude Lansink, Alfons G.J.M.. Horticultural firms are dependent on energy to produce, while policy makers focus on reducing the use of energy and investment in energy-saving technologies. The paper aimed to asses Dutch greenhouse farmers‘ responses to policies that would affect prices of different energy inputs. The farmer’s behaviour is modelled in two steps: firms are assumed to maximize profit at given energy use level, and firms are assumed to minimize the discounted sum of energy costs. The model is estimated using farm survey data spanning the period 2001-2008. Short-run and long-run elasticities with respect to prices and investments in energy-using technology are estimated. The greenhouse sector shows a fast adjustment of energy capital towards its long-run equilibrium. This... Tipo: Conference Paper or Presentation Palavras-chave: Greenhouse horticulture; Energy; Dynamic duality; Adjustment costs; Agricultural and Food Policy; C51; C61; D92; Q12; Q18; Q48.. Ano: 2011 URL: http://purl.umn.edu/99364 The Effects of Class Size on the Long Run Growth in Reading Abilities and Early Adult Outcomes in the Christchurch Health and Development Study 31 Boozer, Michael A.; Maloney, Tim. This paper utilizes the feature of the CHDS data from New Zealand that children are sampled for extremely long individual histories of their class size experiences as well as their scholastic and early labor market outcomes. Our interest is to explore the full set of empirical implications of the recent experimental evidence on class size effects on student achievement from the United States in Project STAR for observational data. We argue that one implication of Project STAR is that only persistent class size reduction policies may have detectable effects, and so the longitudinal aspect of CHDS is necessary to detect class size effects. We account for the observational nature of the CHDS (in that children were not randomly assigned to different class... Tipo: Working or Discussion Paper Palavras-chave: School quality; Value-added model; Experimental evidence; Labor and Human Capital; C51; C81; I21; C23. Ano: 2001 URL: http://purl.umn.edu/28384 La relación entre ventajas competitivas y resultados empresariales en la industria agroalimentaria aragonesa 31 Mamaqi, Xhevrie; Gonzalez, Maria A.; Albisu, Luis Miguel. Este trabajo investiga la relación entre las ventajas competitivas y resultados empresariales en el marco de la industria agroalimentaria (IAA) en Aragón (España). Se propone un modelo de ecuaciones estructurales cuyas relaciones se construyen teniendo en cuenta la literatura existente sobre el tema tanto en su vertiente teórica como empírica. Sobre una muestra de 194 empresas agroalimentarias aragonesas y un total de 19 indicadores, seleccionados para inferir las ventajas competitivas empresariales, se ha utilizado la técnica de Partial Least Squares (PLS) para contrastar las relaciones estructurales. La importancia de las actividades de innovación, introducción de nuevos productos y relaciones con los proveedores sobresalen sobre otros tipos de... Tipo: Journal Article Palavras-chave: Industria agroalimentaria (IAA); Aragón; Ventajas competitivas; Modelo de Ecuaciones Estructurales (MEE); Agricultural and Food Policy; C31; C51; L66; R10. Ano: 2009 URL: http://purl.umn.edu/57288 Business Establishment Growth in the Appalachian Region, 2000-2007: An Application of Smooth Transition Spatial Process Models 31 Xu, Wan; Lambert, Dayton M.. Business establishment growth in the Appalachian region (2000–2007) was regressed on industry sector composition controlling for demographic, physical, and economic determinants. We test the hypothesis that local response to growth determinants is geographically heterogeneous using Smooth Transition spatial process models. This class of models exhibiting endogenous regime switching behavior provides another tool for exploring the spatially heterogeneous effects of local determinants on economic growth. Tipo: Journal Article Palavras-chave: Appalachia; Business establishment growth; Smooth transition models; Spatial processes; Community/Rural/Urban Development; C21; C51; O47; R11. Ano: 2011 URL: http://purl.umn.edu/113517 Discussion: Applications and Innovations in Spatial Econometrics 31 LeSage, James P.. These articles provide a discussion of studies presented in a session on spatial econometrics, focusing on the ability of spatial regression models to quantify the magnitude of spatial spillover impacts. Both articles presented argue that a proper modeling of spatial spillovers is required to truly understand the phenomena under study, in one case the impact of climate change on land values (or crop yields) and in the second the role of regional industry composition on regional business establishment growth. Tipo: Journal Article Palavras-chave: Lagged variables; Panel data; Spatial spillovers; Community/Rural/Urban Development; Environmental Economics and Policy; Resource /Energy Economics and Policy; C33; C51. Ano: 2011 URL: http://purl.umn.edu/113519 The Need for Theoretically Consistent Efficiency Frontiers 31 Sauer, Johannes; Hockmann, Heinrich. The availability of efficiency estimation software –freely distributed via the internet and relatively easy to use –recently inflated the number of corresponding applications. The resulting efficiency estimates are often used without a critical assessment with respect to the literature on theoretical consistency, flexibility and the choice of the appropriate functional form. The robustness of policy suggestions based on inferences from efficiency measures nevertheless crucially depends on theoretically well-founded estimates. This paper addresses stochastic efficiency measurement by critically reviewing the theoretical consistency of recently published technical efficiency estimates. The results confirm the need for a posteriori checking the regularity of... Tipo: Conference Paper or Presentation Palavras-chave: Functional form; Stochastic efficiency analysis; Theoretical consistency; Research and Development/Tech Change/Emerging Technologies; C51; D24; Q12. Ano: 2005 URL: http://purl.umn.edu/24497 The information theoretic foundations of a probabilistic and predictive micro and macro economics 31 Judge, George G.. Despite the productive efforts of economists, the disequilibrium nature of the economic system and imprecise predictions persist. One reason for this outcome is that traditional econometric models and estimation and inference methods cannot provide the necessary quantitative information for the causal influence-dynamic micro and macro questions we need to ask given the noisy indirect effects data we use. To move economics in the direction of a probabilistic and causal based predictive science, in this paper information theoretic estimation and inference methods are suggested as a basis for understanding and making predictions about dynamic micro and macro economic processes and systems. Tipo: Working Paper Palavras-chave: Information theoretic methods; State space models; First order Markov processes; Inverse problems; Dynamic economic systems; Research Methods/ Statistical Methods; C40; C51. Ano: 2012 URL: http://purl.umn.edu/122890 Exchange and Interest Rates prior to EMU: The Case of Greece 31 Antzoulatos, Angelos A.; Wilfling, Bernd. Recently a variety of exchange and interest rate models capturing the dynamics during the transition from an exchange rate arrangement of floating rates into a currency union have been derived. While these stochastic equilibrium models in continuous time are theoretically rigorous, a systematic and extensive empirical validation is still lacking. Using exchange and interest rate data collected prior to the Greek EMU-entrance on 1 January 2001 this paper tries to fill the gap between theory and real-world data. The analysis reveals that the formal models can explain many features of the Greek exchange and interest rate dynamics on the road to EMU. Tipo: Working or Discussion Paper Palavras-chave: EMU; Exchange and interest rate models; Policy shifts; Economic regime switching models; International Relations/Trade; E43; F31; F33; C51; C52. Ano: 2003 URL: http://purl.umn.edu/26325 Animal Efficiency in an Intensive Beef Production System 31 Fleming, Euan M.; Fleming, Pauline; Rodgers, Heidi; Griffith, Garry R.; Johnston, David. A stochastic input distance function is estimated to analyse the efficiency with which physical characteristics of individual lot-fed beef cattle in Australia are combined with conventional inputs to produce a final product possessing defined quality attributes. High mean technical efficiency estimates are reported for all animals and by breed. All partial output elasticities with respect to inputs are of expected sign. Of four outputs included in the analysis, carcass weight and moisture retention in meat after cooking have highly significant coefficients of expected sign, but two meat quality variables have coefficients of unexpected sign indicating that they decline as inputs increase. Some evidence is detected of scope economies between moisture... Tipo: Conference Paper or Presentation Palavras-chave: Efficiency; Intensive agriculture; Scope economies; Livestock Production/Industries; Q12; C51. Ano: 2005 URL: http://purl.umn.edu/24673 International Trade, Productivity Growth, Education and the Wage Differential: A Case Study of Taiwan 31 Chang, Hsiao-chuan. The cause of changes in the wage differential between skilled and unskilled labor has been an important subject of debate for several decades. International trade and productivity growth are two main causes that have been suggested from large country studies. Recent research proposes that education is another influence. All three causes have been significantly associated with Taiwan’s economic development. This paper attempts to contribute to the literature by investigating the wage differential in Taiwan, a small open economy. A Dynamic Intertemporal General Equilibrium (DIGE) model is used to perform theoretical simulation. An Error Correction Model (ECM) incorporating both short- and long-run effects is employed to accomplish the empirical examination.... Tipo: Journal Article Palavras-chave: Wage differential; Dynamic intertemporal general equilibrium model; Error correction model; International Relations/Trade; Labor and Human Capital; C12; C15; C51; F10; F41; H52; J31. Ano: 2003 URL: http://purl.umn.edu/44011 A MODEL OF HOUSEHOLD TYPE SPECIFIC FOOD DEMAND BEHAVIOUR IN HUNGARY 31 Brosig, Stephan. The paper describes a two stage model of Hungarian households'’ food demand. Demand for the food aggregate is represented by a Working-Leser type single equation model while demand for seven distinct food types is modelled in a complete demand system using the LA/AIDS functional form. Estimation is based on household budget survey data for 1996. Demand elasticities are estimated for average households as well as for specific groups defined by sociodemographic characteristics. Fruit and vegetables are found to be the food types with most elastic demand but in general, differences between elasticities for different products as well as between different sociodemographic groups are relatively small. Tipo: Working or Discussion Paper Palavras-chave: Food demand; Demand modelling; Hungary; Demand and Price Analysis; Food Consumption/Nutrition/Food Safety; D12; C31; C51. Ano: 2000 URL: http://purl.umn.edu/14864 Modeling Non-Linear Spatial Dynamics: A Family of Spatial STAR Models and an Application to U.S. Economic Growth 31 Pede, Valerien O.; Florax, Raymond J.G.M.; Holt, Matthew T.. This paper investigates non-linearity in spatial processes models and allows for a gradual regime-switching structure in the form of a smooth transition autoregressive process. Until now, applications of the smooth transition autoregressive (STAR) model have been largely confined to the time series context. The paper focuses on extending the non-linear smooth transition perspective to spatial processes models, in which spatial correlation is taken into account through the use of a so-called weights matrix identifying the topology of the spatial system. We start by deriving a non-linearity test for a simple spatial model, in which spatial correlation is only included in the transition function. Next, we propose a non-linearity test for a model that includes... Tipo: Conference Paper or Presentation Palavras-chave: Spatial econometrics; Non-linearity; Utoregressive smooth transition; Research Methods/ Statistical Methods; C12; C21; C51; O18; R11. Ano: 2008 URL: http://purl.umn.edu/6518 Registros recuperados: 48 Primeira ... 1 2 3 ... Última

Empresa Brasileira de Pesquisa Agropecuária - Embrapa Todos os direitos reservados, conforme Lei n° 9.610 Política de Privacidade Área restrita		Embrapa Parque Estação Biológica - PqEB s/n° Brasília, DF - Brasil - CEP 70770-901 Fone: (61) 3448-4433 - Fax: (61) 3448-4890 / 3448-4891 SAC: https://www.embrapa.br/fale-conosco