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	Provedor de dados AgEcon (28) Autor Bastianin, Andrea (2) Niebuhr, Annekatrin (2) Power, Gabriel J. (2) Turvey, Calum G. (2) Wilfling, Bernd (2) Alston, Julian M. (1) Antzoulatos, Angelos A. (1) Barreiro-Hurlé, Jesús (1) Bellver, Jeronimo Aznar (1) Bernard, Jean-Thomas (1) Bessler, David A. (1) Bogdanov, Natalija (1) Bosch, Darrell J. (1) Capps, Oral, Jr. (1) Colombo, Sergio (1) Cooray, Arusha (1) Dharmasena, Senarath (1) Espinosa-Goded, Maria (1) Funke, Michael (1) Gandelman, Nestor (1) Mais... Palavra-chave C52 (28) C53 (5) Q14 (4) Research Methods/ Statistical Methods (4) Agricultural Finance (3) Agricultural and Food Policy (3) C32 (3) C51 (3) E43 (3) Environmental Economics and Policy (3) Research and Development/Tech Change/Emerging Technologies (3) Agribusiness (2) Bootstrap (2) C13 (2) C21 (2) C25 (2) Community/Rural/Urban Development (2) D11 (2) D12 (2) F31 (2) Mais... Tipo do documento Journal Article (10) Conference Paper or Presentation (8) Working or Discussion Paper (5) Presentation (3) Working Paper (2) Ano 2012 (3) 2011 (3) 2010 (2) 2009 (2) 2008 (4) 2007 (4) 2005 (4) 2004 (1) 2003 (2) 2001 (2) 2000 (1) Mais... País United States (28) Idioma Inglês (25) Espanhol (3)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 28 Primeira ... 1 2 ... Última The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification AgEcon Bernard, Jean-Thomas; Gavin, Michael; Khalaf, Lynda; Voia, Marcel. We consider an empirical estimation of the Environmental Kuznets Curve (EKC) for carbon dioxide and sulphur, with a focus on confidence set estimation of the tipping point. Various econometric – parametric and nonparametric – methods are considered, reflecting the implications of persistence, endogeneity, the necessity of breaking down our panel regionally, and the small number of countries within each panel. In particular, we propose an inference method that corrects for potential weak-identification of the tipping point. Weak identification may occur if the true EKC is linear while a quadratic income term is nevertheless imposed into the estimated equation. Relevant literature to date confirms that non-linearity of the EKC is indeed not granted, which... Tipo: Working Paper Palavras-chave: Environmental Kuznets Curve; Fieller method; Delta method; CO2 and SO2 emissions; Confidence set; Tipping point; Climate policy; Environmental Economics and Policy; C52; Q51; Q52; Q56. Ano: 2011 URL: http://purl.umn.edu/119109 On Term Structure Models of Commodity Futures Prices and the Kaldor-Working Hypothesis AgEcon Power, Gabriel J.; Turvey, Calum G.. Both prices and the volatility of storable agricultural commodity futures contracts have been rising since 2005 and particularly since 2007. This paper aims to answer two principal questions: (i) How has the behavior of these futures prices over time and across maturities changed with the rise of biofuels and their demand-side pres- sure on corn and related crops?, and (ii) Is there now stronger or weaker evidence of the Kaldor-Working convenience yield-storage hypothesis, whereby futures price backwardation can be explained by the high value of remaining inventory stocks when these are near stockouts? The empirical application is to Chicago Board of Trade corn, wheat and soybeans futures. To make use of all available futures data rather than only the... Tipo: Conference Paper or Presentation Palavras-chave: Agricultural Finance; C52; C53; G12; G13; Q13; Q14. Ano: 2008 URL: http://purl.umn.edu/37608 Price Sensitivities for U.S. Frozen Dairy Products AgEcon Maynard, Leigh J.; Veeramani, Venkat N.. Price elasticities and flexibilities for frozen dessert products were estimated from weekly scanner data, with emphasis on functional form selection, system misspecification testing, and endogeneity testing. Reciprocals of elasticities and elasticity matrix inversion were invalid means of obtaining flexibility estimates, leaving direct estimation as the only viable, albeit resource-intensive, approach. Tipo: Journal Article Palavras-chave: Dairy; Demand; Price elasticities; Price flexibilities; C32; C52; D11; D12; Q11. Ano: 2003 URL: http://purl.umn.edu/43194 Interest Rate Volatility Prior to Monetary Union Under Alternative Pre-Switch Regimes AgEcon Wilfling, Bernd. The volatility of interest rates is relevant for many financial applications. Under realistic assumptions the term structure of interest rate differentials provides an important prediction of the term structure of interest rates. This paper derives the term structure of differentials in a situation in which two open economies plan to enter a monetary union in the future. Two systems of floating exchange rates prior to the union are considered, namely a free-float and a managed-float regime. The volatility processes of arbitrary term differentials under the respective pre-switch arrangements are compared. The paper elaborates the singularity of extremely short-term (i.e. instantaneous) interest rates under extensive leaning-against-the-wind intervention... Tipo: Working or Discussion Paper Palavras-chave: Interest rate volatility; Term structure; Exchange rate arrangements; Intervention policy; Stochastic processes; Financial Economics; E43; F31; F33; C52. Ano: 2001 URL: http://purl.umn.edu/26277 Residential Land Values in Urbanizing Areas AgEcon Kaltsas, Ioannis K.; Bosch, Darrell J.; McGuirk, Anya M.. Zoning decisions related to residential lot size and density affect residential land value. Effects of size on residential parcel value in Roanoke County, VA, are estimated with fixed effects hedonic models. Parcel size; elevation; soil permeability; proximity to urban areas, malls, and roads; and location influence parcel value, but the effects vary by value of construction and development status. Parcel value per square meter declines with increasing parcel size. The estimated relationships could be used to evaluate zoning decisions in terms of land values and tax revenues if model estimation uncertainties and responses by developers to zoning strategies are considered. Tipo: Journal Article Palavras-chave: Development; Fixed effects; Hedonic model; Property values; Residential density; Spatial econometrics; Agribusiness; Land Economics/Use; Q24; C25; C52. Ano: 2008 URL: http://purl.umn.edu/47204 Las preferencias discontinuas en los experimentos de elección: impacto en el cálculo de la prima de los programas agroambientales AgEcon Espinosa-Goded, Maria; Barreiro-Hurlé, Jesús. En los experimentos de elección se presupone que los individuos consideran todos los atributos que describen un bien a la hora de escoger su opción preferida. Sin embargo, existe evidencia de que los individuos pueden obviar algún atributo. Este trabajo investiga el impacto derivado de las preferencias discontinuas en las estimaciones de la compensación necesaria para acogerse a la medida agroambiental relativa a la siembra de leguminosas en secano. La consideración de las preferencias discontinuas mejora la bondad de ajuste de los modelos, sin embargo únicamente afecta de manera significativa a la compensación demandada por uno de los cuatro atributos no monetarios que definen el programa agroambiental para la submuestra de los agricultores no... Tipo: Journal Article Palavras-chave: Experimento de elección; Medidas agroambientales; Modelo logístico de parámetros aleatorios; Precios implícitos; Preferencias discontinuas.; Agribusiness; C25; C52; Q12; Q18.. Ano: 2010 URL: http://purl.umn.edu/99607 Estimation and Inference for Threshold Effects in Panel Data Stochastic Frontier Models AgEcon Yelou, Clement; Larue, Bruno; Tran, Kien C.. One of the most enduring problems in cross-section or panel data models is heterogeneity among individual observations. Different approaches have been proposed to deal with this issue, but threshold regression models offer intuitively appealing econometric methods to account for heterogeneity. We propose three different estimators that can accommodate multiple thresholds. The first two, allowing respectively for fixed and random effects, assume that the firms’ specific inefficiency scores are time-invariant while the third one allows for time-varying inefficiency scores. We rely on a likelihood ratio test with m − 1 regimes under the null against m regimes. Testing for threshold effects is problematic because of the presence of a nuisance parameter which... Tipo: Conference Paper or Presentation Palavras-chave: Stochastic frontier models; Threshold regression; Technical efficiency; Bootstrap; Dairy production; C12; C13; C23; C52; Research Methods/ Statistical Methods. Ano: 2007 URL: http://purl.umn.edu/9769 Exchange and Interest Rates prior to EMU: The Case of Greece AgEcon 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 A Model of Inflation for Sri Lanka AgEcon Cooray, Arusha. This paper uses two models: an open economy model and a closed economy model to estimate a price equation for Sri Lanka. The results suggest greater support for the open economy model. Consistent with previous studies for Sri Lanka, supply side factors appear to be important in influencing the general price level in Sri Lanka. Tipo: Journal Article Palavras-chave: Sri Lanka; Inflation; Price; Nested - non nested models; Cointegration; Error correction; Farm Management; E31; E64; C51; C52. Ano: 2008 URL: http://purl.umn.edu/50017 Crop Production Functions for Analysis of Global Change Impacts in Spain AgEcon Gomez, Sonia Quiroga; Iglesias, Ana. The goal of this paper is to increase the capacity of the agriculture sector to understand and respond to the climate variability, by reducing the uncertainty of the farmers over decisions that are affected for meteorological conditions. To study the yield responses to meteorological variables in the past is crucial to understand the vulnerability of the agriculture to the climate change in the future. We have estimated regression models where the historical yields have been put in dependence of variables that can represent main drivers of global change, such as climate variables and technological ones. In this context we evaluate its influence over the yields. Among the conclusions we find that the adaptation to climate change requires challenges in which... Tipo: Conference Paper or Presentation Palavras-chave: Spanish agriculture; Climate; Global change; Crop Production/Industries; C50; C52; Q10. Ano: 2005 URL: http://purl.umn.edu/24565 Operational Models for Improving the Targeting Efficiency of Agricultural and Development Policies: A systematic comparison of different estimation methods using out-of-sample tests AgEcon Houssou, Nazaire; Zeller, Manfred. Accurate targeting is key for the success of any development policy. While a number of factors might explain low targeting efficiency such as governance failure, political interference or lack of political will, this paper focuses on improving indicator-based models that identify poor households and smallholder farmers more accurately. Using stepwise regressions along with out-of-sample validation tests and receiver operating characteristic curves, this paper develops proxy means tests models for rural and urban Malawi. The models developed have proved their validity in an independent sample and therefore, can be used to target a wide range of development policies to the poor. This makes the models a potentially interesting policy tool for the country. Tipo: Conference Paper or Presentation Palavras-chave: Malawi; Poverty targeting; Predictions; Proxy means tests; Out-of-sample tests; ROC curve; Bootstrap; Agricultural and Food Policy; Agricultural Finance; Community/Rural/Urban Development; Food Security and Poverty; International Development; Political Economy; Research Methods/ Statistical Methods; C01; C13; C51; C52; I3; I32; Q14. Ano: 2009 URL: http://purl.umn.edu/51454 Convergence and the Effects of Spatial Interaction AgEcon Niebuhr, Annekatrin. Since the beginning of the 1990s, the issue of income convergence has received considerable attention in economic research. Although a vast number of empirical studies has emerged, evidence on the role of spatial interaction is still rather scarce. The present paper is an attempt to provide additional information on the spatial aspect of convergence. Spatial econometric methods are used to investigate regional convergence in West Germany. The results indicate that spatial interaction is an important element of regional growth. However, considering spatial effects does not alter the general conclusion that regional income growth is characterised by a process of convergence. Tipo: Working or Discussion Paper Palavras-chave: Regional convergence; Spatial interaction; Spatial econometrics; Community/Rural/Urban Development; C21; C52; O18; R11. Ano: 2001 URL: http://purl.umn.edu/26351 Valoracion de activos ambientales mediante metodos multicriterio. Aplicacion a la valoracion del Parque Natural del Alto Tajo AgEcon Bellver, Jeronimo Aznar; Guitart, Vicente Estruch. The valuation of these goods can be a relevant element for the conservation and improvement, though the intangible and inmaterial aspects of environmental asseets difficult the utilisation of the traditional methods of valuation. This work presents a methodology for the valuation of those assets combining multi-criteria methods, the Analytic Hierarchy Process and the Goal Programming and traditional method the Discounted Cash Flows. The combinatio of both techniques allows extracting and indicator of the Total Economic Value (TEV) of an environmental asset, as well as of each partial value which make up the TEV, including tangible and intangible elements. The proposed methodology is applied to the valuation of the Alto Tajo Natural Park RESUMEN Calcular... Tipo: Journal Article Palavras-chave: Economic valuation; Environmental assets; Analytic hierarchy process; Goal programming; Environmental Economics and Policy; Q29; C52; H43. Ano: 2007 URL: http://purl.umn.edu/7999 Spurious Long Memory in Commodity Futures: Implications for Agribusiness Option Pricing AgEcon Power, Gabriel J.; Turvey, Calum G.. Long memory, and more precisely fractionally integration, has been put forward as an explanation for the persistence of shocks in a number of economic time series data as well as to reconcile misleading findings of unit roots in data that should be stationary. Recent evidence suggests that long memory characterizes not commodity futures prices but rather price volatility (generally defined as $L_p$ norms of price logreturns). One implication of long memory in volatility is the mispricing of options written on commodity futures, the consequence of which is that fractional Brownian motion should replace geometric Brownian motion as the building block for option pricing solutions. This paper asks whether findings of long memory in volatility might be spurious... Tipo: Conference Paper or Presentation Palavras-chave: Q13; Q14; Marketing; C52; C53; G12; G13. Ano: 2007 URL: http://purl.umn.edu/9782 Modelling Asymmetric Dependence Using Copula Functions: An Application to Value-at-Risk in the Energy Sector AgEcon Bastianin, Andrea. In this paper I have used copula functions to forecast the Value-at-Risk (VaR) of an equally weighted portfolio comprising a small cap stock index and a large cap stock index for the oil and gas industry. The following empirical questions have been analyzed: (i) are there nonnormalities in the marginals? (ii) are there nonnormalities in the dependence structure? (iii) is it worth modelling these nonnormalities in risk- management applications? (iv) do complicated models perform better than simple models? As for questions (i) and (ii) I have shown that the data do deviate from the null of normality at the univariate, as well as at the multivariate level. When considering the dependence structure of the data I have found that asymmetries show up in their... Tipo: Working or Discussion Paper Palavras-chave: Copula functions; Forecasting; Value-At-Risk; Risk and Uncertainty; C32; C52; C53; G17; Q43. Ano: 2009 URL: http://purl.umn.edu/50452 An Empirical Study of the Chinese Short-Term Interest Rate: A Comparison of the Predictive Power of Rival One-Factor Models AgEcon Xu, Hai Yan; Ward, Bert D.; Nartea, Gilbert V.. This paper uses the one-factor models proposed by Chan, Karolyi, Longstaff and Sanders (CKLS, 1992) to study the short-term interest rate in China. Nine stochastic models of the short-term interest rate were estimated with GMM. For the Chinese one-month inter bank loan rate, the research finds strong evidence for a mean-reverting feature in the short-term interest yield curve, but no evidence was found to indicate that the volatility is highly positively correlated with the level of interest rates. What is more, evidence was found that the CKLS model, the CIR SR model, and the Brennan-Schwartz model are correctly specified to model the Chinese short-term interest rate, so that these three models are able to adequately capture the dynamics of this interest... Tipo: Journal Article Palavras-chave: Single-factor models; Mean reversion; GMM estimation; Prediction tests; Financial Economics; C52; E43. Ano: 2007 URL: http://purl.umn.edu/50157 Spatial R&D Spillovers and Economic Growth - Evidence from West Germany AgEcon Funke, Michael; Niebuhr, Annekatrin. The paper bases itself on recent theoretical writings in growth economics that emphasize the effects of both own R&D efforts and of interregional technology spillovers on regions´ productivity. We propose robust estimation techniques to evaluate the R&D spillovers across West German functional regions during the period 1976 - 1996. The findings suggest the existence of knowledge spillovers across functional regional boundaries. Moreover, significant spillovers are mainly found among geographically close regions. This finding confirms the hypothesis that proximity matters. Das Papier basiert auf jüngeren Beiträgen zur Wachstumstheorie, die den Stellenwert eigener F&E-Anstrengungen und interregionaler Spillover-Effekte für die regionale... Tipo: Working or Discussion Paper Palavras-chave: R&D Spillovers; Economic Growth; Germany; International Development; Research and Development/Tech Change/Emerging Technologies; C21; C52; F43; O57; R11. Ano: 2000 URL: http://purl.umn.edu/26396 Oil Price Forecast Evaluation with Flexible Loss Functions AgEcon Bastianin, Andrea; Manera, Matteo; Markandya, Anil; Scarpa, Elisa. The empirical literature is very far from any consensus about the appropriate model for oil price forecasting that should be implemented. Relative to the previous literature, this paper is novel in several respects. First of all, we test and systematically evaluate the ability of several alternative econometric specifications proposed in the literature to capture the dynamics of oil prices. Second, we analyse the effects of different data frequencies on the coefficient estimates and forecasts obtained using each selected econometric specification. Third, we compare different models at different data frequencies on a common sample and common data. Fourth, we evaluate the forecasting performance of each selected model using static forecasts, as well as... Tipo: Working Paper Palavras-chave: Oil Price; WTI Spot and Futures Prices; Forecasting; Econometric Models; Research and Development/Tech Change/Emerging Technologies; C52; C53; Q32; Q43. Ano: 2011 URL: http://purl.umn.edu/120042 Modeling Advertising Expenditures and Spillover Effects Applied to the U.S. Non-Alcoholic Beverage Industry: Vector Autoregression (VAR) and Polynomial Distributed Lag (PDL) Approaches AgEcon Dharmasena, Senarath; Capps, Oral, Jr.; Bessler, David A.. The non-alcoholic beverage market in the U.S. is a multi-billion dollar industry growing steadily over the past decade. Also, non-alcoholic beverages are among the most heavily advertised food and beverage groups in the United States. Several studies pertaining to non-alcoholic beverages including the incorporation of advertising effects have been conducted, but most of these have centered attention on milk consumption. Some studies have considered demand interrelationships for several beverages including advertising effects in systems-wide analyses. In our analysis, we develop and employ a unique monthly time-series data set derived from Nielsen Homsescan panels for household purchases of non-alcoholic beverages over the period from January 1998 through... Tipo: Presentation Palavras-chave: Non-alcoholic beverages; Vector autoregression; Polynomial distributed lags; Beverage advertizing; Directed acyclic graphs; Agricultural and Food Policy; Consumer/Household Economics; Demand and Price Analysis; Food Consumption/Nutrition/Food Safety; Marketing; C18; C22; C52; C53; C81; D11; D12. Ano: 2012 URL: http://purl.umn.edu/124363 What makes reforms likely: Political economy determinants of reforms in Latin America AgEcon Lora, Eduardo; Olivera, Mauricio. The purpose of this paper is to test the main hypotheses of the recent theoretical literature on the political economy of reform for the case of the Latin American countries between 1985 and 1995. The paper first reviews the literature and extracts the main testable hypotheses. Then, a system of indices that measure the extent of reform in five policy areas is presented. These indices are used as the dependent variables in panel regressions where the main explanatory variables are indicators of crisis, political variables and indicators of channels of contagion. We find very strong support for the well-known hypothesis that crises make reform viable and also for the (less theoretically sound) hypotheses that reforms are more likely at the beginning of... Tipo: Journal Article Palavras-chave: Structural reforms; Political economy; Latin America; D78; D72; C52. Ano: 2004 URL: http://purl.umn.edu/43851 Registros recuperados: 28 Primeira ... 1 2 ... Última

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