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Survey_LKLP_2
Respondents considered a single stock, about which they had to make multiple decisions to hold or sell. The amounts and timing of losses varied across respondents. In our experiment, 111 students at a Dutch university (72 ... -
Survey_LKP_2012
A total of 66 undergraduate students (40 men, 26 women) from a university in The Netherlands, with an average age of 22.79 years, participated. Participants are informed that their reward depended on the final value of ... -
Survey_LM_2006
There are n identical, risk-averse individuals who maximize expected utility with respect to an increasing, concave utility function u (·). Each individual is endowed with initial wealth w0 and faces a loss of size Xi, i ... -
Survey_LW_2006
We consider a firm in a risk-neutral economy with an investment opportunity to expand an existing business field. For example, the firm needs to make a further investment in one particular area to bring its existing products ... -
Survey_LWW_2002
While each of the four macroeconometric models has been fitted to U.S. data, the dynamic properties of these models exhibit marked differences that reflect ongoing theoretical and empirical controversies. In particular, ... -
Survey_Mitchell_2007
Data from Mitchell (2007) are used for M1 for over period 1950 to 1980, and for M2 over the period 1950 to 1971. Mitchell defines M1 as currency in circulation plus demand deposits (other than those of the central government). ... -
Survey_Mittnik_2013
We simulate 10,000 samples of size 1, 000, making iid draws from the joint normal distribution N(0, R). Hence, dependence is fully described by conventional Pearson correlations, which were estimated from monthly returns ... -
Survey_MK_2017
To analyze the change in behavior post- versus pre-streamlining, we obtained access to information on the retirement plan account balances and periodic contributions of all the (identitycensored) participants. Our ... -
Survey_MMO_2016
We use the same data source for firm exports (described in Section 2) as Mayer, Melitz and Ottaviano (2014), extended to cover multiple years from 1995-2005. All firms operating in the French metropolitan territory must ... -
Survey_MN_1999
In the present study, accordingly, we formulate, estimate, and simulate two variants of a model of the U.S. economy that is intended to have structural properties. The model is quite small-following in the line of work ... -
Survey_MP_2003
To examine the appropriateness of the stable GARCH hypothesis, we model returns1 on five daily spot foreign exchange rates against the U.S. dollar, namely the British pound, Canadian dollar, German mark, Japanese yen, and ... -
Survey_MP_2014
Speciccally, we set out a simple model where the issuer of an asset places it with one of many competing dealers, who sells it to investors through a search market that randomly matches him with buyers. The price at which ... -
Survey_MS_2002
We analyze the five strategies described above in terms of wealth levels (or total returns) and required regulatory capital. Since there are no closed-form expressions for the statistics of interest, we use Monte Carlo ... -
Survey_MS_2008
We envision a model with one good and two periods, t= 0,1. A monopolist with an increasing utility function u is the sole producer of the good, and the good is produced only in the last period. The monopolist chooses ... -
Survey_MS_2012
We study a signaling game in which an incumbent chooses whether to disclose public spending to win re-election. In the first period he has to decide whether to introduce the transparency policy that would reduce political ... -
Survey_MY_2008
In doing this, we used the multivariate normal latent-variable model as benchmark model to which we calibrated the other models. Throughout the simulations, we assumed n = 1 000 loss processes, to match with the studies ... -
Survey_Nagayama_2007
We formulated an ordinary least-square method (OLS), a fixed effect model, and a random effect model to analyze the impact of regulatory reform in the electricity supply industry at the level of the industrial price and ...