Auflistung External Research Data nach Titel
Anzeige der Dokumente 669-688 von 777
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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 ... -
Survey_NW_2002
We are considering venture capitalists wanting to unwind their investment in one of their portfolio firms in the course of an initial public offering or at a later point in time. The venture capitalist has invested either ... -
Survey_Orphanides_2003
Given the noise in the real-time data from 1965 to 1993 exhibited in figures 3 and 4, one would expect at least some differences in the performance of activist policy rules once the imperfections in the data are accounted ... -
Survey_OS_1999
For their study, Ongena and Smith (1999b) collect annual information on the identity of bank relationships maintained by non-financial firms listed on the OSE between 1979 and 1995.12 Their sample covers, on average, 95% ... -
Survey_OW_2000
Our framework of analysis is a simple macroeconomic model of inflation, output and interest rates with adaptive expectations. Such models have been widely used in the above literature on monetary policy and inflation ... -
Survey_OW_2003
As a laboratory for our experiment, we employ a simple linear model of the U.S. economy with characteristics similar to more elaborate models frequently used to study optimal monetary policy. We assume that economic agents ... -
Survey_Pauls_2021
We conducted a large-scale household survey in November 2020 to study how altering the time frame of a message (temporal framing) regarding an imminent positive income shock affects consumption plans. The income shock ... -
Survey_PJ_1996
Porter and Judson (1996) explain the very strong increase in the foreign holdings of US dollar in the nineties by the Westward opening of the Eastern European countries and Russia and instability in the Latin American ... -
Survey_RA_2003
First, our sample extends from January 1982 to November 1998 and thus includes more than 4400 observations of daily German-US exchange rates providing reliable estimates and allowing for valuable subsample experiments. ... -
Survey_Riley_1979
" The paper is organized as follows. In Section 2 the notion of an informationally consistent price function is developed and a class of imperfect information models is described. Spence's labor market model and the ... -
Survey_RR_2008
Our goal is to model the decisions of agents in financial markets regarding whether to honestly represent the interests of their clients, and the impact of an exchange’s objectives (i.e., its ownership structure) on these ... -
Survey_RS_1976
We are able to show that not only may a competitive equilibrium not exist, but when equilibria do exist, they may have strange properties. In the insurance market, upon which we focus much of our discussion, sales offers, ... -
Survey_SoW_2006
The model we employ in this chapter consists of a game with 4 stages throughout 2 periods: 1) Insurance companies make irrevocable offers of contracts that specify both premium P and indemnity I. 2) Clients buy at most one ... -
Survey_SW_1999
The 71 economic time series examined in this chapter are taken from eight broad categories: sectoral employment, the National Income and Product Accounts (NIPA), aggregate employment, productivity and capacity utilization, ...