Author: Badi H. Baltagi
Publisher: Emerald Group Publishing
ISBN: 1781903085
Category : Business & Economics
Languages : en
Pages : 576
Book Description
Aims to annually publish original scholarly econometrics papers on designated topics with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout the empirical economic, business and social science literature.
Essays in Honor of Jerry Hausman
Author: Badi H. Baltagi
Publisher: Emerald Group Publishing
ISBN: 1781903085
Category : Business & Economics
Languages : en
Pages : 576
Book Description
Aims to annually publish original scholarly econometrics papers on designated topics with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout the empirical economic, business and social science literature.
Publisher: Emerald Group Publishing
ISBN: 1781903085
Category : Business & Economics
Languages : en
Pages : 576
Book Description
Aims to annually publish original scholarly econometrics papers on designated topics with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout the empirical economic, business and social science literature.
Essays in Panel Data Econometrics
Author: Marc Nerlove
Publisher: Cambridge University Press
ISBN: 9780521022460
Category : Business & Economics
Languages : en
Pages : 388
Book Description
This volume collects seven classic essays on panel data econometrics, and a cogent essay on the history of the subject.
Publisher: Cambridge University Press
ISBN: 9780521022460
Category : Business & Economics
Languages : en
Pages : 388
Book Description
This volume collects seven classic essays on panel data econometrics, and a cogent essay on the history of the subject.
Essays on Dynamic Choice Behavior
Author: Peruvemba B. Seetharaman
Publisher:
ISBN:
Category :
Languages : en
Pages : 380
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 380
Book Description
Essays on Consumer Credit Markets
Author: Mark William Jenkins
Publisher: Stanford University
ISBN:
Category :
Languages : en
Pages : 135
Book Description
This dissertation studies the organization of consumer credit markets using a rich and novel dataset from a large subprime auto lender. Its primary goal is to develop empirical methods for analyzing markets with asymmetric information and to use these methods to better understand the behavior of subprime borrowers and lenders. The first chapter quantifies the importance of adverse selection and moral hazard in the subprime auto loan market and shows how different loan contract terms serve to mitigate these distinct information problems. The second chapter examines the impact of centralized credit scoring on lending outcomes, including the distribution of performance across dealerships within the firm. The third chapter studies borrower repayment behavior and quantifies the impact of ex post moral hazard on interest rates and the costs of default. Collectively, the three chapters provide a better understanding of the functioning of markets for subprime credit in the U.S. They also provide unique empirical evidence on the importance of asymmetric information and the value of screening, monitoring, and contract design in consumer credit markets in general.
Publisher: Stanford University
ISBN:
Category :
Languages : en
Pages : 135
Book Description
This dissertation studies the organization of consumer credit markets using a rich and novel dataset from a large subprime auto lender. Its primary goal is to develop empirical methods for analyzing markets with asymmetric information and to use these methods to better understand the behavior of subprime borrowers and lenders. The first chapter quantifies the importance of adverse selection and moral hazard in the subprime auto loan market and shows how different loan contract terms serve to mitigate these distinct information problems. The second chapter examines the impact of centralized credit scoring on lending outcomes, including the distribution of performance across dealerships within the firm. The third chapter studies borrower repayment behavior and quantifies the impact of ex post moral hazard on interest rates and the costs of default. Collectively, the three chapters provide a better understanding of the functioning of markets for subprime credit in the U.S. They also provide unique empirical evidence on the importance of asymmetric information and the value of screening, monitoring, and contract design in consumer credit markets in general.
Essays in Honor of Cheng Hsiao
Author: Dek Terrell
Publisher: Emerald Group Publishing
ISBN: 1789739578
Category : Business & Economics
Languages : en
Pages : 468
Book Description
Including contributions spanning a variety of theoretical and applied topics in econometrics, this volume of Advances in Econometrics is published in honour of Cheng Hsiao.
Publisher: Emerald Group Publishing
ISBN: 1789739578
Category : Business & Economics
Languages : en
Pages : 468
Book Description
Including contributions spanning a variety of theoretical and applied topics in econometrics, this volume of Advances in Econometrics is published in honour of Cheng Hsiao.
Essays in Honor of Joon Y. Park
Author: Yoosoon Chang
Publisher: Emerald Group Publishing
ISBN: 1837532125
Category : Business & Economics
Languages : en
Pages : 449
Book Description
Volumes 45a and 45b of Advances in Econometrics honor Professor Joon Y. Park, who has made numerous and substantive contributions to the field of econometrics over a career spanning four decades since the 1980s and counting.
Publisher: Emerald Group Publishing
ISBN: 1837532125
Category : Business & Economics
Languages : en
Pages : 449
Book Description
Volumes 45a and 45b of Advances in Econometrics honor Professor Joon Y. Park, who has made numerous and substantive contributions to the field of econometrics over a career spanning four decades since the 1980s and counting.
Essays in Economic Dynamics
Author: Akio Matsumoto
Publisher: Springer
ISBN: 981101521X
Category : Business & Economics
Languages : en
Pages : 257
Book Description
This book reflects the state of the art in nonlinear economic dynamics, providing a broad overview of dynamic economic models at different levels. The wide variety of approaches ranges from theoretical and simulation analysis to methodological study. In particular, it examines the local and global asymptotical behavior of both macro- and micro- level mathematical models, theoretically as well as using simulation. It also focuses on systems with one or more time delays for which new methodology has to be developed to investigate their asymptotic properties. The book offers a comprehensive summary of the existing methodology with extensions to the more complex model variants, since considerations on bounded rationality of complex economic behavior provide the foundation underlying choice-theoretic and policy-oriented studies of macro behavior, which impact the real macro economy. It includes 13 chapters addressing traditional models such as monopoly, duopoly and oligopoly in microeconomics and Keynesian, Goodwinian, and Kaldor–Kaleckian models in macroeconomics. Each chapter presents new aspects of these traditional models that have never been seen before. This work renews the past wisdom and reveals tomorrow's knowledge.
Publisher: Springer
ISBN: 981101521X
Category : Business & Economics
Languages : en
Pages : 257
Book Description
This book reflects the state of the art in nonlinear economic dynamics, providing a broad overview of dynamic economic models at different levels. The wide variety of approaches ranges from theoretical and simulation analysis to methodological study. In particular, it examines the local and global asymptotical behavior of both macro- and micro- level mathematical models, theoretically as well as using simulation. It also focuses on systems with one or more time delays for which new methodology has to be developed to investigate their asymptotic properties. The book offers a comprehensive summary of the existing methodology with extensions to the more complex model variants, since considerations on bounded rationality of complex economic behavior provide the foundation underlying choice-theoretic and policy-oriented studies of macro behavior, which impact the real macro economy. It includes 13 chapters addressing traditional models such as monopoly, duopoly and oligopoly in microeconomics and Keynesian, Goodwinian, and Kaldor–Kaleckian models in macroeconomics. Each chapter presents new aspects of these traditional models that have never been seen before. This work renews the past wisdom and reveals tomorrow's knowledge.
Global Analysis of Dynamic Models in Economics and Finance
Author: Gian Italo Bischi
Publisher: Springer Science & Business Media
ISBN: 3642295037
Category : Business & Economics
Languages : en
Pages : 449
Book Description
The essays in this special volume survey some of the most recent advances in the global analysis of dynamic models for economics, finance and the social sciences. They deal in particular with a range of topics from mathematical methods as well as numerous applications including recent developments on asset pricing, heterogeneous beliefs, global bifurcations in complementarity games, international subsidy games and issues in economic geography. A number of stochastic dynamic models are also analysed. The book is a collection of essays in honour of the 60th birthday of Laura Gardini.​
Publisher: Springer Science & Business Media
ISBN: 3642295037
Category : Business & Economics
Languages : en
Pages : 449
Book Description
The essays in this special volume survey some of the most recent advances in the global analysis of dynamic models for economics, finance and the social sciences. They deal in particular with a range of topics from mathematical methods as well as numerous applications including recent developments on asset pricing, heterogeneous beliefs, global bifurcations in complementarity games, international subsidy games and issues in economic geography. A number of stochastic dynamic models are also analysed. The book is a collection of essays in honour of the 60th birthday of Laura Gardini.​
Two Essays on Consumer Choice
Essays Over Netwerken
Author: Ana Maria Babus
Publisher: Rozenberg Publishers
ISBN: 9051708939
Category :
Languages : en
Pages : 135
Book Description
We find information through our social network. A network of banks handles our financial transactions. And when computers freeze under virus attacks, we are reminded of how pervasive networks are. This work concentrates on two topics. The first part of the thesis studies how highly unequal networks, where links are concentrated on a few key nodes, can emerge. The interest is motivated by how their structure affects their function: the spread of information and disease, for instance, may occur faster in such networks The second part of the thesis applies network theories to gain a better understanding of financial systems. We investigate the strategic motivations of banks to interact with each other when the banking system is exposed to the danger of contagion.
Publisher: Rozenberg Publishers
ISBN: 9051708939
Category :
Languages : en
Pages : 135
Book Description
We find information through our social network. A network of banks handles our financial transactions. And when computers freeze under virus attacks, we are reminded of how pervasive networks are. This work concentrates on two topics. The first part of the thesis studies how highly unequal networks, where links are concentrated on a few key nodes, can emerge. The interest is motivated by how their structure affects their function: the spread of information and disease, for instance, may occur faster in such networks The second part of the thesis applies network theories to gain a better understanding of financial systems. We investigate the strategic motivations of banks to interact with each other when the banking system is exposed to the danger of contagion.