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Unit Roots and Structural Breaks

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ISBN: 9783038428114 9783038428121 Year: Pages: VI, 162 Language: English
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Economics --- Mathematics
Added to DOAB on : 2018-04-13 15:24:38
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This book deals with problems related to unit roots and structural change, and the interplay between the two. The research agenda dealing with these topics have proved to be of importance to devise procedures that are reliable for inference and forecasting. Several important contributions have been made. Still, there is scope for improvements to and analyses of the existing procedures. This book provides contributions that follow up on what has been done and/or offer new perspectives on such issues and related ones.

Non-Extensive Entropy Econometrics for Low Frequency Series. National Accounts-Based Inverse Problems

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ISBN: 9783110550443 9783110550764 Year: Pages: 218 DOI: 10.1515/9783110550443 Language: English
Publisher: De Gruyter
Subject: Economics
Added to DOAB on : 2017-08-10 13:47:31
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Non-extensive Entropy Econometrics for Low Frequency Series provides a new and robust power-law-based, non-extensive entropy econometrics approach to the economic modelling of ill-behaved inverse problems. Particular attention is paid to national account-based general equilibrium models known for their relative complexity.In theoretical terms, the approach generalizes Gibbs-Shannon-Golan entropy models, which are useful for describing ergodic phenomena. In essence, this entropy econometrics approach constitutes a junction of two distinct concepts: Jayne’s maximum entropy principle and the Bayesian generalized method of moments. Rival econometric techniques are not conceptually adapted to solving complex inverse problems or are seriously limited when it comes to practical implementation. Recent literature showed that amplitude and frequency of macroeconomic fluctuations do not substantially diverge from many other extreme events, natural or human-related, once they are explained in the same time (or space) scale. Non-extensive entropy is a precious device for econometric modelling even in the case of low frequency series, since outputs evolving within the Gaussian attractor correspond to the Tsallis entropy limiting case of Tsallis q-parameter around unity. This book introduces a sub-discipline called Non-extensive Entropy Econometrics or, using a recent expression, Superstar Generalised Econometrics. It demonstrates, using national accounts-based models, that this approach facilitates solving nonlinear, complex inverse problems, previously considered intractable, such as the constant elasticity of substitution class of functions. This new proposed approach could extend the frontier of theoretical and applied econometrics.

Data-Driven Policy Impact Evaluation

Authors: ---
ISBN: 9783319784618 Year: Pages: 346 DOI: 10.1007/978-3-319-78461-8 Language: English
Publisher: Springer Nature
Subject: Sociology --- Political Science --- Economics --- Mathematics
Added to DOAB on : 2020-02-04 11:21:03
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In the light of better and more detailed administrative databases, this open access book provides statistical tools for evaluating the effects of public policies advocated by governments and public institutions. Experts from academia, national statistics offices and various research centers present modern econometric methods for an efficient data-driven policy evaluation and monitoring, assess the causal effects of policy measures and report on best practices of successful data management and usage. Topics include data confidentiality, data linkage, and national practices in policy areas such as public health, education and employment. It offers scholars as well as practitioners from public administrations, consultancy firms and nongovernmental organizations insights into counterfactual impact evaluation methods and the potential of data-based policy and program evaluation. ; Open Access Demonstrates the potential of data-based policy evaluation Introduces counterfactual impact evaluation methods Includes case studies on policy areas such as public health, education and employment

Modelling our Changing World

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Book Series: Palgrave Texts in Econometrics ISBN: 9783030214326 Year: Pages: 128 DOI: 10.1007/978-3-030-21432-6 Language: English
Publisher: Springer Nature
Subject: Economics --- Environmental Sciences
Added to DOAB on : 2020-02-04 11:21:07
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This open access book focuses on the concepts, tools and techniques needed to successfully model ever-changing time-series data. It emphasizes the need for general models to account for the complexities of the modern world and how these can be applied to a range of issues facing Earth, from modelling volcanic eruptions, carbon dioxide emissions and global temperatures, to modelling unemployment rates, wage inflation and population growth. Except where otherwise noted, this book is licensed under a Creative Commons Attribution 4.0 International License. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0.

Wassily Leontief et la science économique : Suivi de « Les mathématiques dans la science économique », de Wassily Leontief

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ISBN: 9791036200908 DOI: 10.4000/books.enseditions.11329 Language: French
Publisher: ENS Éditions
Subject: Business and Management
Added to DOAB on : 2020-09-09 12:19:29
License: OpenEdition Licence for Books

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Des travaux de Wassily Leontief, on retient surtout ses tableaux entrées-sorties (TES), les célèbres TES de la comptabilité nationale, en oubliant l’ambition scientifique au service de laquelle ils avaient été conçus. Développé à Harvard dans les années 1930, le TES est un élément dans un dispositif scientifique visant à faire de l’économie une science empirique. Il est une matrice comptable associée à un modèle mathématique de l’équilibre économique général. Ce dispositif est conçu comme une alternative à l’économétrie que Leontief considère mal équipée pour résoudre le problème de l’association de la théorie à la mesure statistique. C’est qu’en économie, selon l’expression d’Alain Desrosières, le mariage entre la théorie et les statistiques est tardif et que le branchement ne va pas de soi. Cet essai présente d’abord la méthodologie économique de Leontief et montre comment elle s’insère dans les grands débats épistémologiques de la discipline jusqu’à aujourd’hui. L’ouvrage propose ensuite une réédition de l’article de Leontief « Les mathématiques et la science économique » (1954).

Formalizing the Shadow Economy in Serbia: Policy Measures and Growth Effects

Authors: ---
Book Series: Contributions to Economics ISBN: 9783319134369 9783319134376 Year: Pages: 179 DOI: 10.1007/978-3-319-13437-6 Language: English
Publisher: Springer Nature
Subject: Business and Management --- Manufactures --- Economics
Added to DOAB on : 2016-04-12 15:41:47
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The main objective of this book is to develop a strategy and policy measures to enhance the formalization of the shadow economy in order to improve the competitiveness of the economy and contribute to economic growth; it explores these issues with special reference to Serbia. The size and development of the shadow economy in Serbia and other Central and Eastern European countries are estimated using two different methods (the MIMIC method and household-tax-compliance method). Micro-estimates are based on a special survey of business entities in Serbia, which for the first time allows us to explore the shadow economy from the perspective of enterprises and entrepreneurs. The authors identify the types of shadow economy at work in business entities, the determinants of shadow economy participation, and the impact of competition from the informal sector on businesses. Readers will learn both about the potential fiscal effects of reducing the shadow economy to the levels observed in more developed countries and the effects that formalization of the shadow economy can have on economic growth.

The Economy as a Complex Spatial System: Macro, Meso and Micro Perspectives

Authors: --- --- --- --- et al.
Book Series: Springer Proceedings in Complexity ISSN: 2213-8684 / 2213-8692 ISBN: 9783319656267 9783319656274 Year: Pages: 220 DOI: https://doi.org/10.1007/978-3-319-65627-4 Language: English
Publisher: Springer Nature
Subject: Economics
Added to DOAB on : 2017-11-24 16:21:26
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This collected volume represents the final outcome of the COST Action IS1104 “The EU in the new complex geography of economic systems: models, tools and policy evaluation”.Visualizing the EU as a complex and multi-layered network, the book is organized in three parts, each of them dealing with a different level of analysis: At the macro-level, Part I considers the interactions within large economic systems (regions or countries) involving trade, workers migration, and other factor movements. At the meso-level, Part II discusses interactions within specific but wide-ranging markets, with a focus on financial markets and banking systems. Lastly, at the micro-level, Part III explores the decision-making of single firms, especially in the context of location decisions.

Essays in International Trade and Public Economics

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Book Series: Finanzwissenschaftliche Schriften ISBN: 9783631621394 Year: Pages: 139 DOI: 10.3726/b13718 Language: English
Publisher: Peter Lang International Academic Publishing Group
Subject: Economics
Added to DOAB on : 2019-01-15 13:32:35
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The essays of this book are contributions to the empirical Literature in International Trade and Public Economics. They deal with the relationship between the structure and quality of the public sector and the process of economic integration. Two of the essays add to the empirical determinants of trade and foreign direct investment (FDI) and to the numerous applications of the theory of government decentralization. Decentralization tends to discourage inward FDI and domestic trade and to increase imports and exports. A third essay focuses on the effect of governments’ intangible assets – such as consumer perceptions about countries and products from these countries – on FDI. A country’s nation brand is shown to have a significant and large positive effect on investment flows.

GRETL 2019. Proceedings of the International Conference on the Gnu Regression, Econometrics and Time-series Library

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Book Series: Scuola delle Scienze Umane e Sociali. Quaderni ISBN: 9788868870577 Year: Pages: VII, 168 DOI: 10.6093/978-88-6887-057-7 Language: English
Publisher: FedOA - Federico II University Press
Added to DOAB on : 2020-02-11 16:05:29
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This book collects the papers presented at the 6th Gretl Conference, which took place at the Dipartimento di Scienze Politiche, University of Naples, on 13th-14th of June, 2019.The papers (which had been selected through a refereeing process) contain theoretical topics on computational problems as well as empirical applications using the program, and cover a wide range of topics in statistics and applied econometrics, among which Generalized Dynamic Factor Models, Propensity Score Matching, Bayesian Model Averaging, Spatial Models, Cointegration and Boostrap Techniques.

People, Places and Policy

Authors: --- ---
Book Series: Regions and Cities ISBN: 9781315683904 9781138925205 9781317407577 9781317407560 9781317407553 Year: DOI: 10.4324/9781315683904 Language: English
Publisher: Taylor & Francis
Subject: Business and Management --- Economics
Added to DOAB on : 2019-11-08 11:21:15
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The Open Access version of this book, available at www.tandfebooks.com, has been made available under a Creative Commons Attribution-Non Commercial-No Derivatives 3.0 license. Set within the context of UK devolution and constitutional change, People, Places and Policy offers important and interesting insights into ‘place-making’ and ‘locality-making’ in contemporary Wales. Combining policy research with policy-maker and stakeholder interviews at various spatial scales (local, regional, national), it examines the historical processes and working practices that have produced the complex political geography of Wales. This book looks at the economic, social and political geographies of Wales, which in the context of devolution and public service governance are hotly debated. It offers a novel ‘new localities’ theoretical framework for capturing the dynamics of locality-making, to go beyond the obsession with boundaries and coterminous geographies expressed by policy-makers and politicians. Three localities – Heads of the Valleys (north of Cardiff), central and west coast regions (Ceredigion, Pembrokeshire and the former district of Montgomeryshire in Powys) and the A55 corridor (from Wrexham to Holyhead) – are discussed in detail to illustrate this and also reveal the geographical tensions of devolution in contemporary Wales. This book is an original statement on the making of contemporary Wales from the Wales Institute of Social and Economic Research, Data and Methods (WISERD) researchers. It deploys a novel ‘new localities’ theoretical framework and innovative mapping techniques to represent spatial patterns in data. This allows the timely uncovering of both unbounded and fuzzy relational policy geographies, and the more bounded administrative concerns, which come together to produce and reproduce over time Wales’ regional geography.

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