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  1. Equilibrium trade in automobile markets
    Author: Gillingham, Kenneth; Iskhakov, Fedor; Munk-Nielsen, Anders; Rust, John; Schjerning, Bertel
    Published: May 2019
    Publisher:  National Bureau of Economic Research, Cambridge, MA

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Language: English
    Media type: Book
    Format: Print
    Series: Working paper series / National Bureau of Economic Research ; 25840
    Subjects: Kfz-Markt; Kfz-Gewerbe; Gebrauchtmarkt; Gebrauchtfahrzeug; Transaktionskosten; DSGE-Modell; Diskrete Entscheidung; Markov-Kette; secondary markets; trade; consumer heterogeneity; transactions costs; programming dynamic; extreme value distribution; dynamic discrete choice; multinomial logit model; stationary equilibrium; Markov chains; invariant distributions
    Scope: 62 Seiten, Illustrationen
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    Erscheint auch als Online-Ausgabe
  2. Ratings matter
    announcements in times of crisis and the dynamics of stock markets
    Author: Rosati, Nicoletta; Bellia, Mario; Matos, Pedro Verga; Oliveira, Vasco
    Published: 2019
    Publisher:  Publications Office of the European Union, Luxembourg

    In this paper we propose a novel approach in analysing the impact of changes in sovereign credit ratings on stock markets. We study the evolution of a segmented form of the stock market index for several crisis-hit countries, including both European... more

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    In this paper we propose a novel approach in analysing the impact of changes in sovereign credit ratings on stock markets. We study the evolution of a segmented form of the stock market index for several crisis-hit countries, including both European and Asian markets. Such evolution is modelled by a homogeneous Markov chain, where the transition probabilities from one starting level of the index to a new (lower or higher) level in the next period depend on some explanatory variables, namely the country's rating, GDP and interest rate, through a generalised ordered probit model. The credit ratings turn out to be determinant in the dynamics of the stock markets for all three European countries considered - Portugal, Spain and Greece, while not all considered Asian countries show evidence of correlation of market indices with the ratings.

     
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    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9789276020486
    Other identifier:
    hdl: 10419/227661
    Series: JRC working papers in economics and finance ; 2019, 8
    Subjects: Credit ratings; financial crisis; Europe; Markov chains; generalized ordered probit models
    Scope: 1 Online-Ressource (circa 37 Seiten), Illustrationen
  3. On a monotone dynamic approach to optimal stopping problems for continuous-time Markov chains
    Author: Miclo, Laurent; Villeneuve, Stéphane
    Published: [2019]
    Publisher:  Toulouse School of Economics, [Toulouse]

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working papers / Toulouse School of Economics ; no TSE-1009 (April 2019)
    Subjects: Markov chains; Optimal Stopping; American option pricing
    Scope: 1 Online-Ressource (circa 25 Seiten)
  4. Working and disability expectancies at old ages
    the role of childhood circumstances and education
    Author: Lorenti, Angelo; Dudel, Christian; Hale, Jo Mhairi; Myrskylä, Mikko
    Published: [2020]
    Publisher:  Max Planck Institute for Demographic Research, Rostock, Germany

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
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    Series: MPIDR working paper ; WP 2020, 006 (February 2020)
    Subjects: USA; disability; early childhood; education; ethnicity; length of working life; Markov chains
    Scope: 1 Online-Ressource (circa 38 Seiten), Illustrationen
  5. Flexible transition timing in discrete-time multistate life tables using Markov chains with rewards
    Author: Schneider, Daniel; Myrskylä, Mikko; Raalte, Alyson van
    Published: [2021]
    Publisher:  Max Planck Institute for Demographic Research, Rostock, Germany

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    Language: English
    Media type: Book
    Format: Online
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    Series: MPIDR working paper ; WP 2021, 002 (February 2021)
    Subjects: life tables; multistate models; Markov chains; working life expectancy
    Scope: 1 Online-Ressource (circa 43 Seiten), Illustrationen
  6. Peaks, gaps, and time reversibility of economic time series
    Author: Proietti, Tommaso
    Published: [2020]
    Publisher:  CEIS Tor Vergata, [Rom]

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    Language: English
    Media type: Book
    Format: Online
    Series: CEIS Tor Vergata research paper series ; vol. 18, issue 5 = no. 492 (June 2020)
    Subjects: Markov chains; Business cycles; Recession duration
    Scope: 1 Online-Ressource (circa 28 Seiten), Illustrationen
  7. Territoires d'industrie: hétérogénéité et convergence?
    Author: Amdaoud, Mounir; Levratto, Nadine
    Published: [2023]
    Publisher:  EconomiX - UMR 7235, Université Paris Nanterre, Nanterre

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    Source: Union catalogues
    Language: French
    Media type: Book
    Format: Online
    Series: Document de travail / EconomiX ; 2023, 10
    Subjects: Employment growth; territorial heterogeneity; convergence clubs; Markov chains
    Scope: 1 Online-Ressource (circa 24 Seiten), Illustrationen
  8. Corn ethanol expansion and the evolution of US crop patterns
    Author: Smith, T. Jake; Moschini, GianCarlo
    Published: [2023]
    Publisher:  Center for Agricultural and Rural Development, Ames, Iowa

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Edition: This draft: 19 December 2023
    Series: Working paper / Center for Agricultural and Rural Development ; 23-WP 656 (December 2023)
    Subjects: Biofuels; Crop choice; Ethanol; Land use changes; Markov chains; Renewable Fuel Standard; Rotations
    Scope: 1 Online-Ressource (circa 63 Seiten), Illustrationen
  9. On the relationship between Markov switching inference and fuzzy clustering
    a Monte Carlo evidence
    Author: Otranto, Edoardo; Scaffidi Domianello, Luca
    Published: aprile 2023
    Publisher:  Arkadia, Cagliari

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    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9788868514655
    Edition: Prima edizione
    Series: Working papers / CRENoS ; 2023, 04
    Subjects: Simulations; Number of states; Nuisance parameters; Markov chains; Groups identification
    Scope: 1 Online-Ressource (circa 18 Seiten), Illustrationen
  10. Asymptotic income distribution in the German Socio-Economic Panel (SOEP)
    income inequality and Darwinian fitness
    Author: Montano, Diego
    Published: 2011
    Publisher:  DIW, Berlin

    In this paper, the relation between income inequality and population growth is analized from a Darwinian perspective. A Markov chain population growth model is presented and estimated using data from the German Socio-Economic Panel (SOEP). We... more

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    Staats- und Universitätsbibliothek Bremen
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    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    In this paper, the relation between income inequality and population growth is analized from a Darwinian perspective. A Markov chain population growth model is presented and estimated using data from the German Socio-Economic Panel (SOEP). We estimate both population growth rates and steady-state income distribution for males and females. The results are compatible with the traditional age-based population growth models of demography, in so far as these are actually irreducible, positive-recurrent Markov chains. It is concluded that, from the perspective of individuals and family lines, income inequality may improve reproductive fitness of high-income individuals, and foster adaptive reproductive strategies for a given income level.

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/150972
    Series: SOEPpapers on multidisciplinary panel data research ; 427
    Subjects: Einkommensverteilung; Bevölkerungsentwicklung; Fertilität; Deutschland; Steady-state income distribution; intrinsic growth rates; Markov chains; population projection; reproductive fitness
    Scope: Online-Ressource (PDF-Datei: 17 S., 818,11 KB), graph. Darst.
  11. Probabilistic bounded relative error property for learning rare event simulation techniques
    Author: Ridder, Ad; Tuffin, Bruno
    Published: 2012

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/87274
    Series: Array ; 2012,103
    Subjects: Wahrscheinlichkeitsrechnung; Entropie; Markov-Kette; Robustes Verfahren; Theorie; Rare-event probability; Cross-entropy method; Markov chains; Probabilistic robustness properties
    Scope: Online-Ressource (19 S.), graph. Darst.
  12. Distribution dynamics in European venture capital
    Author: Stolpe, Michael
    Published: 2003
    Publisher:  Inst. for World Economics, Kiel

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  13. Distribution dynamics in European venture capital
    Author: Stolpe, Michael
    Published: 2003
    Publisher:  Kiel Institute for the World Economy (IfW), Kiel

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  14. CDS index options in Markov chain models
    Author: Herbertsson, Alexander
    Published: January 2019
    Publisher:  Department of Economics, Göteborg University, Göteborg

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 2077/58590
    Series: Working papers in economics ; no. 748
    Subjects: Credit risk; CDS index; CDS index options; intensity-based models; dependence modelling; Markov chains; matrix-analytical methods; numerical methods
    Scope: 1 Online-Ressource (circa 49 Seiten), Illustrationen
  15. Equilibrium trade in automobile markets
    Author: Gillingham, Kenneth; Iskhakov, Fedor; Munk-Nielsen, Anders; Rust, John; Schjerning, Bertel
    Published: [2019]
    Publisher:  CESifo, Center for Economic Studies & Ifo Institute, Munich, Germany

    We introduce a computationally tractable dynamic equilibrium model of the automobile market where new and used cars of multiple types (e.g. makes/models) are traded by heterogeneous consumers. Prices and quantities are determined endogenously to... more

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    We introduce a computationally tractable dynamic equilibrium model of the automobile market where new and used cars of multiple types (e.g. makes/models) are traded by heterogeneous consumers. Prices and quantities are determined endogenously to equate supply and demand for all car types and vintages, along with the ages at which cars are scrapped. The model allows for transactions costs, taxes, flexible specifications of car characteristics, consumer preferences, and heterogeneity. We apply the model to two examples: a revenue-neutral replacement of the new vehicle registration tax with a higher fuel tax and a hypothetical “merger to monopoly” in an oligopolistic new car market. We show substantial gains in consumer welfare from the tax policy change, as well as important effects on government revenues, automobile prices, driving, fuel consumption and CO2 emissions, while the merger leads to substantial welfare losses.

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/201876
    Series: Array ; no. 7650 (May 2019)
    Subjects: Kfz-Markt; Kfz-Gewerbe; Gebrauchtmarkt; Gebrauchtfahrzeug; Transaktionskosten; DSGE-Modell; Diskrete Entscheidung; Markov-Kette; secondary markets; trade; consumer heterogeneity; transactions costs; programming dynamic; extreme value distribution; dynamic discrete choice; multinomial logit model; stationary equilibrium; Markov chains; invariant distributions
    Scope: 1 Online-Ressource (circa 65 Seiten), Illustrationen
  16. A critical account of perturbation analysis of Markovian Systems
    Author: Abbas, Karim; Berkhout, Joost; Heidergott, Bernd
    Published: 2015
    Publisher:  Vrije Universiteit, Faculteit der Economische Wetenschappen en Bedrijskunde, Amsterdam

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    VS 233 (2015,3)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 1871/52527
    Series: Serie research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Bedrijskunde ; 2015,3
    Subjects: Markov chains; perturbation bounds; condition number; strong stability; series expansion; queuing
    Scope: Online-Ressource (28 S.), graph. Darst.