Zobrazeno 1 - 10
of 25
pro vyhledávání: '"Chu-Ping C. Vijverberg"'
Publikováno v:
The North American Journal of Economics and Finance. 48:295-320
We use provincial data of 1998–2014 to evaluate the impact of financial development on income inequality in China through spatial dependence modeling techniques. An exploratory spatial analysis for all the municipalities and provinces in China for
Publikováno v:
Studies in Nonlinear Dynamics and Econometrics
Studies in Nonlinear Dynamics and Econometrics, 2021, 25 (1), pp.1-17. ⟨10.1515/snde-2018-0097⟩
Studies in Nonlinear Dynamics and Econometrics, MIT Press, 2021, 25
Studies in Nonlinear Dynamics and Econometrics, MIT Press, 2021, 25 (1), pp.1-17. ⟨10.1515/snde-2018-0097⟩
Studies in Nonlinear Dynamics and Econometrics, 2021, 25 (1), pp.1-17. ⟨10.1515/snde-2018-0097⟩
Studies in Nonlinear Dynamics and Econometrics, MIT Press, 2021, 25
Studies in Nonlinear Dynamics and Econometrics, MIT Press, 2021, 25 (1), pp.1-17. ⟨10.1515/snde-2018-0097⟩
In light of several economic and financial crises and institutional changes experienced by the European countries, we examine whether these economies achieved synchronization of their business cycles and fostered synchronization of their growth rates
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f73b91773ef7341ef6cf7ddbbf4be597
https://hal.science/hal-03319011/document
https://hal.science/hal-03319011/document
Publikováno v:
Computational Statistics & Data Analysis. 100:595-615
Financial data are often thick-tailed and exhibit skewness. The versatile Generalized Tukey Lambda (GTL) distribution is able to capture varying degrees of skewness in thin- or thick-tailed data. Such versatility makes the GTL distribution potentiall
Autor:
Chu-Ping C. Vijverberg, William Miles
Publikováno v:
Economica. 85:558-580
We use two variants of Markov switching models to assess changes in output synchronization since the creation of the euro. Out of eight eurozone countries investigated, only one—the Netherlands—has synchronization increased since euro adoption, s
Publikováno v:
Applied Economics. 48:261-275
This article studies the impact of monetary policy shocks on equity returns and their volatility among nine industries and their affiliated firms in the United States. We use an extension of the traditional CAPM as the analytical framework and approx
Publikováno v:
Empirical Economics. 50:901-932
The pregibit binary choice model is built on a distribution that allows symmetry or asymmetry and thick tails, thin tails, or no tails. Thus, the model is much more flexible than the traditional binary choice models: pregibit nests logit, approximate
Autor:
Chu-Ping C. Vijverberg, William Miles
Publikováno v:
Kyklos. 67:93-115
Summary Previous studies have presented findings suggesting that the gold standard may have led to an increase in business cycle synchronization among its member countries. This follows a growing literature which posits that currency unions in genera
Autor:
William Miles, Chu-Ping C. Vijverberg
Publikováno v:
Journal of Macroeconomics. 33:644-655
We examine inflation and uncertainty in the UK with a version of the Markov Switching model, which allows for changes in the variance as well as in the mean and persistence of a series. We find that the UK’s attempts at exchange rate pegs in the fo
Autor:
William Miles, Chu-Ping C. Vijverberg
Publikováno v:
Review of Development Economics. 15:638-650
The full text of this article is not available on SOAR. WSU users can access the article via database licensed by University Libraries: http://libcat.wichita.edu/vwebv/holdingsInfo?bibId=1448254
Autor:
Henry L. Gray, Chu-Ping C. Vijverberg
Publikováno v:
Journal of Forecasting. 28:293-315
This paper introduces discrete Euler processes and shows their application in detecting and forecasting cycles in non-stationary data where periodic behavior changes approximately linearly in time. A discrete Euler process becomes a classical station