Browsing 14 Economics by Title

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Browsing 14 Economics by Title

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  • Wilson, Patrick; Zurbruegg, Ralf; Michayluk, Dave (Blackwell Publishing, 2006)
    We construct synchronously priced indices of securitized property listed on the New York Stock Exchange and London Stock Exchange. The indices are then utilized to examine dynamic information flows between the two markets. ...
  • Blamey, Russell; Bennett, Jeff; Louviere, Jordan; Morrison, Mark; Rolfe, John (Kluwer Academic Publishers, 2002)
  • Reynolds, S S; Wooders, John (Springer, 2009)
    eBay and Yahoo allow sellers to list their auctions with a buy price at which a bidder may purchase the item immediately. On eBay, the buy-now option disappears once a bid is placed, while on Yahoo the buy-now option remains ...
  • Moreno Ruiz, Diego; Wooders, John (Wiley-Blackwell, 2011)
    If bidders have independent private values and homogeneous entry costs, a first- or second-price auction with a reserve price equal to the seller's value maximizes social surplus and seller revenue. We show that if entry ...
  • Norman, Richard; Church, Jody; Van Den Berg, Bernard; Goodall, Stephen (Blackwell Publishing, 2013)
    Objective: To investigate population health-related quality of life norms in an Australian general sample by age, gender, BMI, education and socioeconomic status. Method: The SF-36 was included in the 2009/10 wave of ...
  • Dvornak, N; Kohler, Marion; Menzies, Gordon (Economic Soc Of Australia Brown Prior Anderson Pty Ltd, 2005)
    The determinants of Australia's exchange rate based on the internal-external balance approach introduced by Williamson (1983) were analysed. Internal balance implies that the economy is operating at supply potential with ...
  • Docherty, Peter (M. E. Sharpe, 2008)
    In January 2008, institutions across the G-lO countries responsible for regulating banks within their jurisdictions implemented the new Basel Capital Accord, now commonly known as Basel II. This new standard for bank ...
  • Geweke, John (Elsevier Science Publishers B.V., 2001)
    Abstract: Contemporary Bayesian forecasting methods draw on foundations in subjective probability and preferences laid down in the mid-twentieth century, and utilize numerical methods developed since that time in their ...
  • Gu, Yuanyuan; Fiebig, Denzil; Cripps, E; Kohn, Robert (Wiley-Blackwell Publishing Ltd., 2009)
    Bayesian analysis is given of a random effects binary probit model that allows for heteroscedasticity. Real and simulated examples illustrate the approach and show that ignoring heteroscedasticity when it exists may lead ...
  • Imai, Susumu; Jain, Neelam; Ching, Andrew (Wiley, 2009)
    We propose a new methodology for structural estimation of infinite horizon dynamic discrete choice models. We combine the dynamic programming (DP) solution algorithm with the Bayesian Markov chain Monte Carlo algorithm ...
  • Geweke, John; Whiteman, C. (Elsevier, 2006)
    Bayesian forecasting is a natural product of a Bayesian approach to inference. The Bayesian approach in general requires explicit formulation of a model, and conditioning on known quantities, in order to draw inferences ...
  • Geweke, John (Blackwell Publishing, 2001)
    Abstract: Recent advances in simulation methods have made possible the systematic application of Bayesian methods to support decision making with econometric models. This paper outlines the key elements of Bayesian ...
  • Geweke, John; Gowrisankaran, G.; Town, R.J. (Blackwell Publishing, 2003)
    This paper develops new econometric methods to infer hospital quality in a model with discrete dependent variables and nonrandom selection. Mortality rates in patient discharge records are widely used to infer hospital ...
  • Mccausland, William; Lgui, Brahim (Emerald, 2009)
    Time-varying proportions arise frequently in economics. Market shares show the relative importance of firms in a market. Labor economists divide populations into different labor market segments. Expenditure shares describe ...
  • Geweke, John (American Economic Association, 2007)
    Bayesian econometrics provides a tidy theory and practical methods of comparing and combining several alternative, completely specified models for a common data set. It is always possible that none of the specified models ...
  • Choy, Sai Tsang Boris; Chan, C (University of Western Sydeny, 2005)
    This paper considers a Student-t stochastic volatility (SV) model using full Bayesian approach. A new two-stage scale mixtures respresentation for the Student-t density is proposed and used to speed up the efficiency of ...
  • Houser, Daniel; Keane, Michael; Mccabe, Kevin (Blackwell Publishing Ltd, 2004)
    Different people may use different strategies, or decision rules, when solving complex decision problems. We provide a new Bayesian procedure for drawing inferences about the nature and number of decision rules present in ...
  • Garratt, R J; Walker, Mark; Wooders, John (Springer, 2012)
    We report on sealed-bid second-price auctions that we conducted on the Internet using subjects with substantial prior experience: they were highly experienced participants in eBay auctions. Unlike the novice bidders in ...
  • Platen, Eckhard (World Scientific Publishing, 2011)
    This paper introduces a general market modeling framework, the benchmark appma.chl which assumes the existence of the nume!'raire portfolio. This is the strictly positive portfolio that when used as benchmMk makes all ...