Comparative Effectiveness Research And Patient-Centered Outcomes Research In Public Health Settings: Design, Analysis And Funding Considerations, 2012 University of Kentucky
Comparative Effectiveness Research And Patient-Centered Outcomes Research In Public Health Settings: Design, Analysis And Funding Considerations, Glen Mays
Glen Mays
The principles and methods of CER and PCOR have developed primarily with therapeutics in mind, but they must also be applied to the study of public health programs, policies, and delivery systems. This session surveys the emerging field, and provides examples of CER/PCOR methods applied in public health settings using practice-based research networks (PBRNs).
How You Estimate The Yield Curve Matters!, 2012 Nova School of Business and Economics
How You Estimate The Yield Curve Matters!, Luiz Paulo Fichtner, Pedro Santa-Clara
Luiz Paulo Fichtner
We evaluate a two-factor Cox et al. (1985a,b) model using Euribor zero-coupon yields. We estimate this model using a state-space framework, where we sum a log-likelihood function of the state vector dynamics to a log-likelihood function of cross-section pricing errors. We introduce a likelihood-scaling weight in the joint log-likelihood function and show that there is a tradeoff in how one estimates a yield curve. Giving more weight to the cross-section of pricing errors improves the fitting and forecasting of Euribor yields, while giving more weight to the log-likelihood function of the state vector dynamics improves interest rate derivative pricing at …
Out-Of-Sample Predictability Of Bond Returns, 2012 Nova School of Business and Economics
Out-Of-Sample Predictability Of Bond Returns, Luiz Paulo Fichtner, Pedro Santa-Clara
Luiz Paulo Fichtner
We test the out-of-sample predictive power for one-year bond excess returns for a vari- ety of models that have been proposed in the literature. We find that these models perform well in sample, but have worse out-of-sample performance than the historical sample mean. We write the one-year excess return on a n-maturity bond at time t + 1 as the difference between n times the n-maturity bond yield at time t, and the sum of n − 1 times the (n − 1)-maturity bond yield at time t + 1 and the one-year bond yield at time t. Instead of …
Waste Dynamics, Country Heterogeneity And The European Environmental Policy Effectiveness, 2012 University of Ferrara
Waste Dynamics, Country Heterogeneity And The European Environmental Policy Effectiveness, Massimiliano Mazzanti
Massimiliano Mazzanti
No abstract provided.
Rhode Island Current Conditions Index — December 2012, 2012 University of Rhode Island
Rhode Island Current Conditions Index — December 2012, Leonard Lardaro
The Rhode Island Current Conditions Index
No abstract provided.
Singapore Inflation Expectations: Expecting The Unexpected, 2012 Singapore Management University
Singapore Inflation Expectations: Expecting The Unexpected, Aurobindo Ghosh, Jun Yu
Research Collection School Of Economics
The study of inflation expectations of Singapore house-holds is a multi-disciplinary industry-relevant research that comes out of a partnership between Singapore Management University (SMU) and MasterCard. The research team for this MasterCard-SKBI Singapore Index of Inflation Expectations (SInDEx) project applied rigorous methods using current internet-based marketing survey tools for data-collection and advanced econometric techniques to analyse the data. The updates from the quarterly waves are keenly followed by policymakers, market watchers and the media because of the enormous importance of cost of living to individuals and businesses alike.
Optimal Design Of P-Value Consistent Step-Up Procedures For Multiple Comparisons With A Control In Direction-Mixed Families, 2012 Singapore Management University
Optimal Design Of P-Value Consistent Step-Up Procedures For Multiple Comparisons With A Control In Direction-Mixed Families, Koon Shing Kwong, Siu Hung Cheung
Research Collection School Of Economics
It is common in clinical studies for several treatments to be compared to a control. Most of the related statistical techniques have been developed to accommodate inferential families in which all hypotheses are either one- or two-sided such that the familywise error rate is controlled at a specified level. Several multiple testing procedures were recently proposed to perform multiple comparisons with a control in direction-mixed families that contain a mixture of one- and two-sided inferences. Of these procedures, the p-value consistent step-up procedure is found to be superior in terms of its power and p-value consistent property. In this paper, …
Data Acquisition Plan For The Public Health Multi-Network Practice And Outcome Variation (Mprove) Study, 2012 University of Kentucky
Data Acquisition Plan For The Public Health Multi-Network Practice And Outcome Variation (Mprove) Study, Glen Mays
Glen Mays
This brief details the steps to be followed in obtaining and compiling data on the core (and optional) measures of public health service delivery for the MPROVE study. MPROVE data will need to be obtained from several different sources. Data for some measures already exist in administrative records, surveillance systems, or other sources maintained by the local and state public health agencies that participate in your PBRN. For other measures, it may be necessary to obtain data from other agencies that collaborate with the public health agencies in your PBRN. In still other cases, it may be necessary to undertake …
The Economic Costs Of Tax Policy Uncertainty: Implications For Fundamental Tax Reform, 2012 University of Nebraska-Lincoln
The Economic Costs Of Tax Policy Uncertainty: Implications For Fundamental Tax Reform, Seth H. Giertz, Jacob Feldman
Department of Economics: Faculty Publications
The U.S. faces tremendous short-term policy uncertainty, including about $5.4 trillion in tax increases over the next decade. These changes are set to take effect on January 1, 2013. It is unlikely that these changes will fully materialize, but what will happen is anyone’s guess. Over the long term, uncertainty also looms large since the U.S. federal tax system is expected to bring in far less revenue than Congress is projected to spend. In this paper, we detail the tax policy uncertainty that the U.S. faces and the economic literature to assess how this uncertainty may be affecting the economy. …
Final Set Of Public Health Delivery Measures Selected For The Multi-Network Practice And Outcome Variation Examination (Mprove) Study, 2012 University of Kentucky
Final Set Of Public Health Delivery Measures Selected For The Multi-Network Practice And Outcome Variation Examination (Mprove) Study, Glen Mays
Glen Mays
The Multi-Network Practice and Outcome Variation Examination Study (MPROVE) engages public health practice-based research networks (PBRNs) in the collection and analysis of measures of public health delivery across a large number of local practice settings in order to examine the causes and consequences of practice variation in public health. This document summarizes the final set of measures selected for the MPROVE study, including measures of the reach, volume, intensity, and quality of public health delivery in three domains of activity: chronic disease prevention, communicable disease control, and environmental health protection.
Online Appendix: Spatial Mobility And Environmental Effects On Obesity, 2012 SelectedWorks
Online Appendix: Spatial Mobility And Environmental Effects On Obesity, Zhenxiang Zhao
Zhenxiang Zhao
No abstract provided.
Rhode Island Current Conditions Index — November 2012, 2012 University of Rhode Island
Rhode Island Current Conditions Index — November 2012, Leonard Lardaro
The Rhode Island Current Conditions Index
No abstract provided.
Dinámica Del Consumo De Gasolina En Ciudad Juárez: 2001 - 2009, 2012 University of Texas at El Paso
Dinámica Del Consumo De Gasolina En Ciudad Juárez: 2001 - 2009, Thomas M. Fullerton Jr., Gabriel Múnoz Sapien, Martha Patricia Barraza De Anda, Lisbeily Domínguez Ruvalcaba
Border Region Modeling Project
This research analyzes short-run gasoline consumption dynamics in Ciudad Juárez, Chihuahua, México. Parameter estimation is carried out using linear transfer function ARIMA analysis. This market is of interest because it is influenced by regional, national, and international economic conditions due to its location on the border with the United States. Explanatory variables that satisfy the significance criterion include the real price of gasoline in Ciudad Juárez, the price of gasoline in Ciudad Juárez relative to that charged across the border in El Paso, Texas, USA, and formal sector employment in Ciudad Juárez. Sample data are for January 2001 to December …
Obtaining Critical Values For Test Of Markov Regime Switching, 2012 University of California, Santa Barbara
Obtaining Critical Values For Test Of Markov Regime Switching, Douglas G. Steigerwald, Valerie Bostwick
Douglas G. Steigerwald
For Markov regime-switching models, testing for the possible presence of more than one regime requires the use of a non-standard test statistic. Carter and Steigerwald (forthcoming, Journal of Econometric Methods) derive in detail the analytic steps needed to implement the test ofMarkov regime-switching proposed by Cho and White (2007, Econometrica). We summarize the implementation steps and address the computational issues that arise. A new command to compute regime-switching critical values, rscv, is introduced and presented in the context of empirical research.
Public Health Return-On-Investment Template - Demonstration Version, 2012 University of Kentucky
Public Health Return-On-Investment Template - Demonstration Version, Glen Mays
Glen Mays
The Public Health Return on Investment (ROI) Template is designed to help public health organizations estimate the economic returns from investments made in strategies that enhance public health service delivery, including quality improvement (QI) interventions. Depending on data availability, the template can be used to support retrospective analyses of actual investments as well as prospective analyses of potential future investments. The tool is designed to analyze economic returns realized through one ore more of the following pathways: (1) Reductions in routine operating costs; (2) Increases in revenue streams; (3) Increases in the outputs produced through agency services/functions; (4) Reductions in …
Estimating Scale And Scope Effects In Public Health Delivery: Implications For Regionalization, 2012 University of Kentucky
Estimating Scale And Scope Effects In Public Health Delivery: Implications For Regionalization, Glen P. Mays, Rachel A. Hogg, Rick Ingram, Kristina Rabarison
Glen Mays
OBJECTIVES: The nation's public health delivery system comprises nearly 3000 local public health agencies that vary widely in capabilities. Economic pressures, workforce shortages, and new national accreditation standards are leading these agencies to explore mechanisms for pooling resources to enhance delivery and improve population health. METHODS: A longitudinal cohort design is used to analyze changes in the availability and perceived effectiveness of services delivered by local public health providers. A stratified random sample of the nation's 3000 local public health agencies (n=497) were surveyed in 1998 and again in 2006 and 2011 (70% response) to measure the availability of 20 …
Estimating Scale And Scope Effects In Public Health Delivery: Implications For Regionalization, 2012 University of Kentucky
Estimating Scale And Scope Effects In Public Health Delivery: Implications For Regionalization, Glen P. Mays, Rachel A. Hogg, Rick Ingram, Kristina Rabarison
Health Management and Policy Presentations
OBJECTIVES: The nation's public health delivery system comprises nearly 3000 local public health agencies that vary widely in capabilities. Economic pressures, workforce shortages, and new national accreditation standards are leading these agencies to explore mechanisms for pooling resources to enhance delivery and improve population health.
METHODS: A longitudinal cohort design is used to analyze changes in the availability and perceived effectiveness of services delivered by local public health providers. A stratified random sample of the nation's 3000 local public health agencies (n=497) were surveyed in 1998 and again in 2006 and 2011 (70% response) to measure the availability of 20 …
Volatility, Duration, And Value-At-Risk, 2012 The University of Western Ontario
Volatility, Duration, And Value-At-Risk, Pujun Liu
Electronic Thesis and Dissertation Repository
The thesis consists of three essays dealing with the modeling of volatility in financial markets, trade durations, and Value-at-Risk (VaR). The first essay models nonlinearities in the return series to estimate time-varying volatility by incorporating both regime changes and jumps. Two types of regime-switching GARCH-jump models with autoregressive jump intensity are presented. The first model follows the traditional Markov regime-switching model proposed in Hamilton (1989). As the unknown regimes in the Markov model lead to difficulty in forecasting, a threshold GARCH-jump model, in which regimes are known after observing the threshold variable in the previous period, is also proposed. The …
Return Predictability In International Financial Markets And The Role Of Investor Sentiment, 2012 University of Geneva, School of Economics and Management
Return Predictability In International Financial Markets And The Role Of Investor Sentiment, Anjeza Kadilli
Anjeza Kadilli
We investigate the predictability of stock returns in the financial market for a large panel of developed countries using investor sentiment, business-cycle variables and financial indicators within two panel regime-switching models, with threshold and smooth transition between regimes. We find strong evidence of predictability of long-term returns following the business cycles, but much weaker results for the short-run returns. During crisis times, investor sentiment and inflation become key factors in predicting stock returns. Different tests and goodness of fit measures point out that the use of regime-switching models is more appropriate than linear models. To our knowledge, this study is …
Public Policy Special Edition On Local Government, 2012 Southern Cross University
Public Policy Special Edition On Local Government, Michael Kortt, Bligh Grant, Brian Dollery
Bligh Grant
No abstract provided.