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Articles 4831 - 4860 of 8517
Full-Text Articles in Entire DC Network
Remarks By U.S. Treasury Secretary Henry M. Paulson, Jr. On Open Investment Before The U.S. - Uae Business Council, Henry M. Paulson Jr.
Remarks By U.S. Treasury Secretary Henry M. Paulson, Jr. On Open Investment Before The U.S. - Uae Business Council, Henry M. Paulson Jr.
Documents
No abstract provided.
The Production Of Child Health In Kenya: A Structural Model Of Birth Weight, Germano Mwabu
The Production Of Child Health In Kenya: A Structural Model Of Birth Weight, Germano Mwabu
Discussion Papers
No abstract provided.
Affective Decision Making And The Ellsberg Paradox, Anat Bracha, Donald J. Brown
Affective Decision Making And The Ellsberg Paradox, Anat Bracha, Donald J. Brown
Cowles Foundation Discussion Papers
Affective decision-making is a strategic model of choice under risk and uncertainty where we posit two cognitive processes — the “rational” and the “emotional” process. Observed choice is the result of equilibrium in this intrapersonal game. As an example, we present applications of affective decision-making in insurance markets, where the risk perceptions of consumers are endogenous. We derive the axiomatic foundation of affective decision making, and show that affective decision making is a model of ambiguity-seeking behavior consistent with the Ellsberg paradox.
Rationalization And Cognitive Dissonance: Do Choices Affect Or Reflect Preferences?, Keith M. Chen
Rationalization And Cognitive Dissonance: Do Choices Affect Or Reflect Preferences?, Keith M. Chen
Cowles Foundation Discussion Papers
Cognitive dissonance is one of the most influential theories in psychology, and its oldest experiential realization is choice-induced dissonance. In contrast to the economic approach of assuming a person’s choices reveal their preferences, psychologists have claimed since 1956 that people alter their preferences to rationalize past choices by devaluing rejected alternatives and upgrading chosen ones. Here, I show that every study which has tested this preference-spreading effect has overlooked the potential that choices may reflect individual preferences. Specifically, these studies have implicitly assumed that subject’s preferences can be measured perfectly, i.e., with infinite precision. Absent this, their methods, even with …
Asymptotics For Ls, Gls, And Feasible Gls Statistics In An Ar(1) Model With Conditional Heteroskedaticity, Donald W.K. Andrews, Patrik Guggenberger
Asymptotics For Ls, Gls, And Feasible Gls Statistics In An Ar(1) Model With Conditional Heteroskedaticity, Donald W.K. Andrews, Patrik Guggenberger
Cowles Foundation Discussion Papers
This paper considers a first-order autoregressive model with conditionally heteroskedastic innovations. The asymptotic distributions of least squares (LS), infeasible generalized least squares (GLS), and feasible GLS estimators and t statistics are determined. The GLS procedures allow for misspecification of the form of the conditional heteroskedasticity and, hence, are referred to as quasi-GLS procedures. The asymptotic results are established for drifting sequences of the autoregressive parameter and the distribution of the time series of innovations. In particular, we consider the full range of cases in which the autoregressive parameter ρ n satisfies (i) n (1 - ρ n ) → ∞ …
Asymptotics For Ls, Gls, And Feasible Gls Statistics In An Ar(1) Model With Conditional Heteroskedaticity, Donald W.K. Andrews, Patrik Guggenberger
Asymptotics For Ls, Gls, And Feasible Gls Statistics In An Ar(1) Model With Conditional Heteroskedaticity, Donald W.K. Andrews, Patrik Guggenberger
Cowles Foundation Discussion Papers
This paper considers a first-order autoregressive model with conditionally heteroskedastic innovations. The asymptotic distributions of least squares (LS), infeasible generalized least squares (GLS), and feasible GLS estimators and t statistics are determined. The GLS procedures allow for misspecification of the form of the conditional heteroskedasticity and, hence, are referred to as quasi-GLS procedures. The asymptotic results are established for drifting sequences of the autoregressive parameter and the distribution of the time series of innovations. In particular, we consider the full range of cases in which the autoregressive parameter rhon satisfies (i) n (1 – ρ n ) → ∞ and …
Estimating Derivatives In Nonseparable Models With Limited Dependent Variables, Joseph G. Altonji, Hidehiko Ichimura, Taisuke Otsu
Estimating Derivatives In Nonseparable Models With Limited Dependent Variables, Joseph G. Altonji, Hidehiko Ichimura, Taisuke Otsu
Cowles Foundation Discussion Papers
We present a simple way to estimate the effects of changes in a vector of observable variables X on a limited dependent variable Y when Y is a general nonseparable function of X and unobservables. We treat models in which Y is censored from above or below or potentially from both. The basic idea is to first estimate the derivative of the conditional mean of Y given X at x with respect to x on the uncensored sample without correcting for the effect of changes in x induced on the censored population. We then correct the derivative for the effects …
Financial Stability Review, European Central Bank (Ecb)
Financial Stability Review, European Central Bank (Ecb)
Documents
No abstract provided.
Financial Market Turmoil And Central Bank Intervention, Walter Engert, Jack Selody, Carolyn Wilkins
Financial Market Turmoil And Central Bank Intervention, Walter Engert, Jack Selody, Carolyn Wilkins
Documents
No abstract provided.
Asymptotics For Ls, Gls, And Feasible Gls Statistics In An Ar(1) Model With Conditional Heteroskedasticity, Donald W.K. Andrews, Patrik Guggenberger
Asymptotics For Ls, Gls, And Feasible Gls Statistics In An Ar(1) Model With Conditional Heteroskedasticity, Donald W.K. Andrews, Patrik Guggenberger
Cowles Foundation Discussion Papers
This paper considers a first-order autoregressive model with conditionally heteroskedastic innovations. The asymptotic distributions of least squares (LS), infeasible generalized least squares (GLS), and feasible GLS estimators and t statistics are determined. The GLS procedures allow for misspecification of the form of the conditional heteroskedasticity and, hence, are referred to as quasi-GLS procedures. The asymptotic results are established for drifting sequences of the autoregressive parameter and the distribution of the time series of innovations. In particular, we consider the full range of cases in which the autoregressive parameter ρ n satisfies (i) n(1 - ρ n ) → ∞ and …
Financial Stability Review, European Central Bank (Ecb)
Financial Stability Review, European Central Bank (Ecb)
Documents
No abstract provided.
Austria: Financial System Stability Assessment-Update, International Monetary Fund (Imf)
Austria: Financial System Stability Assessment-Update, International Monetary Fund (Imf)
Documents
No abstract provided.
Affective Decision Making And The Ellsberg Paradox, Anat Bracha, Donald J. Brown
Affective Decision Making And The Ellsberg Paradox, Anat Bracha, Donald J. Brown
Cowles Foundation Discussion Papers
We characterize, in the framework for variational preferences, the affective decision making model of choice under risk and uncertainty introduced by Bracha and Brown (2007). This characterization (i) provides a rigorus decision-theoretic foundation for affective decision making, (ii) offers an axiomatic explanation for ambiguity-seeking in the Ellsberg Paradox and (iii) suggests a dual representation of ADM games in terms of the Legendre-Fenchel conjugate.
Estimating Derivatives In Nonseparable Models With Limited Dependent Variables, Joseph G. Altonji, Hidehiko Ichimura, Taisuke Otsu
Estimating Derivatives In Nonseparable Models With Limited Dependent Variables, Joseph G. Altonji, Hidehiko Ichimura, Taisuke Otsu
Cowles Foundation Discussion Papers
We present a simple way to estimate the effects of changes in a vector of observable variables X on a limited dependent variable Y when Y is a general nonseparable function of X and unobservables, and X is independent of the unobservables. We treat models in which Y is censored from above, below, or both. The basic idea is to first estimate the derivative of the conditional mean of Y given X at x with respect to x on the uncensored sample without correcting for the effect of x on the censored population. We then correct the derivative for the …
Remarks By Assistant Secretary Clay Lowery To The Foreign Correspondents Club Of Japan, Clay Lowery
Remarks By Assistant Secretary Clay Lowery To The Foreign Correspondents Club Of Japan, Clay Lowery
Documents
Assistant Secretary Clay Lowery gives his remarks on financial turbulence.
David Einhorn, Greenlight Capital, “Accounting Ingenuity" Speech, David Einhorn
David Einhorn, Greenlight Capital, “Accounting Ingenuity" Speech, David Einhorn
Documents
No abstract provided.
Paulson Statement On Senate Housing Legislation, Henry M. Paulson Jr.
Paulson Statement On Senate Housing Legislation, Henry M. Paulson Jr.
Documents
No abstract provided.
Remarks By Secretary Henry M. Paulson, Jr. On The U.S. Economy, Housing And Capital Markets, Henry M. Paulson Jr.
Remarks By Secretary Henry M. Paulson, Jr. On The U.S. Economy, Housing And Capital Markets, Henry M. Paulson Jr.
Documents
No abstract provided.
Aig 2008 424b Filing Dated May 14, 2008 (To Prospectus Dated July 13, 2007), American International Group, Inc. (Aig)
Aig 2008 424b Filing Dated May 14, 2008 (To Prospectus Dated July 13, 2007), American International Group, Inc. (Aig)
Documents
Prospectus Supplement for American International Group, Inc. (To Prospectus Dated July 13, 2007)
Agencies Issue Proposed Rules On Risk-Based Pricing Notices, Federal Reserve System: Board Of Governors, United States: Federal Trade Commission (Ftc)
Agencies Issue Proposed Rules On Risk-Based Pricing Notices, Federal Reserve System: Board Of Governors, United States: Federal Trade Commission (Ftc)
Documents
No abstract provided.
Secretary Henry M. Paulson, Jr. Remarks On The Economic Stimulus, Henry M. Paulson Jr.
Secretary Henry M. Paulson, Jr. Remarks On The Economic Stimulus, Henry M. Paulson Jr.
Documents
No abstract provided.
Treaty On The Functioning Of The European Union, European Union
Treaty On The Functioning Of The European Union, European Union
Documents
No abstract provided.
Goldman Sachs And Aig Credit Event Notice And Notice Of Publicly Available Information, James T. Gavin
Goldman Sachs And Aig Credit Event Notice And Notice Of Publicly Available Information, James T. Gavin
Documents
No abstract provided.
Ubs First Quarter 2008 Financial Reporting, Union Bank Of Switzerland (Ubs)
Ubs First Quarter 2008 Financial Reporting, Union Bank Of Switzerland (Ubs)
Documents
No abstract provided.
Nonlinearity And Temporal Dependence, Xiaohong Chen, Lars P. Hansen, Marine Carrasco
Nonlinearity And Temporal Dependence, Xiaohong Chen, Lars P. Hansen, Marine Carrasco
Cowles Foundation Discussion Papers
Nonlinearities in the drift and diffusion coefficients influence temporal dependence in scalar diffusion models. We study this link using two notions of temporal dependence: beta-mixing and rho-mixing. We show that beta-mixing and rho-mixing with exponential decay are essentially equivalent concepts for scalar diffusions. For stationary diffusions that fail to be rho-mixing, we show that they are still beta-mixing except that the decay rates are slower than exponential. For such processes we find transformations of the Markov states that have finite variances but infinite spectral densities at frequency zero. Some have spectral densities that diverge at frequency zero in a manner …
Unit Root And Cointegrating Limit Theory When Initialization Is In The Infinite Past, Peter C.B. Phillips, Tassos Magdalinos
Unit Root And Cointegrating Limit Theory When Initialization Is In The Infinite Past, Peter C.B. Phillips, Tassos Magdalinos
Cowles Foundation Discussion Papers
It is well known that unit root limit distributions are sensitive to initial conditions in the distant past. If the distant past initialization is extended to the infinite past, the initial condition dominates the limit theory producing a faster rate of convergence, a limiting Cauchy distribution for the least squares coefficient and a limit normal distribution for the t ratio. This amounts to the tail of the unit root process wagging the dog of the unit root limit theory. These simple results apply in the case of a univariate autoregression with no intercept. The limit theory for vector unit root …
Long Memory And Long Run Variation, Peter C.B. Phillips
Long Memory And Long Run Variation, Peter C.B. Phillips
Cowles Foundation Discussion Papers
A commonly used defining property of long memory time series is the power law decay of the autocovariance function. Some alternative methods of deriving this property are considered working from the alternate definition in terms of a fractional pole in the spectrum at the origin. The methods considered involve the use of (i) Fourier transforms of generalized functions, (ii) asymptotic expansions of Fourier integrals with singularities, (iii) direct evaluation using hypergeometric function algebra, and (iv) conversion to a simple gamma integral. The paper is largely pedagogical but some novel methods and results involving complete asymptotic series representations are presented. The …
Structural Nonparametric Cointegrating Regression, Qiying Wang, Peter C.B. Phillips
Structural Nonparametric Cointegrating Regression, Qiying Wang, Peter C.B. Phillips
Cowles Foundation Discussion Papers
Nonparametric estimation of a structural cointegrating regression model is studied. As in the standard linear cointegrating regression model, the regressor and the dependent variable are jointly dependent and contemporaneously correlated. In nonparametric estimation problems, joint dependence is known to be a major complication that affects identification, induces bias in conventional kernel estimates, and frequently leads to ill-posed inverse problems. In functional cointegrating regressions where the regressor is an integrated time series, it is shown here that inverse and ill-posed inverse problems do not arise. Remarkably, nonparametric kernel estimation of a structural nonparametric cointegrating regression is consistent and the limit distribution …
Unit Root Model Selection, Peter C.B. Phillips
Unit Root Model Selection, Peter C.B. Phillips
Cowles Foundation Discussion Papers
Some limit properties for information based model selection criteria are given in the context of unit root evaluation and various assumptions about initial conditions. Allowing for a nonparametric short memory component, standard information criteria are shown to be weakly consistent for a unit root provided the penalty coefficient C n → ∞ and C n /n → 0 as n → ∞. Strong consistency holds when C n /(log log n ) 3 → ∞ under conventional assumptions on initial conditions and under a slightly stronger condition when initial conditions are infinitely distant in the unit root model. The limit …
Local Limit Theory And Spurious Nonparametric Regression, Peter C.B. Phillips
Local Limit Theory And Spurious Nonparametric Regression, Peter C.B. Phillips
Cowles Foundation Discussion Papers
A local limit theorem is proved for sample covariances of nonstationary time series and integrable functions of such time series that involve a bandwidth sequence. The resulting theory enables an asymptotic development of nonparametric regression with integrated or fractionally integrated processes that includes the important practical case of spurious regressions. Some local regression diagnostics are suggested for forensic analysis of such regresssions, including a local R² and a local Durbin Watson (DW) ratio, and their asymptotic behavior is investigated. The most immediate findings extend the earlier work on linear spurious regression (Phillips, 1986), showing that the key behavioral characteristics of …