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Articles 23521 - 23550 of 33913
Full-Text Articles in Entire DC Network
Economics: The Next Physical Science?, J. Doyne Farmer, Martin Shubik, Eric Smith
Economics: The Next Physical Science?, J. Doyne Farmer, Martin Shubik, Eric Smith
Cowles Foundation Discussion Papers
We review an emerging body of work by physicists addressing questions of economic organization and function. We suggest that, beyond simply employing models familiar from physics to economic observables, remarkable regularities in economic data may suggest parts of social order that can usefully be incorporated into, and in turn can broaden, the conceptual structure of physics.
Limit Theory For Moderate Deviations From A Unit Root Under Weak Dependence, Peter C.B. Phillips, Tassos Magdalinos
Limit Theory For Moderate Deviations From A Unit Root Under Weak Dependence, Peter C.B. Phillips, Tassos Magdalinos
Cowles Foundation Discussion Papers
An asymptotic theory is given for autoregressive time series with weakly dependent innovations and a root of the form ρ n = 1 + c / n α , involving moderate deviations from unity when α in (0,1) and c in R are constant parameters. The limit theory combines a functional law to a diffusion on D[0,∞) and a central limit theorem. For c > 0, the limit theory of the first-order serial correlation coefficient is Cauchy and is invariant to both the distribution and the dependence structure of the innovations. To our knowledge, this is the first invariance principle of …
Natural Concepts In Macroeconomics, Ray C. Fair
Natural Concepts In Macroeconomics, Ray C. Fair
Cowles Foundation Discussion Papers
Ragnar Frisch proposed in 1936 a procedure for estimating natural variable values by modifying what are now called structural macroeconometric models. This paper shows that Frisch’s procedure can be used to illuminate natural concepts using today’s models. The procedure also forces one to be precise regarding the assumptions used in moving from a short-run model to a medium-run or long-run model.
Gmm With Many Moment Conditions, Chirok Han, Peter C.B. Phillips
Gmm With Many Moment Conditions, Chirok Han, Peter C.B. Phillips
Cowles Foundation Discussion Papers
This paper provides a first order asymptotic theory for generalized method of moments (GMM) estimators when the number of moment conditions is allowed to increase with the sample size and the moment conditions may be weak. Examples in which these asymptotics are relevant include instrumental variable (IV) estimation with many (possibly weak or uninformed) instruments and some panel data models covering moderate time spans and with correspondingly large numbers of instruments. Under certain regularity conditions, the GMM estimators are shown to converge in probability but not necessarily to the true parameter, and conditions for consistent GMM estimation are given. A …
A Note On A ‘Square-Root Rule’ For Reinsurance, Michael R. Powers, Martin Shubik
A Note On A ‘Square-Root Rule’ For Reinsurance, Michael R. Powers, Martin Shubik
Cowles Foundation Discussion Papers
In previous work, the current authors derived a mathematical expression for the optimal (or “saturation”) number of reinsurers for a given number of primary insurers (see Powers and Shubik, 2001). In the current paper, we show analytically that, for large numbers of primary insurers, this mathematical expression provides a “square-root rule”; i.e., the optimal number of reinsurers in a market is given asymptotically by the square root of the total number of primary insurers. We note further that an analogous “fourth-root rule” applies to markets for retrocession (the reinsurance of reinsurance).
Countrywide Mozillo Email To Sambol, Angelo Mozilo, David Kovnesky, Moe Muscatel, Jeff Yoshida
Countrywide Mozillo Email To Sambol, Angelo Mozilo, David Kovnesky, Moe Muscatel, Jeff Yoshida
Documents
No abstract provided.
Moodys Follow Up Exhibits- Code Of Professional Conduct, Moody's Investor Service
Moodys Follow Up Exhibits- Code Of Professional Conduct, Moody's Investor Service
Documents
No abstract provided.
Independence Vi Cdo Term Sheet, Merrill Lynch International
Independence Vi Cdo Term Sheet, Merrill Lynch International
Documents
No abstract provided.
Kleros Preferred Funding Cdo Term Sheet, Merrill Lynch International
Kleros Preferred Funding Cdo Term Sheet, Merrill Lynch International
Documents
No abstract provided.
The Federal Reserve System Purposes And Functions 2005, Federal Reserve System: Board Of Governors
The Federal Reserve System Purposes And Functions 2005, Federal Reserve System: Board Of Governors
Documents
No abstract provided.
The Effectiveness Of Bank Recapitalization In Japan, Heather Montgomery, Satoshi Shimizutani
The Effectiveness Of Bank Recapitalization In Japan, Heather Montgomery, Satoshi Shimizutani
Documents
No abstract provided.
Bank For International Settlements (Bis) Quarterly Review: International Banking And Financial Market Developments, Bank For International Settlements (Bis)
Bank For International Settlements (Bis) Quarterly Review: International Banking And Financial Market Developments, Bank For International Settlements (Bis)
Documents
No abstract provided.
Sign Tests For Dependent Observations And Bounds For Path-Dependent Options, Rustam Ibragimov, Donald J. Brown
Sign Tests For Dependent Observations And Bounds For Path-Dependent Options, Rustam Ibragimov, Donald J. Brown
Cowles Foundation Discussion Papers
The present paper introduces new sign tests for testing for conditionally symmetric martingale-difference assumptions as well as for testing that conditional distributions of two (arbitrary) martingale-difference sequences are the same. Our analysis is based on the results that demonstrate that randomization over zero values of three-valued random variables in a conditionally symmetric martingale-difference sequence produces a stream of i.i.d. symmetric Bernoulli random variables and thus reduces the problem of estimating the critical values of the tests to computing the quantiles or moments of Binomial or normal distributions. The same is the case for randomization over ties in sign tests for …
Yale Scientific Magazine: Volume 78, Number 4
Yale Scientific Magazine: Volume 78, Number 4
Yale Scientific Magazine
No abstract provided.
Economic Transition And Growth, Peter C.B. Phillips, Donggyu Sul
Economic Transition And Growth, Peter C.B. Phillips, Donggyu Sul
Cowles Foundation Discussion Papers
Some extensions of neoclassical growth models are discussed that allow for cross section heterogeneity among economies and evolution in rates of technological progress over time. The models offer a spectrum of transitional behavior among economies that includes convergence to a common steady state path as well as various forms of transitional divergence and convergence. Mechanisms for modeling such transitions and measuring them econometrically are developed in the paper. A new regression test of convergence is proposed, its asymptotic properties are derived and some simulations of its finite sample properties are reported. Transition curves for individual economies and subgroups of economies …
The Evolution Of Our Preferences: Evidence From Capuchin-Monkey Trading Behavior, Keith M. Chen, Venkat Lakshminarayanan, Laurie Santos
The Evolution Of Our Preferences: Evidence From Capuchin-Monkey Trading Behavior, Keith M. Chen, Venkat Lakshminarayanan, Laurie Santos
Cowles Foundation Discussion Papers
Behavioral economics has demonstrated systematic decision-making biases in both lab and field data. But are these biases learned or innate? We investigate this question using experiments on a novel set of subjects — capuchin monkeys. By introducing a fiat currency and trade to a capuchin colony, we are able to recover their preferences over a wide range of goods and risky choices. We show that standard price theory does a remarkably good job of describing capuchin purchasing behavior; capuchin monkeys react rationally to both price and wealth shocks. However, when capuchins are faced with more complex choices including risky gambles, …
Randomized Sign Test For Dependent Observations On Discrete Choice Under Risk, Anat Bracha, Jeremy Gray, Rustam Ibragimov, Boaz Nadler, Dmitry Shapiro, Glena Ames, Donald J. Brown
Randomized Sign Test For Dependent Observations On Discrete Choice Under Risk, Anat Bracha, Jeremy Gray, Rustam Ibragimov, Boaz Nadler, Dmitry Shapiro, Glena Ames, Donald J. Brown
Cowles Foundation Discussion Papers
This paper proposes nonparametric statistical procedures for analyzing discrete choice models of affective decision making. We make two contributions to the literature on behavioral economics. Namely, we propose a procedure for eliciting the existence of a Nash equilibrium in an intrapersonal, potential game as well as randomized sign tests for dependent observations on game-theoretic models of affective decision making. This methodology is illustrated in the context of a hypothetical experiment — the Casino Game.
Risky Mortgages, Kirstin Downey
Risk Management: Sec Risk Appetite, Risk Equity Review For Cse, Lehman Brothers Holdings Inc.
Risk Management: Sec Risk Appetite, Risk Equity Review For Cse, Lehman Brothers Holdings Inc.
Documents
No abstract provided.
Abacus 2005-2 Cdo Term Sheet, Goldman Sachs
Minutes Of The Meeting Of The Board Of Directors Of Fannie Mae - On The Ofheo, Stephen B. Ashley, Kenneth Duberstein, Thomas P. Gerrity, Ann Korologos, Frederic V. Malek, Donald Marron, Daniel Mudd, Joe Pickett, Leslie Rahl, Patrick H. Swygert, John K. Wulff
Minutes Of The Meeting Of The Board Of Directors Of Fannie Mae - On The Ofheo, Stephen B. Ashley, Kenneth Duberstein, Thomas P. Gerrity, Ann Korologos, Frederic V. Malek, Donald Marron, Daniel Mudd, Joe Pickett, Leslie Rahl, Patrick H. Swygert, John K. Wulff
Documents
Also participating were Mr. Smith, Messrs. Levin and Weber, and Ms. Kappler of Fannie Mae, and Messrs. Brome and loffe of Cravath, Swaine Moore LLP as counsel to the non-management directors. Messrs. Williams and Duncan of Fannie Mae were present for parts of the meeting.
Cdo Machine? Managers, Mortgage Companies, Happy To Keep Fuel Coming, Allison Pyburn
Cdo Machine? Managers, Mortgage Companies, Happy To Keep Fuel Coming, Allison Pyburn
Documents
No abstract provided.
Coolidge Funding Cdo Term Sheet, Goldman Sachs, Maxim Advisory Llc
Coolidge Funding Cdo Term Sheet, Goldman Sachs, Maxim Advisory Llc
Documents
No abstract provided.
Market Risk Management: Risk Equity And Risk Appetite Models, Lehman Brothers Holdings Inc.
Market Risk Management: Risk Equity And Risk Appetite Models, Lehman Brothers Holdings Inc.
Documents
No abstract provided.
Monetary Review 2nd Quarter, Danmarks Nationalbank
Draft Close Out Report, Ray Bacon, Cathie Bourke, Michael Carroll, Lisa White
Draft Close Out Report, Ray Bacon, Cathie Bourke, Michael Carroll, Lisa White
Documents
The Large Complex Banking Organization (LCBO) team is made up of Federal Reserve employees across the regional Federal Reserve Banks.
Credit Risk Management Guidance For Home Equity Lending, United States: Department Of The Treasury: Office Of The Comptroller Of The Currency (Occ), United States: Federal Deposit Insurance Corporation (Fdic), Federal Reserve System: Board Of Governors, United States: National Credit Union Administration (Ncua), United States: Department Of The Treasury: Office Of Thrift Supervision
Credit Risk Management Guidance For Home Equity Lending, United States: Department Of The Treasury: Office Of The Comptroller Of The Currency (Occ), United States: Federal Deposit Insurance Corporation (Fdic), Federal Reserve System: Board Of Governors, United States: National Credit Union Administration (Ncua), United States: Department Of The Treasury: Office Of Thrift Supervision
Documents
No abstract provided.
Two Gses Cut Corners To Hit Goals, Rob Blackwell
Cdo Investors Debate Morality Of Spread Environment, Allison Pyburn
Cdo Investors Debate Morality Of Spread Environment, Allison Pyburn
Documents
No abstract provided.
Frb Memo Josh Gallin And Andreas Lehnert To Vice Chairman Ferguson Re Talking Points On House Prices, Joshua Gallin, Andreas Lehnert
Frb Memo Josh Gallin And Andreas Lehnert To Vice Chairman Ferguson Re Talking Points On House Prices, Joshua Gallin, Andreas Lehnert
Documents
No abstract provided.