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Schumpeterian Profits In The American Economy: Theory And Measurement, William D. Nordhaus Apr 2004

Schumpeterian Profits In The American Economy: Theory And Measurement, William D. Nordhaus

Cowles Foundation Discussion Papers

The present study examines the importance of Schumpeterian profits in the United States economy. Schumpeterian profits are defined as those profits that arise when firms are able to appropriate the returns from innovative activity. We first show the underlying equations for Schumpeterian profits. We then estimate the value of these profits for the non-farm business economy. We conclude that only a miniscule fraction of the social returns from technological advances over the 1948-2001 period was captured by producers, indicating that most of the benefits of technological change are passed on to consumers rather than captured by producers.

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Lakeside Ii Cdo Offering Circular, Merrill Lynch International, Bear Stearns Companies, Inc. Mar 2004

Lakeside Ii Cdo Offering Circular, Merrill Lynch International, Bear Stearns Companies, Inc.

Documents

This offering circular serves the interest of Lakeside CDO II, Merrill Lynch, and Bear Stearns.

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Frbny Letter From Joan Johnson To Michelle Sims Re Examination Letter Report Conducted By Examiners For The Federal Reserve Bank Of New York, Joan Johnson, Homer Hill Iii Mar 2004

Frbny Letter From Joan Johnson To Michelle Sims Re Examination Letter Report Conducted By Examiners For The Federal Reserve Bank Of New York, Joan Johnson, Homer Hill Iii

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This letter is addressed to Michelle Sims

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Occ Findings From Staehle To Frake Regarding Fixed Income Derivatives Examination, Daniel C. Staehle Mar 2004

Occ Findings From Staehle To Frake Regarding Fixed Income Derivatives Examination, Daniel C. Staehle

Documents

No abstract provided.

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Peraturan Bank Indonesia Nomor 6/9/Pbi/2004 Tentang Tindak Lanjut Pengawasan Dan Penetapan Status Bank, Bank Indonesia Mar 2004

Peraturan Bank Indonesia Nomor 6/9/Pbi/2004 Tentang Tindak Lanjut Pengawasan Dan Penetapan Status Bank, Bank Indonesia

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No abstract provided.

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Frb Transcipt Of The Consumer Advisory Council Meeting, Agnes Bundy Scanlan, Mark Pinsky, Dennis L. Algiere, Janie Barrera, Kenneth P. Bordelon, Susan Bredehoft, Shiela Canavan, Robin Coffey, Anne Diedrick, Dan Dixon, Hattie Dorsey, Thomas P. Fitzgibbon, Charles R. Gatson, James W. King, Ruhi Maker, Patricia Mccoy, Elsie Meeks, Bruce B. Morgan, Debra S. Reyes, Benson Roberts, Benjamin Robinson Iii, Mary Jane Seebach, Paul J. Springman, Forrest F. Stanley, Lorie R. Swanson, Diane Thompson, Hubert Van Tol, Clint Walker, Dolores S. Smith, Edward M. Gramlich, Ben S. Bernanke, Susan Bies Mar 2004

Frb Transcipt Of The Consumer Advisory Council Meeting, Agnes Bundy Scanlan, Mark Pinsky, Dennis L. Algiere, Janie Barrera, Kenneth P. Bordelon, Susan Bredehoft, Shiela Canavan, Robin Coffey, Anne Diedrick, Dan Dixon, Hattie Dorsey, Thomas P. Fitzgibbon, Charles R. Gatson, James W. King, Ruhi Maker, Patricia Mccoy, Elsie Meeks, Bruce B. Morgan, Debra S. Reyes, Benson Roberts, Benjamin Robinson Iii, Mary Jane Seebach, Paul J. Springman, Forrest F. Stanley, Lorie R. Swanson, Diane Thompson, Hubert Van Tol, Clint Walker, Dolores S. Smith, Edward M. Gramlich, Ben S. Bernanke, Susan Bies

Documents

No abstract provided.

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Guidelines Of The Swiss National Bank On Monetary Policy Instruments Of 25 March 2004 (As At 5 May 2023), Swiss National Bank (Snb) Mar 2004

Guidelines Of The Swiss National Bank On Monetary Policy Instruments Of 25 March 2004 (As At 5 May 2023), Swiss National Bank (Snb)

Documents

No abstract provided.

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Ecuador Risk: Financial Risk, Economist Intelligence Unit (Eiu) Mar 2004

Ecuador Risk: Financial Risk, Economist Intelligence Unit (Eiu)

Documents

No abstract provided.

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New Century 2003 10-K, New Century Financial Corporation Mar 2004

New Century 2003 10-K, New Century Financial Corporation

Documents

No abstract provided.

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Aig Memo From William Shirley To Robert Lewis Regarding Transaction Approval Of Merrill Lynch Credit Derivative, William Shirley Mar 2004

Aig Memo From William Shirley To Robert Lewis Regarding Transaction Approval Of Merrill Lynch Credit Derivative, William Shirley

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No abstract provided.

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Moody's Corporation 2003 10-K, Moody's Investor Service Mar 2004

Moody's Corporation 2003 10-K, Moody's Investor Service

Documents

No abstract provided.

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Lehman Brothers Letter To The Sec, Joseph Polizzotto, David A. Demuro Mar 2004

Lehman Brothers Letter To The Sec, Joseph Polizzotto, David A. Demuro

Documents

This letter is addressed to Jonathan G. Katz

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Glacier Funding I Cdo Offering Circular, Merrill Lynch International Mar 2004

Glacier Funding I Cdo Offering Circular, Merrill Lynch International

Documents

This offering circular serves the interest of Glacier Funding CDO I and Merrill Lynch.

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The Determinants Of The Global Digital Divide: A Cross-Country Analysis Of Computer And Internet Penetration, Menzie D. Chinn, Robert W. Fairlie Mar 2004

The Determinants Of The Global Digital Divide: A Cross-Country Analysis Of Computer And Internet Penetration, Menzie D. Chinn, Robert W. Fairlie

Discussion Papers

No abstract provided.

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Political Rents, Promotion Incentives And Support For A Non-Democratic Regime, Valery Lazarev Mar 2004

Political Rents, Promotion Incentives And Support For A Non-Democratic Regime, Valery Lazarev

Discussion Papers

No abstract provided.

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Microeconomic Flexibility In Latin America, Ricardo J. Caballero, Eduardo M.R.A. Engel, Alejandro Micco Mar 2004

Microeconomic Flexibility In Latin America, Ricardo J. Caballero, Eduardo M.R.A. Engel, Alejandro Micco

Discussion Papers

No abstract provided.

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Three Strikes And You’Re Out: Reply To Cooper And Willis, Ricardo J. Caballero, Eduardo M.R.A. Engel Mar 2004

Three Strikes And You’Re Out: Reply To Cooper And Willis, Ricardo J. Caballero, Eduardo M.R.A. Engel

Discussion Papers

No abstract provided.

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Tmsf Üç Aylık Faaliyet Raporu, Turkey: Saving Deposit Insurance Fund/Tasarruf Mevduatı Sigorta Fonu (Tmsf) Mar 2004

Tmsf Üç Aylık Faaliyet Raporu, Turkey: Saving Deposit Insurance Fund/Tasarruf Mevduatı Sigorta Fonu (Tmsf)

Documents

No abstract provided.

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A Quantilogram Approach To Evaluating Directional Predictability, Oliver B. Linton, Yoon-Jae Whang Mar 2004

A Quantilogram Approach To Evaluating Directional Predictability, Oliver B. Linton, Yoon-Jae Whang

Cowles Foundation Discussion Papers

In this note we propose a simple method of measuring directional predictability and testing for the hypothesis that a given time series has no directional predictability. The test is based on the correlogram of quantile hits. We provide the distribution theory needed to conduct inference, propose some model free upper bound critical values, and apply our methods to stock index return data. The empirical results suggests some directional predictability in returns especially in mid range quantiles like 5%-10%.

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An Elementary Discussion Of Commodity Money, Fiat Money And Credit: Part 1, Thomas Quint, Martin Shubik Mar 2004

An Elementary Discussion Of Commodity Money, Fiat Money And Credit: Part 1, Thomas Quint, Martin Shubik

Cowles Foundation Discussion Papers

In this paper we present a series of models, all within the context of a simple two-good economy, which bring out the distinctions among the different types of money and financial institutions. The models emphasize the physical properties of the economic goods, moneys, and trading systems. Part 1 covers models in which the money is a consumable storable; the economies in Part 2 use durable money, fiat money, or credit. Under this framework we are able to successfully contrast the role of private money lenders, banks, bilateral credit systems, and credit clearinghouses. We are also able to model the importance …

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Three Strikes And You’Re Out: Reply To Cooper And Willis, Ricardo J. Caballero, Eduardo Engel Mar 2004

Three Strikes And You’Re Out: Reply To Cooper And Willis, Ricardo J. Caballero, Eduardo Engel

Cowles Foundation Discussion Papers

Cooper and Willis (2003) is the latest in a sequence of criticisms of our methodology for estimating aggregate nonlinearities when microeconomic adjustment is lumpy. Their case is based on “reproducing” our main findings using artificial data generated by a model where microeconomic agents face quadratic adjustment costs. That is, they supposedly find our results where they should not be found. The three claims on which they base their case are incorrect. Their mistakes range from misinterpreting their own simulation results to failing to understand the context in which our procedures should be applied. They also claim that our approach assumes …

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Japan's Financial Crisis And Economic Stagnation, Takeo Hoshi, Anil K. Kashyap Mar 2004

Japan's Financial Crisis And Economic Stagnation, Takeo Hoshi, Anil K. Kashyap

Documents

No abstract provided.

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Financial And Fiscal Policies For Economic Sustainability In Mongolia, Korea Development Institute, Korea International Cooperation Agency (Koica) Mar 2004

Financial And Fiscal Policies For Economic Sustainability In Mongolia, Korea Development Institute, Korea International Cooperation Agency (Koica)

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No abstract provided.

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The Economic Crisis And Restructuring In Korea, Korea Development Institute Mar 2004

The Economic Crisis And Restructuring In Korea, Korea Development Institute

Documents

No abstract provided.

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Glacier Funding I Cdo Term Sheet, Merrill Lynch International Mar 2004

Glacier Funding I Cdo Term Sheet, Merrill Lynch International

Documents

No abstract provided.

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Lakeside Ii Cdo Pitchbook, Vanderbilt Capital Advisors Llc Mar 2004

Lakeside Ii Cdo Pitchbook, Vanderbilt Capital Advisors Llc

Documents

No abstract provided.

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Lakeside Ii Cdo Term Sheet, Merrill Lynch International Mar 2004

Lakeside Ii Cdo Term Sheet, Merrill Lynch International

Documents

No abstract provided.

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Yale Scientific Magazine: Volume 77, Number 3 Mar 2004

Yale Scientific Magazine: Volume 77, Number 3

Yale Scientific Magazine

No abstract provided.

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Smoothed Empirical Likelihood Methods For Quantile Regression Models, Yoon-Jae Whang Mar 2004

Smoothed Empirical Likelihood Methods For Quantile Regression Models, Yoon-Jae Whang

Cowles Foundation Discussion Papers

This paper considers an empirical likelihood method to estimate the parameters of the quantile regression (QR) models and to construct confidence regions that are accurate in finite samples. To achieve the higher-order refinements, we smooth the estimating equations for the empirical likelihood. We show that the smoothed empirical likelihood (SEL) estimator is first-order asymptotically equivalent to the standard QR estimator and establish that confidence regions based on the smoothed empirical likelihood ratio have coverage errors of order n –1 and may be Bartlett-corrected to produce regions with an error of order n –2 , where n denotes the sample size. …

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Public Asset Management Companies In East Asia, Ben S. C. Fung, Jason George, Stefan Hohl, Guonan Ma Feb 2004

Public Asset Management Companies In East Asia, Ben S. C. Fung, Jason George, Stefan Hohl, Guonan Ma

Documents

https://www.bis.org/fsi/fsipapers03.htm

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