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Articles 24151 - 24180 of 33913
Full-Text Articles in Entire DC Network
Nota Bene; Volume Xvii, Number Ii, Yale University Library
Nota Bene; Volume Xvii, Number Ii, Yale University Library
Nota Bene
Nota Bene is published during the academic year to acquaint the Yale community and others with the resources of the Yale Library.
A Type Catalog Of Fossil Invertebrates (Protista) In The Yale Peabody Museum, Russell D. White, Laura K. Skorina
A Type Catalog Of Fossil Invertebrates (Protista) In The Yale Peabody Museum, Russell D. White, Laura K. Skorina
Postilla
Type material for 378 nominal species of protists are in the Invertebrate Paleontology Collections of Yale University's Peabody Museum of Natural History. Primary types for 186 nominal species include 112 holotypes, 1,057 syntypes (representing 70 nominal species) and 27 lectotypes. Secondary types for 126 nominal species include 537 paratypes (representing 40 nominal species) and 736 paralectotypes (representing 86 nominal species). Tertiary types of 269 nominal species include 1,785 hypotypes. Most types are from Arizona, Bolivia, Coahuila (Mexico), Kansas, Nebraska, New Mexico, Oklahoma, and Texas, and have been described by C.O. Dunbar, C. A. Ross, F.F. Sabins, J.W. Skinner, M.L. Thompson …
A Type Catalog Of Fossil Invertebrates (Mollusca: Bivalvia And Rostroconchia) In The Yale Peabody Museum, Russell D. White, Laura K. Skorina
A Type Catalog Of Fossil Invertebrates (Mollusca: Bivalvia And Rostroconchia) In The Yale Peabody Museum, Russell D. White, Laura K. Skorina
Postilla
Type material for 60 nominal species of fossil bivalves and rostroconchs is in the Invertebrate Paleontology Collections of Yale University's Peabody Museum of Natural History. Primary types for 46 nominal species include 41 holotypes, and 5 syntypes (representing 3 nominal species). Secondary types for 15 nominal species include 31 paratypes. Tertiary types of 19 nominal species include 35 hypotypes. Most types are from Kansas, Michigan, New York State, Pennsylvania, South Dakota, and Peru, and have been described by G.A. Cooper, A.L. McAlester, E.T. Nelson, N.D. Newell, J. Pojeta, P.E. Raymond, and I.G. Speden.
Permanent Subcommittee On Investigations Washington Mutual Option Arm Focus Group Phase I And Ii Ex 35 And 36, David Teal, Cynthia Baker, Washington Mutual, Inc.
Permanent Subcommittee On Investigations Washington Mutual Option Arm Focus Group Phase I And Ii Ex 35 And 36, David Teal, Cynthia Baker, Washington Mutual, Inc.
Documents
No abstract provided.
Request For Stand-By Arrangement And Request For Extension Of Repurchase Expectations, International Monetary Fund (Imf)
Request For Stand-By Arrangement And Request For Extension Of Repurchase Expectations, International Monetary Fund (Imf)
Documents
No abstract provided.
The Gap Between Major Banks' Self-Assessment And The Result Of Fsa's Inspections, Government Of Japan: Financial Services Authority
The Gap Between Major Banks' Self-Assessment And The Result Of Fsa's Inspections, Government Of Japan: Financial Services Authority
Documents
No abstract provided.
Russia Rebounds, David Edwin Wynn Owen, David Robinson
Russia Rebounds, David Edwin Wynn Owen, David Robinson
Documents
No abstract provided.
Federal Home Loan Bank System: Key Loan Pricing Terms Can Differ Significantly, General Accounting Office
Federal Home Loan Bank System: Key Loan Pricing Terms Can Differ Significantly, General Accounting Office
Documents
No abstract provided.
Wage Rentals For Reproducible Human Capital: Evidence From Ghana And The Ivory Coast, T. Paul Schultz
Wage Rentals For Reproducible Human Capital: Evidence From Ghana And The Ivory Coast, T. Paul Schultz
Discussion Papers
No abstract provided.
Two Statistical Problems In The Princeton Project On The European Fertility Transition, John C. Brown, Timothy W. Guinnane
Two Statistical Problems In The Princeton Project On The European Fertility Transition, John C. Brown, Timothy W. Guinnane
Discussion Papers
No abstract provided.
Is Dualism Worth Revisiting?, Gustav Ranis
Risk And Wealth In A Model Of Self-Fulfilling Currency Attacks, Bernardo Guimarães, Stephen Morris
Risk And Wealth In A Model Of Self-Fulfilling Currency Attacks, Bernardo Guimarães, Stephen Morris
Cowles Foundation Discussion Papers
We analyze the effect of risk aversion, wealth and portfolios on the behavior of investors in a global game model of currency crises with continuous action choices. The model generates a rich set of striking theoretical predictions. For example, risk aversion makes currency crises significantly less likely; increased wealth makes crises more likely; and foreign direct investment (illiquid investments in the target currency) make crises more likely. Our results extend linearly to a heterogeneous agent population.
Liquidity Black Holes, Stephen Morris, Hyun Song Shin
Liquidity Black Holes, Stephen Morris, Hyun Song Shin
Cowles Foundation Discussion Papers
Traders with short horizons and privately known trading limits interact in a market for a risky asset. Risk-averse, long horizon traders supply a downward sloping residual demand curve that face the short-horizon traders. When the price falls close to the trading limits of the short horizon traders, selling of the risky asset by any trader increases the incentives for others to sell. Sales become mutually reinforcing among the short term traders, and payoffs analogous to a bank run are generated. A “liquidity black hole” is the analogue of the run outcome in a bank run model. Short horizon traders sell …
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation, Peter C.B. Phillips, Yixiao Sun, Sainan Jin
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation, Peter C.B. Phillips, Yixiao Sun, Sainan Jin
Cowles Foundation Discussion Papers
A new class of kernel estimates is proposed for long run variance (LRV) and heteroskedastic autocorrelation consistent (HAC) estimation. The kernels are called steep origin kernels and are related to a class of sharp origin kernels explored by the authors (2003) in other work. They are constructed by exponentiating a mother kernel (a conventional lag kernel that is smooth at the origin) and they can be used without truncation or bandwidth parameters. When the exponent is passed to infinity with the sample size, these kernels produce consistent LRV/HAC estimates. The new estimates are shown to have limit normal distributions, and …
On The Empirical Content Of Quantal Response Equilibrium, Philip A. Haile, Ali Hortaçsu, Grigory Kosenok
On The Empirical Content Of Quantal Response Equilibrium, Philip A. Haile, Ali Hortaçsu, Grigory Kosenok
Cowles Foundation Discussion Papers
The quantal response equilibrium (QRE) notion of McKelvey and Palfrey (1995) has recently attracted considerable attention, due largely to its widely documented ability to rationalize observed behavior in games played by experimental subjects. We show that this ability to fit the data, as typically measured in this literature, is uninformative. Without a priori distributional assumptions, a QRE can match any distribution of behavior by each player in any normal form game. We discuss approaches that might be taken to provide valid empirical evaluation of the QRE and discuss its potential value as an approximating empirical structure.
Risk And Wealth In A Model Of Self-Fulfilling Currency Attacks, Bernardo Guimarães, Stephen Morris
Risk And Wealth In A Model Of Self-Fulfilling Currency Attacks, Bernardo Guimarães, Stephen Morris
Cowles Foundation Discussion Papers
Market participants’ risk attitudes, wealth and portfolio composition influence their positions in a pegged foreign currency and, therefore, may have important effects on the sustainability of currency pegs. We analyze such effects in a global game model of currency crises with continuous action choices. The model, solved in closed form, generates a rich set of theoretical predictions consistent with many popular and academic (unmodelled) speculations about the onset and timing of currency crises. The results extend linearly to a heterogeneous agent population.
Bias In Dynamic Panel Estimation With Fixed Effects, Incidental Trends And Cross Section Dependence, Peter C.B. Phillips, Donggyu Sul
Bias In Dynamic Panel Estimation With Fixed Effects, Incidental Trends And Cross Section Dependence, Peter C.B. Phillips, Donggyu Sul
Cowles Foundation Discussion Papers
Explicit asymptotic bias formulae are given for dynamic panel regression estimators as the cross section sample size N → ∞. The results extend earlier work by Nickell (1981) and later authors in several directions that are relevant for practical work, including models with unit roots, deterministic trends, predetermined and exogenous regressors, and errors that may be cross sectionally dependent. The asymptotic bias is found to be so large when incidental linear trends are fitted and the time series sample size is small that it changes the sign of the autoregressive coefficient. Another finding of interest is that, when there is …
The Great Depression As A Credit Boom Gone Wrong, Barry Eichengreen, Kris Mitchener
The Great Depression As A Credit Boom Gone Wrong, Barry Eichengreen, Kris Mitchener
Documents
No abstract provided.
Allen Fishbein - Testimony Before The Committee On Financial Services, U.S. House Of Representatives, Allen J. Fishbein
Allen Fishbein - Testimony Before The Committee On Financial Services, U.S. House Of Representatives, Allen J. Fishbein
Documents
No abstract provided.
Japan: Financial System Stability Assessment And Supplementary Information, International Monetary Fund (Imf)
Japan: Financial System Stability Assessment And Supplementary Information, International Monetary Fund (Imf)
Documents
No abstract provided.
Yale Scientific Magazine: Volume 77, Number 1
Yale Scientific Magazine: Volume 77, Number 1
Yale Scientific Magazine
No abstract provided.
Incidental Trends And The Power Of Panel Unit Root Tests, Hyungsik Roger Moon, Benoit Perron, Peter C.B. Phillips
Incidental Trends And The Power Of Panel Unit Root Tests, Hyungsik Roger Moon, Benoit Perron, Peter C.B. Phillips
Cowles Foundation Discussion Papers
The asymptotic local powers of various panel unit root tests are investigated. The power envelope is obtained under homogeneous and heterogeneous alternatives. It is compared with asymptotic power functions of the pooled t -test, the Ploberger–Phillips (2002) test, and a point optimal test in neighborhoods of unity that are of order n –1/ 4 T –1 and n –1/ 2 T –1 , depending on whether or not incidental trends are extracted from the panel data. In the latter case, when the alternative hypothesis is homogeneous across individuals, it is shown that the point optimal test and Ploberger–Phillips test both …
Prewhitening Bias In Hac Estimation, Donggyu Sul, Peter C.B. Phillips, Chi-Young Choi
Prewhitening Bias In Hac Estimation, Donggyu Sul, Peter C.B. Phillips, Chi-Young Choi
Cowles Foundation Discussion Papers
HAC estimation commonly involves the use of prewhitening filters based on simple autoregressive models. In such applications, small sample bias in the estimation of autoregressive coefficients is transmitted to the recoloring filter, leading to HAC variance estimates that can be badly biased. The present paper provides an analysis of these issues using asymptotic expansions and simulations. The approach we recommend involves the use of recursive demeaning procedures that mitigate the effects of small sample autoregressive bias. Moreover, a commonly-used restriction rule on the prewhitening estimates (that first order autoregressive coefficient estimates, or largest eigenvalues, greater than 0.97 be replaced by …
Managing Systemic Banking Crises, Marc Quintyn, David Hoelscher
Managing Systemic Banking Crises, Marc Quintyn, David Hoelscher
Documents
No abstract provided.
Fowl Play: The Government Pushes Its Own Investment Funds, The Economist
Fowl Play: The Government Pushes Its Own Investment Funds, The Economist
Documents
No abstract provided.
Isda Master Agreement Between Aig And Goldman Sachs, American International Group, Inc. (Aig), Goldman Sachs
Isda Master Agreement Between Aig And Goldman Sachs, American International Group, Inc. (Aig), Goldman Sachs
Documents
This offering circular serves the interest of International Swap Dealers Association, Inc. (ISDA), American International Group, Inc. (AIG), and Goldman Sachs.
Isda Master Agreement Between Aig-Fp And Goldman Sachs, American International Group, Inc. (Aig), Goldman Sachs: Asset Management, L.P.
Isda Master Agreement Between Aig-Fp And Goldman Sachs, American International Group, Inc. (Aig), Goldman Sachs: Asset Management, L.P.
Documents
AIG and Goldamn Sachs Master Agreement including documents and other confirming evidence exchanged between the parties confirming transactions.
Ecuador Pursues Debtors Of Failed Banks, Efe News Service
Ecuador Pursues Debtors Of Failed Banks, Efe News Service
Documents
No abstract provided.
Occ Treasury Proposed Rule Bank Activities, Real Estate Lending, United States : Department Of Agriculture : Rural Development Agency : Utilities Service, United States: Department Of The Treasury: Office Of The Comptroller Of The Currency (Occ)
Occ Treasury Proposed Rule Bank Activities, Real Estate Lending, United States : Department Of Agriculture : Rural Development Agency : Utilities Service, United States: Department Of The Treasury: Office Of The Comptroller Of The Currency (Occ)
Documents
No abstract provided.
Argentina Didn't Fall On Its Own, Paul Blustein