Dataset - ZBW Journal Data Archive

J. Paul Elhorst

;

Pim Heijnen

;

Anna Samarina

;

Jan Jacobs

Transitions at Different Moments in Time: A Spatial Probit Approach (replicat...

This paper adopts a spatial probit approach to explain interaction effects among cross-sectional units when the dependent variable takes the form of a binary response variable...

DOI:10.15456/jae.2022326.0701760284

Ivana Komunjer

Asymmetric power distribution: Theory and applications to risk measurement (r...

Theoretical literature in finance has shown that the risk of financial time series can be well quantified by their expected shortfall, also known as the tail value-at-risk. In...

DOI:10.15456/jae.2022319.0716531160

TXT
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Troy Davig

Periodically expanding discounted debt: a threat to fiscal policy sustainabil...

This paper models the behaviour of discounted US debt using a Markov-switching time series model. The significance of modelling fiscal policy within this framework derives from...

DOI:10.15456/jae.2022319.0710158688

TXT
m

3 datasets found

Transitions at Different Moments in Time: A Spatial Probit Approach (replicat...

Asymmetric power distribution: Theory and applications to risk measurement (r...

Periodically expanding discounted debt: a threat to fiscal policy sustainabil...