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Liquidity Constraints and Imperfect Information in Subprime Lending
Subprime Lending Liquidity Constraints
2015/7/21
We analyze unique data from a large
auto sales company serving the subprime market. Short-term liquidity appears
to be a key driver of consumer behavior. Demand increases sharply during tax
reba...
ESTIMATING DYNAMIC MODELS OF IMPERFECT COMPETITION
Markov perfect equilibrium dynamic game
2015/7/21
In the first step, the
policy functions and the law of motion for the state variables are estimated. In the
second step, the remaining structural parameters are estimated using the optimality
...
According to the textbook Keynesian model, short-run demand for labor is sensitive to the demand for goods. In this view, sellers deviate from setting the marginal product of labor proportional to the...
Development Accounting
Tax policy
2015/7/20
Along the way, we will highlight some of the many open questions that remain. In a short paper such as this, however, many important topics must be left out. In the interest of brevity, this survey n...
BEYOND THE FICTION OF FEDERALISM Macroeconomic Management in Multitiered Systems
Macroeconomic Managemen Multitiered Systems
2015/6/8
RESEARCH on the relationship between federalism and economic
outcomes is currently characterized by a split personality. On the
one hand, long-standing traditions in research on fiscal federal...
本文采用沪深两市1 687家A股上市公司2006 ~ 2013年的动态面板数据，分别从经济周期、信贷规模、股票市场和货币政策等方面，采用系统广义矩估计方法实证检验了我国宏观经济环境因素对上市公司资本结构的影响，并细化了不同类型终极控制人情况下宏观经济因素对资本结构的影响差异。研究结果表明：宏观经济环境因素显著影响上市公司的资本结构，上市公司资本结构呈现出顺经济周期的变化趋势，货币政策、信贷规模与上...
FRACTAL ANALYSIS OF COLORS AND SHAPES FOR NATURAL AND URBANSCAPES
amenity, box-counting Brownian motion
2015/5/7
Fractal analysis has been applied in many fields since it was proposed by Mandelbrot in 1967. Fractal dimension is a basic parameter of fractal analysis. According to the difference of fractal dimen...
The New Carolina Initiative-New Carolina Annual Celebration.
Individual Experience of Positive and Negative Growth Is Asymmetric:Global Evidence from Subjective Well-being Data
Economic Growth Business Cycles Subjective Well-Being Loss Aversion Business Cycles
2015/4/28
Are individuals more sensitive to losses than gains in macroeconomic growth? Using subjective well-being measures across three large data sets, we observe an asymmetry in the way positive and negative...
基于行业相关性的银行业信用风险宏观压力测试研究
系统性风险 顺周期性 蒙特卡洛模拟
2015/5/11
遵循宏观审慎管理的原则和理念, 提出了基于行业相关性的银行业信用风险宏观压力测试方法。通过考虑行业相关性和风险因子t分布特性, 对多元风险因子模型进行了拓展;将宏观压力测试情景与多元风险因子模型对接起来, 将压力情景下得到的行业景气指数取值转换为相应压力情景下行业风险因子的条件分布;在考察宏观经济周期的基础上, 采用指数平滑法、回归模型方法和历史情景分析方法处理宏观经济整个周期的历史数据, 从而确...
消费者锚定效应下的动态定价与库存控制研究
动态定价 库存控制 锚定效应
2015/5/11
在零售商-消费者两级供应链中, 零售商垄断销售市场, 研究基于消费者锚定效应的动态定价与库存问题。将消费者的锚定效应纳入决策模型中, 探讨消费者锚定的参考价格与产品的市场需求、价格的动态变化关系;利用动态规划理论建立了消费者锚定效应的动态定价与库存模型;在此基础上考虑利润折现和库存积压问题, 并分别构建了相应模型。数值分析表明, 消费者会根据市场价格的变化决定最佳的购买时机, 零售商的期望收益随着...
基于定单流的动态投资策略及实证
定单流 动态投资策略 期望效用 实证研究
2015/5/11
引入定单流指标捕捉资金流向, 提出定单冲击系数刻画资金流向的变化速度, 从金融市场微观结构视角, 建立了基于定单流的动态投资策略。从投资者期望效用最大化角度出发, 通过构建Lagrange函数, 推导出了动态投资策略的最优投资权重。选取2009年6月1日——2009年7月31日深证综指指数股票日数据进行实证分析, 实证结果表明, 基于定单流的动态投资策略能取得更好的投资收益。基于成对数据的t检验结...
Male Circumcision and AIDS:The Macroeconomic Impact of a Health Crisis
Macroeconomics Health Disorders Welfare or Wellbeing Poverty Research Education Nutrition Risk Management Africa
2015/4/20
Theories abound on the potential macroeconomic impact of AIDS in Africa, yet there have been surprisingly few empirical studies to test the mixed theoretical predictions. In this paper, we examine the...
代理问题下对优先股股东利益保护的思考
优先股股东 利益保护
2015/5/28
现代企业制度下，所有权与经营权的分离所导致的代理问题使得优先股股东面临着复杂的投资环境。考虑到我国目前尚未建立完善的优先股市场和优先股投资者保护的法律和监督机制，试点期间对优先股股东利益保护的研究非常必要。本文从公司治理角度，结合2014年3月实施的《优先股试点管理办法》有关规定，围绕着优先股股东与经理层、普通股东股东及其他优先股之间存在的利益冲突进行分析。借鉴国外发行优先股的成熟经验并结合我国实...