Author: Gerald O. Bierwag
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 368
Book Description
Duration Analysis
How Long Do Housing Cycles Last? a Duration Analysis for 19 OECD Countries
Author: Mr.Philippe Bracke
Publisher: International Monetary Fund
ISBN: 1463921314
Category : Business & Economics
Languages : en
Pages : 31
Book Description
This paper analyzes the duration of house price upturns and downturns in the last 40 years for 19 OECD countries. I provide two sets of results, one pertaining to the average length and the other to the length distribution. On average, upturns are longer than downturns, but the difference disappears once the last house price boom is excluded. In terms of length distribution, upturns (but not downturns) are more likely to end as their duration increases. This duration dependence is consistent with a boom-bust view of house price dynamics, where booms represent departures from fundamentals that are increasingly difficult to sustain.
Publisher: International Monetary Fund
ISBN: 1463921314
Category : Business & Economics
Languages : en
Pages : 31
Book Description
This paper analyzes the duration of house price upturns and downturns in the last 40 years for 19 OECD countries. I provide two sets of results, one pertaining to the average length and the other to the length distribution. On average, upturns are longer than downturns, but the difference disappears once the last house price boom is excluded. In terms of length distribution, upturns (but not downturns) are more likely to end as their duration increases. This duration dependence is consistent with a boom-bust view of house price dynamics, where booms represent departures from fundamentals that are increasingly difficult to sustain.
Cooperative Studies Technical Paper: Manual for depth-area-duration analysis of storm precipitation
Author: United States. Weather Bureau. Cooperative studies section
Publisher:
ISBN:
Category : Meteorology
Languages : en
Pages : 96
Book Description
Publisher:
ISBN:
Category : Meteorology
Languages : en
Pages : 96
Book Description
Manual for Depth-area-duration Analysis of Storm Precipitation
Author: United States. Weather Bureau
Publisher:
ISBN:
Category : Depth-area-duration (Hydrometeorology)
Languages : en
Pages : 104
Book Description
Publisher:
ISBN:
Category : Depth-area-duration (Hydrometeorology)
Languages : en
Pages : 104
Book Description
A Practical Guide to Using Panel Data
Author: Simonetta Longhi
Publisher: SAGE
ISBN: 1473911338
Category : Social Science
Languages : en
Pages : 528
Book Description
This timely, thoughtful book provides a clear introduction to using panel data in research. It describes the different types of panel datasets commonly used for empirical analysis, and how to use them for cross sectional, panel, and event history analysis. Longhi and Nandi then guide the reader through the data management and estimation process, including the interpretation of the results and the preparation of the final output tables. Using existing data sets and structured as hands-on exercises, each chapter engages with practical issues associated with using data in research. These include: Data cleaning Data preparation Computation of descriptive statistics Using sample weights Choosing and implementing the right estimator Interpreting results Preparing final output tables Graphical representation Written by experienced authors this exciting textbook provides the practical tools needed to use panel data in research.
Publisher: SAGE
ISBN: 1473911338
Category : Social Science
Languages : en
Pages : 528
Book Description
This timely, thoughtful book provides a clear introduction to using panel data in research. It describes the different types of panel datasets commonly used for empirical analysis, and how to use them for cross sectional, panel, and event history analysis. Longhi and Nandi then guide the reader through the data management and estimation process, including the interpretation of the results and the preparation of the final output tables. Using existing data sets and structured as hands-on exercises, each chapter engages with practical issues associated with using data in research. These include: Data cleaning Data preparation Computation of descriptive statistics Using sample weights Choosing and implementing the right estimator Interpreting results Preparing final output tables Graphical representation Written by experienced authors this exciting textbook provides the practical tools needed to use panel data in research.
Bond Risk Analysis
Author: Livingston G. Douglas
Publisher: Prentice Hall
ISBN:
Category : Business & Economics
Languages : en
Pages : 360
Book Description
Publisher: Prentice Hall
ISBN:
Category : Business & Economics
Languages : en
Pages : 360
Book Description
Encyclopedia of Finance
Author: Cheng-Few Lee
Publisher: Springer Science & Business Media
ISBN: 0387262849
Category : Business & Economics
Languages : en
Pages : 861
Book Description
This is a major new reference work covering all aspects of finance. Coverage includes finance (financial management, security analysis, portfolio management, financial markets and instruments, insurance, real estate, options and futures, international finance) and statistical applications in finance (applications in portfolio analysis, option pricing models and financial research). The project is designed to attract both an academic and professional market. It also has an international approach to ensure its maximum appeal. The Editors' wish is that the readers will find the encyclopedia to be an invaluable resource.
Publisher: Springer Science & Business Media
ISBN: 0387262849
Category : Business & Economics
Languages : en
Pages : 861
Book Description
This is a major new reference work covering all aspects of finance. Coverage includes finance (financial management, security analysis, portfolio management, financial markets and instruments, insurance, real estate, options and futures, international finance) and statistical applications in finance (applications in portfolio analysis, option pricing models and financial research). The project is designed to attract both an academic and professional market. It also has an international approach to ensure its maximum appeal. The Editors' wish is that the readers will find the encyclopedia to be an invaluable resource.
Credit Analysis of Financial Institutions
Author: Waymond A. Grier
Publisher: Euromoney Books
ISBN: 9781843742746
Category : Business & Economics
Languages : en
Pages : 348
Book Description
This second edition builds on the success of the first edition - the first book to look at how credit analysis of each major type of financial institution is best approached in an environment of integration, consolidation and globalisation within the financial services industry.
Publisher: Euromoney Books
ISBN: 9781843742746
Category : Business & Economics
Languages : en
Pages : 348
Book Description
This second edition builds on the success of the first edition - the first book to look at how credit analysis of each major type of financial institution is best approached in an environment of integration, consolidation and globalisation within the financial services industry.
International Convergence of Capital Measurement and Capital Standards
Author:
Publisher: Lulu.com
ISBN: 9291316695
Category : Bank capital
Languages : en
Pages : 294
Book Description
Publisher: Lulu.com
ISBN: 9291316695
Category : Bank capital
Languages : en
Pages : 294
Book Description
Econometric Analysis of Cross Section and Panel Data
Author: Jeffrey M. Wooldridge
Publisher: MIT Press
ISBN: 9780262232197
Category : Business & Economics
Languages : en
Pages : 784
Book Description
A comprehensive state-of-the-art text on microeconometric methods.
Publisher: MIT Press
ISBN: 9780262232197
Category : Business & Economics
Languages : en
Pages : 784
Book Description
A comprehensive state-of-the-art text on microeconometric methods.