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Price adjustment under the Table: Evidence on Efficiency-Enhancing Corruption

Levy, Daniel - In: European Journal of Political Economy 23 (2007) 2, pp. 423-447

prices. The evidence offers a glimpse of quite explicit micro-level evidence on various types of behavior and corruption that …

Persistent link: https://www.econbiz.de/10012140513

Investment climate of Georgia after Rose Revolution: Recent improvements and new challenges

Kbiltsetskhlashvili, Tea - In: IBSU Scientific Journal (IBSUSJ) 2 (2008) 2, pp. 47-86

assets, growth rate of output, employment, corruption plus government regulations, taxes, political and economical stability …

Persistent link: https://www.econbiz.de/10010280573

Governance, macroeconomic convergence and development in West Africa Monetary Zone

Adedokun, Adebayo Sunday; Olumide, I. Ogunyemi; Iwegbu, … - In: FULafia Journal of Social Sciences 2 (2019) 1, pp. 10-24

used five proxies for governance variables, namely, control of corruption, rule of law, government effectiveness, political … development but control of corruption, political stability and investment attraction have not. The study concluded that for WAMZ … against the dark spectra called corruption must be won within a reasonable time frame through strengthening of existing …

Persistent link: https://www.econbiz.de/10012265633

Economic and non-economic variables affecting fraud in European Countries

Ahmad, Bashir; Ciupac-Ulici, Maria; Beju, Daniela-Georgeta - In: Risks 9 (2021) 6, pp. 1-17

Fraud is one of the most harmful phenomena, because it leads to collapse of organizations, causes economic downfall of countries, and destroys faith in a country's capital markets. The impact of fraud is complex and has varying degrees depending on political and financial institutional...

Persistent link: https://www.econbiz.de/10013200785

How to solve dynamic stochastic models computing expectations just once

Judd, Kenneth L.; Maliar, Lilia; Maliar, Serguei; … - In: Quantitative Economics 8 (2017) 3, pp. 851-893

We introduce a computational technique- precomputation of integrals - that makes it possible to construct conditional expectation functions in dynamic stochastic models in the initial stage of a solution procedure. This technique is very general: it works for a broad class of approximating...

Persistent link: https://www.econbiz.de/10011995505

The bias of avoiding spatial dynamic panel models: A tale of two research teams

Fischer, Lorenz Benedikt - In: REGION 8 (2021) 1, pp. 153-180

Many questions in urban and regional economics can be characterized as including both a spatial and a time dimension. However, often one of these dimensions is neglected in empirical work. This paper highlights the danger of methodological inertia, investigating the effect of neglecting the...

Persistent link: https://www.econbiz.de/10012591477

Second-order least squares method for dynamic panel data models with application

Salamh, Mustafa; Wang, Liqun - In: Journal of Risk and Financial Management 14 (2021) 9, pp. 1-19

Management of financial risks and sound decision making rely on the accurate information and predictive models. Drawing useful information efficiently from big data with complex structures and building accurate models are therefore crucial tasks. Most commonly used methods for statistical...

Persistent link: https://www.econbiz.de/10013201094

Change-point detection in CO2 emission-energy consumption nexus using a recursive Bayesian estimation approach

Awe, Olushina Olawale; Adepoju, Abosede Adedayo - In: Statistics in Transition New Series 21 (2020) 1, pp. 123-136

This article focuses on the synthesis of conditional dependence structure of recursive Bayesian estimation of dynamic state space models with time-varying parameters using a newly modified recursive Bayesian algorithm. The results of empirical applications to climate data from Nigeria reveals...

Persistent link: https://www.econbiz.de/10012600221

Robust estimation of wages in small enterprises: the application to Poland’s districts

Dehnel, Grażyna; Wawrowski, Łukasz - In: Statistics in Transition New Series 21 (2020) 1, pp. 137-157

The paper presents an empirical study designed to test a small area estimation method. The aim of the study is to apply a robust version of the Fay-Herriot model to the estimation of average wages in the small business sector. Unlike the classical Fay-Herriot model, its robust version makes it...

Persistent link: https://www.econbiz.de/10012600222

Dynamic modeling of idiosyncratic risk under economic sensitivity: A case of Pakistan

Hanif, Hasan; Naveed, Muhammad - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-15

Financial institutions are an important source of providing impetus to investment by mobilizing savings and channelizing them to meet much needed capital requirements of other sectors. Similarly, the extant literature documents volatility of influential financial intuitions is not standalone but...

Persistent link: https://www.econbiz.de/10014001395

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