Search results for "Econometrics"
showing 10 items of 3730 documents
The spatial pattern of a forest ecosystem
1998
Abstract Statistical analysis of stands of trees as a whole need suitable methods of spatial statistics. Obviously, trees within a stand affect development and survival of their neighbours. They interact and therefore have to be considered as a system of dependent random variates from an unknown stochastic process. One such statistical model which considers the spatial dependence among trees in a forest and their characteristics is a marked point process. The `points', called events in spatial statistics, are the tree positions and the `marks' are tree characteristics such as crown lengths or tree species. A minimal prerequisite for any serious attempt to model an observed pattern is to tes…
La valorisation des compétences de base sur le marché du travail français
2013
D’après la théorie du capital humain, les individus sont rémunérés selon leur productivité, productivité qui dépend elle-même du niveau de diplôme ou du nombre d’années d’études. Mais à l’heure où l’éducation certifiée est discutée comme filtre, qu’en est-il de la valorisation des compétences, notamment de base, sur le marché du travail français ? Alors que de nombreuses recherches ont déjà été réalisées à ce sujet (dans les pays anglo-saxons principalement), aucune n’a encore été conduite sur cette thématique en France. Cette présente étude cherche alors à déterminer, via un modèle d’Heckman en deux étapes, dans quelle mesure l’accès à l’emploi et les salaires sont expliqués par le niveau …
A global perspective on effectiveness of aid for trade
2013
Recent global initiatives on debt relief and development assistance call for increasing aid for trade to the poorest countries. The paper applies a multi-country computable general equilibrium model to measure the effectiveness of alternative aid for trade categories. The findings show that aid for trade policies expand trade and alleviate international income inequalities in the recipient countries, that will benefit mainly from aid for trade adjustment and technical assistance.
An Assessment of Carousel Value-Added Tax Fraud in The European Carbon Market
2017
AbstractThe literature on the European Union Emission Trading System (EU ETS) is by now very rich. Much is known about the efficiency, the effectiveness, and the environmental and distributional impacts of the EU ETS. Less, however, is known about the carousel value-added-tax (VAT) fraud phenomena in the European carbon market. This article evaluates the welfare effects of carousel VAT fraud in the EU ETS using a computable general equilibrium (CGE) analysis. According to our findings, if VAT fraud occurs in the EU ETS, the effects on welfare for the EU Member States are negative, with welfare loss significantly higher than the VAT fraud value. This article also discusses the reverse charge…
Modelling the labour market of minority ethnic groups
2012
Abstract This paper investigates the effects, in terms of labour and macroeconomic indicators, of closing the gap between the ethnic minority employment rate and the overall population rate using a computable general equilibrium modelling framework. The labour market has been integrated by indicators related to ethnicity, employment status and occupational class. The policy test has been designed for the UK. According to the results, the policy actions aimed to remove the barriers that contribute to the unemployment of the minority ethnic groups improve not only the employment and occupational status of these groups, but the effects are also positive in terms of aggregate employment, GDP, t…
Klum@Gtap: Introducing Biophysical Aspects of Land-Use Decisions into a General Equilibrium Model: a Coupling Experiment
2006
In this paper the global agricultural land use model KLUM is coupled to an extended version of the computable general equilibrium model (CGE) GTAP in order to consistently assess the integrated impacts of climate change on global cropland allocation and its implication for economic development. The methodology is innovative as it introduces dynamic economic land-use decisions based also on the biophysical aspects of land into a state-of-the-art CGE; it further allows the projection of resulting changes in cropland patterns on a spatially more explicit level. A convergence test and illustrative future simulations underpin the robustness and potentials of the coupled system. Reference simulat…
On the Conditions of Price Consistency in the Input-Output Model
2013
The input-ouput model remains the basis of most SAM or CGE models. It actually uses two periods: the prices indexes solve it with the current period coefficients; the corresponding physical model is monoperiodic: the current prices solve it with the base period coefficients. The Leontief model is not consistent --- both models diverge generally --- unless the interindustry matrix of direct and indirect quantities of labor is stable over time. This implies that the vertically integrated labor coefficients are stable. This assumption is satisfied when the physical production coefficients and the physical labor coefficients are stable over time, two very strong assumptions.
KLUM@GTAP: Introducing Biophysical Aspects of Land-Use Decisions into a Computable General Equilibrium Model a Coupling Experiment
2008
In this paper, the global agricultural land use model Kleines Land Use Model is coupled to an extended version of the computable general equilibrium model (CGE) Global Trade Analysis Project in order to consistently assess the integrated impacts of climate change on global cropland allocation and its implication for economic development. The methodology is innovative as it introduces dynamic economic land-use decisions based also on the biophysical aspects of land into a state-of-the-art CGE; it further allows the projection of resulting changes in cropland patterns on a spatially more explicit level. A convergence test and illustrative future simulations underpin the robustness and potenti…
On the Fučík spectrum of the p-Laplacian with no-flux boundary condition
2023
In this paper, we study the quasilinear elliptic problem \begin{align*} \begin{aligned} -\Delta_{p} u&= a\l(u^+\r)^{p-1}-b\l(u^-\r)^{p-1} \quad && \text{in } \Omega,\\ u & = \text{constant} &&\text{on } \partial\Omega,\\ 0&=\int_{\partial \Omega}\left|\nabla u\right|^{p-2}\nabla u\cdot \nu \,\diff \sigma,&& \end{aligned} \end{align*} where the operator is the $p$-Laplacian and the boundary condition is of type no-flux. In particular, we consider the Fu\v{c}\'{\i}k spectrum of the $p$-Laplacian with no-flux boundary condition which is defined as the set $\fucik$ of all pairs $(a,b)\in\R^2$ such that the problem above has a nontrivial solution. It turns out…
The windowed scalogram difference: A novel wavelet tool for comparing time series
2017
Abstract We introduce a new wavelet-based tool called windowed scalogram difference (WSD), which has been designed to compare time series. This tool allows quantifying if two time series follow a similar pattern over time, comparing their scalograms and determining if they give the same weight to the different scales. The WSD can be seen as an alternative to another tool widely used in wavelet analysis called wavelet squared coherence (WSC) and, in some cases, it detects features that the WSC is not able to identify. As an application, the WSD is used to examine the dynamics of the integration of government bond markets in the euro area since the inception of the euro as a European single c…