Relevant bibliographies by topics / Simultaneous-Equations econometric model

Academic literature on the topic 'Simultaneous-Equations econometric model'

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Published: 22 June 2024

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters

Journal articles on the topic "Simultaneous-Equations econometric model":

1

Tang, Hou Xing. "Identification of Simultaneous Equation Model in Econometrics." Applied Mechanics and Materials 58-60 (June 2011): 1944–47. http://dx.doi.org/10.4028/www.scientific.net/amm.58-60.1944.

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Identification is an important topic on simultaneous equation econometric model. It determines that whether the coefficients of the simultaneous equation models can be estimated. From the definition of identification perspective, this article will provide a new method about identification based on the relation between identified equations and the linear combinations of all equations.
2

Chipman, John S. "HAAVELMO’S CONTRIBUTIONS TO SIMULTANEOUS-EQUATIONS ESTIMATION." Econometric Theory 31, no. 2 (July 31, 2014): 233–48. http://dx.doi.org/10.1017/s0266466614000280.

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This paper surveys Trygve Haavelmo’s contributions to econometrics. A brief summary of his 1944 monograph is followed by an analysis of the six important papers he contributed during 1943–47. Four of them were devoted to macroeconomic models including estimation of the Keynesian marginal propensity to consume; the first two introduced the methodology of a system of structural equations; the third marked a milestone in econometric method by deriving the reduced form of such a system; and the fourth analyzed the contrast between time-series and cross-section analysis. The fifth (joint with M.A. Girshick) on the demand for food provided a definitive treatment of estimation of demand and supply functions; it carried out the execution of a five-equation structural model of the U.S. economy. The sixth was an interesting policy model of the interrelationship between the agricultural and the rural sector of the economy, which was fitted to U.S. data and addressed to questions of policy.
3

ABDEL MAWLA, HASSAN A., and ELAMEN M. ARIF. "SIMULTANEOUS EQUATIONS ECONOMETRIC MODEL OF THE EGYPTIAN IMPORTS EDIBLE OILS." Egyptian Journal of Agricultural Research 93, no. 2 (July 1, 2015): 641–71. http://dx.doi.org/10.21608/ejar.2015.154817.

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Khanmoradi, Saeed, Shirin Zardoshtian, Shahram Fatahi, and Geoff Dickson. "CRIME AND SPORT PARTICIPATION: AN ECONOMETRIC MODEL WITH SIMULTANEOUS EQUATIONS APPROACH." Journal of Social Sciences 5, no. 2 (June 2022): 38–53. http://dx.doi.org/10.52326/jss.utm.2022.5(2).04.

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Sport in all societies’ leads to a return on social capital. Many politicians use sports-based programs to reduce crime in society because sport plays an important role in the social development of societies. On the other hand, crime causes insecurity in the neighborhood, and when people realize their fear of crime, they reduce their social activities, such as sports participation. Therefore, this study determines the interaction effect between crime and sport participation and we test an econometric model with simultaneous equations approach using the two-stage least squares method (2SLS). We used panel data of all provinces of Iran from 2004 – 2017. The results showed that a significant and negative interaction effect exists between crime and sport participation. Also, the number of coaches, sport facilities, and, sport budget have a significant and positive effect on sport participation. Per capita GDP has a significant and negative effect on crime and per capita GDP”×”sport participation has a significant and positive effect on crime. Finally, drugs have a significant and positive effect on crime.
5

Phillips, P. C. B. "Partially Identified Econometric Models." Econometric Theory 5, no. 2 (August 1989): 181–240. http://dx.doi.org/10.1017/s0266466600012408.

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This paper studies a class of models where full identification is not necessarily assumed. We term such models partially identified. It is argued that partially identified systems are of practical importance since empirical investigators frequently proceed under conditions that are best described as apparent identification. One objective of the paper is to explore the properties of conventional statistical procedures in the context of identification failure. Our analysis concentrates on two major types of partially identified model: the classic simultaneous equations model under rank condition failures; and time series spurious regressions. Both types serve to illustrate the extensions that are needed to conventional asymptotic theory if the theory is to accommodate partially identified systems. In many of the cases studied, the limit distributions fall within the class of compound normal distributions. They are simply represented as covariance matrix or scalar mixtures of normals. This includes time series spurious regressions, where representations in terms of functionals of vector Brownian motion are more conventional in recent research following earlier work by the author.
6

Nymoen, Ragnar. "On the Low Degree of Entropy Implied by the Solutions of Modern Macroeconomic Models." Entropy 24, no. 12 (November 25, 2022): 1728. http://dx.doi.org/10.3390/e24121728.

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The non-causal (“forward-looking”) solution used routinely in academic macroeconomics may represent a violation of a law of entropy, namely that the direction of time is one way (from the past and towards the present), and that the variance of economic processes increases with time. In order to re-establish a degree of compatibility with the law of entropy, so called hybrid forms are required add-ins to DSGE (Dynamic Stochastic General Equilibrium) models. However, the solution that uses hybrid forms is a particular special case of a causal solutions of autoregressive distributed lags, VARs and recursive and simultaneous equations models well known from empirical macro econometrics. Hence, hybrid forms of small scale DSGE models can be analysed and tested against competing model equations, using an econometric encompassing framework.
7

Kaboudan, Mahmoud A. "Oil Revenue and Kuwait's Economy: An Econometric Approach." International Journal of Middle East Studies 20, no. 1 (February 1988): 45–66. http://dx.doi.org/10.1017/s0020743800057500.

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This paper presents a macroeconomic model for a small developing oil-exporting economy: Kuwait. The model is a simultaneous system of difference equations. Historic effects of changes in revenues from oil exports on the country's economic conditions are simulated. The model is then used to forecast these conditions through 1990, and to test two fiscal policy alternatives under the assumption that revenues from Kuwait's oil exports will remain constant from 1986 to 1990. The following are key words: developing economies; oil-exporting economies; Middle East economies; Kuwait; Kuwait's economy; policy models; macroeconomic models; econometric models; macroeconometric models; forecasting models; and policy models.
8

Sitepu, Rasidin Karo Karo. "Model Makro-Ekonometrika Postur Anggaran Pendapatan dan Belanja Negara (APBN) Indonesia." Kajian Ekonomi dan Keuangan 5, no. 3 (July 18, 2022): 190–216. http://dx.doi.org/10.31685/kek.v5i3.959.

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This research aims to develop a Macro-Econometric Model of State Budget Posture and its Application for Impact Analysis of Fiscal and Monetary Policy. The approach used is the Macro-Econometric model, also known as the Indonesian State Budget Posture model. The time span of the data series observation is from 1990–2019. The Macro-Econometric Model which is used for APBN Posture is a system of simultaneous equations which is estimated of using two stages least squares (2SLS) method, while the solution to solve the system of equations used the Newton method. The results of the analysis show that economic growth is 2.11 percent, but under the pessimistic scenario, the contraction growth is -2.94%, while in the moderate scenario the contraction is -1.88 percent in 2020. The budget deficit in 2020 is estimated at 6.41 percent of GDP. A budget deficit of below 3 percent of GDP is expected to be achieved in 2023. For the 2020-2024 period, the primary balance is negative, which indicates that the government does not have funds to finance debt interest, so the new debt is also used to pay debt interest. It is more appropriate to finance the budget deficit from domestic sources of funds in order to avoid fluctuations in rupiah exchange rate fluctuations.
9

RICHARDS, GORDON R. "FRACTALITY IN A MACROECONOMIC MODEL: NONLINEAR OSCILLATION AROUND A LONG-TERM EQUILIBRIUM." Fractals 10, no. 02 (June 2002): 235–51. http://dx.doi.org/10.1142/s0218348x02001063.

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Recent studies have established that macroeconomic time series exhibit fractal properties. Empirical tests here demonstrate that interest rates, exchange rates, output and prices all show evidence of a non-integer fractal dimension. Several classes of volatility models widely used in econometrics can give rise to fractality. In the paradigm proposed here, fractality results from multiplicative relationships between residual noise terms in simultaneous equation systems. The emergence of fractality in a large-scale econometric model is analyzed. The model uses well-established structural equations, so that all variables converge toward their equilibrium paths in the long run. The forecasted paths are then embedded in noise, and the model is re-simulated at a higher frequency. The simultaneity of the model equations causes the embedding noise to take on fractal properties. Multi-scaling demonstrates that the model simulations reproduce the fractal properties of the real-world time series reasonably well. Finally, it is possible to forecast at short horizons using an algorithm that exploits two aspects of fractality, scaling symmetries and intermittency. Ratios of rates of change capture proximate symmetries. A logit regression is used to predict the conditional probability of extreme events.
10

Sulistyowati, Niken, Bonar Marulitua Sinaga, and Novindra Novindra. "Impacts of Government and Household Expenditure on Human Development Index." JEJAK 10, no. 2 (September 10, 2017): 412–28. http://dx.doi.org/10.15294/jejak.v10i2.11305.

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The objective of this reseach are to: (1) analyze the factors affecting human development index and household expenditures for health, education and others, (2) predict the impacts of government expenditure policy in the field of education, health, and infrastructure on human development index in Central Java. The model was built using econometric approach in the form of a system of simultaneous equations, including five blocks i.e. government's revenue, expenditures, input, output, and performance. The system of simultaneous equations consisted of 26 equations (19 structural equations and 7 identity equations). The estimation method used Two Stage Least Squares with SYSLIN procedure. Prediction simulation used the stepwise Autoregressive method. The model simulation used Newton's method and SIMNLIN procedure. The results of policy simulation concludes that the combination of the increase in government expenditure for education and infrastructure lead to better performance in increasing income per capita, disposable income and HDI compared to the combination of the policy of the increase in government expenditure for education and in both municipalities and district, but municipalities receive greatest impact compared to the district.
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Journal articles

Dissertations / Theses on the topic "Simultaneous-Equations econometric model":

1

Yousfi, Sonia. "Innovation des entreprises et rotation du personnel." Electronic Thesis or Diss., Bourgogne Franche-Comté, 2023. http://www.theses.fr/2023UBFCG004.

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Les entreprises sont confrontées à un environnement de plus en plus concurrentiel et complexe, avec la mondialisation, la fragmentation et la diversification croissantes des marchés. Les investissements en R&D peuvent aider les entreprises à s'adapter, mais ce sont les compétences et la créativité des employés qui distinguent les entreprises performantes des autres. Afin de fidéliser les employés et de réduire les comportements d'absentéisme et de démission, la rotation du personnel est un facteur clé de la réussite des entreprises.Ses effets sur la performance des entreprises, tant en termes de productivité que d'innovation, restent cependant peu analysés dans la littérature.Intuitivement, on voit bien que ses effets peuvent être tantôt bénéfiques à l'entreprise tantôt négatifs.En effet, un taux de roulement de personnel modéré est normal et tout à fait sain dans une entreprise. L'ajout de nouvelles personnes assure la diversité et la relève. De plus, le «sang neuf» stimule l'environnement et la culture de l'entreprise. De nouveaux collaborateurs apportent leur expérience acquise dans d'autres entreprises mais aussi en provenance de concurrents. Ce qui est favorable à l'entreprise.La rotation du personnel peut cependant entraîner une fuite de capital humain. Lorsque des salariés quittent une entreprise, cela est souvent associé à une perte de savoir-faire difficilement remplaçable, ainsi que des coûts liés à la formation et l'intégration de nouveaux collaborateurs.Cette fluctuation de personnel peut entraîner une diminution temporaire de la productivité et générer des coûts tels que la perte de production, les frais de transition et de recrutement.L'objectif de la thèse sera d'analyser les liens théoriques et d'étudier empiriquement le lien entre la rotation des salariés, l'innovation des entreprises et leurs impacts sur la productivité des entreprises
Firms are facing an increasingly competitive and complex environment, with globalization, fragmentation, and diversification of markets. R&{}D investments can help companies to adapt, but it is the skills and creativity of employees that distinguish high-performing companies from others. To retain employees and reduce absenteeism and quitting behavior, staff turnover is a key factor in companies' success.However, its effects on firm’ performance, in terms of both productivity and innovation, remain poorly analyzed in the literature. Intuitively, we can see that its effects can be either beneficial or negative to the company. In fact, a moderate rate of employee turnover is normal and healthy for a company. Adding new people ensures diversity and succession. In addition, "new blood" stimulates the environment and culture of the company. New collaborators bring their experience acquired in other companies as well as from competitors, which is favorable to the company.However, employee's turnover can lead to a loss of human capital. When individuals leave a company, it is often associated with a loss of expertise that is difficult to replace, as well as costs related to the training and integration of new collaborators. This fluctuation of personnel can lead to a temporary decrease in productivity and generate costs such as production loss, transition, and recruitment fees.The objective of this thesis will be to analyze the theoretical links and empirically study the relationship between employee's turnover, innovation, and their impact on productivity
2

Tao, Ji. "Spatial econometrics models, methods and applications /." Connect to this title online, 2005. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1118957992.

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Thesis (Ph. D.)--Ohio State University, 2005.
Title from first page of PDF file. Document formatted into pages; contains x, 140 p. Includes bibliographical references (p. 137-140). Available online via OhioLINK's ETD Center
3

Ye, Xin. "An exploration of the relationship between mode choice and complexity of trip chaining patterns." [Tampa, Fla.] : University of South Florida, 2004. http://purl.fcla.edu/fcla/etd/SFE0000417.

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Eouanzoui, Kianré Boniface. "Sampling distribution of econometric estimators in simultaneous equations models." Thesis, 1990. http://spectrum.library.concordia.ca/4155/1/MM64674.pdf.

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Books on the topic "Simultaneous-Equations econometric model":

1

Ndubi, Edgar. Factors influencing hotel room supply and demand in Kenya: A simultaneous equations model. Nairobi, Kenya: Kenya Institute for Public Policy Research and Analysis, 2009.

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Krichene, Noureddine. A simultaneous equations model for world crude oil and natural gas markets. Washington, D.C: International Monetary Fund, African Dept., 2005.

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Novikov, Anatoliy, Tat'yana Solodkaya, Aleksandr Lazerson, and Viktor Polyak. Econometric modeling in the GRETL package. ru: INFRA-M Academic Publishing LLC., 2023. http://dx.doi.org/10.12737/1732940.

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The tutorial describes the capabilities of the GRETL statistical package for computer data analysis and econometric modeling based on spatial data and time series. Using concrete economic examples, GRETL considers classical and generalized models of linear and nonlinear regression, methods for detecting and eliminating multicollinearity, models with variable structure, autoregressive processes, methods for testing and eliminating autocorrelation, as well as discrete choice models and systems of simultaneous equations. For the convenience of users, the tutorial contains all the task data files used in the work in the format .GDTs are collected in an application in the cloud so that users have access to them. Meets the requirements of the federal state educational standards of higher education of the latest generation in the disciplines of "Econometrics" and "Econometric modeling". For students and teachers of economic universities in the field of Economics, as well as researchers who use econometric methods to model socio-economic phenomena and processes.
4

Babeshko, Lyudmila, Mihail Bich, and Irina Orlova. Econometrics and econometric modeling. ru: INFRA-M Academic Publishing LLC., 2021. http://dx.doi.org/10.12737/1141216.

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The textbook covers a wide range of issues related to econometric modeling. Regression models are the core of econometric modeling, so the issues of their evaluation, testing of assumptions, adjustment and verification are given a significant place. Various aspects of multiple regression models are included: multicollinearity, dummy variables, and lag structure of variables. Methods of linearization and estimation of nonlinear models are considered. An apparatus for evaluating systems of simultaneous and apparently unrelated equations is presented. Attention is paid to time series models. Detailed solutions of the examples in Excel and the R software environment are included. Meets the requirements of the federal state educational standards of higher education of the latest generation. For undergraduate and graduate students studying in the field of "Economics", the curriculum of which includes the disciplines "Econometrics"," Econometric Modeling","Econometric research".
5

Carpenter, Gregory S. A test for detecting and identifying unequal parameters in simultaneous-equation models. West Lafayette, Ind: Institute for Research in the Behavioral, Economic, and Management Sciences, Krannert Graduate School of Management, Purdue University, 1988.

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Sims, Christopher A. MCMC method for Markov mixture simultaneous-equation models: A note. [Atlanta]: Federal Reserve Bank of Atlanta, 2004.

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Polbin, A. Ot︠s︡enka prostoĭ modeli sistemy odnovremennykh uravneniĭ dli︠a︡ rossiĭskikh makroėkonomicheskikh pokazateleĭ. Moskva: Izdatelʹstvo Instituta Gaĭdara, 2020.

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Krishnakumar, Jayalakshmi. Estimation of simultaneous equation models with error components structure. Berlin: Springer-Verlag, 1988.

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Rigobón, Roberto. Identification through heteroskedasticity: Measuring "contagion" between Argentinean and Mexican sovereign bonds. Cambridge, MA: National Bureau of Economic Research, 2000.

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Book chapters on the topic "Simultaneous-Equations econometric model":

1

Baltagi, Badi H. "Simultaneous Equations Model." In Econometrics, 268–306. Berlin, Heidelberg: Springer Berlin Heidelberg, 1999. http://dx.doi.org/10.1007/978-3-642-58714-6_11.

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Baltagi, Badi H. "Simultaneous Equations Model." In Econometrics, 268–306. Berlin, Heidelberg: Springer Berlin Heidelberg, 1998. http://dx.doi.org/10.1007/978-3-662-00516-3_11.

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Baltagi, Badi H. "Simultaneous Equations Model." In Econometrics, 257–303. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-20059-5_11.

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Baltagi, Badi H. "Simultaneous Equations Model." In Econometrics, 269–305. Berlin, Heidelberg: Springer Berlin Heidelberg, 2002. http://dx.doi.org/10.1007/978-3-662-04693-7_11.

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Rothenberg, Thomas J. "Simultaneous Equations Models." In Econometrics, 229–37. London: Palgrave Macmillan UK, 1990. http://dx.doi.org/10.1007/978-1-349-20570-7_31.

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Min, Chung-ki. "Simultaneous equations models." In Applied Econometrics, 157–72. Abingdon, Oxon ; New York, NY : Routledge, 2019. | Series: Routledge advanced texts in economics and finance ; 31: Routledge, 2019. http://dx.doi.org/10.4324/9780429024429-8.

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Baltagi, Badi H. "Simultaneous Equations Model." In Solutions Manual for Econometrics, 247–95. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-03383-4_11.

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Baltagi, Badi H. "Simultaneous Equations Model." In Solutions Manual for Econometrics, 227–63. Berlin, Heidelberg: Springer Berlin Heidelberg, 1998. http://dx.doi.org/10.1007/978-3-662-09945-2_10.

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Baltagi, Badi H. "Simultaneous Equations Model." In Solutions Manual for Econometrics, 261–317. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-80158-8_11.

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Mignon, Valérie. "Simultaneous Equations Models." In Principles of Econometrics, 351–77. Cham: Springer Nature Switzerland, 2024. http://dx.doi.org/10.1007/978-3-031-52535-3_8.

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