Browsing Economic and Social Review by Subject "Quantitative economics"

Now showing items 1-8 of 8

    • Approximating the distribution of the R/s statistic 

      Conniffe, Denis; Spencer, John E. (Economic & Social StudiesDublin, 2000)
      The R/s statistic, used for many years in hydrology, is increasingly employed in economics, although deficiencies in knowledge about its exact distribution have inhibited progress. Harrison and Treacy (1997) described some ...

    • Direct measures of time preference 

      Ventura, Luigi (Economic & Social StudiesDublin, 2003)
      This work constitutes an attempt to estimate time preference factors in a direct way from survey data, without relying on consumption data and on particular estimation techniques. By using microeconomic data obtained from ...

    • Generalised means of simple utility functions with risk aversion 

      Conniffe, Denis (Economic & Social StudiesDublin, 2008)
      The paper examines the properties of a generalised mean of simple utilities each displaying risk aversion, that is, with first derivative positive and second derivative negative. It shows the mean is itself a valid utility ...

    • How useful is core inflation for forecasting headline inflation? 

      Bermingham, Colin (Economic & Social StudiesDublin, 2007)
      The paper constructs various core inflation measures. These include various trimmed means using disaggregated data and a structural VAR estimate of core inflation for Ireland. The ability of these core inflation measures ...

    • Inflation and money growth: evidence from a multi-country data-set 

      Frain, John C. (Economic & Social StudiesDublin, 2004)
      Using a multi-country data set strong correlation are found between average growth rates of monetary aggregates and average inflation. The correlation remains strong when countries with higher average inflation rates are ...

    • Market definition and market power in competition analysis: some practical issues 

      Massey, Patrick (Economic & Social StudiesDublin, 2000)
      Market definition plays a key role in competition analysis and has often proved controversial. However, it is merely a means to an end, the real issue being to establish whether or not firms have significant market power, ...

    • The economic consequences of the Doha Round for Ireland 

      Matthews, Alan; Walsh, Keith (Economic & Social StudiesDublin, 2006)
      This paper provides a quantitative study of the economic effects of a stylised simulation of trade liberalisation for Ireland using the GTAP model. The experiment incorporates the liberalisation of agricultural, manufacturing ...

    • The generalised extreme value distribution as utility function 

      Conniffe, Denis (Economic & Social StudiesDublin, 2007)
      The idea that probability distribution functions could provide appropriate mathematical forms for utility functions representing risk aversion is of respectable antiquity. But the relatively few examples that have appeared ...