Submitted by isabela.moljf@hotmail.com (isabela.moljf@hotmail.com) on 2017-06-29T14:40:18Z No. of bitstreams: 1 filiperodriguesvianna.pdf: 2477695 bytes, checksum: 7e55b9eb9b2d53b58522606533f2a699 (MD5) / Approved for entry into archive by Adriana Oliveira (adriana.oliveira@ufjf.edu.br) on 2017-08-08T12:02:06Z (GMT) No. of bitstreams: 1 filiperodriguesvianna.pdf: 2477695 bytes, checksum: 7e55b9eb9b2d53b58522606533f2a699 (MD5) / Made available in DSpace on 2017-08-08T12:02:06Z (GMT). No. of bitstreams: 1 filiperodriguesvianna.pdf: 2477695 bytes, checksum: 7e55b9eb9b2d53b58522606533f2a699 (MD5) Previous issue date: 2017-04-18 / Essa dissertação tem o objetivo de identificar e mensurar o efeito dos pares sobre o desempenho escolar, medido pela proficiência em testes de Português e Matemática, de alunos de 1ª à 4ª série do Ensino Fundamental, de escolas públicas e privadas participantes do Estudo Longitudinal Geração Escolar (GERES, 2005-2008). A base de dados do GERES acompanha alunos ao longo da primeira etapa do ensino fundamental e fornece, além das informações dos alunos, informações sobre escolas, professores e diretores. O estudo parte de um modelo linear onde o desempenho escolar dos alunos é explicado pelo desempenho médio de seu grupo de pares, além de características próprias e pela média das características de seu grupo. O método aplicado, proposto por Lee (2007) utiliza variações no tamanho dos grupos e desvios das características em relação à média para a identificação dos efeitos. Os resultados são obtidos pelo estimador de Mínimos Quadrados em Dois Estágios (2SLS), utilizando os instrumentos propostos por Bramoullé, Djebbari e Fortin (2009). As regressões foram feitas para cada etapa do GERES, com o intuito de verificar a evolução dos coeficientes ao longo do tempo. Além disso, comparam-se os resultados obtidos com o uso de uma amostra de dados em painel balanceada e uma base de dados não balanceada, em que se aproveita informações de alunos com informações faltantes através de uma correção proposta por Davezies et al. (2009). Seja usando a amostra balanceada, seja usando a amostra não balanceada, os resultados indicam que os alunos são negativamente impactados pelos pares que possuem desempenho escolar superior. As características contextuais do grupo de pares também exercem influência sobre o desempenho escolar, sendo o nível socioeconômico e o gênero dos alunos as características mais importantes. / This dissertation aims to identify and measure the peer effects on scholar performance of students, measured by proficiency in Portuguese and Mathematics tests, from 1st to 4th grades of public and private schools who attended the Estudo Longitudinal Geração Escolar (GERES, 2005-2008). The GERES database follows students throughout the first stage of elementary school and provides, apart from the students' information, data about schools, teachers and principals. The study starts from a linear model where the students' performance is explained by the average performance of his/her peer group, as well as his/her own characteristics and average characteristics of his/her group. The applied method - proposed by Lee (2007) - uses variations in the size of the groups and deviations of the characteristics from the mean as well, in order to identify the peer effects. The coefficients are estimated through the Two-Stage Least Squares (2SLS) estimator, using the instruments proposed by Bramoullé, Djebbari and Fortin (2009). The regressions consider each wave of the GERES to verify the change of the coefficients over time. Further, we compare the results between a balanced database with an unbalanced database, where the correction method follows Davezies et al. (2009). In both samples, the results show that the average performance of the peers negatively impacts student’s performances. The background characteristics of the peer group also influence school performance, specifically the socioeconomic level and the gender of the students.

This doctoral dissertation proposal is comprised of three separate chapters, all of which uses the nationally representative uniform survey Health and Retirement Survey (HRS) to examine the relationship between health, insurance, health care and health outcomes. Below, the brief introduction for each section is provided:  Chapter I: Medicare Part D and Patients' Well-being  Chapter II: Parent's Health Insurance and Informal Care  Chapter III: Job Insecurity and Health (with Dr. Ayyagari) In chapter I, I explore how Medicare Part D (MD) affects the well-being of the severely sick patients both in the short- and in the long- term. I employ difference-in-difference (DD) alongside the instrumental variable (IV) model. The estimated results imply MD significantly improves mental health and increases regular drug utilization for the elderly. However, it neither systematically improves out-of-pocket payment (OOP) nor improves mortality across all waves. This suggests that MD provides an efficient mechanism to improve mental health and drug utilization, but might not necessarily enhance survival rate and financial burden for vulnerable patients. Chapter II investigates the relationship between informal care provided by the children and the take-up of health insurance by the near-elderly and elderly parents, and how the correlation is influenced by parent’s Activities of Daily Living (ADLs) and Instrumental Activities of vii Daily Living (IADLs). The results indicate that when the endogeneity is controlled for, in-formal care systematically crowds out the take-up of private long-term care (LTC) insurance whereas “crowds in” the take-up of the total plan including supplement insurance plans (TSP). Nevertheless, the degree of both crowding-out and “crowding-in” effect is reduced when the severity of ADLs/IADLs disability level grows. Our study reflects (a) the strong demand for TSP and more additional health coverage within household budget line (b) and the potential gap between healthcare demands by the parents and the informal care provided by the children and the potential gap between the healthcare demands by the parents and the formal care covered by the insurance. Our estimates are robust to alternative measures of informal care. The final chapter III examines the causal effect of subjective job insecurity on health, using pooled ordinary least squares (OLS), fixed-effects (FE) and instrumental variable (IV) specifications. The estimate implies that the negative impact of job insecurity is more pronounced for certain outcomes such as mental health and the emergence of new health conditions. Job insecurity provides a powerful prediction on subsequent job displacement and real income loss. Sub-population such as low-employability/better-educated individuals or males responds more to job insecurity than their counterparts.

Household borrowing is a key element for consumption-smoothing over the life cycle. However, over-indebtedness may induce negative health impacts through uncertainty, worries, and shame for example. This paper examines how over-indebtedness affects the mental well-being in Sweden between 2010-2018. The data is collected from several Swedish authorities at the municipal and county level. In the attempt to estimate the causal relationship between debt and health, a Bartik-like instrumental variable approach is used as an empirical strategy. The main finding from the results is that an increase in the degree of over-indebtedness improves mental health conditions but worsen excessive alcohol consumption. Nonetheless, most of the estimates are imprecise and should not be interpreted as causal.

This thesis examines the role of grandchildren's existence in the retirement timing decision- making process of grandparents. Previous literature has focused mostly on other aspects of retirement and potential causes that can affect its timing. Using the Two-Stage least squares estimation on the SHARE dataset, representing 17 European countries and Israel, we estimate the desired effect with respect to various data limitations (age groups, gender, child existence). Residential proximity is used as the instrument for estimation. Having at least one grandchild yields a statistically significant result that increases on average the likelihood of retirement by 19% when compared to a non-grandparent while holding other factors constant. As a secondary outcome, the estimated effect of an additional child on retirement likelihood is negative. JEL Classification C36, C51, J26 Keywords grandchild, retirement, Instrumental variable, SHARE, IV, wide-ranging data, 2SLS Title The impact of grandchildren on retirement timing: evidence from SHARE data

Background – This study is an attempt to explore the relationship between microcredit and the socio-economic empowerment of women in rural Bangladesh. Microcredit is simply the extension of a small amount of collateral-free institutional loans to jointly liable poor group members to generate employment and income enhancing activities. As it is too difficult for poor members to get loan from the formal credit institutions, Grameen Bank (GB) or other Non-Government Organizations (NGOs) provide small loans to vulnerable groups of the society by which they are expected to empower over his counterparts. Research questions – RQ1: How does micro-credit affect different indicators of women empowerment in the rural areas of Bangladesh? RQ2– Is the impact different from the male counterparts in the sample households? Purpose – This study is an effort to find the impact of microcredit on a number of indicators of women’s empowerment in the rural areas in Bangladesh. Methodology – Quantitative Regression Techniques such as Ordinary Least Square (OLS) and Instrumental Variable (IV) method have been applied to get the relationship between microcredit and women empowerment. Conclusion – Applying nationally representative cross-section survey data, Bangladesh Integrated Household Survey (BIHS) 2015, this thesis is intended to find the causal linkage between microcredit and women empowerment’s with different dimensions of women’s decisions are taken as empowerment indicators: production, resources, income, leadership, savings and time. The analysis has been conducted at the household level. The study assumes that women empowerment is endogenous. After controlling for endogeneity in the estimation by using an instrumental variable (IV) ‘distance to the market’ this study finds a significant relationship between microcredit and different dimensions of women’s empowerment. Participation in the microcredit program is found to be significant in explaining some of the outcome indicators of empowerment for the sampled households.

South Africa has the largest HIV-infected population in the world, with 2015 estimates of 7 million people living with HIV and 180,000 AIDS-related deaths. The South African government began scale-up of a public-sector HIV care and treatment program in 2004, and by the end of 2015, 3.4 million HIV-infected individuals were on antiretroviral therapy (ART). When scale-up began in South Africa, ART was only available to HIV-infected individuals with CD4 counts ≤200 cells/µL or WHO clinical stage 4 disease. In 2010, treatment was extended to patients who were pregnant or who had tuberculosis and a CD4 ≤350 cells/µL, and in 2011, eligibility was extended to all patients with CD4 ≤350 cells/µL. In 2013 patients with WHO clinical stage 3 disease became eligible. In 2015, the eligibility threshold was increased to CD4 ≤500 cells/µL, and in 2016, the South African National Department of Health announced that the country would implement a “test and treat” strategy, offering free ART to all HIV-infected individuals, regardless of CD4 count. This dissertation examines the effectiveness of several expansions and modifications to South Africa’s treatment program. In study 1, we investigated whether the 2011 extension of HIV treatment to patients with CD4 counts ≤350 cells/µL successfully increased the number of newly-eligible patients on treatment (those with CD4 counts between 201–350 cells/µL) without crowding out previously-eligible patients with more severe disease (CD4 counts ≤200 cells/µL), focusing on a network of rural clinics in KwaZulu-Natal. We found encouraging results, with newly-eligible patients (CD4 201–350) initiating treatment at a greater frequency (73.0 additional patients per month; 95% CI: 42.1; 103.9) and 47% faster than before (95% CI: 19%; 82%), while previously eligible patients (CD4 ≤200) experienced no decline in the number of patients initiating treatment or the speed of treatment uptake. In study 2, we evaluated whether the introduction of a single-pill fixed-dose combination (FDC) treatment for ART initiators in South Africa had an impact on attrition from care compared to the previously-recommended multiple-pill regimen. We focused on an urban clinic in Johannesburg, using four different clinic attendance measures to define attrition (generally a combined measure of loss to follow-up and mortality). An intention-to-treat analysis revealed an estimated 11.3 percentage point decrease in attrition (95% CI: -22.0; -0.6) associated with the policy change, while a regression discontinuity analysis estimated an 18.0 percentage point drop in attrition (95% CI: -33.6; -2.4) associated with single-pill FDC treatment relative to multiple pills, controlling for unmeasured confounding. In study 3, we used stratified instrumental variable analysis to examine whether the effect of FDCs on attrition varied across subsets of the patient population in the same Johannesburg clinic we evaluated in study 2. We saw larger effects among women (RD -0.25; 95% CI: -0.42; -0.09), non-anemic patients (RD -0.24; 95% CI: -0.41; -0.08), patients with early-stage (as opposed to advanced) clinical disease (RD -0.20; 95% CI: -0.32; -0.07), and those with high CD4 counts (for CD4 ≥350 cells/µL, RD -0.58; 95% CI: -1.58; 0.42). These results suggest that healthier patients saw the greatest improvement in retention in care following the switch from multiple-pill to single-pill regimens. In an era where the healthiest HIV-infected patients are now being targeted for ART treatment, FDCs can play a large role in preventing attrition from care. These three studies depict an HIV program that has successfully grown to treat increasing numbers of patients using up-to-date strategies of care. Given the immense scale and cost of South Africa’s HIV treatment program, it is important to continue to monitor its effectiveness, especially as it introduces new treatments and strategies and adapts to the changing epidemic.

This thesis presents an analysis of subjective risk information and participation in the National Flood Insurance Program (NFIP). Data are taken from a survey of residents in flood-prone coastal regions in the southeastern U.S. Regression models are constructed to better understand factors affecting individuals’ perceived risk ambiguity related to flood risk and the role of risk preferences, risk perceptions, and especially risk ambiguity, on the decision to purchase flood insurance. This is the first study not only of the influence of risk ambiguity on NFIP participation, but also of the impact of using different risk perception measures. Results indicate that NFIP participation is significantly affected by mean perceived risk, but the influence of range/variance of perceived risk, which presents one’s perceived ambiguity, is mixed.

Västvärlden har de senaste åren upplevt hög och stigande inflation, något som varit ovanligt de senaste decennierna. Ekonomisk tillväxt är av stort intresse för alla länder, och inflationens effekt på tillväxten var välstuderat under 90-talet. Därefter har bidragen varit färre, men är återigen intressant att analysera med bakgrund av rådande inflationsnivåer. Studiens syfte är att undersöka om inflation påverkar real BNP-tillväxt negativt på lång sikt. Det görs genom att med paneldata från OECD undersöka fem länder i en IV-regression mellan 1973-1984 och under en elvaårsperiod med start fem år efter respektive lands införande av ett inflationsmål. Resultatet visar att inflation haft en statistiskt signifikant negativ kausal effekt på den reala BNP-tillväxten i dessa länder och tidsperioder. Det är i linje med stor del av tidigare forskning på området. / The western world has during the last couple of years witnessed high and rising inflation, which has been of rare occurrence during the last decades. Economic growth is of great interest all over the world, and during the nineties the subject of the effects inflation has on growth was well studied. Thereafter the contributions have been fewer. Given the recent levels of inflation this is once again an interesting area of study. The purpose of this paper is to examine if inflation affects real GDP growth negatively in the long run. This is made possible through the usage of panel data, collected from the OECD, where five countries are included in an IV-regression during 1973-1984 as well as the eleven year period occurring five years after the introduction of inflation targeting. The results show that the negative causal effect inflation has had on real GDP growth in these countries and time periods is of statistical significance. That is in line with a major part of the published research on the subject.

Natural rubber is a major export crop and the sector is an important source of employment in Thailand. Very few rubber studies in the past have examined the demand and supply equations simultaneously and the previously results are dated. The objectives of this study was to estimate the econometric model of demand and supply of natural rubber in Thailand and determine if a relationship exists between the supply of rubber and its determinants. The data contained in the study are secondary time series annual data from 1977-2012. The instrumental variables estimation by two-stage least squares was used to solve and analyze the demand and supply of rubber. Results were statistically significant at 0.01 level, which showed that the U.S. GDP per capita, the estimated price, rainfall and rice price have a significant effect on quantity of rubber production in Thailand with an estimated elasticity of 1.4, 3.3, -3.6 and -2.6, respectively. The implications of the results are assessed through the lens of rubber producers, rubber consumers and agricultural policy makers.

This dissertation is intended to provide a statistical foundation for the IV models and shed lights on a number of issues related to the IV method. The first chapter shows that the theoretical Instrumental Variable model can be derived by reparameterization of a well-specified statistical model defined on the joint distribution of the involved random variables as the actual (local) data generation process. This reveals the covariance structure of the error terms of the usual theory-driven instrumental variable model. The revealed covariance structure of the IV model have important implications, particularly, for designing simulation studies. Monte Carlo simulations are used to reexamine the Nelson and Startz (1990a) findings regarding the performance of IV estimators when the instruments are weak. The results from the simulation exercises indicate that the sampling distribution of ^Î _IV is concentrated around ^Î _OLS. The second chapter considers the underlying joint distribution function of the instrumental variable (IV) model and presents an alternative definition for the exogenous and relevant instruments. The paper extracts a system of independent and orthogonal equations that covers up a non-orthogonal structural model and argues that the estimated IV regression is well-specified if the underlying system of equations is well-specified. It proposes a new instrument relevancy measure that does not suffer from the first-stage <i>R²</i> deficiencies. Third chapter argues the application of the IV method in estimation of models with omitted variable. The paper considers the implicit parametrization of statistical models and presents five conditions for an appropriate instruments. Two of them are empirically measurable and can be tested. This improves the literature by adding one more objective criterion for the selection of instruments. This chapter applies the IV method to estimate the rate of return to education in Iran. It argues that the education of two cohorts of Iranians was delayed or cut short by the Cultural Revolution. Therefore, the Cultural Revolution, as an exogenous shock to the supply of education, establishes the year of birth as the exogenous and relevant instrument for education. Using the standard Mincerian earnings function with control for experience, ethnicity, location of residence and sector of employment, the instrumental variable estimate of the return to schooling is equal to 5.6&#37;. The estimation results indicate that the Iranian labor market values degrees more than years of schooling. / Ph. D.