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Fractional integration, stable distributions and long-memory models of foreign exchange ratesAssaf, Ata A. January 1999 (has links)
No description available.
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An examination of some statistical and economic models involving exchange rates.Buncic, Daniel, Economics, Australian School of Business, UNSW January 2007 (has links)
This dissertation is concerned with the examination of some widely employed nonlinear exchange rate models. In particular, its aim is to assess how well non-linear statistical models accommodate the theoretical implications contained in economic models and how well they are able to capture the empirical properties of the data. Chapter 2 gives a brief background to the concept of PPP and discusses the role of transaction costs in economic models, making it necessary to model exchange rates within a non-linear framework. Parametric as well as non-parametric statistical techniques are applied to a long time-series data set to give an indication of the empirical validity of non-linearity in real exchange rates. Wide threshold bands are found to be a common characteristic of real exchange rate data. Chapter 3 studies the fitness of the ESTAR model for real exchange rate modelling. It is shown that wide threshold bands in the empirical data necessitate a small transition function parameter in the exponential regime weighting function, leading to difficulties in the meaningful interpretation of regimes. When this occurs, it is also shown that the ESTAR model is weakly identified over the range of the sample data that one generally works with. These results are illustrated on an empirical data set by replicating the often cited study of Taylor et al. (2001). In Chapter 4 and Chapter 5 a number of non-linear models are evaluated. Simulation experiments indicate that LM style tests that are commonly employed in the literature to test for ESTAR non-linearity have a very low probability of rejecting the false null hypothesis of linearity when the true data generating process is in fact the ESTAR model of Taylor et al. (2001). It is further shown that, contrary to the claims of the recent study by Rapach and Wohar (2006), long-horizon forecasts from the ESTAR model converge to the unconditional mean of the series, so that there is no gain in utilising the ESTAR model for long-horizon forecasts. Studying the Markov switching model of Bergman and Hansson (2005) reveals that the model does not generate any non-linearity as predicted from economic models.
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The effect of image quality on recall rates in a BreastScreening ProgramThompson, Jennifer January 2009 (has links)
Masters Research - Master of Medical Science / Introduction: Between 6-10% of women attending breast screening are recalled to investigate an unclear area on the mammogram. Image quality is known to affect image interpretation and it has been suggested that the number of recalls could be reduced with improved image quality. Aim: This study aimed to investigate the effect image quality has on recall rates, to assess reader consistency using the PGMI classification system and to establish factors leading to recall. Materials and Methods: A six member panel assessed 904 sets of images (698 recalled; 206 non-recalled) through a BreastScreening Program during three separate phases (pilot, main and non-recall). The pilot study was conducted without additional training in PGMI. Levels of agreement and Kappa statistics were calculated to assess intra- and inter-consistency. The percentage of and reasons for inadequate images was calculated; while a case-control study was conducted to establish factors increasing the likelihood of a client being recalled. Results: The level of agreement between panel members significantly increased from the pilot to the main study (45.5% to 57.7%) before decreasing slightly for the non-recall (57.7% to 52.2%). Overall, 3.3% of the 904 sets of images were classed as inadequate; the most common PGMI reason was exposure (31%); the left MLO was considered the most common inadequate projection (30%), with more privately produced (66%) images considered inadequate compared to public images (34%). Inadequate image quality did not hinder the cancer detection rates. The case-control component demonstrated current and previous HRT use, increased breast density, better image quality and images being taken at a public site all contributed to a client being recalled. Conclusion: The results of this study demonstrated that inadequate image quality was not a major factor leading to recall; although twice the number of recalled images were considered inadequate compared to the non-recalled images. The use of the PGMI classification system is highly subjective, with low levels of agreement amongst users. The use of HRT, breast density, imaging site and image quality all contribute to a client being recalled.
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Essays on volatility models using EMM estimation /Gu, Ying, January 2006 (has links)
Thesis (Ph. D.)--University of Washington, 2006. / Vita. Includes bibliographical references (leaves 144-151).
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Dietary effects on late-life mortality rates of male and female Drosophila melanogasterJIN, TUO January 2012 (has links)
No description available.
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Foreign exchange rate change and selected U.S. import prices over 1989:1-2000:6Kim, Soon-Chul, January 2001 (has links)
Thesis (Ph. D.)--University of Missouri-Columbia, 2001. / Typescript. Vita. Includes bibliographical references (leaves 143-148). Also available on the Internet.
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Foreign exchange rate change and selected U.S. import prices over 1989:1-2000:6 /Kim, Soon-Chul, January 2001 (has links)
Thesis (Ph. D.)--University of Missouri-Columbia, 2001. / Typescript. Vita. Includes bibliographical references (leaves 143-148). Also available on the Internet.
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Extension and application of LIBOR market model /Zhang, Fan. January 2003 (has links)
Thesis (Ph. D.)--Hong Kong University of Science and Technology, 2003. / Includes bibliographical references (leaves 95-99). Also available in electronic version. Access restricted to campus users.
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A modelling and remote sensing study of Antarctic icebergsGladstone, Rupert January 2001 (has links)
This is the first large-scale modelling study of iceberg trajectories and melt rates in the Southern Ocean. An iceberg model _ was seeded with climatological iceberg calving rates based on a calculation of the net surface accumulation from each snow catchment area on the Antarctic continent. In most areas modelled trajectories show good agreement with observed patterns of iceberg motion, though discrepancies in the Weddell Sea have highlighted problems in the ocean general circulation model output used to force the iceberg model. The Coriolis force is found to be important in keeping bergs entrained in the coastal current around Antarctica, and topographic features are important in causing bergs to depart from the coastal regions. The modelled geographic distribution of iceberg meltwater joining the ocean has been calculated, and is found in many near coastal regions to be comparable in magnitude to the excess of precipitation over evaporation (P-E). A remote sensing study of icebergs has been carried out in two locations in the Weddell Sea using SAR. This study has, for the first time, been able to calculate iceberg fluxes from satellite. The southwestwards flux of icebergs within 20 km of the coast at around 18°W, based on a one month period of observations, has been calculated at 50 to 70 Gta-1 (1Gt = 1012kg). This is 4 to 5% of the total iceberg discharge from Antarctica. The question of Antarctic mass balance is considered through comparison of modelresults and observations. Although a conclusion is not reached here, plans are presented for an iceberg observing programme and further model development which could resolve the problem
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Essays on health insurance and the familyDillender, Marcus Owen 04 October 2013 (has links)
The three chapters of this dissertation explore the ties among health insurance, changing cultural institution, and labor economics. The first chapter focuses on the relationship between health insurance and wages by taking advantage of states that extended health insurance dependent coverage to young adults before the Patient Protection and Affordable Care Act. Using American Community Survey and Census data, I find evidence that extending health insurance to young adults raises their wages, both while they are eligible for insurance through their parents' employers and afterwards. The increases in wages can be explained by increases in human capital and increased flexibility in the labor market that comes from people no longer having to rely on their own employers for health insurance. The second chapter focuses on understanding the impact of allowing coverage of spouses through employer-sponsored health insurance. The fact that people choose to enter into marriage makes comparing the differences between married and unmarried couples uninformative. To get around this, I examine how shocks to access to insurance through a spouse's employer brought on by extensions in legal recognition have influenced health insurance and labor force decisions for same-sex couples. I find extending legal recognition to same-sex couples results in female same-sex couples being more likely to have one member not in the labor force. The third chapter examines what extending legal recognition to same-sex couples has done to marriage rates in the United States using a strategy that compares how marriage rates change after legal recognition in states that alter legal recognition versus states that do not. Despite claims that allowing same-sex couples to marry will reduce the marriage rate for opposite-sex couples, I find no evidence that allowing same-sex couples to marry reduces the opposite-sex marriage rate. The opposite-sex marriage rate does decrease, however, when domestic partnerships are available to opposite-sex couples. / text
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