Camilla Ferretti
Libri dell'autore
Does the Past Count? Sovereign Debt during the Classical Gold
Standard through the Lenses of Mover Stayer and Markov
Chain Models
digital
formato:
Articolo
| RIVISTA INTERNAZIONALE DI SCIENZE SOCIALI - 2019 - 4
Articolo
| RIVISTA INTERNAZIONALE DI SCIENZE SOCIALI - 2019 - 4
Anno:
2019
...We study sovereign debt markets behaviour during the Classical Gold Standard (CGS) Era (1880-1913), i.e. the first era of globalization characterized by free movement of capital and a fixed exchange rate regime. In particular we analyse both the issues of markets memory and the degree of confidence in sovereign debt markets by means of three stochastic models: Markov Chain (MC), Mover Stayer (MS) and Non Homogeneous Markov Chain (NHMC) estimated on two-state transition matrices of countries switching from sound to distressed...
€ 6,00
An interactive MATLAB TOOL for the estimation of the directional
mobility index compared to some other mobility measures
digital
formato:
Articolo
| STATISTICA & APPLICAZIONI - 2018 - 1
Articolo
| STATISTICA & APPLICAZIONI - 2018 - 1
Anno:
2018
The Directional Mobility Measurement tool (DMMtool.m) is a free interactive instrument, which computes in MATLAB the directional mobility index by automatically importing and elaborating the data from a wide-format panel, not necessarily balanced, stored in a ‘.xls’ or ‘.xlsx’ spreadsheet, for a single, quantitative, ‘size-type’ scalar variable. We will imagine a sample of firms observed over many successive years to assess their tendency to upsize or downsize...
Mobility as prevailing direction for transition matrices
Gratis
digital
formato:
Articolo
| STATISTICA & APPLICAZIONI - 2012 - 1
Articolo
| STATISTICA & APPLICAZIONI - 2012 - 1
Anno:
2012
SUMMARY
Mobility indices are important tools for summarizing and comparing the dynamics of different samples.
A mobility index is defined as a function which assigns a real value I to a given transition matrix
. The function I ðPÞ, where P is the transition matrix, is chosen to describe a specific type of
mobility (e.g. the tendency to leave the current state). In this paper we develop a family of mobility
indices capable of embodying information on both the intensity and the prevailing direction of mobility
in the sample under study.
Keywords: Mobility Index, Transition Matrix, Prevailing Direction.
News
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Teen immigration al Congressino del Pime
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Torino Spiritualità 2020: Respiro
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