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
18.01.2022
Rimanere sulla piazza
Dalla rinnovata "Rivista del Clero" 1/2022 un estratto dell'editoriale del direttore Giuliano Zanchi.
14.01.2022
Donne, figli e lavoro: il nodo tutto italiano
Breve estratto dal libro "Crisi demografica. Politiche per un paese che ha smesso di crescere" di Alessandro Rosina dedicato alle donne.
26.11.2021
Premio internazionale alla biografia di papa Gregorio IX
Alberto Spataro ha ricevuto il premio "Wissenschaftlichen Stauferpreise" con il volume "Velud fulgor meridianus".
07.01.2022
Smart working sì o no? Partiamo dai lavoratori
Intervista a Pesenti e Scansani, autori di "Smart Working Reloaded", per capire come trarre il meglio dal lavoro agile senza perdere umanità e diritti.
