scholarly journals Intertemporal Model of Co-Existence of Two Rival Species: A Case of Vampires and Humans Co-Habitation

2012 ◽  
Vol 03 (07) ◽  
pp. 826-831
Author(s):  
Wadim Strielkowski ◽  
Evgeny Lisin ◽  
Emily Welkins
Keyword(s):  
Intertemporal Model

An Intertemporal Model of Industrial Exit

1988 ◽  
Vol 103 (2) ◽  
pp. 333 ◽  
Author(s):  
Murray Z. Frank
Keyword(s):  
Intertemporal Model

The Economic Evaluation of Food Stamps: An Intertemporal Analysis with Nonlinear Budget Constraints

1988 ◽  
Vol 16 (1) ◽  
pp. 3-30
Author(s):  
Alan S. Caniglia
Keyword(s):  
Economic Evaluation ◽  
Efficiency Analysis ◽  
Food Stamps ◽  
Significant Decline ◽  
Food Stamp ◽  
Budget Constraints ◽  
Food Stamp Program ◽  
Simulation Methodology ◽  
Intertemporal Model ◽  
Period Model

In-kind programs are typically evaluated using a one-period model. This causes certain issues to be obscured, such as the effect on an efficiency analysis of the length of a family's participation in the program. In this article an intertemporal model with a nonlinear budget frontier and a simulation methodology are used to investigate, for hypothetical participants in the food stamp program, how the benefit-subsidy ratio changes as the length of participation increases. The results indicate that this ratio may either rise or fall, with a significant decline being a possibility.

scholarly journals CURRENT ACCOUNT DYNAMICS AND THE REAL EXCHANGE RATE: DISENTANGLING THE EVIDENCE

2018 ◽  
pp. 1-31
Author(s):  
Matthieu Bussière ◽  
Aikaterini E. Karadimitropoulou ◽  
Miguel A. León-Ledesma
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Real Exchange Rate ◽  
Current Account ◽  
Structural Vector Autoregression ◽  
Structural Shocks ◽  
The Real ◽  
Current Account Dynamics ◽  
Main Shocks ◽  
Intertemporal Model

We study the main shocks driving current account (CA) fluctuations for the G6 economies, using a standard two-good intertemporal model. We build a structural vector autoregression model including the world real interest rate, net output (NO), the real exchange rate, and the CA and identify four structural shocks. Our results suggest four main conclusions: (i) there is substantial support for the two-good intertemporal model with time-varying interest rate, since both external supply and preference shocks account for an important proportion of CA fluctuations; (ii) temporary domestic shocks account for a large proportion of CA fluctuations, albeit smaller than in previous studies; (iii) our results alleviate the puzzle in the literature that a shock that explains little about NO changes can explain a large proportion of CA changes; (iv) the nature of the shock matters to shape the relationship between the CA and the real exchange rate.

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