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Age-Period-Cohort Models  

Bent Nielsen

This is an advance summary of a forthcoming article in the Oxford Research Encyclopedia of Economics and Finance. Please check back later for the full article. ... More

Aging and Health Care Costs  

Martin Karlsson, Tor Iversen, and Henning Øien

An open issue in the economics literature is whether health care expenditure (HCE) is so concentrated in the last years before death that the age profiles in spending will change when ... More

Bayesian Vector Autoregressions: Applications  

Silvia Miranda-Agrippino and Giovanni Ricco

Bayesian vector autoregressions (BVARs) are standard multivariate autoregressive models routinely used in empirical macroeconomics and finance for structural analysis, forecasting, and ... More

Bayesian Vector Autoregressions: Estimation  

Silvia Miranda-Agrippino and Giovanni Ricco

Vector autoregressions (VARs) are linear multivariate time-series models able to capture the joint dynamics of multiple time series. Bayesian inference treats the VAR parameters as random ... More

Choice Inconsistencies in the Demand for Private Health Insurance  

Olena Stavrunova

In many countries of the world, consumers choose their health insurance coverage from a large menu of often complex options supplied by private insurance companies. Economic benefits of ... More

The Cointegrated VAR Methodology  

Katarina Juselius

The cointegrated VAR approach combines differences of variables with cointegration among them and by doing so allows the user to study both long-run and short-run effects in the same ... More

Data Revisions and Real-Time Forecasting  

Michael P. Clements and Ana Beatriz Galvão

Online publication date:
Apr 2019
At a given point in time, a forecaster will have access to data on macroeconomic variables that have been subject to different numbers of rounds of revisions, leading to varying degrees of ... More

Econometrics of Stated Preferences  

Denzil G. Fiebig and Hong Il Yoo

Stated preference methods are used to collect individual level data on what respondents say they would do when faced with a hypothetical but realistic situation. The hypothetical nature of ... More

Economic Evaluation of Medical Screening  

Eline Aas, Emily Burger, and Kine Pedersen

The objective of medical screening is to prevent future disease (secondary prevention) or to improve prognosis by detecting the disease at an earlier stage (early detection). This involves ... More

The Economics of End-of-Life Spending  

Hans Olav Melberg

End-of-life spending is commonly defined as all health costs in the 12 months before death. Typically, the costs represent about 10% of all health expenses in many countries, and there is ... More

Equality of Opportunity in Health and Healthcare  

Florence Jusot and Sandy Tubeuf

Recent developments in the analysis of inequality in health and healthcare have turned their interest into an explicit normative understanding of the sources of inequalities that calls ... More

Estimation and Inference for Cointegrating Regressions  

Martin Wagner

Online publication date:
Nov 2018
Widely used modified least squares estimators for estimation and inference in cointegrating regressions are discussed. The standard case with cointegration in the I(1) setting is examined ... More

The Evolution of Forecast Density Combinations in Economics  

Knut Are Aastveit, James Mitchell, Francesco Ravazzolo, and Herman K. van Dijk

Increasingly, professional forecasters and academic researchers in economics present model-based and subjective or judgment-based forecasts that are accompanied by some measure of ... More

Financial Frictions in Macroeconomic Models  

Alfred Duncan and Charles Nolan

In recent decades, macroeconomic researchers have looked to incorporate financial intermediaries explicitly into business-cycle models. These modeling developments have helped us to ... More

Frequency-Domain Approach in High-Dimensional Dynamic Factor Models  

Marco Lippi

High-Dimensional Dynamic Factor Models have their origin in macroeconomics, precisely in empirical research on Business Cycles. The central idea, going back to the work of Burns and ... More

From Clinical Outcomes to Health Utilities: The Role of Mapping to Bridge the Evidence Gap  

Mónica Hernández Alava

The assessment of health-related quality of life is crucially important in the evaluation of healthcare technologies and services. In many countries, economic evaluation plays a prominent ... More

Incentives and Performance of Healthcare Professionals  

Martin Chalkley

Economists have long regarded healthcare as a unique and challenging area of economic activity on account of the specialized knowledge of healthcare professionals (HCPs) and the relatively ... More

Long Memory Models  

Peter Robinson

Long memory models are statistical models that describe strong correlation or dependence across time series data. This kind of phenomenon is often referred to as “long memory” or ... More

Mixed Frequency Models  

Eric Ghysels

Online publication date:
Mar 2018
The majority of econometric models ignore the fact that many economic time series are sampled at different frequencies. A burgeoning literature pertains to econometric methods explicitly ... More

Modeling Chronic Diseases in Relation to Risk Factors  

Pieter van Baal and Hendriek Boshuizen

In most countries, non-communicable diseases have taken over infectious diseases as the most important causes of death. Many non-communicable diseases that were previously lethal diseases ... More

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