What determines the sacrifice ratio? A quantile regression approach

Thanaset Chevapatrakul () and Juan Paez-Farrell

Economics Bulletin, 2013, vol. 33, issue 3, 1863-1874

Abstract: This paper investigates the determinants of the sacrifice ratio in the OECD economies using a quantile regression framework. We show that the relationship is characterised by asymmetries that standard approaches are unable to capture.

Keywords: Sacrifice ratio; quantile regression; OECD; asymmetries (search for similar items in EconPapers)
JEL-codes: E3 E5 (search for similar items in EconPapers)
Date: 2013-07-16
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Citations: View citations in EconPapers (2)

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