bluuebunny/crossref_metadata_2025 huggingface dataset:
Spectral Analysis of Replicated Biomedical Time Series
Authors: Diggle Peter J. , Al Wasel Ibrahim
Published: March 2003

Standard methods of spectral analysis are adapted to the interpretation of biomedical time series data with replication across subjects. The methodology is applied to two sets of data consisting of concentrations of luteinizing hormone in serial blood samples. For such data, the between-subject variability in periodogram ordinates at a given frequency is typically larger than would be implied by the usual asymptotic distribution theory for single series. We interpret this to mean that the underlying spectrum of the stochastic process representing the time variation in hormone concentration varies randomly between subjects. We describe simple random effects models to account for this extra variability and develop likelihood-based methods of inference, using a Monte Carlo integration method to evaluate the likelihood function. For our first data set, which comprises hormone concentrations in blood samples taken from eight subjects at 1 min intervals for 1 h, our model captures the qualitative behaviour of the between-subject variation in the spectrum. We conclude that there is a genuine high frequency component of variation in hormone concentrations and that the amplitude and frequency of this high frequency component vary between subjects. Our second data set relates to a similar sampling protocol, except that each subject is sampled before and after hormone replacement therapy. We conclude that this intervention has a significant effect on the spectrum.
Statistics for Extreme Sea Currents
Authors: Robinson Michael. E. , Tawn Jonathan A.
Published: March 2003

Estimates of various characteristics of extreme sea currents, such as speeds and their directions, are required when designing offshore structures. This paper extends standard statistical methods for extreme values to handle the directionality, temporal dependence and tidal non-stationarity that are present in sea current extremes. The methods are applied to a short period of data from the Inner Dowsing Light Tower in the North Sea. Substantial benefits, over existing methods, are obtained from our analysis of the sea current by decomposing it into tide and surge currents. In particular, we find that at the Inner Dowsing the strong directionality in extreme sea current speeds is completely explained by the tidal current and directionality in the non-extreme surge currents. This finding aids model fitting and extrapolation.
A New Look at Half-Normal Plots for Assessing the Significance of Contrasts for Unreplicated Factorials
Authors: Olguín Jorge , Fearn Tom
Published: March 2003

The visual inspection of a half-normal plot is a popular procedure for interpreting data from unreplicated factorial experiments. As this technique is somewhat subjective, the plot should preferably be supplemented with a more formal procedure. However, despite the improvements proposed by Zahn, the formal method using the half-normal plot suggested by Daniel seems to be rarely used. We investigate this procedure by using simulations and real data and suggest a modification to improve its acceptability. We also present corrected critical values for a procedure proposed by Lenth which was found to be miscalibrated.
Statistical Inference for the Effect of Magnetic Brain Stimulation on a Motoneurone
Authors: Ventura V. , Davison A. C. , Boniface S. J.
Published: March 2003

A stochastic model is developed for the possible excitatory and inhibitory effects of a stimulus to the brain on the activity of single human motoneurones. The model consists of a Wiener process for the build-up of underlying potential, a deterministic effect due to the stimulus and a random lag from brain to muscle. Direct likelihood inference for its parameters seems impossible, and we study the use of simulation to estimate the log-likelihood for the parameters of substantive interest. Monte Carlo methods yield point and confidence interval estimates of the membrane excitability underlying excitatory and inhibitory effects. The main qualitative conclusion is that both excitatory and inhibitory effects are unambiguously present. The contribution of statistical analysis to this problem is to provide accurate and apparently reliable inference for the quantities of neurophysiological interest. More generally, our methodology has the potential to make accurate likelihood-based inferences in challenging problems, but the computational burden can be large, particularly if the model is not fully adequate for the data, as in our application.
Markov Models of Mite Movements
Authors: Ridout Martin S. , Faddy Malcolm J. , Jones Graeme , Campbell Colin A. M.
Published: March 2003

Continuous time Markov models were used to analyse data from two bioassays to investigate the influence of β-fraction, a by-product of hop processing, on the two-spotted spider mite. The models were fitted to aggregate counts of the numbers of live and dead mites on treated and untreated halves of discs cut from leaves of hop and French bean plants. Some of the rate parameters were time dependent. Although not all parameters could be estimated precisely, the analysis enabled the quantitative effects of treatment over time to be estimated with reasonable precision. The estimated treatment effects were largely insensitive to the assumed values of other parameters. The first bioassay showed a progressive initial response to increasing concentration of β-fraction, although data at the intermediate concentration appeared anomalous. The second bioassay showed similar responses on hop and French bean leaves, with a stronger repellent effect on the lower leaf surface than on the upper surface.
Spatial Variation in Risk of Disease: A Nonparametric Binary Regression Approach
Authors: Kelsall Julia E. , Diggle Peter J.
Published: March 2003

A common problem in environmental epidemiology is the estimation and mapping of spatial variation in disease risk. In this paper we analyse data from the Walsall District Health Authority, UK, concerning the spatial distributions of cancer cases compared with controls sampled from the population register. We formulate the risk estimation problem as a nonparametric binary regression problem and consider two different methods of estimation. The first uses a standard kernel method with a cross-validation criterion for choosing the associated bandwidth parameter. The second uses the framework of the generalized additive model (GAM) which has the advantage that it can allow for additional explanatory variables, but is computationally more demanding. For the Walsall data, we obtain similar results using either the kernel method with controls stratified by age and sex to match the age–sex distribution of the cases or the GAM method with random controls but incorporating age and sex as additional explanatory variables. For cancers of the lung or stomach, the analysis shows highly statistically significant spatial variation in risk. For the less common cancers of the pancreas, the spatial variation in risk is not statistically significant.
Stochastic Modelling of the Invasion Process of Nematodes in Fly Larvae
Authors: Faddy M. J. , Fenlon J. S.
Published: March 2003

Stochastic models based on Markov birth processes are constructed to describe the process of invasion of a fly larva by entomopathogenic nematodes. Various forms for the birth (invasion) rates are proposed. These models are then fitted to data sets describing the observed numbers of nematodes that have invaded a fly larva after a fixed period of time. Non-linear birth-rates are required to achieve good fits to these data, with their precise form leading to different patterns of invasion being identified for three populations of nematodes considered. One of these (Nemasys) showed the greatest propensity for invasion. This form of modelling may be useful more generally for analysing data that show variation which is different from that expected from a binomial distribution.
Influence of Human Immunodeficiency Virus Infection on Neurological Impairment: An Analysis of Longitudinal Binary Data with Informative Drop-Out
Authors: Liu Xinhua , Waternaux Christine , Petkova Eva
Published: March 2003

A study to investigate the human immunodeficiency virus (HIV) status on the course of neurological impairment, conducted by the HIV Center at Columbia University, followed a cohort of HIV positive and negative gay men for 5 years and assessed the presence or absence of neurological impairment every 6 months. Almost half of the subjects dropped out before the end of the study for reasons that might have been related to the missing neurological data. We propose likelihood-based methods for analysing such binary longitudinal data under informative and non-informative drop-out. A transition model is assumed for the binary response, and several models for the drop-out processes are considered which are functions of the response variable (neurological impairment). The likelihood ratio test is used to compare models with informative and non-informative drop-out mechanisms. Using simulations, we investigate the percentage bias and mean-squared error (MSE) of the parameter estimates in the transition model under various assumptions for the drop-out. We find evidence for informative drop-out in the study, and we illustrate that the bias and MSE for the parameters of the transition model are not directly related to the observed drop-out or missing data rates. The effect of HIV status on the neurological impairment is found to be statistically significant under each of the models considered for the drop-out, although the regression coefficient may be biased in certain cases. The presence and relative magnitude of the bias depend on factors such as the probability of drop-out conditional on the presence of neurological impairment and the prevalence of neurological impairment in the population under study.
Detecting a Changed Segment in DNA Sequences
Authors: Avery Peter J. , Henderson Daniel A.
Published: March 2003

Non-coding deoxyribonucleic acid (DNA) can typically be modelled by a sequence of Bernoulli random variables by coding one base, e.g. T, as 1 and other bases as 0. If a segment of a sequence is functionally important, the probability of a 1 will be different in this changed segment from that in the surrounding DNA. It is important to be able to see whether such a segment occurs in a particular DNA sequence and to pin-point it so that a molecular biologist can investigate its possible function. Here we discuss methods for testing the occurrence of such a changed segment and how to estimate the end points of it. Maximum-likelihood-based methods are not very tractable and so a nonparametric method based on the approach of Pettitt has been developed. The problem and its solution are illustrated by a specific DNA example.
A Dynamic Random-Effects Model for Recovery of Skin Barrier Function: Evaluation of the Efficacy of Different Skin Care Products
Authors: Erlandsen Mogens , Halkier-Sørensen Lars
Published: March 2003

Apparently, the use of mathematical and statistical models to describe the structure and function of the skin barrier is rather limited. The skin barrier protects the body against uncontrolled loss of water and desiccation, and prevents environmental substances from entering the skin. A simple measure of the barrier function is the transepidermal water loss (TEWL), which is easy to measure. Healthy skin has low TEWL values, whereas various skin diseases result in high TEWL values and eventually in the development of dry skin. The use of skin care products can protect and prevent dry skin. In this study several different trial formulations are compared with respect to their abilities as skin care products. The study is performed as a longitudinal study on mice, where the skin barrier is broken by means of acetone and then treated with one of the formulations. We analysed the data by means of a semimechanistic random-effects model with similarities to pharmacokinetic models. In the model each formulation is characterized by two parameters: one that corresponds to the initial barrier restoration effect and one that corresponds to the elimination rate.
Incomplete Covariates in the Cox Model with Applications to Biological Marker Data
Authors: Leong Traci , Lipsitz Stuart R. , Ibrahim Joseph G.
Published: March 2003

A common occurrence in clinical trials with a survival end point is missing covariate data. With ignorably missing covariate data, Lipsitz and Ibrahim proposed a set of estimating equations to estimate the parameters of Cox’s proportional hazards model. They proposed to obtain parameter estimates via a Monte Carlo EM algorithm. We extend those results to non-ignorably missing covariate data. We present a clinical trials example with three partially observed laboratory markers which are used as covariates to predict survival.
The Efficient Integration of Abundance and Demographic Data
Authors: Besbeas P. , Lebreton J.-D. , Morgan B. J. T.
Published: March 2003

A drawback of a new method for integrating abundance and mark–recapture–recovery data is the need to combine likelihoods describing the different data sets. Often these likelihoods will be formed by using specialist computer programs, which is an obstacle to the joint analysis. This difficulty is easily circumvented by the use of a multivariate normal approximation. We show that it is only necessary to make the approximation for the parameters of interest in the joint analysis. The approximation is evaluated on data sets for two bird species and is shown to be efficient and accurate.
Comparing the bias and misspecification in ARFIMA models
Authors: Smith Jeremy , Taylor Nick , Yadav Sanjay
Published: March 2003

We investigate the bias in both the short‐term and long‐term parameters for a range of autoregressive fractional integrated moving‐average (ARFIMA) models using both semi‐parametric and maximum likelihood (ML) estimation methods. The results suggest that, provided the correct model is estimated, the ML method outperforms the semi‐parametric methods in terms of the bias and smaller mean square errors in both the long‐term and short‐term parameter estimates. These biases often cause model selection criteria to select an incorrect ARFIMA specification. Taking account of the potential misspecification the biases associated with the ML procedure tend to increase, although it continues to have a smaller worst‐case bias than either of the semi‐parametric procedures.
On Bartlett’s Formula for Non‐linear Processes
Authors: Berlinet Alain , Francq Christian
Published: March 2003

Bartlett’s formula is widely used in time series analysis to provide estimates of the asymptotic covariance between sample autocovariances. However, it is derived under precise assumptions (namely linearity of the underlying process and vanishing of its fourth‐order cumulants) and effectiv e computations show that the value given by this formula can deviate markedly from the true asymptotic covariance when the requirements on the underlying process are not satisfied. This is the case for a large class of models, for instance bilinear and autoregressive conditionally heteroscedastic processes. For these reasons we investigate the behaviour of smoothed empirical estimates of the covariance between two sample autocovariance s. We prove L2 and strong consistency for strongly mixing stationary processes and define for the covariance matrix of a vector of sample autocovariances a consistent estimate which is a non‐negative definite matrix. The choice of the parameters is discussed, applications are given and comparisons are made through a simulation study
Bootstrapping unit root tests for integrated processes
Authors: Swensen Anders Rygh
Published: March 2003

Abstract. In this paper, we consider two bootstrap algorithms for testing unit roots under the condition that the observed process is unit root integrated. The first method consists of generating the resampled data after fitting an autoregressive model to the first differences of the observations. The second method consists of applying the stationary bootstrap to the first differences. Both procedures are shown to give methods that approach the correct asymptotic distribution under the null hypothesis of a unit root. We also present a Monte‐Carlo study comparing the two methods for some ARIMA models.
Differential Analysis of Unemployment Duration with Emphasis on Long‐Term Unemployment
Authors: Bienvenue Jean‐Yves , Carter Lucette , Favereau Olivier , Zighera Jacques
Published: March 2003

This paper presents a summary of results derived from a study supported by the Labour Ministry (MIRE Convention) on data (comprising about 3 million registrations) from the French ANPE (Agence Nationale Pour l'Emploi). A principal focus was the long term unemployment duration.

 The first part of the paper is devoted to a brief description of a generalization of the classical segmentation method to take into account the competing exit modes. This method provides a prognostical stratification as well as an analysis of the individual factors “effects” (simple and multiple) on unemployment duration. A short description of the main results is then presented.
Uncertainty, Flexibility Gap and Labour Demand in the Italian Economy
Authors: Signorelli Marcello
Published: March 2003

In this paper we analyse the effects of changes in the degree of uncertainty of the economic system and in the “flexibility gap”, deriving from the combined evolution of the degrees of uncertainty and flexibility of the economic system (in particular, labour market flexibility), on regular and irregular labour demand. On the basis of a simple qualitative model, we give a partial interpretation of some stylized facts of the Italian economy during the last decades. We argue that the low uncertainty and flexibility gap in the 1950s and 1960s, their remarkable increases in the 1970s, their inadequate reduction in the 1980s and the new increase of uncertainty and flexibility gap in the first half of the 1990s, have had a considerable influence on the quantity and quality of the “investment in employment” of Italian economy. The higher degree of uncertainty and the inadequate degree of flexibility of the Italian economic system are likely to have contributed towards the lower regular employment rate, compared to the main industrialized countries, and to high irregular employment. An adequate economic policy for reducing the uncertainty of the economic system together with a structural economic policy for increasing the flexibility of the economic system (in particular, an active labour policy for increasing the flexibility of the labour market), would be likely to produce positive effects on the quantity and quality of labour demand, contributing towards reducing unemployment.
Wage Inflation and Unemployment in Britain and America 1892–1991
Authors: Hyclak Thomas , Johnes Geraint
Published: March 2003

This paper examines the stability of the wage inflation process in Britain and America from 1892 to 1991. Utilizing a simple model of the aggregate labor market that treats wage inflation and the annual change in the unemployment rate as jointly endogenous variables, we find no evidence of substantial parameter shifts. In particular, there is no evidence of a secular increase in wage rigidity in either country nor is there support for the notion that periods of persistently high unemployment, such as the 1930s or the 1980s, are characterized by significant increases in wage rigidity. Our results are consistent with the findings of several other studies and indicate that wage rigidity has been a stable characteristic of labor markets since the end of the 19th century. Our results also suggest that the unemployment performance of these two countries over time can be explained by the interaction of demand shocks and wage rigidity.
Labour Market and Decentralized Decision‐making: An Institutional Approach
Authors: Amendola Adalgiso , Caroleo Floro Ernesto , Garofalo Maria Rosaria
Published: March 2003

The persistent failure in the labour market is due to uncertainty and asymmetric information, and relies on a reconsideration of the bargaining process. This process is not generated by individual action but rather by the behaviour of social groups and institutions in which State intervention can immprove the efficiency in matching demand and supply. In this framework we will discuss the ways by which institutional decentralization can be implemented in a labour market characterized by deep regional differences and by long‐term unemployment persistence as in Italy. The main conclusion is that this policy option better fits the active labour policies. In fact the actual aim of such supply‐side policies is to reduce the regional and skill mismatches and therefore it needs a substantial involvement of local public agencies.
The Wage Gap in Manufacturing in Germany: Size and Determinants
Authors: Meyer Wolfgang
Published: March 2003

Wages in Germany are usually fixed in a two‐step process. Firstly, unions and employers' associations negotiate wage agreements at industry level. Secondly, the sectoral wage is modified at establishment level according to the demands of management, works councils and individual employees. Since contract wages are minimum standards, the modifications may only favour the employees. A positive wage gap appears. The paper aims to analyse this second step of wage fixing. Data on the size of the wage gap are presented, determinants of the gap are discussed theoretically and, finally, the hypotheses are tested by regression analysis.
Demographics, Public Spending and Social Programs
Authors: Golini Antonio
Published: March 2003

The demographic trends of the population of Italy are characterized by a very low fertility rate (in the 1990s the total fertility rate was 1.1–1.3, i.e. one of the lowest in the world) and very rapid aging (Italy was the first country in the world in which people aged 60+ outnumbered people aged less than 20). These trends require continuous and deep changes in the organization of society and in public services to avoid an increasing imbalance between demand and supply. They also require new social policies based on equity, efficiency and rationality.
Recent Developments of Pension Schemes in Germany: Present and Future Tasks in Conflict
Authors: Schmähl Winfried
Published: March 2003

The article provides an overview of the structure of pension protection in Germany. Recent changes in statutory pension insurance (the “1992 Pension Reform”), as well as changes concerning retirement ages and the present discussion on early retirement are considered. The article also provides an analysis of occupational pension schemes and of their different types and coverage. The problem concerning the long‐term development of the pension system in Germany is discussed.
Pension Rights and Wages
Authors: Selén Jan , Ståhlberg Ann‐Charlotte
Published: March 2003

This paper highlights public and negotiated pension rights in a total wage concept. Individual annual pension rights are calculated in order to analyse what the inclusion of pension rights in total wage could mean for wage differentials and wage dispersion.
Is the Pendulum Swinging Back? Patterns of Skill Change in the Machine‐Tool Industry
Authors: Sels Luc , Van Hootegem Geert
Published: March 2003

In this paper, we focus on the results of the Belgian Trend Study. The intention of this study was to examine the prevalence of new production concepts within the widest possible range of Belgian companies in the automobile, machine tool, chemical and clothing industries. The Trend‐study aimed to answer the following questions: is the Taylorist division of labour a thing of the past ? What are the alternatives? Are shifts in the division of labour accompanied by another type of personnel policy, and do traditional industrial relations have to make way for this new approach? The methodological concept used had to guarantee that the findings at the level of each industry could be generalized. In this paper, we examine the penetration of new production concepts in the main processing fields of the machine tool industry.
Institutional Dynamics in European Industrial Relations
Authors: Nagelkerke Ad G. , De Nijs Willem F.
Published: March 2003

Since the end of the 1970s, all European systems of industrial relations have experienced some common developments. In order to shed some light on this subject we look for common as well as specific changes within some selected systems of industrial relations in Europe. Therefore, we deal with the moving forces behind these tendencies which are, on the whole, global in character. We discuss the institutional responses to these general developments in the United Kingdom, France, and Germany. These countries have been chosen because their industrial relations are generally seen as belonging to different types of systems.

We conclude that many responses are still national specific and, in line with the distinguished national logics of collective action, to be defined respectively as the logic of contract, the logic of opposition and the logic of cooperation. At the end some reflections about the future of European industrial relations are presented.
Union–Firm Bargaining as a Repeated Game and the Behaviour of Wages over the Business Cycle
Authors: Sestini Roberta
Published: March 2003

This paper studies a repeated game between a union and a firm in the presence of revenue fluctuations. The simple setup, mainly based on Schultz’s (1995) model, gives support to the idea that the existence of a long‐term relationship may change the predictions of the static one‐shot model of wage and employment determination in unionized labour markets. In particular, when revenue is fluctuating and the discount factor is moderate the players can commit themselves to some ‘second best’ strategies, rather than playing non‐cooperative strategies. As a consequence of the enforcement problems a flat wage over the business cycle may arise. This analysis suggests that ‘second best’ strategies allowing for a pro‐cyclical wage as well as for a counter‐cyclical wage are feasible. However, when the discount factor decreases and approaches a certain threshold value the parties cannot do better than play a wage constant over the cycle. Moreover, the resulting wage varies less than the employment level, in accordance with the empirical evidence.
Broadening the Scope of Benchmarking: Radar Charts and Employment Systems
Authors: Schmid Günther , Schütz Holger , Speckesser Stefan
Published: March 2003

Over the last few years, ‘benchmarking’ advanced to a key word in organizational development and change management. Originally a tool in business studies to search for best practice that led to superior performance, increasingly benchmarking also became practice in non‐profit and public institutions. Notably, the European Commission uses benchmarking as an instrument to monitor its employment guidelines. The radar chart approach is one of a number of special analytical tools that has been developed in this connection. The paper discusses the advantages and limits of benchmarking labour market performance by radar charts, recommends a broadening of the scope by using the employment systems approach and provides, in both cases, examples of application.
Separation and Divorce: Effect on Family Structures and Life Conditions
Authors: De Rose Alessandra
Published: March 2003

The aim of this paper is to supply some basic data on separations and divorces in Italy in order to evaluate their impact on the family system both from a quantitative and qualitative point of view. The focus is on the role played by marital disruption in the observed recent increase in the number of ‘new families’ and its effects on the life conditions and economic well‐being of the women and children involved.
Women’s Employment Status and Hours Employed in Urban Brazil: Does Husbands’ Presence Matter?
Authors: Connelly Rachel , DeGraff Deborah S. , Levison Deborah
Published: March 2003

The determinants of hours worked for employed women in developing countries is a little‐studied topic. We compare the determinants of employment with the determinants of hours worked for prime‐aged urban Brazilian women with and without husbands present. Given employment status, we find systematic differences for women in couple‐headed and female‐headed households. For the former, the same variables that affect employment do a good job of explaining hours worked. In contrast, our model generally fails to capture determinants of variation in hours worked for women who are sole heads of households. Sample selectivity functions in opposite directions for the two groups.
Syntactic Processing by Skilled Bilinguals
Authors: Hoover Michael L. , Dwivedi Veena D.
Published: March 2003

Recent advances in cross‐language psycholinguistics provide reading researchers with both the models and the tools needed to investigate the syntactic processing of second language (L2) readers. In our study, 48 L1 (first language) and 48 highly fluent L2 French readers read sentences containing constructions that do not exist in English, the L1 of the L2 readers: pre‐verbal pronominalization (clitics) and the faire+infinitive causative construction. The L2 readers exhibited the same processing as L1 French readers; however, slower (but equally fluent) L2 readers also employed a compensatory processing for sentences with clitics. These results build on previous findings that faster L2 readers are more efficient in their use of lower‐level information by demonstrating that they are also more efficient at higher‐level syntactic processing. Results are discussed in terms of implications for theories of L2 reading and recent models of cross‐language syntactic processing.
Tracking the Incremental Acquisition of Second Language Vocabulary: A Longitudinal Study
Authors: Schmitt Norbert
Published: March 2003

Previous vocabulary research has focused on the size of lexicons and the number of words learned through various activities. To date, this type of research has generated little understanding of how individual words are acquired. To explore this issue, I tracked the acquisition of 11 words over the course of a year for 3 adult learners with advanced proficiency in English. I measured 4 kinds of word knowledge: spelling, associations, grammatical information, and meaning. The participants had little problem with spelling, but rarely knew all of a target word's meaning senses or derivational word forms. Knowledge of the meaning senses of the target words improved about 2.5 times more than it was forgotten, and some of the word knowledge types appear to be interrelated. However, the study did not show evidence of a developmental hierarchy for word knowledge types.
Reexamining the Role of Recasts in Native‐Speaker/Nonnative‐Speaker Interactions
Authors: Braidi Susan M.
Published: March 2003

This study examines the occurrence and use of recasts in adult native‐speaker/nonnative‐speaker interactions in a nonclassroom setting. The study focuses on native‐speaker recasts in three types of negotiations: one‐signal negotiated interactions, extended negotiated interactions (Pica, 1988), and nonnegotiated interactions, and on recasts in response to nonnative speaker levels of grammaticality (single vs. multiple errors) resulting from four conversation tasks. The results show that recasts occur in different patterns than those reported in earlier research, but that these recasts are nevertheless used at rates consistent with previous research. These findings raise questions concerning current criteria for determining the existence of negative evidence in patterns that can be used by learners.
The Effects of Domestic Violence on Women’s Employment
Authors: Lloyd Susan
Published: March 2003

This article presents some results of a random household survey that examined the effects of domestic violence on the labor force participation of 824 women living in a low‐income neighborhood. It also uses data from twenty‐four long interviews.

Eighteen percent of the respondents reported having experienced physical aggression in the past twelve months, and 11.9% reported more severe physical violence. Women who reported abuse were more likely to have experienced unemployment and held more jobs and to report more health problems. They also had lower personal incomes, and were significantly more likely to receive public assistance. At the same time, women who reported abuse were employed in roughly the same numbers as those who did not. Thus, it appears that domestic violence may depress women’s socioeconomic and occupational status attainment over time, but does not affect employment status per se. The article concludes with comments about the implications of the findings for the redesign of public assistance and job training programs.
Procedures, Justice, and Choice In Basic Education Policy
Authors: Crum Ben
Published: March 2003

This article is about the way in which justice and procedures are related in the development of policies meeting new claims to choice in basic education. Building upon established approaches to procedural justice, I propose to study the interaction between questions of justice and procedures by way of the “gate model” as developed by Peters (1993) and Habermas (1994). This model is then applied in an analysis of education policymaking in Great Britain and Germany to demonstrate how the procedures through which political decision making is channelled reflect persisting problems of substantive justice.
Minnesota Sentencing Guidelines: A Structure for Change
Authors: Dailey Debra
Published: March 2003

Minnesota’s sentencing reform took place many years ago but its evolution continues. It is not possible for any sentencing system to remain static in the highly political and emotionally charged arena of crime. Goals and principles that were considered firmly established when the Sentencing Guidelines first went into effect have been reordered and expanded, practitioners have cut through the hard edges of the policies and softened their impact, and specific sentencing policies have moved in the direction of harsher penalties for violent and career criminals and drug dealers. While political and practical forces continue to evolve the sentencing guidelines policy, it is the structure itself that provides the essential rational framework for decision making. This article examines some of the forces of change in Minnesota and illustrates how the structure of sentencing guidelines, nevertheless, has managed to retain a rational sentencing policy.
The Missing Child in Child Protection: The Constitutional Context of Child Maltreatment From Meyer to DeShaney
Authors: Crosby‐Currie Catherine , Reppucci N. Dickon
Published: March 2003

This paper employs DeShaney v Winnebago County (1989) as an illustration of how the law has lost sight of the interests of children in cases of child maltreatment. The historical constitutional context of child maltreatment – balancing state’s interests and parental rights – is discussed. The opinions in DeShaney and two of the major criticisms of the majority’s opinion – the action versus inaction dichotomy and the restrictive interpretation of the special relationship doctrine – are then considered. Legislatively created entitlements to protection are suggested as an avenue of relief for injured children which also necessitates a focus on the rights and interests of children.
Public Lawyers and Private Clients: An Empirical Observation on the Relative Success Rates of Cause Lawyers
Authors: Dotan Yoav
Published: March 2003

Cause lawyering is often criticized for creating an untenable tension between the professional obligations of the lawyer to the individual client and the lawyer’s ideological commitment to public causes. I sought to test empirically the validity of this argument by comparing the relative success rates of political lawyers and non‐political lawyers in defending their clients’ interests in litigation concerning house‐demolition orders before the Israeli High Court of Justice. I found that the general success rates of political lawyers in the research population were significantly higher than those of non‐political lawyers. These findings can serve as an additional support for the various arguments in favor of cause lawyering.
Communing with Disaster: What We Can Learn from the Jusen and the Savings and Loan Crises
Authors: Rubin Edward
Published: March 2003

Now that the Japanese economic miracle has soured into the Japanese economic meltdown, scholars are confronted with a new challenge: instead of trying to penetrate the secret of Japan’s successes, they must try to unravel the enigma of its misfortunes. Professors Curtis Milhaupt and Geoffrey Miller (1997) have performed a great service in documenting one of the most dramatic of those misfortunes – the collapse of the jusen companies. Professor Shinsaku Iwahara (1997) has also performed an equally valuable service by placing this event in the larger context of Japanese politics and society. But despite its record setting scale, the jusen problem was not unprecedented; Japan merely followed in the footsteps of its economic mentor, the United States, which experienced a very similar financial meltdown about a decade earlier. This commentary briefly describes that event – the U.S. savings and loan crisis – and then draws some tentative conclusions on the basis of a comparison of the two events.
Core ERM Money Demand and Effects on Inflation
Authors: Cassard Marcel , Lane Timothy D. , Masson Paul R.
Published: March 2003

The paper presents evidence supporting the existence of a stable money demand relationship for Germany plus a core group of countries—France, Belgium, Denmark, Luxembourg and the Netherlands—that have not realigned their parities against the deutschmark since at least 1987. The predictive power of the core ERM aggregate for French and German inflation is also examined; it is shown that the ERM aggregate is a better predictor of German inflation than the German monetary aggregate alone. Thus, the ERM money supply is a useful indicator for German monetary policy, even if the latter only focuses on achieving domestic inflation targets.
Financial Constraints, Aggregate Supply, and the Monetary Transmission Mechanism
Authors: Delli Gatti Domenico , Gallegati Mauro
Published: March 2003

We derive two propositions identifying the conditions for monetary policy effectiveness due to the interaction of real and financial markets. The first proposition shows that, in a regime of endogenous money, monetary policy is effective even if policy moves are anticipated because changes in the interest rate impinge upon long‐run output.

The second proposition shows that in a regime of exogenous money—in which central banks control base money and structural parameters affecting the behaviour of banks—monetary policy affects output if its impact on money is different from its impact on credit.
How Do Public Investment and Financial Factors Affect Growth in a Debt‐overhang Economy?
Authors: Amable Bruno , Chatelain Jean‐Bernard
Published: March 2003

In this paper, informational frictions lead to a rationing on the external finance of the firm in proportion to its internal net worth. We study the endogenously generated growth of an economy with heterogeneous firms facing a credit constraint. The productivity of individual firms is affected by the size of public infrastructures subject to congestion which are financed through taxes on profits. Growth will be influenced by the level of the interest rate through interest repayments (a debt‐overhang problem) and by the tax rate. It is shown that there exists a growth‐maximizing financing rule of public investment.
Returns to Scale, Externalities and the Choice of Techniques
Authors: Parrinello Sergio
Published: March 2003

It is argued that the method of comparison of techniques adopted by Sraffa can be extended beyond the area of constant returns to scale or diminishing returns on land. The case of variable returns at the industry level related to external diseconomies is investigated. It is shown that, under the assumption of a gradual increase in demand at a given uniform rate of profit, the choice of techniques by competitive firms can be inefficient and this inefficiency affects income distribution in a different way than the inefficiency arising in the case of external economies.
Decentralized Fiscal Policy in an Imperfectly Competitive Federal Economy
Authors: Aloi Marta , Santoni Michele
Published: March 2003

In this paper we analyse the efficacy and desirability of decentralized fiscal policies, in a two‐region federal economy, with monopolistic competition in local product markets, unionized local labour markets and a nationwide competitive sector. Local governments are utilitarian and use balanced‐budget policies to provide public goods in their own region. They may also be subjected to constitutional limits to public spending, taking the form of cash planning. In this case, unilateral fiscal policies increase price and possibly wage mark‐ups, yielding crowding out and employment losses in the other region. Uncoordinated local policies lead to overexpansion. The central government should intervene to encourage coordination.
Differential Profit Rates and Convergence to the Natural State
Authors: Ganguli Partha
Published: March 2003

In establishing convergence to the “natural state”, we examine the allocation of capital by the “captains of industry” who respond to profit‐rate differentials. Such allocations unleash the equilibration forces of competition. It is constructively shown that the problem of capital allocation engenders a self‐referential system whereby the ex post profit rates depend on the dynamics of ex ante profit rates while the latter depend on the dynamics of ex post profit rates. We establish the existence of, and the convergence to, the “natural state” in the light of this self‐referential system.
Graphical Methods for Investigating the Size and Power of Hypothesis Tests
Authors: Davidson Russell , MacKinnon James G.
Published: March 2003

Simple techniques for the graphical display of simulation evidence concerning the size and power of hypothesis tests are developed and illustrated. Three types of figures—called P value plots, P value discrepancy plots and size–power curves—are discussed. Some Monte Carlo experiments on the properties of alternative forms of the information matrix test for linear regression models and probit models are used to illustrate these figures. Tests based on the outer‐product‐of‐the‐gradient (OPG) regression generally perform much worse in terms of both size and power than efficient score tests.
Modelling the Macroeconomic Policy Framework for an Emerging Market Economy
Authors: Green Christopher J. , Murinde Victor
Published: March 2003

We propose a macroeconomic model suitable for policy analysis for an emerging market economy (EME). The model neither uncritically applies conventional macro theory nor departs altogether from orthodoxy; rather, it modifies the conventional framework and captures the distinctive features of EMEs. The structure of the model is reduced to three equations: aggregate demand, aggregate supply and the balance of payments. We use these directly to derive policy multipliers. The model innovatively encompasses competing hypotheses from the neoclassical and new‐structuralist paradigms, and the three‐equation format is particularly convenient for simulation experiments and other empirical work for EMEs with finite macroeconomic series.
The Demand for Money in Mexico
Authors: Cuthbertson Keith , Galindo Luis
Published: March 2003

We analyse the demand for M1 and M3 and in particular the presence of a portfolio balance effect for Mexico over the period 1978–90 using quarterly data. The analysis uses economic theory and cointegration to guide the choice of appropriate independent variables. However, because of potential problems in applying the full system cointegration approach in finite samples, we rely more heavily on the general‐to‐specific and error correction methodology in a single‐equation framework. The empirical evidence indicates the existence of economically sensible demand for money equations for M1 and M3 which depend on income, an opportunity cost interest rate and a measure of the return to substitution between domestic and foreign assets. Unlike most earlier studies we find stable demand functions even when data from the ‘crisis period’ of the 1980s are included. The presence of a portfolio balance effect implies that, to interpret movements in peso monetary aggregates correctly, the authorities must take account of the impact of changes in the dollar–peso exchange rate.
Identifying the Effects of Nominal and Real Shocks on the S&P 500 Stock Price Index
Authors: Malliaropulos Dimitrios
Published: March 2003

In this paper we investigate the dynamic effects of money supply (‘nominal’) shocks and technology (‘real’) shocks on real stock returns on the basis of the impulse response function of a restricted vector autoregressive model. Appropriate identifying restrictions are derived from the long‐run properties of a structural sticky price model. We find empirical evidence that real (nominal) shocks lead to permanent increases (decreases) in real stock prices and permanent decreases (increases) in the price level. Although the covariance between real returns and inflation is stronger when inflation is caused by real shocks than when inflation is caused by nominal shocks, our results suggest that a considerable part of the negative correlation between real returns and inflation in the long run is due to nominal shocks. Finally, we find that real and nominal components of inflation contain independent information which can be used to explain a higher variance proportion of real stock returns than inflation itself.
The Macroeconomics of the East Asian Crisis and the Implications of the Crisis for Macroeconomic Theory
Authors: Lim Joseph Y.
Published: March 2003

In the first part of the paper I argue that the afflicted East Asian countries’ opening up to short‐term international capital flows resulted not only in financial vulnerabilities, which have been emphasized as the cause of the crisis, but also in macroeconomic weaknesses that contributed to the eruption of the crisis. These macroeconomic weaknesses are in the form of deteriorating foreign exchange earning capabilities, coupled with overvaluation of the currencies. The overvaluation led to distortion in relative prices that contributed to the speculative bubbles.

In the second part of the paper I argue strongly that Keynes’s theories are very relevant to the present crisis. They include Keynes’s denial of the dichotomy between the real and monetary sectors, and the speculative demand for money and its role in the ‘liquidity’ and ‘investment’ traps. Most important is Keynes’s neglected psychological and ‘animal spirits’ factors, which were discussed in Chapter 12 of The General Theory. A rereading of this chapter shows that Keynes’s analysis is stronger and more perceptive than the ‘market failure’ analysis of Stiglitz, Rodrik and Krugman in arguing for strong financial regulation and supervision, as well as capital controls of short‐term international flows. The monetarist and rational expectations schools of thought are strongly criticized. These schools of thought paradoxically were the theoretical bases for the initial monetary and fiscal austerity measures imposed on the afflicted countries, which deepened and prolonged their crisis. Finally I also briefly discuss the implications of the crisis on the endogenous growth models and on the economics of institutions and governance.