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Habit formation and persistence in individual asset portfolio holdings : the case of Italy /
This paper uses six waves of the Bank of Italy Survey of Households Income and Wealth to explore the dynamics of asset portfolio ownership. The household asset portfolio decision is a choice among discrete alternatives, and I model the problem in a multinomial framework. I focus on a particularly im...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
[Washington, D.C.] :
International Monetary Fund, African Dept.,
2006.
|
| Colección: | IMF working paper ;
WP/06/29. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Muñoz, Sònia, |d 1970- |e author. | |
| 245 | 1 | 0 | |a Habit formation and persistence in individual asset portfolio holdings : |b the case of Italy / |c [prepared by] Sònia Muñoz. |
| 260 | |a [Washington, D.C.] : |b International Monetary Fund, African Dept., |c 2006. | ||
| 300 | |a 1 online resource (42 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a data file | ||
| 380 | |a Bibliography | ||
| 490 | 1 | |a IMF working paper, |x 2227-8885 ; |v WP/06/29 | |
| 504 | |a Includes bibliographical references. | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Habit Formation in Household Portfolios -- The Model: Multiperiod Multinomial Probit with Autocorrelated Errors and Unobserved Heterogeneity -- Empirical Results. | |
| 520 | |a This paper uses six waves of the Bank of Italy Survey of Households Income and Wealth to explore the dynamics of asset portfolio ownership. The household asset portfolio decision is a choice among discrete alternatives, and I model the problem in a multinomial framework. I focus on a particularly important feature of household portfolio behavior: the infrequency of portfolio allocation changes. I find evidence of strong unobserved heterogeneity through time-varying error components, which I interpret as taste persistence in both the risky and safe asset participation decisions. I estimate the model using the method of maximum smoothly simulated likelihood. | ||
| 506 | |3 Use copy |f Restrictions unspecified |2 star |5 MiAaHDL | ||
| 533 | |a Electronic reproduction. |b [Place of publication not identified]: |c HathiTrust Digital Library. |d 2024. |5 MiAaHDL | ||
| 538 | |a Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. |u http://purl.oclc.org/DLF/benchrepro0212 |5 MiAaHDL | ||
| 583 | 1 | |a digitized |c 2024. |h HathiTrust Digital Library |l committed to preserve |2 pda |5 MiAaHDL | |
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Portfolio management |z Italy |x Econometric models. | |
| 650 | 0 | |a Asset allocation |z Italy |x Econometric models. | |
| 650 | 6 | |a Gestion de portefeuille |z Italie |x Modèles économétriques. | |
| 650 | 6 | |a Affectation de l'actif |z Italie |x Modèles économétriques. | |
| 650 | 7 | |a Asset allocation |x Econometric models |2 fast | |
| 650 | 7 | |a Portfolio management |x Econometric models |2 fast | |
| 651 | 7 | |a Italy |2 fast |1 https://id.oclc.org/worldcat/entity/E39PBJvd8mVMcRhwVmbtcqCPcP | |
| 710 | 2 | |a International Monetary Fund. |b African Department. | |
| 758 | |i has work: |a Habit formation and persistence in individual asset portfolio holdings (Text) |1 https://id.oclc.org/worldcat/entity/E39PCGyCMgfQfmpgmQQv7xq9tC |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Muñoz, Sònia, 1970- |t Habit formation and persistence in individual assest portfolio holdings. |d [Washington, D.C.] : International Monetary Fund, African Dept., 2006 |w (OCoLC)74114252 |
| 830 | 0 | |a IMF working paper ; |v WP/06/29. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=3014321 |z Texto completo |
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