Blar i NHH Brage på forfatter "Brunt, Liam"
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Bankruptcy prediction : static logit and discrete hazard models incorporating macoreconomic dependencies and industry effects
Sheikh, Suleman; Yahya, Muhammad (Master thesis, 2015)In this thesis, we present firm default prediction models based on firm financial statements and macroeconomic variables. We seek to develop reliable models to forecast out-of-sample default probability, and we are ... -
Feeding the people: grain yields and agricultural expansion in Qing China
Brunt, Liam; Fidalgo, Antonio (DP SAM;27/2018, Working paper, 2018-12-13)We use modern econometric methods to analyze a recently-released sample of 3 000 Chinese grain yields. We find significant variation across provinces and persistent increases in yields over time – albeit slow compared to ... -
Inducement prizes and innovation
Brunt, Liam; Lerner, Josh; Nicholas, Tom (Discussion Papers;25/2011, Working paper, 2011-12)We examine the effect of prizes on innovation using data on awards for technological development offered by the Royal Agricultural Society of England at annual competitions between 1839 and 1939. We find large effects ... -
Integration in the English wheat market 1770-1820
Brunt, Liam; Cannon, Edmund (Discussion paper;12/2013, Working paper, 2013-06)Cointegration analysis has been used widely to quantify market integration through price arbitrage. We show that total price variability can be decomposed into: (i) magnitude of price shocks; (ii) correlation of price ... -
Property rights and economic growth: evidence from a natural experiment
Brunt, Liam (Discussion Papers;20/2011, Working paper, 2011-11)In 1795 the British took control of the Cape colony (South Africa) from the Dutch; and in 1843 they exogenously changed the legal basis of landholding, giving more secure property rights to landholders. Since endowments ... -
The determinants and impact of business corruption : evidence from establishments in Eastern Europe and Central Asia
Hjelvik, Ellinor (Master thesis, 2016)As corruption gains public attention, there is an increased acknowledgement of its impact on business. Circumstances around a corrupt may act differ, but thesis seeks to understand some common factors. Corruption might ... -
The truth, the whole truth, and nothing but the truth : the English Corn Returns as a data source in economic history, 1770-1914.
Brunt, Liam; Cannon, Edmund (Discussion paper;9/2013, Working paper, 2013-04)From 1770 to 1914, the British Government collected weekly price and quantity data for all types of grain traded in many market towns; these ‘Corn Returns’ were published in the London Gazette. We computerised the data ... -
Variations in the price and quality of English grain, 1750-1914: quantitative evidence and empirical implications.
Brunt, Liam; Cannon, Edmund (Discussion paper;06/15, Working paper, 2015-03)Interpretation of historic grain price data may be hazardous owing to systematic grain quality variation – both cross sectionally and over varying time horizons (intra-year, inter-year, long run). We use the English wheat ... -
Weather shocks and English wheat yields, 1690-1871
Brunt, Liam (Discussion paper;02/15, Working paper, 2015-03)We estimate a time series model of weather shocks on English wheat yields for the early nineteenth century and use it to predict weather effects on yield levels from 1697 to 1871. This reveals that yields in the 1690s were ...