10,118 research outputs found
[Letter from Price Daniel to John J. Herrera - April 1, 1953]
No full textLetter from Senator Price Daniel of Texas to John J. Herrera, dated April 1, 1953. Daniel is replying to Herrera's request for flags that flew over the Capitol to be purchased for LULAC Councils in Houston, Port Arthur and Freeport, Texas
[Federal Capital Design Competition plan]. [Competitor no. 70, Arthur J. Price & Sons] [cartographic material] : [on base map] Map of contour survey of the site for the Federal Capital of Australia.
No full textComposite photo image of ms. col. plan for Canberra.; Photographed by the Department of Home Affairs for the Federal Capital Designs Board.; Also available online http://nla.gov.au/nla.map-vn467897; Reproduction of ms. plan for Canberra, drawn [Lytham, Lancashire, England, 1912]. Col. Scale [ca. 1:4 800]. 400 feet to an inch
William Price, per Triton, taken at Port Arthur, 1874 [picture]
No full textNo photographer name or studio stamp appears on these photographs. Formerly attributed to Thomas J. Nevin, the portraits are now considered more likely to have been taken by A.H. Boyd. See: Julia Clark. A question of attribution: Port Arthur's convict portraits in Journal of Australian Colonial History, Vol 12, 2010, p77-97.; Part of collection: Convict portraits, Port Arthur, 1874.; Gunson Collection file 203/7/54.; Title from inscription on reverse.; Inscription: title and "265"--In ink on reverse.; Also available in an electronic version via the Internet at: http://nla.gov.au/nla.pic-vn4270191
Price expectations and price dynamics: the case of the rice sector in developing Asia
Get PDFUncertainty is a crucial issue for producers who must make input decisions without knowing prices and without perfect knowledge of realized output. In this context, price expectations strongly determine the production choices and market prices that result from market-clearing conditions. This study analyzed the role that price expectations play in price dynamics, developing a theoretical model of trade in varieties following Armington (1969) and augmented with yield and price uncertainty to highlight several main determinants of domestic producer prices, including exchange rates, proximity to world markets, input prices, natural disasters, and producers' expectations. An econometric estimation of the rice sector, using a panel of 13 developing Asian countries during 1965-2003, confirmed that expectations count, with a 1% increase in the expected price resulting in a 1.18% decrease in the market price. A simulation exercise based on these empirical results demonstrated that forecasting errors are large. Specifically, Asian rice farmers have a 50% chance of making prediction errors of 10% or more on the final market price. This high error rate suggests the need for developing ways of sharing information, such as radio programs dedicated to agricultural producers or the introduction of futures markets, to stabilize agricultural incomes.Rice ; Asia ; price dynamics ; price expectations ;
Certificate of Appreciation for Dr. J. K. Price, Warden
No full textA certificate awarded to Joseph Keith Price on December 25, 1984 in recognition of his time spent with others in the teaching of Jesus Christ in Redemptive Service
Passing the buck: impacts of commodity price shocks on local outcomes
Get PDFAbstractThe extent to which exogenous international agricultural price fluctuations are internalised by rural communities is of major interest for policy-makers concerned with regional economic performance. So too is the link between rural sector performance and urban outcomes, especially in agriculturally-based economies. Through vector autoregressive (VAR) modelling we estimate the causal effect of exogenous commodity price innovations on both rural and urban community outcomes. Our analysis demonstrates that restricting the focus to national effects may lead to incorrect inference. We therefore extend the analysis to a VAR using panel data covering all New Zealand districts over 1991–2011. House prices and housing investment are used as quarterly indicators of regional economic and population outcomes. By exploiting the variation in production bundles across communities we find that an increase in commodity prices leads to a permanent increase in housing investment and house prices across the country. However, we find that rural communities are relatively insulated from commodity price shocks, whereas urban areas are most affected by commodity price shocks. We discuss the reasons why this paradoxical result may arise
Price hedonics: a critical review
Get PDFThis paper was presented at the conference "Economic Statistics: New Needs for the Twenty-First Century," cosponsored by the Federal Reserve Bank of New York, the Conference on Research in Income and Wealth, and the National Association for Business Economics, July 11, 2002. The main objective of this paper is to make a start in the evaluation of price hedonics. The author describes the hedonic model and reviews its main uses, because the credibility of price hedonics depends in part on the current state of academic research. This is a brief overview. The author then turns to some of the standard criticisms of price hedonics and moves into the uncharted waters of the political economy of price measurement.Statistics ; Prices ; Consumer price indexes
Dataset for: Widely-tunable synchronisation-free picosecond laser source for multimodal CARS, SHG and two-photon microscopy
No full textThis dataset supports the publication: Xu, D, Price, J, Xu, L & Richardson, 'Widely-tunable synchronisation-free picosecond laser source for multimodal CARS, SHG and two-photon microscopy', Biomedical Optics Express. https://doi.org/10.1364/BOE.411620</span
Price and Wealth Asymptotic Dynamics with CRRA Technical Trading Strategies
Get PDFIn this paper we study the dynamics of a simple asset pricing model describing the trading activity of heterogeneous agents in a "stylized" market. The economy in the model contains two assets: a bond with risk-less return and a dividend paying stock. The price of the stock is determined through market clearing condition. Traders are speculators described as expected utility maximizers with heterogeneous beliefs about future stock price and with heterogeneous estimation of risk. In particular, we consider traders who base their investment decision on different time horizons and we analyze the effect of these differences on the price dynamics. Under suitable parameterization, the stock no-arbitrage "fundamental" price can emerge as a stable fixed point of the model dynamics. For different parameterizations, however, the market shows cyclical or chaotic price dynamics with speculative bubbles and crashes. We find that the sole heterogeneity of agents with respect to their time horizons is not enough to guarantee the instability of the fundamental price and the emergence of non-trivial price dynamics. However, if different groups of agents are characterized by different trading behaviors, the introduction of heterogeneous investment horizons can help to decrease the stability region of the "fundamental" fixed point. The role of time horizons turns out to be different for different trade behaviors and, in general, depends on the whole ecology of agents' beliefs. We demonstrate this effect discussing a case in which the increase of fundamentalists time horizons can lead to cyclical or chaotic price behavior, while the same increase for the chartists helps to stabilize the fundamental price.Asset pricing, Price and wealth dynamics, Large market limit, Optimal selection principle.
- …
