Lam Nguyen
Biographic Data
| ID | 4885073 |
|---|---|
| NAME | Lam Nguyen |
| GIVEN NAMES | Lam |
| FAMILY NAME | Nguyen |
| SIGNATURE | NGUYEN L |
| AFFILIATIONS | Citigroup |
| ORCID | 0000-0003-3347-4379 |
| VERIFIED | Yes |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 4 |
| WORKS AS AUTHOR | 3 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2014 |
| LATEST PUBLICATION YEAR | 2025 |
| H-INDEX | 1 |
Variable selection in macroeconomic stress test
The key assumption in stress test scenarios is that selected risk factors are useful in predicting banks’ tail risks under severe economic conditions. We argue that high-dimensional Bayesian quantile regression models with shrinkage priors are ideal for identifying those factors. We illustrate our methods by identifying key drivers for banks with different asset sizes from a high-dimensional database. We found that leverage indicators, asset pric…
Intra-generational and Intergenerational Social Mobility
This study examines intra-generational and intergenerational mobility of employment and income in Vietnam during the 2004-2014 period. It finds there was high mobility across occupations but less mobility across wage-job employment and economic sectors. Upward labour mobility increased over time because of the increase in skilled occupations. The intergenerational elasticity of earnings is estimated at around 0.36. Education plays an important ro…
An Exploration of How Perceptions of the Risk of Avian Influenza in Poultry Relate to Urbanization in Vietnam
Intra-generational and Intergenerational Social Mobility
This study examines intra-generational and intergenerational mobility of employment and income in Vietnam during the 2004-2014 period. It finds there was high mobility across occupations but less mobility across wage-job employment and economic sectors. Upward labour mobility increased over time because of the increase in skilled occupations. The intergenerational elasticity of earnings is estimated at around 0.36. Education plays an important ro…
An Exploration of How Perceptions of the Risk of Avian Influenza in Poultry Relate to Urbanization in Vietnam
Intra-generational and Intergenerational Social Mobility
This study examines intra-generational and intergenerational mobility of employment and income in Vietnam during the 2004-2014 period. It finds there was high mobility across occupations but less mobility across wage-job employment and economic sectors. Upward labour mobility increased over time because of the increase in skilled occupations. The intergenerational elasticity of earnings is estimated at around 0.36. Education plays an important ro…
Variable selection in macroeconomic stress test
The key assumption in stress test scenarios is that selected risk factors are useful in predicting banks’ tail risks under severe economic conditions. We argue that high-dimensional Bayesian quantile regression models with shrinkage priors are ideal for identifying those factors. We illustrate our methods by identifying key drivers for banks with different asset sizes from a high-dimensional database. We found that leverage indicators, asset pric…
Economics (3 works) · Sociology (2 works) · Advanced Statistical Methods and Models (1 work) · Agriculture (1 work) · Animal Disease Management and Epidemiology (1 work) · Animal ecology (1 work) · Animal husbandry (1 work) · Artificial Intelligence (1 work) · Bayesian probability (1 work) · Biology (1 work)