Rethinking household demand for food diversity

2017 ◽  
Vol 119 (6) ◽  
pp. 1176-1188 ◽  
Author(s):  
Andrea M. Leschewski ◽  
Dave D. Weatherspoon ◽  
Annemarie Kuhns
Keyword(s):  
Diversity Index ◽  
Correlation Coefficients ◽  
Household Expenditures ◽  
Content Type ◽  
Product Code ◽  
Food Diversity ◽  
Food Expenditures ◽  
Food And Nutrition ◽  
The Us ◽  
Healthy Food Diversity

Purpose The purpose of this paper is to develop a group-based food diversity index, which represents diversity in household expenditures across food subgroups. The index is compared to a product code-based index and applied to reassess determinants of food diversity demand. Design/methodology/approach A group-based food diversity index is developed by adapting the US Healthy Food Diversity Index. Using Food Acquisition and Purchase Survey data on 4,341 US households, correlation coefficients, descriptive statistics and linear regressions are estimated to compare and reassess the determinants of group and product code-based food diversity demand. Findings Results show that the group and product code indices capture different forms of food diversity. The indices are only moderately correlated and have varying means and skewness. Education, gender, age, household size, race, SNAP and food expenditures are found to significantly affect food diversity. However, the magnitude and direction of the effects vary between group and product code indices. Given these differences, it is essential that studies select a diversity index that corresponds to their objective. Results suggest that group-based indices are appropriate for informing food and nutrition policy, while product code-based indices are ideal for guiding food industry management’s decision making. Originality/value A group-based food diversity index representative of household expenditures across food subgroups is developed.

scholarly journals Development and evaluation of the US Healthy Food Diversity index

2014 ◽  
Vol 112 (9) ◽  
pp. 1562-1574 ◽  
Author(s):  
Maya Vadiveloo ◽  
L. Beth Dixon ◽  
Tod Mijanovich ◽  
Brian Elbel ◽  
Niyati Parekh
Keyword(s):  
Diversity Index ◽  
Food Group ◽  
Healthy Food ◽  
Dietary Guidelines ◽  
Dietary Quality ◽  
Food Groups ◽  
Dietary Variety ◽  
Food Diversity ◽  
The Us ◽  
Healthy Food Diversity

Varied diets are diverse with respect to diet quality, and existing dietary variety indices do not capture this heterogeneity. We developed and evaluated the multidimensional US Healthy Food Diversity (HFD) index, which measures dietary variety, dietary quality and proportionality according to the 2010 Dietary Guidelines for Americans (DGA). In the present study, two 24 h dietary recalls from the 2003–6 National Health and Nutrition Examination Survey (NHANES) were used to estimate the intake of twenty-six food groups and health weights for each food group were informed by the 2010 DGA. The US HFD index can range between 0 (poor) and 1 − 1/n, where n is the number of foods; the score is maximised by consuming a variety of foods in proportions recommended by the 2010 DGA. Energy-adjusted Pearson's correlations were computed between the US HFD index and each food group and the probability of adequacy for fifteen nutrients. Linear regression was run to test whether the index differentiated between subpopulations with differences in dietary quality commonly reported in the literature. The observed mean index score was 0·36, indicating that participants did not consume a variety of healthful foods. The index positively correlated with nutrient-dense foods including whole grains, fruits, orange vegetables and low-fat dairy (r 0·12 to 0·64) and negatively correlated with added sugars and lean meats (r − 0·14 to − 0·23). The index also positively correlated with the mean probability of nutrient adequacy (r 0·41; P< 0·0001) and identified non-smokers, women and older adults as subpopulations with better dietary qualities. The US HFD index may be used to inform national dietary guidance and investigate whether healthful dietary variety promotes weight control.

Competing diversity indices and attitudes toward cultural pluralism in Europe

2020 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Ádám Németh ◽  
Dávid Sümeghy ◽  
András Trócsányi ◽  
Gábor Pirisi
Keyword(s):  
Diversity Index ◽  
Correlation Coefficients ◽  
Diversity Indices ◽  
European Social Survey ◽  
Cultural Pluralism ◽  
Moderate Degree ◽  
Content Type ◽  
Societal Changes ◽  
People’S Attitudes ◽  
Optimum Solution

PurposeThe purpose of this analysis is to collect and classify the most important diversity indices, outline the logical connections between them and answer the following question: How much will the results differ if the authors use different indices for explaining the same dependent variable (attitude toward cultural pluralism), and what kind of relationships are observable in the European societies?Design/methodology/approachThe diversity indices are good for compressing information on the number and shares of ethnic groups in a given setting into single numbers in order to use them as independent variables. However, it matters which index the authors choose because it can make a meaningful difference in the assessment of the potential impacts of diversification. Our empirical study (based on 43 European countries and 160 regions) concluded that the correlation coefficients between the most important indices are above 0.8. Thus, in practice, none of them gives a fundamentally different answer to the question: how does diversity/diversification influences people's attitudes toward multiculturalism.FindingsBy linking these results with the European Social Survey database the authors concluded that the more diverse a population in 2014 was, a more positive attitude toward multiculturalism was expressed. However, if the authors focus on the dynamics of diversification, the spread of points is much greater and polynomial (U-shaped curvilinear) trendlines are better suitable to grasp the relationships. It means that people tend to react very differently to similar societal changes in those regions where a moderate degree of diversification took place.Originality/valueInternational migration and ethno-cultural diversification are hotly debated issues in contemporary Europe, and there is a growing interest in understanding their possible social, economic and political outcomes. A question of key importance for the social sciences to adequately answer the challenges is the capability to measure these processes in a quantitative way as well. This paper helps decide which diversity index might be the optimum solution for a given research project.

Cross country co-movement in equity markets after the US financial crisis

2016 ◽  
Vol 8 (2) ◽  
pp. 98-121 ◽  
Author(s):  
Amanjot Singh ◽  
Manjit Singh
Keyword(s):  
Financial Crisis ◽  
Global Financial Crisis ◽  
Correlation Coefficients ◽  
Equity Market ◽  
Content Type ◽  
Risk Return ◽  
The Us ◽  
The Usa ◽  
Cross Country ◽  
The Global Financial Crisis

Purpose This paper aims to attempt to capture the co-movement of the Indian equity market with some of the major economic giants such as the USA, Europe, Japan and China after the occurrence of global financial crisis in a multivariate framework. Apart from these cross-country co-movements, the study also captures an intertemporal risk-return relationship in the Indian equity market, considering the covariance of the Indian equity market with the other countries as well. Design/methodology/approach To account for dynamic correlation coefficients and risk-return dynamics, vector autoregressive (1) dynamic conditional correlation–asymmetric generalized autoregressive conditional heteroskedastic model in a multivariate framework and exponential generalized autoregressive conditional heteroskedastic model in mean with covariances as explanatory variables are used. For an in-depth analysis, Markov regime switching model and optimal hedging ratios and weights are also computed. The span of data ranges from August 10, 2010 to August 7, 2015, especially after the global financial crisis. Findings The Indian equity market is not completely decoupled from mature markets as well as emerging market (China), but the time-varying correlation coefficients are on a downward spree after the global financial crisis, except for the US market. The Indian and Chinese equity markets witness a highest level of correlation with each other, followed by the European, US and Japanese markets. Both the optimal portfolio hedge ratios and portfolio weights with two asset classes point out toward portfolio risk minimization through the combination of the Indian and US equity market stocks from a US investor viewpoint. A negative co-movement between the Indian and US market increases the conditional expected returns in the Indian equity market. There is an insignificant but a negative relationship between the expected risk and returns. Practical implications The study provides an insight to the international as well as domestic investors and supports the construction of cross-country portfolios and risk management especially after the occurrence of global financial crisis. Originality/value The present study contributes to the literature in three senses. First, the period relates to the events after the global financial crisis (2007-2009). Second, the study examines the co-movement of the Indian equity market with four major economic giants such as the USA, Europe, Japan and China in a multivariate framework. These economic giants are excessively following the easy money policies aftermath the financial crisis so as to wriggle out of deflationary phases. Finally, the study captures risk-return relationship in the Indian equity market, considering its covariance with the international markets.

scholarly journals Do the Determinants of Non-Performing Loans Have a Different Effect over Time? A Conditional Correlation Approach

2021 ◽  
Vol 14 (1) ◽  
pp. 21
Author(s):  
Mariagrazia Fallanca ◽  
Antonio Fabio Forgione ◽  
Edoardo Otranto
Keyword(s):  
Correlation Coefficients ◽  
Bank Loan ◽  
Time Varying ◽  
Conditional Correlation ◽  
Subprime Mortgage ◽  
Macroeconomic Variables ◽  
Correlation Models ◽  
Mortgage Crisis ◽  
The Us ◽  
Macroeconomic Indicators

Several studies have explored the linkage between non-performing loans and major macroeconomic indicators, using a wide variety of methodologies, sometimes with different results. This occurs, we argue, because these relationships are generally derived in terms of correlation coefficients evaluated in certain time spans, which represent a sort of average level of correlations. However, such correlations are necessarily time-varying, because the relationships between bank loan indicators and macroeconomic variables could be stronger during particular periods or in correspondence with important economic events. We propose an empirical exercise using dynamic conditional correlation models, with constant and time-varying parameters. Applying these models to quarterly delinquency rates and an array of macroeconomic variables for the US, for the period 1985–2019, we find that the correlation is often negligible in this period except during periods of economic crises, in particular the early 1990 crisis and the subprime mortgage crisis.

OCIE issues risk alert on the most frequently identified advisory fee and expense compliance issues

2018 ◽  
Vol 19 (4) ◽  
pp. 1-3
Author(s):  
Robert Van Grover
Keyword(s):  
Design Methodology ◽  
Best Practice ◽  
Investment Management ◽  
Content Type ◽  
Informed Decisions ◽  
Policies And Procedures ◽  
The Us ◽  
Investment Advisers ◽  
Practical Implications

Purpose To summarize and interpret a Risk Alert issued on April 12, 2018 by the US SEC’s Office of Compliance Inspections and Examinations (OCIE) on the most frequent advisory fee and expense compliance issues identified in recent examinations of investment advisers. Design/methodology/approach Summarizes deficiencies identified by the OCIE staff pertaining to advisory fees and expenses in the following categories: fee billing based on incorrect account valuations, billing fees in advance or with improper frequency, applying incorrect fee rates, omitting rebates and applying discounts incorrectly, disclosure issues involving advisory fees, and adviser expense misallocations. Findings In the Risk Alert, OCIE staff emphasized the importance of disclosures regarding advisory fees and expenses to the ability of clients to make informed decisions, including whether or not to engage or retain an adviser. Practical implications In light of the issues identified in the Risk Alert, advisers should assess the accuracy of disclosures and adequacy of policies and procedures regarding advisory fee billing and expenses. As a matter of best practice, advisers should implement periodic forensic reviews of billing practices to identify and correct issues relating to fee billing and expenses. Originality/value Expert guidance from experienced investment management lawyer.

Comparison of visual (MUNSELL) and instrumental measures (CIELAB) of coloured textile standard samples

2019 ◽  
Vol 23 (4) ◽  
pp. 340-354
Author(s):  
Asim Kumar Roy Choudhury ◽  
Biswajit Naskar
Keyword(s):  
Correlation Coefficient ◽  
Design Methodology ◽  
Correlation Coefficients ◽  
Standard Samples ◽  
Content Type ◽  
Psychophysical Data ◽  
Physical Data ◽  
Hue Angle ◽  
Munsell Scale

Purpose This paper aims to compare visual (Munsell) and instrumental (CIELAB) attributes of SCOTDIC colour standards. Design/methodology/approach SCOTDIC cotton and polyester standards of defined hue, value and chroma were subjected to spectrophotometric assessment for finding the corresponding instrumental parameters. The visual and instrumental parameters were compared. Findings The correlation between SCOTDIC value and CIELAB lightness is quite high. Correlation coefficient between SCOTDIC hue and CIELAB hue angle and the correlation between SCOTDIC chroma and CIELAB chroma were only moderate because the CIELAB chroma varied widely at higher chroma. When the standards of SCOTDIC hues having erratic hue angles at two extremes are excluded, the Correlation coefficients between SCOTDIC hue and CIELAB hue angle become high. Research limitations/implications The psychophysical data (visual) are difficult to match with physical data (instrumental). Originality/value The object of the present research is to study and compare visual (Munsell) and instrumental (CIELAB) colorimetric parameters. Munsell scale is physically exemplified by SCOTDIC fabric samples available in two sets, namely, cotton and polyester sets.

Absence of the weekend effect and industry-style portfolios

2019 ◽  
Vol 12 (4) ◽  
pp. 463-475
Author(s):  
Selma Izadi ◽  
Abdullah Noman
Keyword(s):  
New York ◽  
Stock Market ◽  
Structural Breaks ◽  
Stock Exchange ◽  
Structural Break ◽  
Weekend Effect ◽  
Content Type ◽  
Market Portfolio ◽  
The Us ◽  
Using Data

Purpose The existence of the weekend effect has been reported from the 1950s to 1970s in the US stock markets. Recently, Robins and Smith (2016, Critical Finance Review, 5: 417-424) have argued that the weekend effect has disappeared after 1975. Using data on the market portfolio, they document existence of structural break before 1975 and absence of any weekend effects after that date. The purpose of this study is to contribute some new empirical evidences on the weekend effect for the industry-style portfolios in the US stock market using data over 90 years. Design/methodology/approach The authors re-examine persistence or reversal of the weekend effect in the industry portfolios consisting of The New York Stock Exchange (NYSE), The American Stock Exchange (AMEX) and The National Association of Securities Dealers Automated Quotations exchange (NASDAQ) stocks using daily returns from 1926 to 2017. Our results confirm varying dates for structural breaks across industrial portfolios. Findings As for the existence of weekend effects, the authors get mixed results for different portfolios. However, the overall findings provide broad support for the absence of weekend effects in most of the industrial portfolios as reported in Robins and Smith (2016). In addition, structural breaks for other weekdays and days of the week effects for other days have also been documented in the paper. Originality/value As far as the authors are aware, this paper is the first research that analyzes weekend effect for the industry-style portfolios in the US stock market using data over 90 years.

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