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How stable are monetary models of the dollar-euro exchange rate? : a time-varying coefficient approach
Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2009
exchange rate to one of the politically most important exchange rates, the exchange rate of the US dollar vis-à-vis the euro … (the DM). We use monthly data from 1975:01 to 2007:12. Applying a novel time-varying coefficient estimation approach, we …
Persistent link: https://www.econbiz.de/10003877676
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Volatility patterns of CDS, bond and stock markets before and during the financial crisis : evidence from major financial institutions
Belke, Ansgar; Gokus, Christian - 2011
This study is motivated by the development of credit-related instruments and signals of stock price movements of large banks during the recent financial crisis. What is common to most of the empirical studies in this field is that they concentrate on modeling the conditional mean. However,...
Persistent link: https://www.econbiz.de/10008935244
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When does it hurt? : the exchange rate "pain threshold" for German exports
Belke, Ansgar; Goecke, Matthias; Günther, Martin - 2009
euro. At the end of our estimation period, the previous exchange rate movements had shifted the upper bound of the play …This paper deals with the impact of the $/Euro exchange rate on German exports in the period from 1995Q1 to 2008Q4. Our … implement an algorithm describing play-hysteresis into a regression framework. A unique "pain threshold" of the $/Euro exchange …
Persistent link: https://www.econbiz.de/10003901021
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Compulsory military service in Gemany revisited
Paloyo, Alfredo R. - 2010
This paper estimates the causal impact of compulsory military service on men in Germany using social security and pension administrative data for the cohort of individuals born in the period 1932–1942. Due to the combination of laws restricting conscription only to men born on or after July 1,...
Persistent link: https://www.econbiz.de/10008933286
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Multiple testing and the distributional effects of accountability incentives in education
Lehrer, Steven F.; Pohl, R. Vincent; Song, Kyungchul - 2019
Economic theory that underlies many empirical microeconomic applications predicts that treatment responses depend on individuals’ characteristics and location on the outcome distribution. Using data from a large-scale Pakistani school report card experiment, we consider tests for treatment...
Persistent link: https://www.econbiz.de/10011994704
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(How) do the ECB and the Fed react to financial market uncertainty? : the Taylor rule in times of crisis
Belke, Ansgar; Klose, Jens - 2010
We assess differences that emerge in Taylor rule estimations for the Fed and the ECB before and after the start of the subprime crisis. For this purpose, we apply an explicit estimate of the equilibrium real interest rate and of potential output in order to account for variations within these...
Persistent link: https://www.econbiz.de/10003931391
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Are German national accounts informational efficient?
Döhrn, Roland - 2020
diesem Artikel werden drei Dimensionen der Informationseffizienz getestet: schwache Effizienz, starke Effizienz und Nordhaus …
Persistent link: https://www.econbiz.de/10012320608
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Is double trouble? : how to combine cointegration tests
Bayer, Christian (contributor); Hanck, Christoph (contributor) - 2008
This paper suggests a combination procedure to exploit the imperfect correlation of cointegration tests to develop a more powerful meta test. To exemplify, we combine Engle and Granger (1987) and Johansen (1988) tests. Either of these underlying tests can be more powerful than the other one...
Persistent link: https://www.econbiz.de/10003725800
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Revealed preference and the number of commodities
Heufer, Jan (contributor) - 2007
Persistent link: https://www.econbiz.de/10003607493
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Fixed, random, or something in between? : a variant of Hausman's specification test for panel data estimators
Frondel, Manuel; Vance, Colin - 2010
estimation of a random-effects model is a viable alternative to estimating fixed effects. Whereas the classical test probes the … strategy facilitates the simultaneous estimation of the fixed- and between-groups effects. As a consequence, we are able to …
Persistent link: https://www.econbiz.de/10003924468