Showing 1 - 10 of 18
comprehensive data on monthly transitions from the GSOEP, covering the time periods 1983-2003 for West Germany, and 1992-2003 for … East Germany. For 18 demographic cells defined by sex, 3 age categories, and 3 education categories, the model uses loading … unemployment and transition rates differs between East and West Germany, as well as between the sexes. In East Germany, all …
Persistent link: https://www.econbiz.de/10003354565
evidence exists for Germany. Kluve, Schaffner, and Schmidt (2009) emphasize the heterogeneity of cyclical influences for … countercyclical. The empirical framework employed here allows demographic groups to vary in their cyclical sensitivity. In Germany …
Persistent link: https://www.econbiz.de/10003872590
We present a descriptive analysis of stylized facts for the German business cycle. We demonstrate that simple ad-hoc instructions for identifying univariate rules characterizing the German business cycle 1955-1994 lead to an error rate comparable to standard multivariate methods.
Persistent link: https://www.econbiz.de/10009770530
In this paper, we examine the German business cycle (from 1955 to 1994) in order to identify univariate and multivariate outliers as well as influence points corresponding to Linear Discriminant Analysis. The locations of the corresponding observations are compared and economically interpreted.
Persistent link: https://www.econbiz.de/10009770532
encouraging results on business cycle data from Germany. …
Persistent link: https://www.econbiz.de/10009772052
In order to replace the univariate indicators standard in the literature (cp. [Opp96]) by a multivariate representation of business cycles, the relevant 'stylized facts' are to be identified which optimally characterize the development of business cycle phases. Based on statistical...
Persistent link: https://www.econbiz.de/10009772053
Thirteen Stylized Facts of the german economy are studied with different descriptive statistical methods. The results of this study are considered with respect to other results from Project B3 Multivariate Bestimmung und Untersuchung von Konjunkturzyklen.
Persistent link: https://www.econbiz.de/10009789909
Persistent link: https://www.econbiz.de/10010467708
When analyzing business cycle data, one observes that the relevant predictor variables are often highly correlated. This paper presents a method to obtain measures of importance for the classification of data in which such multicollinearity is present. In systems with highly correlated variables...
Persistent link: https://www.econbiz.de/10003213435
This paper analyses the influence of 13 stylized facts of the German economy on the West German business cycles from 1955 to 1994. The method used in this investigation is Statistical Experimental Design with orthogonal factors. We are looking for all existing Plackett-Burman designs realizable...
Persistent link: https://www.econbiz.de/10002570017