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Sources of German unemployment : evidence from a structural VAR model
Linzert, Tobias - 2001
This paper analyzes the dynamic effects of different macroeconomic shocks on unemployment in Germany. In a first step …, a cointegration analysis of productivity, prices, real wages, employment, and the unemployment rate reveals two long run …
Persistent link: https://www.econbiz.de/10013428423
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Is gold a safe haven for the dynamic risk of foreign exchange?
Wang, Kuan Min; Thi, Thanh-binh Nguyen; Lee, Yuan-Ming - In: Future Business Journal 7 (2021), pp. 1-17
This paper uses the panel data of 15 countries from 2009 to 2020 to construct the time-varying parameter panel vector error correction model for testing the hypothesis of dynamic hedging characteristics of gold on exchange rate. As the existing literature has never considered that the foreign...
Persistent link: https://www.econbiz.de/10012668314
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Sources of German unemployment : evidence from a structural VAR model
Linzert, Tobias - 2001
This paper analyzes the dynamic effects of different macroeconomic shocks on unemployment in Germany. In a first step …, a cointegration analysis of productivity, prices, real wages, employment, and the unemployment rate reveals two long run …
Persistent link: https://www.econbiz.de/10011446670
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A Panel Cointegration Analysis of the Dynamics of FX Option Implied Volatility Surface
Suenaga, Hiroaki - 2015
volatility surface for euro-US dollar options, using a recently developed panel cointegration test that allows multiple …Implied volatility surface has been studied extensively for various option markets including equities, foreign … currencies, and commodities. Previous studies report that option implied volatility varies across moneyness, maturity, and time …
Persistent link: https://www.econbiz.de/10013029052
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Exchange Rate Fluctuations and Labour Market Adjustments in Canadian Manufacturing Industries
Bruneau, Gabriel - 2015
We estimate the impact of exchange rate fluctuations and other external factors on hours worked and employment in Canada's manufacturing industries. The analysis is based on a dynamic model of labour demand and the econometric strategy employs a dynamic OLS approach for cointegrating...
Persistent link: https://www.econbiz.de/10013026583
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Exchange Rate Fluctuations and Labour Market Adjustments in Canadian Manufacturing Industries
Bruneau, Gabriel - 2015
We estimate the impact of exchange rate fluctuations and other external factors on hours worked and employment in Canada's manufacturing industries. The analysis is based on a dynamic model of labour demand and the econometric strategy employs a dynamic OLS approach for cointegrating...
Persistent link: https://www.econbiz.de/10013027048
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Trade shocks, labour markets and elections in the first globalisation
Bräuer, Richard; Hungerland, Wolf-Fabian; Kersting, Felix - 2021
This paper studies the economic and political effects of a large trade shock in agriculture – the grain invasion from the Americas – in Prussia during the first globalisation (1871-1913). We show that this shock accelerated the structural change in the Prussian economy through migration of...
Persistent link: https://www.econbiz.de/10012629608
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The perceived impact of immigration on native workers' labour market outcomes
Hayo, Bernd; Roth, Duncan - 2024 - This version: 11 April 2024
background of the large-scale influx of refugees into Germany between 2015 and 2016, this paper uses data from a unique and …
Persistent link: https://www.econbiz.de/10014530675
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Disparities in labour market and income trends during the first year of the COVID-19 crisis : evidence from Germany
Braband, Carsten; Consiglio, Valentina Sara; Grabka, … - 2022
This paper studies inequalities in labour market outcomes, incomes and economic concerns across workers in Germany … pillars of Germany's policy response to the crisis, prevented a further widening of labour market inequalities. In spite of …
Persistent link: https://www.econbiz.de/10013343261
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The perceived impact of immigration on native workers' labour market outcomes
Hayo, Bernd; Roth, Duncan - 2024
background of the large-scale influx of refugees into Germany between 2015 and 2016, this paper uses data from a unique and …
Persistent link: https://www.econbiz.de/10015062019