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Product and Labor Market Regulations, Production Prices, Wages and Productivity

Cette, Gilbert - 2014

through their various impacts on changes in production prices and wages. In a first stage, the estimation of a regression …

Persistent link: https://www.econbiz.de/10012458102

Comparing Predictive Accuracy, Twenty Years Later : A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests

Diebold, Francis X. - 2012

The Diebold-Mariano (DM) test was intended for comparing forecasts; it has been, and remains, useful in that regard. The DM test was not intended for comparing models. Unfortunately, however, much of the large subsequent literature uses DM-type tests for comparing models, in (pseudo-)...

Persistent link: https://www.econbiz.de/10012460268

Identifying Age, Cohort and Period Effects in Scientific Research Productivity : Discussion and Illustration Using Simulated and Actual Data on French Physicists

Hall, Bronwyn H. - 2005

The identification of age, cohort (vintage), and period (year) effects in a panel of individuals or other units is an old problem in the social sciences, but one that has not been much studied in the context of measuring researcher productivity. In the context of a semi-parametric model of...

Persistent link: https://www.econbiz.de/10012466933

Dynamic Models of R&D, Innovation and Productivity : Panel Data Evidence for Dutch and French Manufacturing

Raymond, Wladimir - 2013

This paper introduces dynamics in the R&D-to-innovation and innovation-to-productivity relationships, which have mostly been estimated on cross-sectional data. It considers four nonlinear dynamic simultaneous equations models that include individual effects and idiosyncratic errors correlated...

Persistent link: https://www.econbiz.de/10012459587

Trust, Intangible Assets, and Productivity

Cette, Gilbert; Lopez, Jimmy; Mairesse, Jacques; … - National Bureau of Economic Research - 2024

Business environments dominated by information flows and autonomous tasks, typical of knowledge-intensive industries, are likely to require enough social capital to be viable and productive. In this paper, we use new EUKLEMS-INTANProd industry-level data (Bontadini et al., 2023a) covering a...

Persistent link: https://www.econbiz.de/10014544791

Firm-Level Investment in France and the United States : An Exploration of What We Have Learned in Twenty Years

Mairesse, Jacques - 1999

changes in modelling strategy and econometric methodology, over the past twenty years, on estimation of firm-level investment … correction, traditional between- and within-firm estimation versus GMM estimation, the investment behavior of French firms versus … significant improvement in the specification, estimation and interpretation of firm investment equations; we also fin some real …

Persistent link: https://www.econbiz.de/10012471345

Using Employee Level Data in a Firm Level Econometric Study

Mairesse, Jacques - 1999

) surveyed employees. As an illustration in the second part of the paper, we consider the estimation of the relationship between …

Persistent link: https://www.econbiz.de/10012471772

Labor and Investment Demand at the Firm Level : A Comparison of French, German and U.S. Manufacturing, 1970-79

Mairesse, Jacques - 1985

We investigate how labor and investment demand at the firm level (gross as well as net and replacement investment separately) differs in French, German and U.S. manufacturing, and has changed since the 1974-75 crisis. We use three consistent panel data samples of large firms for1970-79, and rely...

Persistent link: https://www.econbiz.de/10012477531

Stock Returns and Expected Business Conditions : Half a Century of Direct Evidence

Campbell, Sean D. - 2005

We explore the macro/finance interface in the context of equity markets. In particular, using half a century of Livingston expected business conditions data we characterize directly the impact of expected business conditions on expected excess stock returns. Expected business conditions...

Persistent link: https://www.econbiz.de/10012466936

A Framework for Exploring the Macroeconomic Determinants of Systematic Risk

Andersen, Torben G. - 2005

We selectively survey, unify and extend the literature on realized volatility of financial asset returns. Rather than focusing exclusively on characterizing the properties of realized volatility, we progress by examining economically interesting functions of realized volatility, namely realized...

Persistent link: https://www.econbiz.de/10012467551