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Nested Stochastic Possibility Frontiers with Heterogeneous Capital Inputs
Erber, Georg; Madlener, Reinhard - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2007
1980 to 2004, calculated and published by the Groningen Growth and Development Centre, are used in the empirical analysis …
Persistent link: https://www.econbiz.de/10004963835
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What Drives Heterogeneity in Foreign Exchange Rate Expectations: Deep Insights from a New Survey
Dreger, Christian; Stadtmann, Georg - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2006
, like GDP growth, inflation, and interest rates. Different expectations of fundamentals might lead to different views of …
Persistent link: https://www.econbiz.de/10005068934
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Cross-Section Dependence and the Monetary Exchange Rate Model: A Panel Analysis
Beckmann, Joscha; Belke, Ansgar; Dobnik, Frauke - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2011
This paper tackles the issue of cross-section dependence for the monetary exchange rate model in the presence of unobserved common factors using panel data from 1973 until 2007 for 19 OECD countries. Applying a principal component analysis we distinguish between common factors and idiosyncratic...
Persistent link: https://www.econbiz.de/10009003457
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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 - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2009
This paper examines the significance of different fundamental regimes by applying various monetary models of the 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....
Persistent link: https://www.econbiz.de/10008596278
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Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate
Caporale, Guglielmo Maria; Gil-Alana, Luis A. - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2013
This paper analyses the long-memory properties of a high-frequency financial time series dataset. It focuses on temporal aggregation and other features of the data, and how they might affect the degree of dependence of the series. Fractional integration or I(d) models are estimated with a...
Persistent link: https://www.econbiz.de/10010896189
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Technological Change and Transition: Relative Contributions to Worldwide Growth during the 1990s
Badunenko, Oleg; Henderson, Daniel J.; Zelenyuk, Valentin - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2007
In this paper we used the procedures developed in the Kumar and Russell (2002) growth-accounting study to examine cross …-country growth during the 1990's. Using a data set comprising developed, newly industrialized, developing and transitional economies …, we decomposed the growth of output per worker into components attributable to technological catch-up, technological …
Persistent link: https://www.econbiz.de/10005069101
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Internet-Based Hedonic Indices of Rents and Prices for Flats: Example of Berlin
Kholodilin, Konstantin A.; Mense, Andreas - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2012
In this paper, we suggest to estimate the home rents and prices in German regions/cities using the data from Internet ads offering the housing for rent and sale. Given the richness of information contained in the ads, we are able to construct the quality-adjusted rent and price indices using the...
Persistent link: https://www.econbiz.de/10009651335
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Can Internet Ads Serve as an Indicator of Homeownership Rates?
Kholodilin, Konstantin A.; Mense, Andreas - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2011
In this paper, we propose an indicator of the homeownership rate based on Internet ads offering the housing for rent and sale. We constructed the HOR estimate using the number of ads in four different markets (flats for rent, flats for sale, houses for rent, and houses for sale). Our HOR...
Persistent link: https://www.econbiz.de/10009360168
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Is Technical Progress Sectorally Concentrated?: An Empirical Analysis for Western European Countries
Schiersch, Alexander; Belitz, Heike; Gornig, Martin - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2012
Previous research shows that technical progress at the industry level, measured by sectoral TFP growth, is more …
Persistent link: https://www.econbiz.de/10010896211
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Appropriate Technology, Human Capital and Development Accounting
Chanda, Areendam; Farkas, Beatrice - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2012
Over the past decade, research explaining cross country income differences has increasingly pointed to the dominant role of total factor productivity (TFP) gaps as opposed to factor accumulation. Nevertheless, it is a widely held belief that a country's ability to absorb and implement...
Persistent link: https://www.econbiz.de/10010784001