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A comparison of dynamic panel data estimators: Monte Carlo evidence and an application to the investment function
Behr, Andreas - Deutsche Bundesbank - 2003
sample properties of the GMM-methods. In the case of endogenous predetermined regressors, the system-estimator proposed by … Blundell and Bond is unbiased and most efficient, while direct bias corrected estimators perform similar to the GMM … die bekannt günstigen Eigenschaften von GMM-Schätzern bei großer Beobachtungszahl wider. Im Falle endogener …
Persistent link: https://www.econbiz.de/10005083105
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The price impact of CDS trading
Gündüz, Yalin; Nasev, Julia; Trapp, Monika - Deutsche Bundesbank - 2013
In this paper we show that informational and real frictions in CDS markets strongly affect CDS premia. We derive this main finding using a proprietary set of individual CDS transactions cleared by the Depository Trust & Clearing Corporation. We first show that CDS traders adjust the CDS premium...
Persistent link: https://www.econbiz.de/10010984735
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Kredite und Einlagen
1994
Persistent link: https://www.econbiz.de/10000891772
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40 [Vierzig] Jahre Deutsche Mark : monetäre Statistiken 1948 - 1987
1988
Persistent link: https://www.econbiz.de/10000741530
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Ergebnisse der gesamtwirtschaftlichen Finanzierungsrechnung der Deutschen Bundesbank 1981 bis 1990
1991 - [Abgeschlossen: Juni 1991]
Persistent link: https://www.econbiz.de/10000824033
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Macroeconometric model of the German economy
1994
Persistent link: https://www.econbiz.de/10000561045
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Informationsbrief zur Europäischen Wirtschafts- und Währungsunion
Deutsche Bundesbank - Frankfurt, M. : Bundesbank - Nr. 1.1996 - 17.1998
Persistent link: https://www.econbiz.de/10000601753