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Dismissals for Cause:The Difference That Just Eight Paragraphs Can Make

Martins, Pedro S. - Forschungsinstitut zur Zukunft der Arbeit <Bonn> - 2007

This paper provides evidence about the effects of dismissals-for-cause requirements, aspecific component of employment protection legislation that has received little attentiondespite its potential relevance. We study a quasi-natural experiment generated by a lawintroduced in Portugal in 1989:...

Persistent link: https://www.econbiz.de/10005861536

Why Ex(Im)porters Pay More:Evidence from Matched Firm-Worker Panels

Martins, Pedro S.; Opromolla, Luca David - Forschungsinstitut zur Zukunft der Arbeit <Bonn> - 2011

We investigate the relationship between exporting, importing, and wage premia using a richmatched employer … set of worker- and firm-levelobservable and unobservable characteristics to the wage gap, and (ii) by controlling for … firm size and sales are, todifferent extents, important components of the wage gap both for exporters and importers …

Persistent link: https://www.econbiz.de/10009522216

Foreign Ownership, Employment and Wages in Brazi l: Evidence from Acquisitions, Divestments and Job Movers

Martins, Pedro S.; Esteves, Luiz A. - Forschungsinstitut zur Zukunft der Arbeit <Bonn> - 2008

employment and wage practices of foreign and domestic firms in Brazil, using detailed matched firm-worker panel data... …

Persistent link: https://www.econbiz.de/10005859603

Measuring Synchronisation and Convergence of Business Cycles

Koopman, Siem Jan; Azevedo, Joao Valle e - Tinbergen Instituut - 2003

This discussion paper resulted in an article in the Oxford Bulletin of Economics and Statistics (2008). Vol. 70 issue 1, pages 23-51. This paper investigates business cycle relations among different economies in theEuro area. Cyclical dynamics are explicitly modelled as part of a time series...

Persistent link: https://www.econbiz.de/10011255482

The Effect of the Great Moderation on the U.S. Business Cycle in a Time-varying Multivariate Trend-cycle Model

Creal, Drew; Koopman, Siem Jan; Zivot, Eric - Tinbergen Instituut - 2008

In this paper we investigate whether the dynamic properties of the U.S. business cycle have changed in the last fifty years. For this purpose we develop a flexible business cycle indicator that is constructed from a moderate set of macroeconomic time series. The coincident economic indicator is...

Persistent link: https://www.econbiz.de/10011255922

Measuring Asymmetric Stochastic Cycle Components in U.S. Macroeconomic Time Series

Koopman, Siem Jan; Lee, Kai Ming - Tinbergen Instituut - 2005

To gain insights in the current status of the economy, macroeconomic time series are often decomposed into trend, cycle and irregular components. This can be done by nonparametric band-pass filtering methods in the frequency domain or by model-based decompositions based on autoregressive moving...

Persistent link: https://www.econbiz.de/10011256217

Extracting Business Cycles using Semi-parametric Time-varying Spectra with Applications to US Macroeconomic Time Series

Koopman, Siem Jan; Wong, Soon Yip - Tinbergen Instituut - 2006

A growing number of empirical studies provides evidence that dynamic properties of macroeconomic time series have been changing over time. Model-based procedures for the measurement of business cycles should therefore allow model parameters to adapt over time. In this paper the time dependencies...

Persistent link: https://www.econbiz.de/10011256642

Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment

Koopman, Siem Jan; Ooms, Marius; Hindrayanto, Irma - Tinbergen Instituut - 2006

This discussion paper led to an article in the Oxford Bulletin of Economics and Statistics (2009). Vol. 71, pages 683-713. This paper discusses identification, specification, estimation and forecasting for a general class of periodic unobserved components time series models with stochastic...

Persistent link: https://www.econbiz.de/10011256849

Convergence in European GDP Series

Luginbuhl, Rob; Koopman, Siem Jan - Tinbergen Instituut - 2003

This discussion paper led to a publication in the Journal of Applied Econometrics</A>. Vol. 19, issue 5, pages 611-636. Convergence in gross domestic product series of five European countriesis empirically identified using multivariate time series models that arebased on unobserved components with...

Persistent link: https://www.econbiz.de/10011256929

Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area

Azevedo, Joao Valle e; Koopman, Siem Jan; Rua, Antonio - Tinbergen Instituut - 2003

This paper proposes a new model-based method to obtain a coincident indicator for the business cycle. A dynamic factor model with trend components and a common cycle component is considered which can be estimated using standard maximum likelihood methods. The multivariate unobserved components...

Persistent link: https://www.econbiz.de/10011257132