Seit 1995 führt die Projektgruppe ,IAB-Betriebspanel"" regelmäßig ein jährliches Forschungstreffen durch. In dieser Tradition fand am 4./5. Oktober 2001 die 7. Veranstaltung dieser Art zum Thema ,Betriebliche Reorganisation und Fachkräftebedarf"" in Iphofen statt. Der Band dokumentiert die...

We show in the paper that the decomposition proposed by Beveridge and Nelson (1981) for models that are integrated of order one can be generalized to seasonal Arima models by means of a partial fraction decomposition. Two equivalent algorithms are proposed to optimally (in the mean squared...

It is argued that standard impulse response analysis based on vector autoregressive models has a number of shortcomings. Although the impulse responses are estimated quantities, measures for sampling variability such as confidence intervals are often not provided. If confidence intervals are...

Let a process SI , ... ,ST obey the conditionally heteroskedastic equation St = Vt Et whcrc Et is a random noise and Vt is the volatility coefficient which in turn obeys an autoregression type equation log v t = w + a S t- l + nt with an additional noise nt. We consider the situation which the...