Narrow search
Showing 1 - 10 of 140
Cover Image
Real Time Econometrics
Pesaran, M. Hashem; Timmermann, Allan - Institute for the Study of Labor (IZA) - 2004
This paper considers the problems facing decision makers using econometric models in real time. It identifies the key stages involved and highlights the role of automated systems in reducing the effect of data snooping. It sets out many choices that researchers face in construction of automated...
Persistent link: https://www.econbiz.de/10005763536
Cover Image
Economies of Scale in the Tunisian Industries
Heshmati, Almas; Haouas, Ilham - Institute for the Study of Labor (IZA) - 2011
To date, empirical investigations of trade liberalization under the conditions of increasing returns to scale (IRS) and imperfect competition (IC) have either assumed or imposed the market and productive structures necessary for such a model. However, of the recent IRS/IC models used to simulate...
Persistent link: https://www.econbiz.de/10009024588
Cover Image
An Empirical Growth Model for Major Oil Exporters
Esfahani, Hadi Salehi; Mohaddes, Kamiar; Pesaran, M. Hashem - Institute for the Study of Labor (IZA) - 2012
-run output equation with a coefficient equal to the share of capital (α). The long-run theory is tested using quarterly data on … results support the long-run theory. The existence of long-run relations between real output, foreign output and real oil … steadily over the past three decades, the theory suggests that the effect of oil income on the economy's steady state growth …
Persistent link: https://www.econbiz.de/10010550529
Cover Image
Oil Exports and the Iranian Economy
Esfahani, Hadi Salehi; Mohaddes, Kamiar; Pesaran, Hashem - Institute for the Study of Labor (IZA) - 2009
output equation with a coefficient equal to the share of capital. The long run theory is tested using a new quarterly data … long run relations: an output equation as predicted by the theory and a standard real money demand equation with inflation …
Persistent link: https://www.econbiz.de/10008527294
Cover Image
Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows
Assenmacher, Katrin; Pesaran, M. Hashem - Institute for the Study of Labor (IZA) - 2007
We investigate the effect of forecast uncertainty in a cointegrating vector error correction model for Switzerland. Forecast uncertainty is evaluated in three different dimensions. First, we investigate the effect on forecasting performance of averaging over forecasts from different models....
Persistent link: https://www.econbiz.de/10005700993
Cover Image
The Ukrainian Longitudinal Monitoring Survey: Towards a Better Understanding of Labor Markets in Transition
Lehmann, Hartmut; Muravyev, Alexander; Zimmermann, Klaus F. - Institute for the Study of Labor (IZA) - 2012
The paper presents the Ukrainian Longitudinal Monitoring Survey (ULMS), which is one of the most widely used household and labor force surveys in Eastern Europe. It is based on a statistically representative sample of the Ukrainian population aged between 15 and 72 years, comprising about 4,000...
Persistent link: https://www.econbiz.de/10010990943
Cover Image
The Own-Wage Elasticity of Labor Demand: A Meta-Regression Analysis
Lichter, Andreas; Peichl, Andreas; Siegloch, Sebastian - Institute for the Study of Labor (IZA) - 2014
Firms' labor demand responses to wage changes are of key interest in empirical research and policy analysis. However, despite extensive research, estimates of labor demand elasticities remain subject to considerable heterogeneity. In this paper, we conduct a comprehensive meta-regression...
Persistent link: https://www.econbiz.de/10010884202
Cover Image
Data for Studying Earnings, the Distribution of Household Income and Poverty in China
Gustafsson, Björn Anders; Li, Shi; Sato, Hiroshi - Institute for the Study of Labor (IZA) - 2014
This paper discusses data used in publishing statistics on earnings, the distribution of household income and poverty in China by the National Bureau of Statistics (NBS) which is widely used by policy makers, international agencies and researchers. Unlike many other countries, China until...
Persistent link: https://www.econbiz.de/10010959759
Cover Image
Which Schools and Pupils Respond to Educational Achievement Surveys? A Focus on the English PISA Sample
Schnepf, Sylke V.; Durrant, Gabriele B.; Micklewright, John - Institute for the Study of Labor (IZA) - 2014
Using logistic and multilevel logistic modelling we examine non-response at the school and pupil level to the important educational achievement survey Programme for International Student Assessment (PISA) for England. The analysis exploits unusually rich auxiliary information on all schools and...
Persistent link: https://www.econbiz.de/10010959768
Cover Image
Who Benefits from Benefits? Empirical Research on Tangible Incentives
Hammermann, Andrea; Mohnen, Alwine - Institute for the Study of Labor (IZA) - 2012
Although a broad field of literature on incentive theory exists, employer-provided tangible goods (hereafter called …
Persistent link: https://www.econbiz.de/10009646296