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Sources of German unemployment : a structural vector error correction analysis
Brüggemann, Ralf - 2001
parameter restrictions. A cointegration analysis for the unified Germany reveals a long rum relationship between real wages …. We compare these results to results from a standard SVECM and find that, using the Subset VECM reduces estimation … uncertainty. In contrast to previous studies for West Germany, we find that, unemployment is equally determined by technology …
Persistent link: https://www.econbiz.de/10009613616
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Benefits and wages: Net replacement rates in unemployment (Edition 2019)
OECD - 2019
Persistent link: https://www.econbiz.de/10013524127
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Benefits and wages: Net replacement rates in unemployment (Edition 2020)
OECD - 2020
Persistent link: https://www.econbiz.de/10013528499
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Benefits and wages: Net replacement rates in unemployment (Edition 2021)
OECD - 2021
Persistent link: https://www.econbiz.de/10013377378
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Benefits and wages: Net replacement rates in unemployment (Edition 2022)
OECD - 2022
Persistent link: https://www.econbiz.de/10014323831
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Benefits and wages: Net replacement rates in unemployment (Edition 2023)
OECD - 20XX
Persistent link: https://www.econbiz.de/10014568375
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Unpaid overtime in Germany : differences between East and West
Anger, Silke (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001917007
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Forecasting the real output using fractionally integrated techniques
Gil-Alaña, Luis A. - 2001
The annual structure of the real GDP in the UK, France, Germany and Italy is examined in this article by means of …
Persistent link: https://www.econbiz.de/10009613608
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Complementarity of labor market institutions, equilibrium unemployment and the propagation of business cycles
Burda, Michael C.; Weder, Mark - 2001
, Nash{bargained wages, payroll taxation, and differential support for unemployed labor in search and leisure are central …
Persistent link: https://www.econbiz.de/10009614292
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Multivariate volatility models
Fengler, Matthias R.; Herwartz, Helmut - 2001
Multivariate Volatility Models belong to the class of nonlinear models for financial data. Here we want to focus on multivariate GARCH models. These models assume that the variance of the innovation distribution follows a time dependent process conditional on information which is generated by...
Persistent link: https://www.econbiz.de/10009615423