Narrow search
Showing 1 - 10 of 104
Cover Image
Testing the purchasing power parity in pooled systems of error correction models
Herwartz, Helmut; Reimers, Hans-Eggert - 2000
not invariant with respect to the investigated sample period. -- Purchasing power parity ; Panel cointegration ; Wild …
Persistent link: https://www.econbiz.de/10009612044
Cover Image
Money and banks : some theory and empirical evidence for Germany
Holtemöller, Oliver - 2002
In a world with imperfect competition, market externalities or asymmetric information, the impact of money and monetary policy on the real sector depends on the way money is created. Two conflicting views of money supply can be distinguished in the literature: the endogeneity view and the...
Persistent link: https://www.econbiz.de/10009620766
Cover Image
Modeling panels of intercorrelated autoregressive time series
Hjellvik, Vidar; Tjostheim, Dag - 1998
We propose a method of modeling panel time series data with both inter- and intra-individual correlation, and of … series ; Autoregressive ; Burg-type estimates ; Intercorrelated ; Panel data …
Persistent link: https://www.econbiz.de/10009578021
Cover Image
Alternative GMM methods for nonlinear panel data models
Breitung, Jörg; Lechner, Michael - 1998
Persistent link: https://www.econbiz.de/10009578574
Cover Image
A parametric approach to the estimation of cointegration vectors in panel data
Breitung, Jörg - 2002
In this paper a parametric framework for stimation and inference in cointegrated panel data models is considered that …
Persistent link: https://www.econbiz.de/10009620776
Cover Image
The local power of some unit root tests for panel data
Breitung, Jörg - 1999
nonzero mean of the t-statistic in the case of an OLS detrending method. In this paper the local power of panel unit root …
Persistent link: https://www.econbiz.de/10009581103
Cover Image
Uncovered interest parity : what can we learn from panel data?
Breitung, Jörg; Brüggemann, Ralf - 2000
Persistent link: https://www.econbiz.de/10009611553
Cover Image
Fairness versus efficiency : an experimental study of (mutual) gift giving
Güth, Werner; Kliemt, Hartmut; Ockenfels, Axel - 2000
Fairness is a strong concern as shown by the robust results of dictator giving and ultimatum experiments. Efficiency … provision games. In our experiment participants can increase efficiency by gift giving at the cost of reducing their own … for mutual gift giving. In both cases decisions can be conditioned on whether there is or there is not an efficiency gain …
Persistent link: https://www.econbiz.de/10009612570
Cover Image
Credit contagion and aggregate losses
Giesecke, Kay; Weber, Stefan - 2002
Credit contagion refers to the propagation of economic distress from one firm or sovereign government to another. In this paper we model credit contagion phenomena and study the fluctuation of aggregate credit losses on large portfolios of financial positions. The joint dynamics of firms' credit...
Persistent link: https://www.econbiz.de/10009627288
Cover Image
Non-uniformity of job-matching in a transition economy : a nonparametric analysis for the Czech Republic
Profit, Stefan; Sperlich, Stefan - 1998
explorative study aims to shed some light into the black-box of the matching technology by applying nonparametric estimation … these techniques to a rich panel of monthly observations of unemployment vacancies and unemployment-to-job exits in all 76 …
Persistent link: https://www.econbiz.de/10009574874