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~isPartOf:"CESifo Working Paper"
~person:"Barro, Robert J."
~person:"Egger, Peter"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Pesaran, Mohammad Hashem"
~subject:"Bildungsertrag"
~subject:"Estimation"
~subject:"Schätzung"
~subject:"Ökonometrisches Modell"
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Bildungsertrag
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Barro, Robert J.
Egger, Peter
Heckman, James J.
Herwartz, Helmut
Pesaran, Mohammad Hashem
Dreher, Axel
11
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7
Woessmann, Ludger
7
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1
The Coronavirus and the Great Influenza Epidemic - Lessons from the 'Spanish Flu' for the Coronavirus's Potential Effects on Mortality and Economic Activity
Barro, Robert J.
-
2020
.0 percent of
world
population, implying 150 million deaths when applied to current population. Regressions with annual …
Persistent link: https://www.econbiz.de/10012839262
Saved in:
2
Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George
;
Pesaran, Mohammad Hashem
-
2005
This paper considers alternative approaches to the analysis of large panel data models in the presence of error cross section dependence. A popular method for modelling such dependence uses a factor error structure. Such models raise new problems for estimation and inference. This paper compares...
Persistent link: https://www.econbiz.de/10010276160
Saved in:
3
Infinite dimensional VARs and factor models
Chudik, Alexander
;
Pesaran, Mohammad Hashem
-
2007
This paper introduces a novel approach for dealing with the 'curse of dimensionality' in the case of large linear dynamic systems. Restrictions on the coefficients of an unrestricted VAR are proposed that are binding only in a limit as the number of endogenous variables tends to infinity. It is...
Persistent link: https://www.econbiz.de/10010276215
Saved in:
4
International capital market integration, educational choice and economic growth
Egger, Hartmut
;
Egger, Peter
;
Falkinger, Josef
; …
-
2005
This paper examines the impact of capital market integration (CMI) on higher education and economic growth. We take into account that participation in higher education is noncompulsory and depends on individual choice. Integration increases (decreases) the incentives to participate in higher...
Persistent link: https://www.econbiz.de/10010261393
Saved in:
5
Exploring the international linkages of the euro area : a global VAR analysis
Dees, Stephane
;
di Mauro, Filippo
;
Pesaran, Mohammad Hashem
-
2005
This paper presents a global model linking individual country vector error-correcting models in which the domestic variables are related to the country-specific variables as an approximate solution to a global common factor model. This global VAR is estimated for 26 countries, the euro area...
Persistent link: https://www.econbiz.de/10010276161
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6
Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram
;
Pesaran, Mohammad Hashem
-
2010
Modelling of conditional volatilities and correlations across asset returns is an integral part of portfolio decision making and risk management. Over the past three decades there has been a trend towards increased asset return correlations across markets, a trend which has been accentuated...
Persistent link: https://www.econbiz.de/10010276271
Saved in:
7
Supply, demand and monetary policy shocks in a multi-country New Keynesian model
Dees, Stephane
;
Pesaran, Mohammad Hashem
;
Smith, L. Vanessa
-
2010
-specific foreign output variable to capture direct inter-country linkages. In accord with the
theory
all variables are measured as … restrictions implied by the NK
theory
. The multi-country DSGE NK model is then solved to provide estimates of identified supply …
Persistent link: https://www.econbiz.de/10010276272
Saved in:
8
What determines BITs?
Bergstrand, Jeffrey H.
;
Egger, Peter
-
2011
model of
world
trade and foreign direct investment with three factors, two products, and explicit natural as well as policy …
Persistent link: https://www.econbiz.de/10010277392
Saved in:
9
Learning, structural instability and present value calculations
Pesaran, Mohammad Hashem
;
Pettenuzzo, Davide
; …
-
2006
Present value calculations require predictions of cash flows both at near and distant future points in time. Such predictions are generally surrounded by considerable uncertainty and may critically depend on assumptions about parameter values as well as the form and stability of the data...
Persistent link: https://www.econbiz.de/10010276173
Saved in:
10
Modelling volatilities and conditional correlations in futures markets with a multivariate t distribution
Pesaran, Bahram
;
Pesaran, Mohammad Hashem
-
2007
This paper considers a multivariate t version of the Gaussian dynamic conditional correlation (DCC) model proposed by Engle (2002), and suggests the use of devolatized returns computed as returns standardized by realized volatilities rather than by GARCH type volatility estimates. The t-DCC...
Persistent link: https://www.econbiz.de/10010276212
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