Showing 1 - 10 of 22
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
One of the core indicators in the field of scientometrics is the number of papers published by a unit within a given period. However, such indicators can only be assessed properly by considering the unit's available resources. When evaluating the efficiency of institutions worldwide, the problem...
Persistent link: https://www.econbiz.de/10012839362
, we use a free and instantaneous available source of leading indicators, the ifo World Economic Survey (WES), to forecast …
Persistent link: https://www.econbiz.de/10012867868
In this article, we revisit the analysis of Laband and Tollison (2006) who documented that articles with two authors in alphabetical order are cited much more often than non-alphabetized papers with two authors in the American Economic Review and the American Journal of Agricultural Economics....
Persistent link: https://www.econbiz.de/10013216255
Updating the study by Seiler and Wohlrabe (2013) we use archetypoid analysis to classify top economists. The approach allows us to identify typical characteristics of extreme (archetypal) values in a multivariate data set. In contrast to its predecessor, the archetypal analysis, archetypoids...
Persistent link: https://www.econbiz.de/10013217550
Does it pay off in terms of citations to issue an article as a working paper before it is published in a refereed journal? We show empirically that the answer is yes, using 3167 articles published in five of the top journals in economics between 2000 and 2010. The effect is an around 25% higher...
Persistent link: https://www.econbiz.de/10013315144
We compare Covid-related working papers in economics to non-Covid-related working papers in four dimensions. Based on five well-known working papers series and data from the RePEc website, we find that Covid papers are mainly cover topics in macroeconomics and health, they are written by larger...
Persistent link: https://www.econbiz.de/10014082235
Smith (2007) to test for long run restrictions in each country/region conditioning on the rest of the world. Bootstrapping …
Persistent link: https://www.econbiz.de/10010276204
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
One of the core indicators in the field of scientometrics is the number of papers published by a unit within a given period. However, such indicators can only be assessed properly by considering the unit's available resources. When evaluating the efficiency of institutions worldwide, the problem...
Persistent link: https://www.econbiz.de/10012207922