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Hybrid historical simulation VaR and ES : performance in developed and emerging markets
Zikovic, Sasa; Filer, Randall Keith - 2009
; extreme value theory ; bootstrapping …
Persistent link: https://www.econbiz.de/10003891679
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Impulse response matching estimators for DSGE models
Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - 2016
matching estimator. The existing asymptotic theory for this estimator does not cover situations in which the number of impulse …
Persistent link: https://www.econbiz.de/10011418016
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Joint confidence sets for structural impulse responses
Inoue, Atsushi; Kilian, Lutz - 2016
Many questions of economic interest in structural VAR analysis involve estimates of multiple impulse response functions. Other questions relate to the shape of a given impulse response function. Answering these questions requires joint inference about sets of structural impulse responses,...
Persistent link: https://www.econbiz.de/10011421682
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Sectoral trade freeness and agglomeration in the EU : an empirical test strategy
Cafiso, Gianluca - 2012
This paper studies the evolution of trade freeness and of the agglomeration of production, as well as their relationship, at the sectoral level in a group of EU countries. Our main objective is to test at the sectoral level the conclusions of previous aggregate analyses which find that an...
Persistent link: https://www.econbiz.de/10009682333
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Confidence intervals for recursive journal impact factors
König, Johannes; Stern, David I.; Tol, Richard S. J. - 2022
We compute confidence intervals for recursive impact factors, that take into account that some citations are more prestigious than others, as well as for the associated ranks of journals, applying the methods to the population of economics journals. The Quarterly Journal of Economics is clearly...
Persistent link: https://www.econbiz.de/10013255633
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Speaking in numbers : the effect of reading performance on math performance among immigrants
Isphording, Ingo Eduard; Piopiunik, Marc; … - 2015
This paper is the first to estimate a causal effect of immigrant students' reading performance on their math performance. To overcome endogeneity issues due to unobserved ability, we apply an IV approach exploiting variation in age-at-arrival and the linguistic distance between origin and...
Persistent link: https://www.econbiz.de/10011384332
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Heterogeneity in high math achievement across schools : evidence from the American Mathematics Competition
Ellison, Glenn; Swanson, Ashley - 2012
achievement. Data from the American Mathematics Competitions is used to produce counts of high-scoring students from more than two … Mathematics Competition ; mathematics education …
Persistent link: https://www.econbiz.de/10009571739
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Small group instruction to improve student performance in mathematics in early grades : results from a randomized field experiment
Bonesrønning, Hans; Finseraas, Henning; Hardoy, Inés; … - 2021
years. The intervention includes students aged 7-9 and consists of pulling students from their regular mathematics classes … into small, homogenous groups for mathematics instruction for 3 to 4 hours per week, for two periods of 4-6 weeks per … their performance in mathematics by .16 standard deviations at the end of the school year and by .06 standard deviations in …
Persistent link: https://www.econbiz.de/10012694062
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High-ability influencers? : the heterogeneous effects of gifted classmates
Balestra, Simone; Sallin, Aurélien; Wolter, Stefan C. - 2020
This paper examines how exposure to students identified as gifted (IQ ≥ 130) affects achievement in secondary school, enrollment in post-compulsory education, and occupational choices. By using student-level administrative data on achievement combined with psychological examination records, we...
Persistent link: https://www.econbiz.de/10012391367
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Inside the crystal ball : new approaches to predicting the gasoline price at the pump
Baumeister, Christiane; Kilian, Lutz; Lee, Thomas - 2016
Although there is much interest in the future retail price of gasoline among consumers, industry analysts, and policymakers, it is widely believed that changes in the price of gasoline are essentially unforecastable given publicly available information. We explore several new forecasting...
Persistent link: https://www.econbiz.de/10011429580