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Pro-cyclical capital regulation and lending
Behn, Markus; Haselmann, Rainer; Wachtel, Paul - 2014
We use a quasi-experimental research design to examine the effect of model-based capital regulation introduced under the Basel II agreement on the pro-cyclicality of bank lending and firms' access to funds during a recession. In response to an exogenous shock to credit risk in the German...
Persistent link: https://www.econbiz.de/10010433369
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Quantification of qualitative data using ordered probit models with an application to a business survey in the German service sector
Kaiser, Ulrich; Spitz-Oener, Alexandra - 2000
This paper aims at providing business survey analysts with simple econometric tools to quantify qualitative survey data. We extend the traditional and commonly applied method proposed by Carlson and Parkin (1975) to capture observable survey respondent heterogeneity. We also discuss...
Persistent link: https://www.econbiz.de/10001531547
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Flexibilität der qualifikatorischen Lohnstruktur und Lastverteilung der Arbeitslosigkeit : eine ökonometrische Analyse für Westdeutschland
Fitzenberger, Bernd; Franz, Wolfgang - 1997
Dieser Beitrag nimmt aus theoretischer und ökonometrischer Sicht zu der Kontroverse über die Bedeutung der qualifikatorischen Lohnstruktur zur Erklärung der Beschäftigungsstruktur Stellung. Basierend auf einer Einteilung in drei Qualifikationsgruppen zeigt sich empirisch, dass die Entlohnung...
Persistent link: https://www.econbiz.de/10013428116
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Finding relevant variables in sparse Bayesian factor models : economic applications and simulation results
Kaufmann, Sylvia; Schumacher, Christian - 2012
This paper considers factor estimation from heterogenous data, where some of the variables are noisy and only weakly … estimation with sparse priors on the loadings matrix. The choice of a sparse prior is an extension to the existing macroeconomic … majority of the variables in both datasets are irrelevant for factor estimation. -- Factor models ; variable selection ; sparse …
Persistent link: https://www.econbiz.de/10009674269
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An applied econometricians' view of empirical corporate governance studies
Börsch-Supan, Axel - 2000
The economic analysis of corporate governance is en vogue. In addition to a host of theoretical papers, an increasing number of empirical studies analyze how ownership structure, capital structure, the structure of the board and the market for corporate control influence firm performance. This...
Persistent link: https://www.econbiz.de/10013428324
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A note on the calculation of firm-specific and skill-specific labor costs from firm-level data
Kaiser, Ulrich - 2000
Persistent link: https://www.econbiz.de/10013428309
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Analyzing business and financial cycles using multi-level factor models
Breitung, Jörg; Eickmeier, Sandra - 2014
This paper compares alternative estimation procedures for multi-level factor models which imply blocks of zero …
Persistent link: https://www.econbiz.de/10010373684
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The term structure of interest rates and the macroeconomy : learning about economic dynamics from a FAVAR
Halberstadt, Arne - 2015
econometric learning scheme as proposed by Laubach, Tetlow, and Williams (2007) in the estimation and compare the results to those … of an estimation without discounting. In- and out-of-sample performance indicates that the agents are more inclined to …
Persistent link: https://www.econbiz.de/10010471626
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Money growth and consumer price inflation in the euro area : a wavelet analysis
Mandler, Martin; Scharnagl, Michael - 2014
Our paper studies the relationship between money growth and consumer price inflation in the euro area using wavelet analysis. Wavelet analysis allows to account for variations in the money growth-inflation relationship both across the frequency spectrum and across time. We find evidence of...
Persistent link: https://www.econbiz.de/10010433361
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Wer ist noch Mitglied in Gewerkschaften? : eine Panelanalyse für Westdeutschland
Fitzenberger, Bernd; Haggeney, Isabelle; Ernst, Michaela - 1998
War mit der Vereinigung Deutschlands ein starker Anstieg in der Mitgliederzahl der Gewerkschaften in Deutschland …
Persistent link: https://www.econbiz.de/10013428146