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Did output gap measurement improve over time?
Chiu, Adrian; Wieladek, Tomasz - 2012
measurement errors has shifted. Surprisingly, we do not find evidence that the size of output gap revisions has decreased over … time; on the contrary, they seem to have increased. But the fraction of measurement errors due to omitted contemporaneous … information has declind. This suggests that while the OECD's accuracy in output gap measurement has failed to improve, its …
Persistent link: https://www.econbiz.de/10009559228
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Der Einfluß ökologischer und sozialer Nachhaltigkeit auf den Shareholder-Value europäischer Aktiengesellschaften
Ziegler, Andreas; Rennings, Klaus; Schröder, Michael - 2002
Persistent link: https://www.econbiz.de/10013428478
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Constructing socio-demographic indicators for National Statistical Institutes using mobile phone data : estimating literacy rates in Senegal
Schmid, Timo; Bruckschen, Fabian; Salvati, Nicola; … - 2016
Modern systems of official statistics require the accurate and timely estimation of socio-demographic indicators for disaggregated geographical regions. Traditional data collection methods such as censuses or household surveys impose great financial and organizational burdens for National...
Persistent link: https://www.econbiz.de/10011455043
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Productivity indexes and national statistics : theory, methods and challenges
Diewert, Walter E.; Fox, Kevin J. - 2019
Persistent link: https://www.econbiz.de/10011999687
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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 informative for the factors. To identify the irrelevant variables, we search for zero rows in the loadings matrix of the factor model. To sharply separate these irrelevant...
Persistent link: https://www.econbiz.de/10009674269
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The effects of US monetary policy shocks : applying external instrument identification to a dynamic factor model
Kerssenfischer, Mark - 2017
Dynamic factor models and external instrument identification are two recent advances in the empirical macroeconomic literature. This paper combines the two approaches in order to study the effects of monetary policy shocks. I use this novel framework to re-examine the effects found by Forni and...
Persistent link: https://www.econbiz.de/10011636064
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Multifaktormodelle zur Erklärung deutscher Aktienrenditen : eine empirische Analyse
Ziegler, Andreas; Eberts, Elke; Schröder, Michael; … - 2003
Persistent link: https://www.econbiz.de/10013428577
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The good governance indicators of the millennium challenge account : how many dimensions are really being measured
Knoll, Martin; Zloczysti, Petra - 2011
This paper assesses the validity of the perception-based governance indicators used by the US Millennium Challenge Account (MCA) for aid allocation decisions. By conducting Explanatory and Confirmatory Factor Analysis of data from 1996 to 2009, we find that although the MCA purports to measure...
Persistent link: https://www.econbiz.de/10008905984
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Gravity redux : measuring international trade costs with panel data
Novy, Dennis - 2012
Persistent link: https://www.econbiz.de/10002561942