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Forecasting aggregate productivity using information from firm-level data
Bartelsman, Eric J.; Wolf, Zoltán - 2009
This paper contributes to the productivity literature by using results from firm-level productivity studies to improve … forecasts of macro-level productivity growth. The paper employs current research methods on estimating firm-level productivity … to build times-series components that capture the joint dynamics of the firm-level productivity and size distributions …
Persistent link: https://www.econbiz.de/10011378362
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Decomposing portfolio value-at-risk : a general analysis
Hallerbach, Winfried G. - 1999 - This rev.: May 10, 1999
orhistorical and Monte Carlo simulation methods. Although these approaches to overall VaR estimation have receivedsubstantial … proposed estimation approach pairs intuitiveappeal with computational efficiency. We evaluate various alternative estimation …
Persistent link: https://www.econbiz.de/10011301159
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A nonparametric method for predicting survival probabilities
Klaauw, Bas van der; Vriend, Sandra - 2015
Public programs often use statistical profiling to assess the risk that applicants will become long-term dependent on the program. The literature uses linear probability models and (Cox) proportional hazard models to predict duration outcomes. These either focus on one threshold duration or...
Persistent link: https://www.econbiz.de/10011391532
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Structural estimation of search intensity : do non-employed workers search enough?
Gautier, Pieter; Moraga-González, José Luis; … - 2007
probabilities, the productivity of a match, and the flow value of non-labor market time; the estimates are then used to derive the …
Persistent link: https://www.econbiz.de/10011372979
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Mean and bold?
De Witte, Kristof; Dijkgraaf, Elbert - 2007
The Dutch drinking water sector experienced two drastic changes over the last 10 years. Firstly, in 1997, the sector association started with a voluntary benchmarking aimed to increase the efficiency and effectiveness of the sector. Secondly, merger activity arose. This paper develops a tailored...
Persistent link: https://www.econbiz.de/10011373828
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Information flows around the globe : predicting opening gaps from overnight foreign stock price patterns
Gooijer, Jan G. de; Diks, Cees G. H.; Gatarek, Lukasz T. - 2009
This paper describes a forecasting exercise of close-to-open returns on major global stock indices, based on price patterns from foreign markets that have become available overnight. As the close-to-open gap is a scalar response variable to a functional variable, it is natural to focus on...
Persistent link: https://www.econbiz.de/10011379456
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Estimating firms' demand for agglomeration
Koster, Hans; Ommeren, Jos van; Rietveld, Piet - 2010
The market for commercial properties is characterised by extreme heterogeneity in demand. In this paper, we aim to gain more insight in the heterogeneity in demand for employment agglomeration and size of the rental property using a two-stage hedonic approach following Bajari and Benkard (2005)....
Persistent link: https://www.econbiz.de/10011381817
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The non-parametric identification of lagged duration dependence
Frijters, Paul - 2000
In this paper, I consider the identification of lagged durationdependence in multiple spells without using the assumtion that there are additionalregressors orthogonal to the individual effects. The non-parametricidentification strategy is applied to the multiple non-employment spells of 2066...
Persistent link: https://www.econbiz.de/10011303308
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The use of spatial filtering techniques : the spatial and space-time structure of German unemployment data
Patuelli, Roberto; Griffith, Daniel A.; Tiefelsdorf, Michael - 2006
Socio-economic interrelationships among regions can be measured in terms of economic flows, migration, or physical geographically-based measures, such as distance or length of shared areal unit boundaries. In general, proximity and openness tend to favour a similar economic performance among...
Persistent link: https://www.econbiz.de/10011349204
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Consumer search and prices in the automobile market
Moraga-González, José Luis; Sándor, Zsolt; … - 2015
In many markets consumers have imperfect information about the utility they derive from the products that are on offer and need to visit stores to find the product that is the most preferred. This paper develops a discrete-choice model of demand with optimal consumer search. Consumers first...
Persistent link: https://www.econbiz.de/10010490077