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In this paper, we use quantile regression decomposition methods to analyzethe gender gap between men and women who work full time in the Nether-lands. Because the fraction of women working full time in the Netherlands isquite low, sample selection is a serious issue. In addition to shedding...
Persistent link: https://www.econbiz.de/10011342574
low skillednatives. Secondly, the effect of an immigration flow by 5% of the total labourforce on native earnings … isexamined along three scenarios using a general equilibrium model. It is foundthat immigration has a largenegative effect on the … skilled than natives. In the case thatimmigration flow is mainlycomposed of high skilled workers, immigration has a relative …
Persistent link: https://www.econbiz.de/10011303323
Persistent link: https://www.econbiz.de/10001471882
This paper examines the evolution of the returns to education in Portugal over the 1980s andearly 1990s. The main findings indicate that the returns to education have increased,particularly after joining the European Union in 1986. Since this occurred along with anincrease in the level of...
Persistent link: https://www.econbiz.de/10011300558
Persistent link: https://www.econbiz.de/10009724826
Regarding the asymmetric and leptokurtic behavior of financial data, we propose a new contagion test in the quantile regression framework that is robust to model misspecification. Unlike conventional correlation-based tests, the proposed quantile contagion test allows us to investigate the stock...
Persistent link: https://www.econbiz.de/10010504111
We analyze output growth risk with respect to financial conditions across U.S. manufacturing industries. Using a multi-level quantile regression approach, we find strong heterogeneity in growth risk, particularly between the more vulnerable durable goods sector and the more resilient nondurable...
Persistent link: https://www.econbiz.de/10012510760
Persistent link: https://www.econbiz.de/10010191380
The purpose of the paper is to explore the relative biases in the estimation of the Full BEKK model as compared with the Diagonal BEKK model, which is used as a theoretical and empirical benchmark. Chang and McAleer [4] show that univariate GARCH is not a special case of multivariate ARCH,...
Persistent link: https://www.econbiz.de/10011699474
Over a five-year period in the 1990s Vietnam experienced annual economic growth of more than 8% and a decrease of 15 points in the proportion of children chronically malnourished (stunted). We estimate the extent to which changes in the distribution of child nutritional status can be explained...
Persistent link: https://www.econbiz.de/10011350368