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Structural change and convergence of energy intensity across OECD countries, 1970 - 2005
Mulder, Peter; Groot, Henri L. F. de - 2012
Persistent link: https://www.econbiz.de/10009722687
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Dynamics and determinants of energy intensity in the service sector : a cross-country analysis, 1980–2005
Mulder, Peter; Groot, Henri L. F. de; Pfeiffer, Birte - 2013
We present a detailed analysis of energy intensity developments across 23 service sectors in 18 OECD countries over the period 1980-2005. We find that the shift towards a service economy has contributed to lower overall energy intensity levels in the OECD, but this contribution would have been...
Persistent link: https://www.econbiz.de/10010224782
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Dutch sectoral energy intensity developments in international perspective, 1987 -2005
Mulder, Peter; Groot, Henri L. F. de - 2012
Persistent link: https://www.econbiz.de/10009722643
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Regularized estimation of structural instability in factor models : the US macroeconomy and the great moderation
Callot, Laurent; Kristensen, Johannes Tang - 2015
This paper shows that the parsimoniously time-varying methodology of Callot and Kristensen (2015) can be applied to factor models. We apply this method to study macroeconomic instability in the US from 1959:1 to 2006:4 with a particular focus on the Great Moderation. Models with parsimoniously...
Persistent link: https://www.econbiz.de/10010532582
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Vector autoregressions with parsimoniously time varying parameters and an application to monetary policy
Callot, Laurent; Kristensen, Johannes Tang - 2014
This paper proposes a parsimoniously time varying parameter vector autoregressive model (with exogenous variables, VARX) and studies the properties of the Lasso and adaptive Lasso as estimators of this model. The parameters of the model are assumed to follow parsimonious random walks, where...
Persistent link: https://www.econbiz.de/10010433901
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International comparisons of sectoral energy- and labour-productivity performance : stylised facts and decomposition of trends
Mulder, Peter; Groot, Henri L. F. de - 2004
This paper addresses the interplay between economic growth, energy use, change in sectoral composition and technological change, by exploring trends in energy- and labour productivity development for 14 OECD countries and four sectors over the period 1970-1997. A cross-country decomposition...
Persistent link: https://www.econbiz.de/10011334856
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Decoupling economic growth and energy use : an empirical cross-country analysis for 10 manufacturing sectors
Mulder, Peter; Groot, Henri L. F. de - 2004
This paper provides an empirical analysis of decoupling economic growth and energy use and its various determinants by exploring trends in energy- and labour productivity across 10 manufacturing sectors and 14 OECD countries for the period 1970-1997. We explicitly aim to trace back aggregate...
Persistent link: https://www.econbiz.de/10011334858
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Sectoral energy- and labour-productivity convergence
Mulder, Peter; Groot, Henri L. F. de - 2004
This paper provides an empirical analysis of energy- and labour-productivity convergence at a detailed sectoral level … for 14 OECD countries, covering the period 1970-1997. A fã-convergence analysis shows that the development of cross …-country variation in productivity performance depends on the level of aggregation. Both patterns of convergence as well as divergence …
Persistent link: https://www.econbiz.de/10011334860
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Long memory modelling of inflation with stochastic variance and structural breaks
Bos, Charles S.; Koopman, Siem Jan; Ooms, Marius - 2007
We investigate changes in the time series characteristics of postwar U.S. inflation. In a model-based analysis the conditional mean of inflation is specified by a long memory autoregressive fractionally integrated moving average process and the conditional variance is modelled by a stochastic...
Persistent link: https://www.econbiz.de/10011373822
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The euro introduction and non-euro currencies
Dijk, Dick van; Munandar, Haris; Hafner, Christian M. - 2006
This paper documents the existence of large structural breaks in the unconditional correlations among the British pound, Norwegian krone, Swedish krona, Swiss franc, and euro exchange rates (against the US dollar) during the period 1994-2003. Using the framework of dynamic conditional...
Persistent link: https://www.econbiz.de/10011343243