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House price volatility and the housing ladder
Banks, James; Blundell, Richard W.; Oldfield, Zoe͏̈; … - 2010
This paper investigates the effects of housing price risk on housing choices over the lifecycle. Housing price risk can be substantial but, unlike other risky assets which people can avoid, the fact that most people will eventually own their home creates an insurance demand for housing assets...
Persistent link: https://www.econbiz.de/10009006946
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Housing mobility and downsizing at older ages in Britain and the United States
Banks, James; Blundell, Richard W.; Oldfield, Zoe͏̈; … - 2010
This paper investigates the effects of housing price risk on housing choices over the lifecycle. Housing price risk can be substantial but, unlike other risky assets which people can avoid, the fact that most people will eventually own their home creates an insurance demand for housing assets...
Persistent link: https://www.econbiz.de/10009006985
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Modelling volatilities and conditional correlations in futures markets with a multivariate t distribution
Pesaran, Bahram (contributor);  … - 2007
This paper considers a multivariate t version of the Gaussian dynamic conditional correlation (DCC) model proposed by … than by GARCH type volatility estimates. The t-DCC estimation procedure is applied to a portfolio of daily returns on … suggest a general trend towards a lower level of return volatility, accompanied by a rising trend in conditional cross …
Persistent link: https://www.econbiz.de/10003586562
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Testing the correlated random coefficient model
Heckman, James J.; Schmierer, Daniel; Urzua, Sergio - 2009
The recent literature on instrumental variables (IV) features models in which agents sort into treatment status on the basis of gains from treatment as well as on baseline-pretreatment levels. Components of the gains known to the agents and acted on by them may not be known by the observing...
Persistent link: https://www.econbiz.de/10003907131
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Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem - 2012
An important issue in the analysis of cross-sectional dependence which has received renewed interest in the past few years is the need for a better understanding of the extent and nature of such cross dependencies. In this paper we focus on measures of cross-sectional dependence and how such...
Persistent link: https://www.econbiz.de/10009530816
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Educational homogamy and assortative mating have not increased
Gihleb, Rania; Lang, Kevin - 2016
sensitive to how educational categories are chosen. We also find no evidence that the correlation between spouses' potential …
Persistent link: https://www.econbiz.de/10011594659
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Unequal consequences of COVID-19 across age and income: representative evidence from six countries
Belot, Michèle; Choi, Syngjoo; Tripodi, Egon; Van den … - 2020
been affected across six countries (China, South Korea, Japan, Italy, UK and US). We first document changes in income …
Persistent link: https://www.econbiz.de/10012239013
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The world's rust belts : the heterogeneous effects of deindustrialization on 1,993 cities in six countries
Gagliardi, Luisa; Moretti, Enrico; Serafinelli, Michel - 2023
, Italy, Japan, and the United States. In all six countries we find a strong negative relationship between a city's share of …
Persistent link: https://www.econbiz.de/10014442576
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The role of worker flows in the dynamics and distribution of UK unemployment
Elsby, Michael W. L.; Smith, Jennifer C.; Wadsworth, … - 2011
and flows via non-participation. Close to two-thirds of the volatility of unemployment in the UK over this period can be …
Persistent link: https://www.econbiz.de/10009309634
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Earnings and labour market volatility in Britain
Cappellari, Lorenzo; Jenkins, Stephen - 2013
We provide new evidence about earnings and labour market volatility in Britain over the period 1992-2008, and for women … as well as men. (Most research about volatility refers to earnings volatility for US men.) We show that earnings … volatility declined slightly for both men and women over the period but the changes are not statistically significant. When we …
Persistent link: https://www.econbiz.de/10009770646