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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

Estimating matching affinity matrix under low-rank constraints

Dupuy, Arnaud; Galichon, Alfred; Sun, Yifei - 2016

In this paper, we address the problem of estimating transport surplus (a.k.a. matching affinity) in high dimensional optimal transport problems. Classical optimal transport theory species the matching affinity and determines the optimal joint distribution. In contrast, we study the inverse...

Persistent link: https://www.econbiz.de/10011595877

VC : a method for estimating time-varying coefficients in linear models

Schlicht, Ekkehart - 2020

. A penalized least squares estimation is linked to the GLS (Aitken) estimates of the corresponding linear model with time …

Persistent link: https://www.econbiz.de/10012161405

Dependence measures in bivariate gamma frailty models

Berg, Gerard J. van den; Effraimidis, Georgios - 2014

Bivariate duration data frequently arise in economics, biostatistics and other areas. In "bivariate frailty models", dependence between the frailties (i.e., unobserved determinants) induces dependence between the durations. Using notions of quadrant dependence, we study restrictions that this...

Persistent link: https://www.econbiz.de/10010339585

Life-cycle educational choices : evidence for two German cohorts

Biewen, Martin; Tapalaga, Madalina - 2016

We study life-cycle educational transitions in an education system characterized by early tracking and institutionalized branches of academic and vocational training but with the possibility to revise earlier decisions at later stages. Our model covers all major transitions ranging from...

Persistent link: https://www.econbiz.de/10011452037

Counteracting unemployment in crises : non-linear effects of short-time work policy

Gehrke, Britta; Hochmuth, Brigitte - 2018

Short-time work is a labor market policy that subsidizes working time reductions among firms in financial difficulty to prevent layoffs. Many OECD countries have used this policy in the Great Recession. This paper shows that the effects of short-time work are strongly time dependent and...

Persistent link: https://www.econbiz.de/10011845664

Identifying the substitution effect of temporary agency employment

Jahn, Elke J.; Weber, Enzo - 2012

innovations by volatility regimes. We show that a positive shock to temporary agency employment increases overall employment, but … also leads to substitution of regular jobs. -- temporary agency employment ; substitution effect ; Germany …

Persistent link: https://www.econbiz.de/10009535769

Real wages and the business cycles in Germany

Marczak, Martyna; Beissinger, Thomas - 2010

This paper establishes stylized facts about the cyclicality of real consumer wages and real producer wages in Germany …. -- real wages ; business cycle ; frequency domain ; time domain ; Germany ; trend-cycle decomposition ; structural time series …

Persistent link: https://www.econbiz.de/10009009395

Volatility spillover between oil prices and main exchange rates : evidence from a DCC-GARCH-connectedness approach

Ben Salem, Leila; Zayati, Montassar; Nouira, Ridha; … - 2024

contagion spillover volatility by focusing on a sample of major oil-exporting and oil-importing countries using daily data from …; during COVID-19; and during the Russian-Ukrainian war. Our results confirm the persistence of volatility for the series … volatility transmission between oil prices and exchange-rate markets. However, the COVID-19 pandemic and the Russian …

Persistent link: https://www.econbiz.de/10014494631

Carrot and stick? : impact of a low-stakes school accountability program on student achievement

Woo, Seokjin; Lee, Soohyung; Kim, Kyunghee - 2015 - Forthcoming in: Economics Letters

A key concern in the design of education policies relates to the structure of incentives in accountability systems. This paper examines a school accountability program that provides financial support to low-performing schools but has no direct punishment scheme for recipients who do not exhibit...

Persistent link: https://www.econbiz.de/10011376304

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