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The variability and volatility of sleep: an archetypal approach
Hamermesh, Daniel S.; Pfann, Gerard A. - 2022
individuals' sleep time exhibits both variability and volatility characterized by stationary autoregressive conditional … young children at home. Volatility is greater among parents with young children, slightly greater among men than women, but … independent of other demographics. A theory of economic incentives to minimize the dispersion of sleep predicts that higher …
Persistent link: https://www.econbiz.de/10012805079
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Knowledge spillovers, ICT and productivity growth
Corrado, Carol; Haskel, Jonathan; Jona-Lasinio, Cécilia - 2014
This paper looks at the channels through which intangible assets affect productivity. The econometric analysis exploits a new dataset on intangible investment (INTAN-Invest) in conjunction with EUKLEMS productivity estimates for 10 EU member states from 1998 to 2007. We find that (a) the...
Persistent link: https://www.econbiz.de/10010374120
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Identifying the common component of international economic fluctuations : a new approach
Lumsdaine, Robin L.; Prasad, Eswar S. - 2002
In this paper, we develop an aggregation procedure using time-varying weights for constructing the common component of international economic fluctuations. The methodology for deriving time-varying weights is based on some stylized features of the data documented in the paper. The model allows...
Persistent link: https://www.econbiz.de/10011411238
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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
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VC : a method for estimating time-varying coefficients in linear models
Schlicht, Ekkehart - 2020
This paper describes a moments estimator for a standard state-space model with coefficients generated by a random walk. A penalized least squares estimation is linked to the GLS (Aitken) estimates of the corresponding linear model with time-invariant parameters. The VC estimates are moments...
Persistent link: https://www.econbiz.de/10012161405
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From riches to rags, and back? : institutional change, financial development and economic growth in Argentina since the 1890s
Campos, Nauro; Karanasos, Menelaos; Tan, Bin - 2014
individual effects on economic growth and volatility using the power-ARCH framework with annual data since the 1890s. The results …
Persistent link: https://www.econbiz.de/10010440609
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Oil exports and the Iranian economy
Esfahani, Hadi Salehi; Mohaddes, Kamiar; Pesaran, M. Hashem - 2009
output equation with a coefficient equal to the share of capital. The long run theory is tested using a new quarterly data … long run relations: an output equation as predicted by the theory and a standard real money demand equation with inflation …
Persistent link: https://www.econbiz.de/10003909263
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An empirical growth model for major oil exporters
Esfahani, Hadi Salehi; Mohaddes, Kamiar; Pesaran, M. Hashem - 2012
-run output equation with a coefficient equal to the share of capital (α). The long-run theory is tested using quarterly data on … results support the long-run theory. The existence of long-run relations between real output, foreign output and real oil … steadily over the past three decades, the theory suggests that the effect of oil income on the economy's steady state growth …
Persistent link: https://www.econbiz.de/10009535794
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Public support for innovation, intangible investment and productivity growth in the UK market sector
Haskel, Jonathan; Wallis, Gavin - 2010
Pressure on public finances has increased scrutiny of public support for innovation. We examine two particular issues. First, there have been many recent calls for the (relatively new) UK R&D subsidy to be extended to other “research” activities, such as software. Second, argument still...
Persistent link: https://www.econbiz.de/10003940536
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Direct, spillover and welfare effects of regional firm subsidies
Siegloch, Sebastian; Wehrhöfer, Nils; Etzel, Tobias - 2021
We analyze the effects of a large place-based policy, subsidizing up to 50% of investment costs of manufacturing firms in East Germany after reunification. We show that a 1-percentage-point decrease in the subsidy rate leads to a 1% decrease in manufacturing employment. We document important...
Persistent link: https://www.econbiz.de/10012518065