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Mortgage market maturity and homeownership inequality among young households : a five-country perspective

Bičáková, Alena (contributor); … - 2008

rates and the homeownership-income inequality among young households in Finland, Germany, Italy, the UK and the US, and … highest and most equally distributed homeownership in this country as well. The mortgage market in Germany is on the other …

Persistent link: https://www.econbiz.de/10003726010

Caught in the US subprime meltdown 2007/2008 : Germany loses its wallet but escapes major Harm

Kooths, Stefan (contributor); Rieger, Matthias (contributor) - 2008

spill-over from the banking sector to the real economy in Germany. -- Subprime crisis ; credit market ; financial sector …

Persistent link: https://www.econbiz.de/10003779245

Income inequality in the 1990s : comparing the United States, Great Britain and Germany

Burkhauser, Richard V. (contributor); … - 2006

and the Socio-Economic Panel in Germany we find gains from economic growth in the United States over their 1990s business …-1989). Furthermore, they were more equitably distributed than were the gains in Germany over their 1990s business cycle (1991 … States and Great Britain the entire income distribution moved upward in the 1990s. In Germany, as was the case in the United …

Persistent link: https://www.econbiz.de/10003315460

O Brother, where art thou? : the effects of having a sibling on geographic mobility and labor market outcomes

Rainer, Helmut (contributor); Siedler, Thomas (contributor) - 2006

In most industrialized countries, more people than ever are having to cope with the burden of caring for elderly parents. This paper formulates a model to explain how parental care responsibilities and family structure interact in affecting children's mobility characteristics. A key insight we...

Persistent link: https://www.econbiz.de/10003346319

Research efficiency in manufacturing : an application of DEA at the industry level

Schmidt-Ehmcke, Jens; Zloczysti, Petra - 2009

Office (EPO) to industry-specific R&D inputs from EU KLEMS. We find that Germany, the United States, and Denmark have the …

Persistent link: https://www.econbiz.de/10003832826

Testing for convergence in stock markets : a non-linear factor approach

Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, Vladimir - 2009

including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as …

Persistent link: https://www.econbiz.de/10003889148

How stable are monetary models of the Dollar-Euro exchange rate? : a time-varying coefficient approach

Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2009

This paper examines the significance of different fundamental regimes by applying various monetary models of the exchange rate to one of the politically most important exchange rates, the exchange rate of the US dollar vis-à-vis the euro (the DM). We use monthly data from 1975:01 to 2007:12....

Persistent link: https://www.econbiz.de/10003898577

Does the dispersion of unit labor cost dynamics in the EMU imply long-run divergence? : results from a comparison with the United States of America and Germany

Dullien, Sebastian (contributor); … - 2007

Using unit labor cost (ULC) data from Euro area countries as well as US States and German La͏̈nder we investigate inflation convergence using different approaches, namely panel unit root tests, cointegration tests and error-correction models. All in all we cannot reject convergence of ULC...

Persistent link: https://www.econbiz.de/10003439998

Outward FDI and domestic investment

Herzer, Dierk (contributor); … - 2007

-integration techniques to macroeconomic time series data for the United Sates and Germany. We show that the two countries differ: In the case … of the US, OFDI has positive long-run effects on domestic investment while in the case of Germany the reverse effect is …

Persistent link: https://www.econbiz.de/10003440049

The forward premium puzzle and latent factors day by day

Bernoth, Kerstin; Hagen, Jürgen von; Vries, Casper G. de - 2010

We use futures instead of forward rates to study the complete maturity spectrum of the forward premium puzzle from two days to six months. At short maturities the slope coefficient is positive, but these turn negative as the maturity increases to the monthly level. Futures data allow us to...

Persistent link: https://www.econbiz.de/10003949496