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Modelling financial transaction price movements: a dynamic integer count data model

Liesenfeld, Roman; Nolte, Ingmar; Pohlmeier, Winfried - In: Empirical Economics 30 (2006) 4, pp. 795-825

Persistent link: https://www.econbiz.de/10005612938

Empirical size and power of some diagnostic tests applied to a distributed lag model

Hatzinikolaou, Dimitris; Stavrakoudis, Athanassios - In: Empirical Economics 31 (2006) 3, pp. 631-643

Persistent link: https://www.econbiz.de/10005382172

Tests for cointegration with two unknown regime shifts with an application to financial market integration

Hatemi-J, Abdulnasser - In: Empirical Economics 35 (2008) 3, pp. 497-505

Persistent link: https://www.econbiz.de/10005613074

Decomposing inequality change from the perspective of reranking and income growth between income groups

Mussini, Mauro - In: Empirical Economics 47 (2014) 2, pp. 619-637

This paper proposes a decomposition of the change in inequality from the perspective of income groups. For every … dichotomisation of the income distribution into poorer and richer parts, the decomposition allows to detect the change in the relative … income gap between the two parts and the reranking between poorer and richer individuals. This decomposition approach is …

Persistent link: https://www.econbiz.de/10010949537

Statistical analysis of inequality with decompositions: the Canadian experience

Gray, David; Mills, Jeffrey A.; Zandvakili, Sourushe - In: Empirical Economics 28 (2003) 2, pp. 291-302

This study carries out a decomposition of Theil-entropy measures into a between-group component, based on factors such …

Persistent link: https://www.econbiz.de/10005382333

Decomposing productivity growth and divergence: an index number approach

Matheson, Troy - In: Empirical Economics 34 (2008) 2, pp. 273-284

Persistent link: https://www.econbiz.de/10005166659

On statistical inference for inequality measures calculated from complex survey data

Clarke, Judith; Roy, Nilanjana - In: Empirical Economics 43 (2012) 2, pp. 499-524

more inequality measures, including sub-group decomposition indices and group shares, are covered. We illustrate with …

Persistent link: https://www.econbiz.de/10010593393

PISA: What makes the difference?

Ammermueller, Andreas - In: Empirical Economics 33 (2007) 2, pp. 263-287

Persistent link: https://www.econbiz.de/10005759501

A note on the anti-herding instinct of interest rate forecasters

Pierdzioch, Christian; Rülke, Jan-Christoph - In: Empirical Economics 45 (2013) 2, pp. 665-673

With regard to interest rate forecasts, earlier researchers have found mixed evidence of forecaster herding. Using the Livingston survey data, we reexamined the case for forecaster herding. We did not find evidence of forecaster herding. On the contrary, we found strong evidence of forecaster...

Persistent link: https://www.econbiz.de/10010994421

Nowcasting norwegian GDP: the role of asset prices in a small open economy

Aastveit, Knut; Trovik, Tørres - In: Empirical Economics 42 (2012) 1, pp. 95-119

Persistent link: https://www.econbiz.de/10010994463