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1
Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate T Distribution
Pesaran, Bahram
;
Pesaran, M. Hashem
-
2021
than by GARCH type volatility estimates. The t-DCC
estimation
procedure is applied to a portfolio of daily returns on …-DCC specification. The t-DCC model also passes a number of VaR diagnostic tests over an evaluation sample. The
estimation
results …
Persistent link: https://www.econbiz.de/10013316934
Saved in:
2
The Impact of Household Capital Income on Income Inequality : A Factor Decomposition Analysis for Great Britain,
Germany
and the
Usa
Fräßdorf, Anna
;
Grabka, Markus
;
Schwarze, Johannes
-
2021
SOEP for West
Germany
, and the PSID for the
USA
, a factor decomposition method described by Shorrocks (1982) is applied … contribution to overall inequality in relation to its share in disposable income. This applies to
Germany
and the
USA
in particular …
Persistent link: https://www.econbiz.de/10013325020
Saved in:
3
Returns to Childbirth Technologies : Evidence from Preterm Births
Daysal, N. Meltem
-
2014
We investigate the impact of obstetrician supervision, as opposed to midwife supervision, on the short-term health of low-risk newborns. We exploit a unique policy rule in the Netherlands that creates a large discontinuity in the probability of a low-risk birth being attended by an obstetrician...
Persistent link: https://www.econbiz.de/10013061603
Saved in:
4
Immigrant Heterogeneity and the Earnings Distribution in the United Kingdom and United States : New Evidence from a Panel Data Quantile Regression Analysis
Billger, Sherrilyn M.
-
2010
In this paper we use a relatively new panel data quantile regression technique to examine native-immigrant earnings differentials 1) throughout the conditional wage distribution, and 2) controlling for individual heterogeneity. No previous papers have simultaneously considered these factors. We...
Persistent link: https://www.econbiz.de/10013136720
Saved in:
5
The Effect of Product Demand on Inequality : Evidence from the US and the UK
Leonardi, Marco
-
2010
This paper examines the relationship between product demand and the pattern of rising skill premia and rising employment of skilled workers in the US and the UK since the 1980s. If more skilled workers demand more skill-intensive goods, then an increase in relative skill supply will also induce...
Persistent link: https://www.econbiz.de/10013141699
Saved in:
6
Beauty is the Promise of Happiness?
Hamermesh, Daniel S.
-
2011
.S., Canada, the U.K., and
Germany
, we construct beauty measures in different ways that allow putting a lower bound on the true …
Persistent link: https://www.econbiz.de/10013127722
Saved in:
7
Testing the 'Residential Rootedness'-Hypothesis of Self-Employment for
Germany
and the UK
Reuschke, Darja
-
2011
Germany
and the UK whether the self-employed are less likely to move or migrate than employees. Using longitudinal data from … in employment status we found little evidence that the self-employed in
Germany
and the UK are more rooted in place than …
Persistent link: https://www.econbiz.de/10013118772
Saved in:
8
Age, Life-Satisfaction, and Relative Income : Insights from the UK and
Germany
Fitzroy, Felix R.
-
2011
comparison income effect. In East
Germany
the reference income effects are insignificant for all. With data from the British …
Persistent link: https://www.econbiz.de/10013119018
Saved in:
9
Peer Effects in European Primary Schools : Evidence from Pirls
Pischke, Jörn-Steffen
-
2006
We estimate peer effects for fourth graders in six European countries. The identification relies on variation across classes within schools. We argue that classes within primary schools are formed roughly randomly with respect to family background. Similar to previous studies, we find sizeable...
Persistent link: https://www.econbiz.de/10012780276
Saved in:
10
Does Management Matter in Schools?
Bloom, Nicholas
-
2014
outcomes. The UK, Sweden, Canada and the US obtain the highest management scores closely followed by
Germany
, with a gap to …
Persistent link: https://www.econbiz.de/10013043700
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