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Forecasting Time Series Subject to Multiple Structural Breaks
Timmermann, Allan; Pettenuzzo, Davide; Pesaran, … - 2004
This paper provides a novel approach to forecasting time series subject to discrete structural breaks. We propose a …
Persistent link: https://www.econbiz.de/10010276180
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Forecasting Time Series Subject to Multiple Structural Breaks
Pesaran, M. Hashem; Pettenuzzo, Davide; Timmermann, Allan - Institute for the Study of Labor (IZA) - 2004
This paper provides a novel approach to forecasting time series subject to discrete structural breaks. We propose a …
Persistent link: https://www.econbiz.de/10005763710
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The Yen Exchange Rate and the Hollowing Out of the Japanese Industry
Belke, Ansgar H.; Volz, Ulrich - 2019
Since the demise of the Bretton Woods system, the yen has seen several episodes of strong appreciation, including in the late 1970s, after the 1985 Plaza Agreement, the early and late 1990s and after 2008. These appreciations have not only been associated with "expensive yen recessions"...
Persistent link: https://www.econbiz.de/10012141202
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On the estimation and forecasting of international migration: how relevant is heterogeneity across countries?
Brücker, Herbert; Siliverstovs, Boriss - 2005
This paper performs a comparative analysis of estimation as well as of out-of-sample forecasting results of more than … estimates of the migration function. Out-of-sample forecasting results indicate the following: (i) the standard fixed effects … variables estimators, (iv) forecasting performance of heterogenous estimators is mediocre in our data set. …
Persistent link: https://www.econbiz.de/10010267584
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On the Estimation and Forecasting of International Migration: How Relevant Is Heterogeneity Across Countries?
Brücker, Herbert; Siliverstovs, Boriss - Institute for the Study of Labor (IZA) - 2005
This paper performs a comparative analysis of estimation as well as of out-of-sample forecasting results of more than … estimates of the migration function. Out-of-sample forecasting results indicate the following: (i) the standard fixed effects … variables estimators, (iv) forecasting performance of heterogenous estimators is mediocre in our data set. …
Persistent link: https://www.econbiz.de/10005703752
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The Cyclicality of Labor Market Flows: A Multiple-Shock Approach
Hairault, Jean-Olivier; Zhutova, Anastasia - 2014
In this paper, we aim to provide a comprehensive view of the unemployment dynamics generated by different structural shocks. We show that the relative contribution of the job finding and separation rates to the unemployment dynamics depends on a type of structural shocks. Identified using a sign...
Persistent link: https://www.econbiz.de/10010435241
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The Cyclicality of Labor Market Flows: A Multiple-Shock Approach
Hairault, Jean-Olivier; Zhutova, Anastasia - Institute for the Study of Labor (IZA) - 2014
In this paper, we aim to provide a comprehensive view of the unemployment dynamics generated by different structural shocks. We show that the relative contribution of the job finding and separation rates to the unemployment dynamics depends on a type of structural shocks. Identified using a sign...
Persistent link: https://www.econbiz.de/10010959834
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Purchasing-Power-Parity and the Saving Behavior of Temporary Migrants
Akay, Alpaslan; Brausmann, Alexandra; Djajic, Slobodan; … - 2018
How does saving behavior of immigrants respond to changes in purchasing power parity between the source and host countries? We examine this question by building a theoretical model of joint return-migration and saving decisions of temporary migrants and then test its implications by using data...
Persistent link: https://www.econbiz.de/10011931644
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Structural reforms and the exchange rate regime: a panel analysis for the world versus OECD countries
Belke, Ansgar; Herz, Bernhard; Vogel, Lukas - 2005
We test the significance of the relationship between the exchange rate regime and the degree of structural reforms by estimating panel regressions for a world and an OECD country sample. The empirical results suggest a positive correlation between on the one side the adoption of an exchange rate...
Persistent link: https://www.econbiz.de/10010267471
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Employment and exchange rates: the role of openness and technology
Alexandre, Fernando; Bação, Pedro; Cerejeira, João; … - 2009
Real exchange rate movements are important drivers of the reallocation of resources between sectors of the economy. Economic theory suggests that the impact of exchange rates should vary with the degree of exposure to international competition and with the technology level. This paper...
Persistent link: https://www.econbiz.de/10010269093