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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

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

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

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

Persistent link: https://www.econbiz.de/10005703752

Identifying the Common Component of International Economic Fluctuations: A New Approach

Lumsdaine, Robin L.; Prasad, Eswar S. - Institute for the Study of Labor (IZA) - 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/10005822387

Nowcasting Business Cycles Using Toll Data

Askitas, Nikos; Zimmermann, Klaus F. - Institute for the Study of Labor (IZA) - 2011

business cycle forecasting and demonstrate its relevance using German data. The index measures the monthly transportation …

Persistent link: https://www.econbiz.de/10008854242

Identifying the Common Component of International Economic Fluctuations: A New Approach

Lumsdaine, Robin L.; Prasad, Eswar S. - 2002

Persistent link: https://www.econbiz.de/10010262765

Google econometrics and unemployment forecasting

Askitas, Nikolaos; Zimmermann, Klaus F. - 2009

The current economic crisis requires fast information to predict economic behavior early, which is difficult at times of structural changes. This paper suggests an innovative new method of using data on internet activity for that purpose. It demonstrates strong correlations between keyword...

Persistent link: https://www.econbiz.de/10010269318

Expected inflation, sunspots equilibria and persistent unemployment fluctuations

Dufourt, Frédéric; Lloyd-Braga, Teresa; Modesto, Leonor - 2009

We propose and estimate a model where unemployment fluctuations result from self-fulfilling changes in expected inflation (sunspot shocks) affecting nominal wage bargaining. Since the estimated parameters fall near the locus of Hopf bifurcations, country-specific expected inflation shocks can...

Persistent link: https://www.econbiz.de/10010271258

Unemployment in the European Union: institutions, prices, and growth

Karanassou, Marika; Sala, Héctor; Snower, Dennis J. - 2003

This paper presents a reappraisal of unemployment movements in the European Union. Our analysis is based on the chain reaction theory of unemployment, which focuses on (a) the interaction among labor market adjustment processes, (b) the interplay between these adjustment processes and the...

Persistent link: https://www.econbiz.de/10010271739

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