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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 Bayesian estimation and prediction procedure that allows for the possibility of new breaks over the forecast horizon, taking account of the size and duration of past breaks (if...
Persistent link: https://www.econbiz.de/10010276180
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On identification of Bayesian DSGE models
Koop, Gary; Pesaran, Hashem; Smith, Ron P. - 2011
In recent years there has been increasing concern about the identification of parameters in dynamic stochastic general equilibrium (DSGE) models. Given the structure of DSGE models it may be difficult to determine whether a parameter is identified. For the researcher using Bayesian methods, a...
Persistent link: https://www.econbiz.de/10010278760
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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 Bayesian estimation and prediction procedure that allows for the possibility of new breaks over the forecast horizon, taking account of the size and duration of past breaks (if...
Persistent link: https://www.econbiz.de/10005763710
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The Mortality Crisis in East Germany
Zimmermann, Klaus F.; Riphahn, Regina T. - 1998
A number of studies suggest that mortality rates among East German men increased in the wake of reunification, in … mortality and cause of death statistics based on detailed regional data. The results indicate that there was indeed an increase … in mortality rates which cannot be dismissed as a statistical artefact. Next, the paper discusses various theories …
Persistent link: https://www.econbiz.de/10010262254
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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 20 estimators common in the panel data literature using the data on migration to Germany from 18 source countries in the period 1967-2001. Our results suggest that the choice of...
Persistent link: https://www.econbiz.de/10010267584
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The evolution of secularization: Cultural transmission, religion and fertility theory, simulations and evidence
Bar-El, Ronen; García-Muñoz, Teresa; Neuman, Shoshana; … - 2010
This study presents an evolutionary process of secularization that integrates a theoretical model, simulations, and an empirical estimation that employs data from 32 countries (included in the International Social Survey Program: Religion II - ISSP, 1998). Following Bisin and Verdier (2000,...
Persistent link: https://www.econbiz.de/10010273867
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The Evolution of Secularization: Cultural Transmission, Religion and Fertility Theory, Simulations and Evidence
Bar-El, Ronen; García Muñoz, Teresa; Neuman, Shoshana; … - Institute for the Study of Labor (IZA) - 2010
This study presents an evolutionary process of secularization that integrates a theoretical model, simulations, and an empirical estimation that employs data from 32 countries (included in the International Social Survey Program: Religion II – ISSP, 1998). Following Bisin and Verdier (2000,...
Persistent link: https://www.econbiz.de/10008568286
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Children and Women's Participation Dynamics: Transitory and Long-Term Effects
Voicu, Alexandru; Buddelmeyer, Hielke - 2003
Children affect the after-birth labor force participation of women in two ways. Directly, the time spent in child-care reduces the labor market effort. The time spent out of the labor market while on maternity leave alters women's participation experience and, thus, indirectly affects subsequent...
Persistent link: https://www.econbiz.de/10010261954
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Joint Estimation of Sequential Labor Force Participation and Fertility Decisions Using Markov Chain Monte Carlo Techniques
Troske, Kenneth R.; Voicu, Alexandru - 2004
In this paper we estimate the causal effect of children on the labor supply of women using panel data on women from the 1979 National Longitudinal Survey of Youth (NLSY79). We examine the effect of children both prior to and after birth as well as how the effect of children varies with the...
Persistent link: https://www.econbiz.de/10010262003
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Agriculture: Transition Buffer or Black Hole? A Three-State Model of Employment Dynamics
Voicu, Alexandru - 2003
We analyze the effect of land reform legislation on labor market dynamics in the Romanian economy. We show that the agricultural sector, a source of precarious employment, has become an absorbing state for certain categories of workers who lost their jobs in the nonagricultural sector. A random...
Persistent link: https://www.econbiz.de/10010262229