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Examining the Impact of Macro-Economic Conditions on Income Inequality
Jäntti, Markus; Jenkins, Stephen P. - 2001
and inflation rates. Building on the lessons from recent advances in time-series econometrics, we suggest instead that one …
Persistent link: https://www.econbiz.de/10010262571
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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
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Exponent of cross-sectional dependence: Estimation and inference
Bailey, Natalia; Kapetanios, George; Pesaran, Hashem - 2012
An important issue in the analysis of cross-sectional dependence which has received renewed interest in the past few years is the need for a better understanding of the extent and nature of such cross dependencies. In this paper we focus on measures of cross-sectional dependence and how such...
Persistent link: https://www.econbiz.de/10010282124
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Inflation Adjustment and Labour Market Structures : Evidence from a Multi-Country Study
Nunziata, Luca; Bowdler, Christopher - 2005
An empirical analysis of the impact of labour market structures on the response of inflation to macroeconomic shocks is … presented. Results based on a 20 country panel show that if labour market coordination is high, the effect on inflation of … inflation to its reduced form determinants. These findings are attributed to the behaviour of wages following movements in …
Persistent link: https://www.econbiz.de/10010262222
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Forecasting Time Series Subject to Multiple Structural Breaks
Timmermann, Allan; Pettenuzzo, Davide; Pesaran, … - 2004
Bayesian estimation and prediction procedure that allows for the possibility of new breaks over the forecast horizon, taking …
Persistent link: https://www.econbiz.de/10010276180
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Assessing forecast uncertainties in a VECX model for Switzerland: an exercise in forecast combination across models and observation windows
Assenmacher-Wesche, Katrin; Pesaran, Mohammad Hashem - 2007
averaging over forecasts from different models. Second, we look at different estimation windows. We find that averaging over … estimation windows is at least as effective as averaging over different models and both complement each other. Third, we explore …
Persistent link: https://www.econbiz.de/10010276259
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Predictability of asset returns and the efficient market hypothesis
Pesaran, Mohammad Hashem - 2010
This paper is concerned with empirical and theoretical basis of the Efficient Market Hypothesis (EMH). The paper begins with an overview of the statistical properties of asset returns at different frequencies (daily, weekly and monthly), and considers the evidence on return predictability, risk...
Persistent link: https://www.econbiz.de/10010276268
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Cyclical Fluctuations in Workplace Accidents
Boone, Jan; van Ours, Jan C. - 2002
This paper presents a theory and an empirical investigation on cyclical fluctuations in workplace accidents. The theory is based on the idea that reporting an accident dents the reputation of a worker and raises the probability that he is fired. Therefore a country with a high or an increasing...
Persistent link: https://www.econbiz.de/10010262422
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Technical change and total factor productivity growth for Chinese provinces: a panel data analysis
Shiu, Alice; Heshmati, Almas - 2006
We present in this paper the panel econometrics estimation approach of measuring the technical change and total factor … variances has been used for the estimation of the translog production functions. Two alternative formulations of technical …
Persistent link: https://www.econbiz.de/10010267745
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Moving down: women's part time work and occupational change in Britain 1991 - 2001
Connolly, Sara; Gregory, Mary - 2007
The UK's Equal Opportunities Commission has recently drawn attention to the 'hidden brain drain' when women working part-time are employed in occupations below those for which they are qualified. These inferences were based on self-reporting. We give an objective and quantitative analysis of the...
Persistent link: https://www.econbiz.de/10010268437