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How Stable Are Monetary Models of the Dollar-Euro Exchange Rate? - A Time-varying Coefficient Approach

Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2009

exchange rate to one of the politically most important exchange rates, the exchange rate of the US dollar vis-à-vis the euro … (the DM). We use monthly data from 1975:01 to 2007:12. Applying a novel time-varying coefficient estimation approach, we …

Persistent link: https://www.econbiz.de/10010265822

Is Double Trouble? How to Combine Cointegration Tests

Bayer, Christian - 2008

This paper suggests a combination procedure to exploit the imperfect correlation of cointegration tests to develop a more powerful meta test. To exemplify, we combine Engle and Granger (1987) and Johansen (1988) tests. Either of these underlying tests can be more powerful than the other one...

Persistent link: https://www.econbiz.de/10012724343

When Does It Hurt? The Exchange Rate ""Pain Threshold"" for German Exports

Belke, Ansgar; Goecke, Matthias; Guenther, Martin - 2009

This paper deals with the impact of the $/Euro exchange rate on German exports in the period from 1995Q1 to 2008Q4. Our … implement an algorithm describing play-hysteresis into a regression framework. A unique pain threshold of the $/Euro exchange … the historical path of the whole process. We come up with an estimate of a play area width of 24 US dollar cent per euro …

Persistent link: https://www.econbiz.de/10010265824

Demographics and Factor Flows – A Political Economy Approach

an de Meulen, Philipp - 2011

We investigate the effect of population aging on international factor flows in a political-economy framework. Political barriers to immigration in developed countries and insecure property rights in developing countries impede factor flows. Taking into account different generations' conflicting...

Persistent link: https://www.econbiz.de/10013117691

Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques

Belke, Ansgar; Czudaj, Robert - 2010

In this paper we present an empirically stable euro area money demand model. Using a sample period until 2009:2 shows … stability of the euro area money demand function. We also compare single equation methods like the ARDL approach, FM-OLS, CCR …

Persistent link: https://www.econbiz.de/10010269994

Health Effects of Temporary Jobs in Europe

Schaffner, Sandra; Ehlert, Christoph Richard - 2011

Over the last two decades, temporary employment has gained importance in the European Union. The implications of this development for the health of the workforce are not yet established. Using a unique individual-level data set for 27 European countries, this paper evaluates whether temporary...

Persistent link: https://www.econbiz.de/10014175073

Are German national accounts informational efficient?

Döhrn, Roland - 2020

diesem Artikel werden drei Dimensionen der Informationseffizienz getestet: schwache Effizienz, starke Effizienz und Nordhaus …

Persistent link: https://www.econbiz.de/10012321398

Revealed Preference and the Number of Commodities

Heufer, Jan - 2007

This work consists of two parts: First, it is shown that for a two-dimensional commodity space any homothetic utility function that rationalizes each pair of observations in a set of consumption data also rationalizes the entire set of observations. The result is stated as a pairwise version of...

Persistent link: https://www.econbiz.de/10010264708

Is Double Trouble? – How to Combine Cointegration Tests

Bayer, Christian; Hanck, Christoph - 2008

Persistent link: https://www.econbiz.de/10010264719

Fixed, Random, or Something in Between? – A Variant of HAUSMAN's Specification Test for Panel Data Estimators

Frondel, Manuel; Vance, Colin - 2010

estimation of a random-effects model is a viable alternative to estimating fixed effects. Whereas the classical test probes the … strategy facilitates the simultaneous estimation of the fixed- and between-groups effects. As a consequence, we are able to …

Persistent link: https://www.econbiz.de/10010269970