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Forecasting Brazilian output in the presence of breaks: a comparison of linear and nonlinear models
Chauvet, Marcelle; Lima, Elcyon C.R.; Vasquez, Brisne - 2002
This paper compares the forecasting performance of linear and nonlinear models under the presence of structural breaks … probabilities of recessions are used to analyze the Brazilian business cycle. The ability of each model in forecasting out …-of-sample the growth rates of GDP is examined. The forecasting ability of the two models is also compared with linear specifications …
Persistent link: https://www.econbiz.de/10010397390
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Conditional forecasts in dynamic multivariate models
Waggoner, Daniel F.; Zha, Tao - 1998
In the existing literature, conditional forecasts in the vector autoregressive (VAR) framework have not been commonly presented with probability distributions or error bands. This paper develops Bayesian methods for computing such distributions or bands. It broadens the class of conditional...
Persistent link: https://www.econbiz.de/10010397440
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Bayesian methods for dynamic multivariate models
Sims, Christopher A.; Zha, Tao - 1996
If multivariate dynamic models are to be used to guide decision-making, it is important that it be possible to provide probability assessments of their results. Bayesian VAR models in the existing literature have not commonly (in fact, not at all as far as we know) been presented with error...
Persistent link: https://www.econbiz.de/10010397465
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Prior parameter uncertainty: Some implications for forecasting and policy analysis with VAR models
Robertson, John C.; Tallman, Ellis W. - 1999
. In this paper, we examine how the treatment of prior uncertainty about parameter values can affect forecasting accuracy …
Persistent link: https://www.econbiz.de/10010397583
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How important are capital and total factor productivity for economic growth?
Baier, Scott L.; Gerald P. Dwyer, Jr.; Tamura, Robert - 2002
The authors examine the relative importance of the growth of physical and human capital and the growth of total factor productivity (TFP) using newly organized data on 145 countries that span more than one hundred years for twenty-four of these countries. For all countries, only 3 percent of...
Persistent link: https://www.econbiz.de/10010397560
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Family structure and sex differences in postdisplacement outcomes
Rodriguez, Daniel; Zavodny, Madeline - 2001
Labor force outcomes after an involuntary job loss tend to differ systematically between men and women, with women experiencing a lower probability of finding another job, a longer average duration of nonemployment, and larger losses in hours given reemployment. This study examines the role of...
Persistent link: https://www.econbiz.de/10010397373
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Which industries are the best employers for women? An application of a new Equal Employment Opportunity Index
Graham, Mary E.; Hotchkiss, Julie - 2003
This paper introduces and proposes a policy application for a new Equal Employment Opportunity (EEO) Index. The index is comprised of multiple measures of employers' human resource management outcomes and is designed to reflect employers' systemic EEO efforts. The index is applied to industry...
Persistent link: https://www.econbiz.de/10010397418
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Technology and job retention among young adults, 1980-98
Zavodny, Madeline - 2000
Although many studies have examined whether job stability and security have declined over time, the role of technology in job turnover has received little attention. This analysis examines the relationship between the likelihood that a worker remains at the same job for two years and various...
Persistent link: https://www.econbiz.de/10010397448
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Does immigration affect wages? A look at occupation-level evidence
Orrenius, Pia M.; Zavodny, Madeline - 2003
Previous research has reached mixed conclusions about whether higher levels of immigration reduce the wages of natives. This paper reexamines this question using data from the Current Population Survey and the Immigration and Naturalization Service and focuses on differential effects by skill...
Persistent link: https://www.econbiz.de/10010397471
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Why choose women's work if it pays less? A structural model of occupational choice
Pitts, M. Melinda - 2002
This paper controls for the selection bias associated with occupational choice and the labor force participation decision in estimating the wage penalty for working in female-dominated occupations. Using data from the May 1979 and the April 1993 supplements to the Current Population Survey, the...
Persistent link: https://www.econbiz.de/10010397561