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Spurious correlation in estimation of the health production function : a note
Akkoyunlu, Sule; Lichtenberg, Frank R.; Siliverstovs, Boriss - 2009
; Innovation ; Pharmaceuticals ; Health care expenditure ; Cointegration …
Persistent link: https://www.econbiz.de/10003900852
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Fiscal sustainability in the Caribbean : an econometric analysis
Khadan, Jeetendra - 2019
countries over the period 1991-2017. The evidence from panel co-integration models of government revenue and expenditure shows …
Persistent link: https://www.econbiz.de/10012028426
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Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices
Casoli, Chiara; Lucchetti, Riccardo - 2021
In this article, we propose a cointegration-based Permanent-Transitory decomposition for nonstationary Dynamic Factor … Models. Our methodology exploits the cointegration relations among the observable variables and assumes they are driven by a …-term stationary one. A Monte Carlo experiment shows that taking into account the cointegration structure in the DFM leads to a much …
Persistent link: https://www.econbiz.de/10012596987
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Long-run models of oil stock prices
Lanza, Alessandro; Manera, Matteo; Grasso, Margherita; … - 2003
-Mobil, Royal Dutch Shell, Total-Fina-Elf) using multivariate cointegration techniques and vector error correction models. Weekly …
Persistent link: https://www.econbiz.de/10011592924
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Conditional correlations in the returns on oil companies stock prices and their determinants
Giovannini, Massimo; Grasso, Margherita; Lanza, Alessandro - 2004
cointegration techniques in modelling the conditional mean, as well as multivariate GARCH models for the conditional variances. We …
Persistent link: https://www.econbiz.de/10011603089
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The impact of ICT and intangible capital accumulation on labour demand growth and functional income shares
Stehrer, Robert - 2022
This paper investigates whether the diffusion of tangible IT and CT capital and intangible capital asset types has an impact on labour demand growth and the share of labour income in total income at the industry and country level. The econometric analysis is derived from a Cobb-Douglas...
Persistent link: https://www.econbiz.de/10013274244
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The distributional and employment impacts of nationwide minimum wage changes
Cribb, Jonathan; Giupponi, Giulia; Joyce, Robert; … - 2021
We estimate the effect of the introduction of the UK’s National Living Wage in 2016, and increases in it up to 2019, using a new empirical method. We apply a bunching approach to a setting with no geographical variation in minimum wage rates. We effectively compare employment changes in each...
Persistent link: https://www.econbiz.de/10012802873
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A skill-specific dynamic labour supply and labour demand framework : a scenario analysis for the Western Balkan countries to 2030
Leitner, Sandra M. - 2021
This paper pursues a scenario analysis to shed light on past and potential future labour supply and labour demand dynamics of different skill groups in the six Western Balkan countries (WB6). It differentiates between four educational levels (low, medium-general, medium-VET, and high) and looks...
Persistent link: https://www.econbiz.de/10012544925
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Firm-level shocks and labor flows
Carlsson, Mikael; Messina, Julián; Nordström Skans, Oskar - 2021
This paper analyzes how labor ows respond to permanent idiosyncratic shifts in rm-level production functions and demand curves using very detailed Swedish micro data. Shocks to rms physical productivity have only modest eects on rm-level employment decisions. In contrast, the paper documents...
Persistent link: https://www.econbiz.de/10012587035
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Employers' skills requirements in the Austrian labour market : on the relative importance of ICT, cognitive and non-cognitive skills over the past 15 years
Leitner, Sandra M.; Reiter, Oliver - 2020
This paper analyses job advertisements to identify the particular skills, abilities and characteristics that are in demand on the Austrian labour market. It takes a novel approach and uses information extracted from over 1.5 million job advertisements over the past 15 years from Austria's...
Persistent link: https://www.econbiz.de/10012391616