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German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs
Jamin, Gösta; Entorf, Horst - 2004
multi-factor modelling instead of augmented CAPM, application of moving window panel regressions, orthogonalization of …
Persistent link: https://www.econbiz.de/10010297319
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Downside risk optimization in securitized real estate markets
Kroencke, Tim Alexander; Schindler, Felix - 2010
Optimization of international securitized real estate portfolios has been a key topic for several decades. However, most previous analysis has focused on regional diversification by applying the traditional mean-variance (MV) framework suggested by Markowitz (1952) even if the limitations of...
Persistent link: https://www.econbiz.de/10010300508
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Panel Tests for Unit Roots in Hours Worked
Kappler, Marcus - 2006
. For these purposes, panel unit root tests are employed to improve power against univariate counterparts. Since cross … section correlation is a distinct feature of the underlying panel data, results are based on various second generation panel …
Persistent link: https://www.econbiz.de/10010297530
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Continuous Training and Firm Productivity in Germany
Zwick, Thomas - 2002
This paper presents for the first time panel evidence on the productivity effects of training intensity and different … establishments as well as omitted variable bias. Using the waves 1997 – 2000 of the IAB establishment panel, it is found that when …
Persistent link: https://www.econbiz.de/10010297923
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The labour share of income: Heterogeneous causes for parallel movements?
Hogrefe, Jan; Kappler, Marcus - 2010
as well as pooled mean group and mean group estimators, the latter in a dynamic heterogeneous panel framework. We find …
Persistent link: https://www.econbiz.de/10010300382
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Why do financial market experts misperceive future monetary policy decisions?
Schmidt, Sandra; Nautz, Dieter - 2010
panel random coefficient model, we show that financial experts have systematically misperceived the ECB's interest rate rule …
Persistent link: https://www.econbiz.de/10010300740
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German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs
Jamin, Gösta; Entorf, Horst - Zentrum für Europäische Wirtschaftsforschung (ZEW) - 2004
multi-factor modelling instead of augmented CAPM, application of moving window panel regressions, orthogonalization of …
Persistent link: https://www.econbiz.de/10005097722
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Patenting Behaviour and Employment Growth in German Start-up Firms: A Panel Data Analysis
Niefert, Michaela - 2005
relationship using panel data on German start-up firms as well as German patent data. It employs different indicators of patenting … activity. By applying fixed-effects and first-differencing panel data methods it is shown that patenting activity has a …
Persistent link: https://www.econbiz.de/10010297413
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Almost Consistent Estimation of Panel Probit Models with 'Small' Fixed Effects
Lechner, Michael; Laisney, François - 2002
We propose four different GMM estimators that allow almost consistent estimation of the structural parameters of panel …
Persistent link: https://www.econbiz.de/10010297847
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The Accuracy and Efficiency of the Consensus Forecasts: A Further Application and Extension of the Pooled Approach
Ager, Philipp; Kappler, Marcus; Osterloh, Steffen - 2007
In this paper we analyze the macroeconomic forecasts of the Consensus Forecasts for 12 countries over the period from 1996 to 2006 regarding bias and information efficiency. A pooled approach is employed which permits the evaluation of all forecasts for each target variable over 24 horizons...
Persistent link: https://www.econbiz.de/10010297948