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Exchange rate pass-through to consumer prices: a European perspective
Schröder, Michael; Hüfner, Felix P. - 2002
We study the pass-through of exchange rate changes to consumer prices for the euro area by estimating vector error correction models for Germany, France, Italy, the Netherlands and Spain. Using the weights of the Harmonized Index of Consumer Prices (HICP) we compute a weighted average of the...
Persistent link: https://www.econbiz.de/10010298101
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Pricing to market of German exporters: evidence from panel data
Falk, Rahel; Falk, Martin - 1998
data on export unit values. Parameter estimation relies on GMM first difference, fixed effects, LAD, OLS first difference …
Persistent link: https://www.econbiz.de/10010297591
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Sources of German unemployment: evidence from a structural VAR model
Linzert, Tobias - 2001
This paper analyzes the dynamic effects of different macroeconomic shocks on unemployment in Germany. In a first step, a cointegration analysis of productivity, prices, real wages, employment, and the unemployment rate reveals two long run relationships, interpreted as a labor demand and a wage...
Persistent link: https://www.econbiz.de/10010297779
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Map Intersection Based Merging Schemes for Administrative Data Sources and an Application to Germany
Arntz, Melanie; Wilke, Ralf A. - 2005
In many situations the applied researcher wants to combine different data sources without knowing the exact link and merging rule. This paper introduces a theoretical framework how two different regional administrative data sources can be merged. It presents different merging schemes based on...
Persistent link: https://www.econbiz.de/10010297429
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Empirical determinants of employee resistance against innovations
Zwick, Thomas - 2000
Employee resistance against innovations is a virulent phenomenon and there is a broad theoretical literature on its determinants. The empirical evidence is scarce, however, and mainly provides descriptive evidence on the incidence of the phenomenon and concentrates on the effectiveness of change...
Persistent link: https://www.econbiz.de/10010297711
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A Comparative Study on the Role of Stochastic Trends in U.S. Macroeconomic Fluctuations, 1954-1988
Seymen, Atilim - 2008
The paper attempts to provide an appropriate model specification for identifying technology and other macroeconomic shocks in a structural VAR framework. The investigation is conducted based on two seminal structural VAR studies by Gali (1999) and King et al. (1991). The models of these studies...
Persistent link: https://www.econbiz.de/10010297992
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A Critical Note on the Forecast Error Variance Decomposition
Seymen, Atilim - 2008
The paper questions the reasonability of using forecast error variance decompositions for assessing the role of different structural shocks in business cycle fluctuations. It is shown that the forecast error variance decomposition is related to a dubious definition of the business cycle. A...
Persistent link: https://www.econbiz.de/10010298076
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The role of structural common and country-specific shocks in the business cycle dynamics of the G7 countries
Seymen, Atilim; Kappler, Marcus - 2009
The study analyses the business cycles of the G7 countries in a structural vector autoregression(SVAR) framework comprising output, nominal interest rate and inflation. Common and country-specific supply, demand and nominal shocks of each G7 country are identified, and the corresponding shock...
Persistent link: https://www.econbiz.de/10010298787
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Latin versus European Power: A Tale of Two Market Reforms
Mennel, Tim; Viecens, Maria Fernanda - 2007
This paper compares electricity market reforms in the European Union with reforms in Chile and Brazil. The paradigm of … present the institutional framework as well as the development of electricity markets in the European Union, Chile and Brazil … electricity companies and transnational competition, Chile and Brazil have only partially liberalized their electricity sector …
Persistent link: https://www.econbiz.de/10010297980
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Finding starting-values for maximum likelihood estimation of vector STAR models
Schleer, Frauke - 2013
This paper focuses on finding starting-values for maximum likelihood estimation of Vector STAR models. Based on a Monte …
Persistent link: https://www.econbiz.de/10010324135