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Pricing to market of German exporters : evidence from panel data
Falk, Martin; Falk, Rahel - 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/10011441656
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Exchange rate pass-through to consumer prices : a European perspective
Hüfner, Felix P. (contributor);  … - 2002
Persistent link: https://www.econbiz.de/10001701674
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Linkages between international securitized real estate markets : further evidence from time-varying and stochastic cointegration
Schindler, Felix; Voronkova, Svitlana - 2010
bivariate and multivariate tests for cointegration. While the topic has been analyzed in previous studies such as Gallo and … results from different cointegration methodologies and explicitly control for instability in cointegration relationships and … covering 20 years. In line with previous studies, the empirical results indicate several cointegration relationships between …
Persistent link: https://www.econbiz.de/10008652070
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A dynamic heterogeneous labour demand model for German manufacturing
Falk, Martin; Koebel, Bertrand M. - 2000
This paper presents an application of the Generalised Error Correction Model (GECM) for heterogeneous factor demands based on the quadratic cost function. Using data for 26 West German manufacturing industries over the period 1976-1995, it turns out that less general specifications such as the...
Persistent link: https://www.econbiz.de/10011444593
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The connection of stock markets between Germany and the USA : new evidence from a co-integration study
Eberts, Elke (contributor) - 2003
Persistent link: https://www.econbiz.de/10001774217
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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 …
Persistent link: https://www.econbiz.de/10011446670
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Panel tests for unit roots in hours worked
Kappler, Marcus (contributor) - 2006
-stationarity of hours worked. In addition, taking these results together, there is no indication of cointegration among the individual …
Persistent link: https://www.econbiz.de/10003314703
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How integrated are the European retail financial markets? : a cointegration analysis
Heinemann, Friedrich; Schüler, Martin - 2002
, bivariate and multivariate cointegration techniques are used to assess the degree of integration in four loans and two deposit …
Persistent link: https://www.econbiz.de/10011447291
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The power law and dividend yields
Lüders, Erik (contributor); Lüders-Amann, Inge (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002137150
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Systemic risk in European banking : evidence from bivariate GARCH models
Schröder, Michael; Schüler, Martin - 2003
This paper attempts to assess the Europe-wide systemic risk in banking. We employ a bivariate GARCH model to estimate conditional correlations between European bank stock indices. These correlations are used as an indication for the interdependencies amongst the banking business in Europe and...
Persistent link: https://www.econbiz.de/10011448270