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Sources of German unemployment : evidence from a structural VAR model
Linzert, Tobias - 2001
relationships, interpreted as a labor demand and a wage setting scheme. Secondly, a structural VAR model is identified using the … display that price, demand, and labor supply shocks affect unemployment significantly in the short/medium run. Interestingly …
Persistent link: https://www.econbiz.de/10011446670
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Oil and unemployment in Germany
Löschel, Andreas (contributor);  … - 2009
In this paper, we analyze oil price impacts on unemployment for Germany. Firstly, we survey theoretical and empirical literature on the oil-unemployment relationship and relate them to the German case. Secondly, we illustrate this issue within the framework of a vector autoregression (VAR)...
Persistent link: https://www.econbiz.de/10003806166
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The empirical assessment of technology differences : comparing the comparable
Frondel, Manuel; Schmidt, Christoph M. - 2002
This paper compares technologies across space and time on the basis of factual and counterfactual substitution elasticities and argues that differences in estimated substitution elasticities should be decomposed into two counterfactual components. While the first component is designed to...
Persistent link: https://www.econbiz.de/10011447707
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A comparative study on the role of stochastic trends in US macroeconomic fluctuations, 1954-1988
Seymen, Atilim (contributor) - 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/10003634805
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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
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 propagation channels are computed. We establish the statistical properties … of the cyclical fluctuations and investigate the role of each structural common and country-specific shock in the …
Persistent link: https://www.econbiz.de/10003824053
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Sequential identification of technological news shocks
Seymen, Atılım - 2013
In an influential recent paper, Beaudry and Portier (2006) propose a sequential approach for identifying technological news shocks. Thereby, the correlation coefficient between news shocks of a short-run identification scheme and technology shocks of a long-run identification scheme in the VAR...
Persistent link: https://www.econbiz.de/10010225546
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Comparing two methods for the identification of news shocks
Beaudry, Paul; Portier, Franck; Seymen, Atılım - 2013
investigate (i) the extent to thich two prominent structural VAR approaches can be usefull in recuperating news shock dynamics …
Persistent link: https://www.econbiz.de/10010225547
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Hedging langfristiger Lieferverpflichtungen mit kurzfristigen Futures : möglich oder unmöglich?
Bühler, Wolfgang; Korn, Olaf - 1998
Im Laufe des Jahres 1993 war die Metallgesellschaft Refining & Marketing (MGRM), eine US-amerikanische Tochtergesellschaft der Metallgesellschaft AG, in großem Umfang die Verpflichtung eingegangen, langfristig Öl zu Festpreisen zu liefern. Das dadurch entstehende Preisrisiko sollte über...
Persistent link: https://www.econbiz.de/10011441448
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Do magazines "companion websites" cannibalize the demand for the print version?
Kaiser, Ulrich (contributor);  … - 2005
We analyze the relationship between website visits, magazine demand and the demand for advertising pages using Granger …
Persistent link: https://www.econbiz.de/10003025761
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Uncertainty of outcome versus reputation : empirical evidence for the first German football division
Czarnitzki, Dirk; Stadtmann, Georg - 1999
This paper analyses the determination of match attendance in the German premier football league by applying models derived from Peel/Thomas (1992) and Janssens/Késenne (1987). Additionally we develop an improved version, where we incorporate the supporter clubs and the weather conditions as...
Persistent link: https://www.econbiz.de/10011443285