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Trade costs in the global economy : measurement, aggregation and decomposition

Egger, Peter; Larch, Mario; Nigai, Sergey; Yotov, Yoto - 2021 - Manuscript date: 10 May 2018

Proper measurement and aggregation of trade costs is of paramount importance for sound academic and policy analysis of the determinants - particularly those of policy - of economic outcomes. The international trade profession has witnessed significant new developments, both on the theoretical...

Persistent link: https://www.econbiz.de/10012419247

Asset market and balance of payments characteristics : an eclectic exchange rate model for the Dollar, Mark, and Yen

MacDonald, Ronald - 1995

Persistent link: https://www.econbiz.de/10013425460

Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks

Foglia, Matteo; Plakandaras, Vasilios; Gupta, Rangan; … - 2024

Persistent link: https://www.econbiz.de/10014515694

Simple nonparametric estimators for the bid-ask spread in the Roll model

Chen, Xiahong; Linton, Oliver; Schneeberger, Stefan; … - 2016

We propose new methods for estimating the bid-ask spread from observed transaction prices alone. Our methods are based on the empirical characteristic function instead of the sample autocovariance function like the method of Roll (1984). As in Roll (1984), we have a closed form expression for...

Persistent link: https://www.econbiz.de/10011441970

How global is FDI? : evidence from the analysis of Theil indices

Bickenbach, Frank; Liu, Wan-hsin; Nunnenkamp, Peter - 2015

It is open to question whether the intensified worldwide competition for FDI has reduced its traditionally strong concentration in a few large and relatively advanced host countries. We calculate and decompose Theil indices to track changes in absolute and relative concentration of FDI during...

Persistent link: https://www.econbiz.de/10011410419

Long-run links among money, prices, and output : world-wide evidence

Herwartz, Helmut; Reimers, Hans-Eggert - 2001

analyse this topic by means of a P-star model. Based on the quantity theory of money, this approach explains inflation via a …. Moreover, parameter restrictions for the long-run relationships implied by the monetary theory are tested. Country specific P … Preisniveau und dem realen Output testet. Weiterhin werden die Parameterrestriktionen, die sich durch die monet¨are Theorie …

Persistent link: https://www.econbiz.de/10011419407

Simple nonparametric estimators for the bid-ask spread in the role model

Safronov, Mikhail; Linton, Oliver; Schneeberger, Stefan - 2016

Persistent link: https://www.econbiz.de/10011455993

Academic ranking scales in economics : prediction and imputation

Zharova, Alona; Mihoci, Andrija; Härdle, Wolfgang - 2016

Publications are a vital element of any scientist’s career. It is not only the number of media outlets but aslo the quality of published research that enters decisions on jobs, salary, tenure, etc. Academic ranking scales in economics and other disciplines are, therefore, widely used in...

Persistent link: https://www.econbiz.de/10011459002

Simple nonparametric estimators for the bid-ask spread in the roll model

Chen, Xiaohong; Linton, Oliver; Schneeberger, Stefan; … - 2016

Persistent link: https://www.econbiz.de/10011556780

Income inequality and health : evidence from developed and developing countries

Herzer, Dierk; Nunnenkamp, Peter - 2014

We assess the effect of income inequality on life expectancy by performing separate estimations for developed and developing countries. Our empirical analysis challenges the widely held view that inequality matters more for health in richer countries than for health in poorer countries....

Persistent link: https://www.econbiz.de/10010425987