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Measuring contagion with a Bayesian, time-varying coefficient model

Ciccarelli, Matteo; Rebucci, Alessandro - 2003

To measure contagion empirically, we propose using a Bayesian time-varying coeﬃcient model estimated with Markov ChainMonte Carlo methods. The proposed measure works in the joint presence of heteroskedasticity and omitted variables and does not require knowledge of the timing of the crisis. It...

Persistent link: https://www.econbiz.de/10009635914

Nelson-Siegel, affine and quadratic yield curve specifications

Nyholm, Ken; Vidova-Koleva, Rositsa - 2010

In this paper we compare the in-sample fit and out-of-sample forecasting performance of no-arbitrage quadratic and essentially affine term structure models, as well as the dynamic Nelson-Siegel model. In total eleven model variants are evaluated, comprising five quadratic, four affine and two...

Persistent link: https://www.econbiz.de/10009640335

In dubio pro CES

León-Ledesma, Miguel A.; McAdam, Peter; Willman, Alpo - 2010

Capital-labor substitution and total factor productivity (TFP) estimates are essential features of growth and income …

Persistent link: https://www.econbiz.de/10009640366

Liquidity requirements and payment delays

Schulz, Christian - 2011

The paper presents an analysis of the trade-offs of participants of different type between payment delay and liquidity requirement on the basis of synthetically generated data. The generation of the synthetic transaction data set for a simple RTGS system is described and calibrated using real...

Persistent link: https://www.econbiz.de/10009640617

Developments in working life in Europe : EurWORK annual review 2014

Aumayr-Pintar, Christine; Böhmer, Simon; Bremermann, … - 2015

Developments in Working Life in Europe 2014 is part of a series of annual reviews published by Eurofound and provides an overview of the latest developments in industrial relations and working conditions across the European Union and Norway. The Annual Review collates information based on...

Persistent link: https://www.econbiz.de/10011902645

Peer Review on "Minimum Income Benefits – securing a life in dignity, enabling access to services and integration into the labour market"

Europäische Kommission / Generaldirektion … - 2019

Persistent link: https://www.econbiz.de/10012098350

Consumption, habit persistence, imperfect information and the lifetime budget constraint

Willman, Alpo - 2003

approach is the parameterisation of the information content regarding future income changes. In addition to the information … regarding time series properties of the historical development of labour income, consumers have also period-specific information … on future income realisations. Estimation results support the hypothesis that, although front-loaded, consumers have a …

Persistent link: https://www.econbiz.de/10009635925

Impact of Accession on the Labour Markets of the New Member States

Applica sprl 37, Rue Van Campenhout 1000 Brussels - 2007

Persistent link: https://www.econbiz.de/10009638685

Study on effects of tax systems on the retention of earnings and the increase of own equity

Albert, Jean (contributor) - Demolin, Brulard, Barthelemy; DBB Law - 2008

Persistent link: https://www.econbiz.de/10009638920

Effects of tax systems on the retention of earnings and the increase of own equity : summary report of the expert group

Europäische Kommission / Generaldirektion Unternehmen … - 2008

Persistent link: https://www.econbiz.de/10009638926