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A non-parametric approach of heteroskedasticity robust estimation of Vector-Autoregressive (VAR) models

Grobys, Klaus - In: Journal of finance and investment analysis 1 (2012) 1, pp. 55-67

This contribution studies the application of heteroskedasticity robust estimation of Vector-Autoregressive (VAR) models …. VAR models have become one of the most applied models for the analysis of multivariate time series. Econometric standard … literature is mostly focused on univariate time series models. This study applies a natural extension of the non-parametric pairs …

Persistent link: https://www.econbiz.de/10010079546

Multi-interregional economic impact analysis based on multi-interregional input output model consisting of 7 regions of Vietnam, 2000

Trinh, Bui; Kobayashi, Kiyoshi; Quang, Thai Nguyen; … - In: Journal of finance and investment analysis 1 (2012) 2, pp. 83-117

I/O models have been widely used to assess the impacts of many changes in an economy. An I/O model is also an important …

Persistent link: https://www.econbiz.de/10010079553

Lower exchange rates and FDI inflows in least developing economies : evidence from Tanzania

Nyamrunda, Godfrey Charles - In: Advances in management & applied economics 2 (2012) 4, pp. 1-12

The hypothesis that devaluating and depreciating the exchange rate in developing economies will lead to fast growth and economic development has drawn some controversies and debates during the past 20 years in the area of development economics. Mainly, due to the delayed results in some...

Persistent link: https://www.econbiz.de/10010097675

Old age pensions and retirement in Spain

Vegas Sánchez, Raquel; Argimón, Isabel; Botella, Marta; … - In: SERIEs : Journal of the Spanish Economic Association 4 (2013) 3, pp. 273-307

In this paper we analyze the influence that incentives play in the timing of the transition to retirement in Spain. We use the Continuous Sample of Working Histories 2006 (CSWH “Muestra Continua de Vidas Laborales”, in Spanish) to construct incentive measures from the Social Security...

Persistent link: https://www.econbiz.de/10010160828

Erfolgreich Altern : Lebensbedingungen in der Kindheit und soziale Ungleichheit haben großen Einfluss

Brandt, Martina; Deindl, Christian; Hank, Karsten - In: DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft 79 (2012) 7, pp. 11-14

In dieser Studie wird untersucht, inwieweit die Lebensbedingungen in der Kindheit und das Ausmaß sozialer Ungleichheit die individuelle Chance beeinflussen, erfolgreich, das heißt gesund und aktiv, zu altern. Europaweite Daten, die im Rahmen der SHARELängsschnittstudie erhoben wurden,...

Persistent link: https://www.econbiz.de/10010079353

Immer mehr Menschen im Rentenalter sind berufstätig

Brenke, Karl - In: DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft 80 (2013) 6, pp. 3-12

Zwischen 2001 und 2011 hat sich die Zahl der Erwerbstätigen im Rentenalter in Deutschland auf rund 760 000 verdoppelt. In keiner anderen Altersgruppe ist die Zuwachsrate der Erwerbstätigen in dieser Zeit so deutlich gestiegen wie bei den Über-65- Jährigen. Das DIW Berlin hat die...

Persistent link: https://www.econbiz.de/10010079523

Subjective well-being and selected economic, demographic, and job factors in OECD countries

Marilou, Ioakimidis; Kiohos, Apostolos - In: Advances in management & applied economics 2 (2012) 3, pp. 71-81

This study compared 10 economic, demographic, and job factors between happier and less happy OECD countries based upon scores of subjective well-being (SWB), a concept commonly meaning happiness or life satisfaction. In 2009, the scores of residents in the happier OE CD countries were...

Persistent link: https://www.econbiz.de/10010097653

La población dependiente en España : estimación del número y coste global asociado a su cuidado

Albarrán Lozano, Irene; Alonso González, Pablo - In: Estudios de economía 36 (2009) 2, pp. 127-163

This research tries to assess the dependents and Long Term Care costs for next years in Spain. To do this, it has been taken account data from the Survey on Disabilities, Impairments and Health Status and population forecasts estimated by INE, the legal rules passed between 2006 and 2008, and...

Persistent link: https://www.econbiz.de/10009959105

Artificial neural networks for predicting real estate prices

Núñez Tabales, Julia M.; Caridad y Ocerin, José María; … - In: Revista de métodos cuantitativos para la economía y … 15 (2013), pp. 29-44

Econometric models, in the estimation of real estate prices, are a useful and realistic approach for buyers and for … local and fiscal authorities. From the classical hedonic models to more data driven procedures, based on Artificial Neural … numerical and qualitative), and data from the building in which it is located and its surroundings. Alternative models are …

Persistent link: https://www.econbiz.de/10010160664

China : trotz hoher gesamtwirtschaftlicher Dynamik noch keine Lokomotive der Weltwirtschaft

Dreger, Christian; Zhang, Yanqun - In: DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft 79 (2012) 33, pp. 3-7

Mit der wirtschaftlichen Integration Chinas in die Weltwirtschaft entsteht ein neues Wachstumszentrum, das die globale Konjunktur maßgeblich beeinflussen kann. So könnten starke Produktionszuwächse in China dazu beitragen, eine schwächelnde Konjunktur in den Industrieländern zu stützen. In...

Persistent link: https://www.econbiz.de/10010079441