We investigate the accuracy of ex ante assessments of vulnerability to poverty using cross-sectional data and panel … data. We use long-term panel data from Germany and apply different regression models, based on household covariates and … on cross-sectional data are much less accurate than those based on panel data, but for Germany, the accuracy of …

This paper investigates how to measure common market risk factors using newly proposed Panel Quantile Regression Model … particular Panel Quantile Regression Model for Returns consistently outperforms all the competitors in the 5% and 10% quantiles …

requires only panel data on consumption and income. Using the Panel Study of Income Dynamics, we find-in contrast to the …

behavioral reactivity of the financial disruptions mentioned above. The model was estimated through the panel estimated …

. Using unique panel data, we find that households who report storm damage increased their risk taking. We do not find …

panel data. We use long-term panel data from Germany and apply different regression models, based on household covariates …. Estimates based on cross-sectional data are much less accurate than those based on panel data, but for Germany, the accuracy of … vulnerability predictions is limited even when panel data are used. In part this low accuracy is due to low poverty incidence and …

derivatives such as synthetic single-tranche collateralized debt obligation swaps. This paper suggests a dynamic panel regression …

panel data models with country-specific fixed effects in order to simultaneously address model uncertainty and endogeneity … issues. The empirical findings suggest that in a panel setting the most robust growth determinants are the price of …