The IABSE-ADIAB dataset provides the linkage between the most recent case of a hire from the IAB Job Vacancy Survey and the administrative data of the hired person. The data comprise the entire working history of persons who were identified as IAB Job Vacancy Survey hires from 2010 to 2020. The...

There are a large number of labour market indicators that could be used by monetary policy makers to assess the state of the labour market and the associated implications for inflationary pressure. This paper attempts to assess their relative merits by evaluating their past performance in...

This paper delineates the simultaneous impact of non-anticipated information on mean and variance of the intraday return process by including appropriate variables accounting for the news flow into both the mean and the variance function. This allows us to differentiate between the consistent...

This paper delineates the simultaneous impact of non-anticipated information on first and second moments of the intraday price process by including appropriate variables accounting for the news flow into both the mean and the variance function. This allows us to differentiate between the...