Das System der Volkswirtschaftlichen Gesamtrechnungen (VGR) in Deutschland wurde im Frühjahr 2005 von der Festpreisbasis auf das Vorjahrespreiskonzept (Kettenindexkonzept) umgestellt. Dadurch werden Substitutionseffekte besser berücksichtigt und die periodische Umbasierung der Zeitreihen...

First and higher order digits in data sets of natural and socio-economic processes often follow a distribution called Benford's law. This phenomenon has been used in many business and scientific applications, especially in fraud detection for financial data. In this paper, we analyse whether...

We analyze the properties of multiperiod forecasts which are formulated by a number of companies for a fixed horizon ahead which moves each month one period closer and are collected and diffused each month by some polling agency. Some descriptive evidence and a formal model suggest that knowing...

This paper presents two new tools for the identification of faking interviewers in surveys. One method is based on Benford?s Law, and the other exploits the empirical observation that fakers most often produce answers with less variability than could be expected from the whole survey. We focus...

This short note analyzes the distributional properties of Pareto Type III random variables. We introduce a three parameters version of the orignal two parameters distribution proposed by Pareto and derive both the density and the characteristic function. The analytic expression of the inverse...

We develop a behavioural micro simulation model (LuxTaxBen) that contains very precise information on income tax rules, as well as eligibility-rules for a number of welfare programs, such as social assistance, housing allowance etc. The model has been built specifically for analysing the...

Basic methods to compute the required sample size are well understood and supported by widely available software. However, the sophistication of the sample size methods commonly used has not kept pace with the complexity of the experimental designs most often employed in practice. In this paper,...

Most macroeconomic data is continuously revised as additional information becomes available. We suggest that revisions of data is an increasingly important source of uncertainty about the state of the economy and offer an alternative channel of uncertainty - data uncertainty. This paper adds on...

We develop a new method to sample from posterior distributions in hierarchical models without using Markov chain Monte Carlo. This method, which is a variant of importance sampling ideas, is generally applicable to high-dimensional models involving large data sets. Samples are independent, so...

Our starting place is the first order seasonal autoregressive model. Its series are shown to have canonical model-based decompositions whose finite-sample estimates, filters, and error covariances have simple revealing formulas from basic linear regression.We obtain analogous formulas for...