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Social surveys are often used to estimate unemployment duration distributions. Survey non-response may then cause a … methodology exploits variation in the timing of the duration outcome relative to the survey moment. The results show evidence for …
Persistent link: https://www.econbiz.de/10011338006
parameter of interest is the expected unemployment duration. If both job separations and job accessions follow a Poisson process … duration distribution. We propose a new measure for unemployment durations (an inflow corrected stock sample measure of … unemployment duration) that can be easily calculated from stock sample data and takes account of the fact that it is primarily the …
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The paper analyses the potential impact of stock market developments on lending behaviour from different perspectives. First we scrutinize the impact of stock market movements on the banks’ and on the borrowers’ balance sheets. Subsequently we estimate aggregate credit supply and demand...
Persistent link: https://www.econbiz.de/10003342766
the conventional univariate Kaplan-Meier estimator for the hazard rate to multivariate right censored duration data and … finite sample properties and our implementation appears to be very fast. A small application to German unemployment duration … duration data. …
Persistent link: https://www.econbiz.de/10003527620
the program. The literature uses linear probability models and (Cox) proportional hazard models to predict duration … outcomes. These either focus on one threshold duration or impose proportionality. In this paper we propose a nonparametric …
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