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Decomposition analysis for a binary choice model
Yun, Myeong-Su - 2000
This paper introduces a new and simple decomposition method for a binary choice model that is equivalent to the Blinder-Oaxaca decomposition analysis for wage differentials. The decomposition method is first developed for a single probit model and later generalized to a simultaneous equations...
Persistent link: https://www.econbiz.de/10001486509
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Decomposition analysis for a binary choice model
Yun, Myeong-Su - 2000
Persistent link: https://www.econbiz.de/10001496054
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A computationally practical simulation estimation algorithm for dynamic panel data models with unobserved endogenous state variables
Keane, Michael P.; Sauer, Robert M. - 2009
This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …
Persistent link: https://www.econbiz.de/10003824296
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Decomposition analysis for a binary choice model
Yun, Myeong-Su - 2000
This paper introduces a new and simple decomposition method for a binary choice model that is equivalent to the Blinder-Oaxaca decomposition analysis for wage differentials. The decomposition method is first developed for a single probit model and later generalized to a simultaneous equations...
Persistent link: https://www.econbiz.de/10011326421
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Predicting US recessions with stock market illiquidity
Chen, Shiu-sheng; Chou, Yu-Hsi; Yen, Chia-Yi - In: The B.E. journal of macroeconomics 16 (2016) 1, pp. 93-123
Persistent link: https://www.econbiz.de/10011508569
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The role of credit in predicting US recessions
Ponka, Harri - In: Journal of forecasting 36 (2017) 5, pp. 469-482
Persistent link: https://www.econbiz.de/10011860598
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Predicting recession probabilities with financial variables over multiple horizons
Fornari, Fabio; Lemke, Wolfgang - 2010
We forecast recession probabilities for the United States, Germany and Japan. The predictions are based on the widely … reached for the United States, the ProbVAR forecasts are slightly worse for Germany, but considerably inferior for Japan …
Persistent link: https://www.econbiz.de/10008688529
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The effectiveness of the FX market interventions of the Bundesbank during the Louvre period : an options-based analysis
Pierdzioch, Christian - 2000
Persistent link: https://www.econbiz.de/10001465153
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The effectiveness of the FX market interventions of the Bundesbank during the Louvre period : an options-based analysis
Pierdzioch, Christian - 2000
The effectiveness of the foreign exchange market interventions conducted by the Deutsche Bundesbank during the Louvre period to alter either the level or the volatility of the $/DM spot rate is examined. Volatility quotes implicit in foreign currency options are employed to recover the impact of...
Persistent link: https://www.econbiz.de/10011476547
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Dating US business cycles with macro factors
Fossati, Sebastian - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 5, pp. 529-547
Persistent link: https://www.econbiz.de/10011649152