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Strukturstabilität in Cointegrationsbeziehungen

Hansen, Gerd - In: Gesamtwirtschaftliche Modelle in der Bundesrepublik …, (pp. 193-214). 1998

Persistent link: https://www.econbiz.de/10001323998

Volatile Multinationals? Evidence from the Labor Demand of German Firms

Buch, Claudia M. - 2016

Does more FDI make the world a riskier place for workers? We analyze whether an increase in multinational firms' activities is associated with an increase in firm-level employment volatility. We use a firm-level dataset for Germany which allows us to distinguish between purely domestic firms,...

Persistent link: https://www.econbiz.de/10012991135

Time-varying job creation and macroeconomic shocks

Guglielminetti, Elisa; Pouraghdam, Meradj - In: Labour economics : official journal of the European … 50 (2018), pp. 156-179

Persistent link: https://www.econbiz.de/10012129613

Gender differences in the volatility of work hours and labor demand

Guisinger, Amy Y. - In: Journal of macroeconomics 66 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012433818

Exchange Rate Fluctuations and Labour Market Adjustments in Canadian Manufacturing Industries

Bruneau, Gabriel - 2015

employs a dynamic OLS approach for cointegrating regressions. Our data is drawn from a panel of 20 manufacturing industries …

Persistent link: https://www.econbiz.de/10013026583

Exchange Rate Fluctuations and Labour Market Adjustments in Canadian Manufacturing Industries

Bruneau, Gabriel - 2015

employs a dynamic OLS approach for cointegrating regressions. Our data is drawn from a panel of 20 manufacturing industries …

Persistent link: https://www.econbiz.de/10013027048

Exchange rate fluctuations and labour market adjustments in Canadian manufacturing industries

Bruneau, Gabriel; Moran, Kevin - In: The Canadian journal of economics 50 (2017) 1, pp. 72-93

Persistent link: https://www.econbiz.de/10011666085

Jump factor models in large cross‐sections

Li, Jia; Todorov, Viktor; Tauchen, George Eugene - In: Quantitative economics : QE ; journal of the … 10 (2019) 2, pp. 419-456

of factor jumps. Such jump dependence is implied by standard linear factor models. Our inference is based on a panel of … restriction on the relative magnitude of these two dimensions of the panel. The test is formed from the high‐frequency returns at …

Persistent link: https://www.econbiz.de/10012042424

A dynamic conditionally heteroscedastic stochastic frontier model

Löthgren, Mickael - 1998

Persistent link: https://www.econbiz.de/10000984774

Decoding financial performance of US-listed entities : a sectoral exploration of input efficiency amid stochastic volatility

Andrews, Antony; Kumar, Nikeel Nishkar - In: Finance research letters 64 (2024), pp. 1-6

Persistent link: https://www.econbiz.de/10014531748

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