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Estimating and forecasting large panels of volatilities with approximate dynamic factor models

Luciani, Matteo; Veredas, David - In: Journal of forecasting 34 (2015) 3, pp. 163-176

Persistent link: https://www.econbiz.de/10011305278

Factor models in the German electricity market : stylized facts, seasonality, and calibration

Hinderks, Wieger Johan; Wagner, Andreas - In: Energy economics 85 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012510288

Strukturstabilität in Cointegrationsbeziehungen

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

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Volatile Multinationals? Evidence from the Labor Demand of German Firms

Buch, Claudia M. - 2016

' activities is associated with an increase in firm-level employment volatility. We use a firm-level dataset for Germany which … that are active in Germany. We decompose the volatility of firms into their reaction and their exposure to aggregate …

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

Firm level return-volatility analysis using dynamic panels

Smith, L. Vanessa; Yamagata, Takashi - In: Journal of empirical finance 18 (2011) 5, pp. 847-867

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Towards a theory of life satisfaction accounting for stability, change and volatility in 25-year life trajectories in Germany

Headey, Bruce; Muffels, Ruud J. A. - 2016

is now regarded as inadequate since several national panel surveys show that substantial minorities of respondents have … trajectories of respondents in the German Socio-Economic Panel who reported their LS for 25 consecutive years in 1990-2014. The …

Persistent link: https://www.econbiz.de/10011502854