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This paper compares the net fiscal position (NFP) of immigrants versus natives using data from the European Survey on Living Conditions (EU-SILC) for the period 2007-2015. By employing a quantile regression approach, we find that European and non-European migrants have a different fiscal...
Persistent link: https://www.econbiz.de/10012417015
This paper compares the net fiscal position (NFP) of immigrants versus natives using data from the European Survey on Living Conditions (EU-SILC) for the period 2007-2015. By employing a quantile regression approach, we find that European and non-European migrants have a different fiscal...
Persistent link: https://www.econbiz.de/10012417640
Persistent link: https://www.econbiz.de/10014631179
Persistent link: https://www.econbiz.de/10012172002
Persistent link: https://www.econbiz.de/10014249187
Unlike the value at risk, the expected shortfall is a coherent measure of risk. In this paper, we discuss estimation of the expected shortfall of a random variable Yt with special reference to the case when auxiliary information is available in the form of a set of predictors Xt. We consider...
Persistent link: https://www.econbiz.de/10005450636