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This study focuses on the question whether nonlinear transformation of lagged time series values and residuals are able to systematically improve the average forecasting performance of simple Autoregressive models. Furthermore it investigates the potential superior forecasting results of a...
Persistent link: https://www.econbiz.de/10009310287
This study explores the dynamics of monthly metal prices during the past 100 years. On the basis of a unique data set, co-movement, price cycles and long-run trends are analyzed by means of common statistical methods and the results are compared to the findings in the literature. Due to its...
Persistent link: https://www.econbiz.de/10010433964
Persistent link: https://www.econbiz.de/10010351684
Die Luftfahrt spielt eine bedeutende Rolle in einer zunehmend global vernetzten Welt. Laut Verkehrsverflechtungsprognose 2030 (BMVI 2014) wird der Luftverkehr in Deutschland von allen Verkehrssegmenten am stärksten wachsen. So soll der Personenverkehr gemessen in Personenkilometern bis zum Jahr...
Persistent link: https://www.econbiz.de/10011441541
This paper estimates size and impact factors of the gender pay gap in Europe. It adds to the literature in three aspects. First, we update existing figures on the gender pay gaps in the EU based on the Structure of Earnings Survey 2010 (SES). Second, we enrich the literature by undertaking...
Persistent link: https://www.econbiz.de/10011533773
This study investigates the incidence of overeducation among workers in the EU and its underlying factors based on the most recent wave of the European Labor Force Survey (EU-LFS 2013). Its main purpose is to shed light on the interplay of so far neglected explanatory factors such as household...
Persistent link: https://www.econbiz.de/10011553984
This paper estimates size and impact factors of the gender pay gap in Europe. It adds to the literature in three aspects. First, we update existing figures on the gender pay gaps in the EU based on the Structure of Earnings Survey 2010 (SES). Second, we enrich the literature by undertaking...
Persistent link: https://www.econbiz.de/10011554003
The population growth of cities in industrialized countries is characterized by striking disparities. While some cities experience a kind of resurgence in recent years others suffer from an ongoing depopulation. In this context an important issue refers to the question whether labour market...
Persistent link: https://www.econbiz.de/10011515613
Persistent link: https://www.econbiz.de/10011517160
In this paper we model the dynamics of 100 years long monthly price series of eight non-ferrous and precious metals. Applying the state space framework we impose and identify two common factors related to non-ferrous and precious metals, respectively, which exhibit quite distinct autoregressive...
Persistent link: https://www.econbiz.de/10010433963