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Disentangling irregular cycles in economic time series

Schober, Dominik; Woll, Oliver - 2015

Cycles play an important role when analyzing market phenomena. In many markets, both overlaying (weekly, seasonal or business cycles) and time-varying cycles (e.g. asymmetric lengths of peak and off peak or variation of business cycle length) exist simultaneously. Identification of these market...

Persistent link: https://www.econbiz.de/10011334604

Automatic and probabilistic foehn diagnosis with a statistical mixture model

Plavcan, David; Mayr, Georg J.; Zeileis, Achim - 2013

Diagnosing foehn winds from weather station data downwind of topographic obstacles requires distinguishing them from other downslope winds, particularly nocturnal ones driven by radiative cooling. We present an automatic classification scheme to obtain reproducible results that include...

Persistent link: https://www.econbiz.de/10009793089

The determinants of trade costs : a random coefficients approach

Egger, Peter; Průša, Jan - 2014

This paper assesses whether the sensitivity of bilateral trade volumes to various trade cost factors is constant or varies across countries. It utilizes a random coeffcients model and analyses a cross-sectional sample of bilateral trade data for 96 countries in 2005. We expect the elasticity of...

Persistent link: https://www.econbiz.de/10010371278

Disentangling Irregular Cycles in Economic Time Series

Schober, Dominik - 2015

Persistent link: https://www.econbiz.de/10013015064

Testing for Structural Breaks in Small Samples

Antoshin, Sergei - 2008

In a recent paper, Bai and Perron (2006) demonstrate that their approach for testing for multiple structural breaks in time series works well in large samples, but they found substantial deviations in both the size and power of their tests in smaller samples. We propose modifying their...

Persistent link: https://www.econbiz.de/10012772213

Labor productivity and firm-level TFP with technology-specific production functions

Belloc, Filippo; Battisti, Michele; Del Gatto, Massimo - 2021

We investigate the technological dimension of productivity, presenting an empirical methodology based on mixture models to disentangle the labor productivity differences associated with the firm's choice of technology (BTFP) and those related to the firm's ability to exploit the adopted...

Persistent link: https://www.econbiz.de/10013235348

Transaction-Based Indices

Chau, K.W; Wong, Siu Kei; Liang, Jiancong; McCluskey, … - 2021

Due to the heterogeneous nature of real estate, the construction of a transaction based real estate price index is not … a trivial task. This paper introduces the concept of a constant quality real estate price index that reflects the … methods for constructing such index are discussed. The implementation of the same method may be different across markets due …

Persistent link: https://www.econbiz.de/10013237801

Voters are Rational

Lyytikäinen, Teemu; Tukiainen, Janne - 2013

We test whether voters are rational in the sense that their decision to vote depends on its expected impact on the election outcomes. By using exogenous variation in pivotal probabilities that arise at population thresholds determining council sizes in Finnish municipal elections, we provide the...

Persistent link: https://www.econbiz.de/10014153182

Seasonality in Economic Models

Brendstrup, Bjarne; Hylleberg, Svend; Nielsen, Morten … - 2004

Seasonality has been a major research area in economics for several decades. The paper asses the recent development in the literature on the treatment of seasonality in economics, and divides it into three interrelated groups. The first group, the Pure Noise Model, consists of methods based on...

Persistent link: https://www.econbiz.de/10014122117

Seasonality in Economic Models

Brendstrup, Bjarne; Hylleberg, Svend; Nielsen, Morten … - 2004

Seasonality has been a major research area in economics for several decades. The paper assesses the recent development in the literature on the treatment of seasonality in economics, and divides it into three interrelated groups. The first group, Pure Noise Models, consists of methods based on...

Persistent link: https://www.econbiz.de/10014071205