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Univariate measures of persistence : a comparative analysis

Arango-Castillo, Lenin; Martínez-Ramírez, Francisco J.; … - 2024

Persistence is the speed with which a time series returns to its mean after a shock. Although several measures of … persistence have been proposed in the literature, when they are empirically applied, the different measures indicate incompatible … messages, as they differ both in the level and the implied evolution of persistence. One plausible reason why persistence …

Persistent link: https://www.econbiz.de/10015062366

Time-variation in the persistence of carbon price uncertainty : the role of carbon policy uncertainty

Cepni, Oguzhan; Gil-Alaña, Luis A.; Gupta, Rangan; … - 2024

Persistent link: https://www.econbiz.de/10015080005

A strategy to reduce the count of moment conditions in panel data GMM

Bontempi, Maria Elena; Mammi, Irene - 2012

-of-moments (GMM)estimation. Through extensive Monte Carlo simulations, under alternative characteristics of persistence of the …

Persistent link: https://www.econbiz.de/10011734160

The role of firms' location on persistency of various types of innovation : to be presented in Uddevalla Symposium 2016 : Theme: VIII: Knowledge, firms and locations in the era of...

Tavassoli, Sam; Karlsson, Charlie - 2016

This paper analyzes the role of regional characteristics on innovation persistency among firms. Using five waves of the Community Innovation Survey in Sweden, we have traced the innovative behavior of firms over a ten-year period, i.e. between 2002 and 2012. On the one hand, we distinguish...

Persistent link: https://www.econbiz.de/10011866882

The importance of sampling frequency for estimates of well-being dynamics

Hoskins, Stephen; Johnston, David; Kunz, Johannes; … - In: Economics letters 242 (2024), pp. 1-4

Persistent link: https://www.econbiz.de/10015079961

The scarring effect of graduate underemployment : evidence from the UK

Dickson, Matt; Donnelly, Michael; Kameshwara, Kalyan Kumar - 2024

The UK has one of the highest proportions of tertiary educated workers in Europe but also one of the highest rates of graduate underemployment. Little is known however about the extent to which there is a scarring effect of early graduate underemployment on future labour market outcomes. In this...

Persistent link: https://www.econbiz.de/10015075875

Historical pathogen prevalence and the radius of trust

Kammas, Pantelis; Sarantides, Vassilis - In: European economic review : EER 162 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10015076010

Persistence of the sovereign debt components and debt sustainability : some evidence for the US and Europe

Caporale, Guglielmo Maria; Martin-Valmayor, Miguel A.; … - 2024

This paper analyses the persistence and mean reversion properties of sovereign debt and its components by applying … persistence in all debt/GDP series, which appear to be I(1). However, cross-country differences emerge when analysing the … low persistence and mean reversion (0<d<0.5). We also assess debt sustainability by analysing the stochastic properties of …

Persistent link: https://www.econbiz.de/10015077843

Early life adversity and children's competence development : evidence from the Mannheim Study of Children at Risk ; conference paper

Blomeyer, Dorothea; Coneus, Katja; Laucht, Manfred; … - 2013

This paper investigates the role of early life adversity and home resources in terms of competence formation and school achievement based on data from an epidemiological cohort study following 364 children from birth to adolescence. Results indicate that organic and psychosocial risks present in...

Persistent link: https://www.econbiz.de/10010339997

Measuring persistence in volatility spillovers : conference paper

Conrad, Christian; Weber, Enzo - Wettbewerbspolitik und Regulierung in einer Globalen … - 2013

conditional variances determine the persistence of the transmitted volatility innovations. In particular, the influence of a …

Persistent link: https://www.econbiz.de/10010341118