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Measuring Productivity Differences in Equilibrium Search Models

Lanot, Gauthier; Neumann, George R. - 1998

This paper studies estimation of the number and location of modes of the wage distribution. The location of the modes …

Persistent link: https://www.econbiz.de/10014080547

Chapter 15 Volatility and Correlation Forecasting

Andersen, Torben G.; Bollerslev, Tim; Christoffersen, … - 2006

Volatility has been one of the most active and successful areas of research in time series econometrics and economic forecasting in recent decades. This chapter provides a selective survey of the most important theoretical developments and empirical insights to emerge from this burgeoning...

Persistent link: https://www.econbiz.de/10014023691

Chapter 3. Spatial Methods

Gibbons, Steve; Overman, Henry G.; Patacchini, Eleonora - In: Handbook of regional and urban economics : volume 5, (pp. 115-168). 2015

way of characterizing these interactions, but complicates both interpretation and estimation of parameters of interest …. The estimation of these models leads to three fundamental challenges: the “reflection problem,” the presence of omitted … or spatial differencing—used to address these problems in reduced form estimation. These general lessons carry over to …

Persistent link: https://www.econbiz.de/10014025316

A Spline Analysis of the Small Firm Effect : Does Size Really Matter?

Horowitz, Joel L.; Loughran, Tim; Savin, N. Eugene - 1998

This paper uses average monthly returns and linear spline regressions to investigate the relation between expected return and firm size during 1980-1994. We find that the average monthly returns are approximately constant across size deciles. The estimated spline regressions vary substantially...

Persistent link: https://www.econbiz.de/10014351610

Nonparametric Realized Volatility Estimation in the International Equity Markets

Vortelinos, Dimitrios I. - 2015

volatility estimation in terms of volatility jumps being examined and modeled for the international equity market, using such a … properties of jumps. These volatility-estimation and jump properties are also evident in jump modeling based on statistical and …

Persistent link: https://www.econbiz.de/10013029279

Predictive Validity of Lott & Varney's (2022) OLS Model of European Homicide Rates

Green, Kesten C. - 2023

alternative estimation methods, and one of those alternatives differed from the Lott and Varney model only in the estimation … regression estimation …

Persistent link: https://www.econbiz.de/10014262050

The New Keynesian Phillips Curve and the role of expectations : evidence from the Ifo World Economic Survey

Henzel, Steffen; Wollmershäuser, Timo - 2006

We provide evidence on the fit of the hybrid New Keynesian Phillips curve for selected euro zone countries, the US and the UK. Instead of imposing rational expectations and estimating the Phillips curve by the Generalized Method of Moments, we follow Roberts (1997) and Adam and Padula (2003) and...

Persistent link: https://www.econbiz.de/10003304250

Geldpolitik und europäische Währungsintegration : empirische Aspekte der Zinsbestimmung ; mit ... 22 Tabellen

Weidmann, Jens - 1998

Persistent link: https://www.econbiz.de/10013357813

Wage-Price Dynamics, the Labour Market and Deflation in Hong Kong

Razzak, Weshah A. - Hong Kong Institute for Monetary Research (HKIMR), … - 2003

Since 1998 Hong Kong has experienced over 16 quarters of deflation. Some asset prices such as factory and office space prices started to fall in early 1990s, a long time before the Asian crisis. The number of firms and businesses that have moved out of Hong Kong are not readily available, but it...

Persistent link: https://www.econbiz.de/10005558106

Nonparametric Hybrid Phillips curves based on subjective expectations : estimates for the Euro area

Buchmann, Marco - 2009

This paper addresses the estimation of Phillips curve equations for the euro area while employing less stringent …

Persistent link: https://www.econbiz.de/10003969256