Search Results - subject:"Market Data"

AKM effects for German labour market data from 1985 to 2021

Lochner, Benjamin; Wolter, Stefanie; Seth, Stefan - 2024

This article describes the processing and accessibility of the person and establishment fixed wage effects in German administrative data. These effects have been estimated following the approach of Abowd, J., Kramarz, F., and Margolis, D. (1999. High wage workers and high wage firms....

Persistent link: https://www.econbiz.de/10015326098

The IAB-SMART-mobility module : an innovative research dataset with mobility indicators based on raw geodata

Zimmermann, Florian; Filser, Andreas; Haas, Georg-Christoph - 2024

The ubiquity of smartphones has enabled the collection of novel data through their built-in sensors, including geolocation data which can be used to understand mobility behavior. In this project, we leveraged longitudinal geolocation data collected from participants in the 2018 German app study...

Persistent link: https://www.econbiz.de/10015326340

IABSE-ADIAB : IAB job vacancy survey data linked to administrative data

Lochner, Benjamin - In: Jahrbücher für Nationalökonomie und Statistik 244 (2024) 1/2, pp. 159-165

The IABSE-ADIAB dataset provides the linkage between the most recent case of a hire from the IAB Job Vacancy Survey and the administrative data of the hired person. The data comprise the entire working history of persons who were identified as IAB Job Vacancy Survey hires from 2010 to 2020. The...

Persistent link: https://www.econbiz.de/10014515583

A hybrid model for stock price prediction based on multi-view heterogeneous data

Long, Wen; Gao, Jing; Bai, Kehan; Lu, Zhichen - In: Financial innovation : FIN 10 (2024), pp. 1-50

Literature shows that both market data and fnancial media impact stock prices; however, using only one kind of data may … lead to information bias. Therefore, this study uses market data and news to investigate their joint impact on stock price …% accuracy when the sliding windows of news and market data are set to 1-5 days, which confrms our model's efectiveness. Finally …

Persistent link: https://www.econbiz.de/10014536032

The labor market impact of Covid-19 on Asian Americans

de Mena, Chris; Qin, Suvy; Zhang, Jing - 2023

Asian Americans faced a disproportionately larger surge in unemployment rates than other racial and ethnic groups during the Covid-19 pandemic. While existing literature typically examines labor demand channels to explain this, we instead explore a labor supply channel. Our hypothesis is that...

Persistent link: https://www.econbiz.de/10014480493

A correction procedure for the working hours variable in the IAB employee history

vom Berge, Philipp; Umkehrer, Matthias; Wanger, Susanne - In: Journal for Labour Market Research 57 (2023) 1, pp. 1-16

Administrative labour market data for Germany do not contain detailed information on working hours. This poses a … combined administrative labour market data closely resembles the distribution from the German Structural Earnings Survey. …

Persistent link: https://www.econbiz.de/10014370266

The labor market impact of Covid-19 on Asian Americans

Mena, Chris de; Qin, Suvy; Zhang, Jing - 2023

Persistent link: https://www.econbiz.de/10014233267

A correction procedure for the working hours variable in the IAB employee history

Vom Berge, Philipp; Umkehrer, Matthias; Wanger, Susanne - In: Journal for labour market research 57 (2023) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10014430032

Nowcasting economic activity using electricity market data : the case of Lithuania

Stundziene, Alina; Pilinkiene, Vaida; Bruneckienė, Jurgita - In: Economies : open access journal 11 (2023) 5, pp. 1-21

nowcasting of economic activity. This research aims to assess the usefulness of electricity market data to nowcast the economic … origin, imports, and industrial production. Meanwhile, electricity market data do not improve the prediction of the …

Persistent link: https://www.econbiz.de/10014319265

The Generalized Gamma distribution as a useful RND under Heston's stochastic volatility model

Boukai, Benzion - In: Journal of Risk and Financial Management 15 (2022) 6, pp. 1-18

We present the Generalized Gamma (GG) distribution as a possible risk neutral distribution (RND) for modeling European options prices under Heston's stochastic volatility (SV) model. We demonstrate that under a particular reparametrization, this distribution, which is a member of the...

Persistent link: https://www.econbiz.de/10014332439

1
2
3
4
5
6
7
8
Next
Last