Search Results - subject:"Time Aggregation"

Nonlinear dynamics in crude oil benchmarks : an AMH perspective

Varghese, George; Madhavan, Vinodh - In: Applied economics letters 26 (2019) 21, pp. 1798-1801

Persistent link: https://www.econbiz.de/10012204932

Reassessing the inflows and outflows of unemployment in Korea

Han, Jong-Suk; Kim, Jiwoon - In: The Korean economic review 35 (2019) 1, pp. 25-59

Persistent link: https://www.econbiz.de/10012208651

Time aggregation and state dependence in welfare receipt

Bhuller, Manudeep; Brinch, Christian N.; Königs, Sebastian - 2014

Dynamic discrete-choice models have been an important tool in studies of state dependence in benefit receipt. An assumption of such models is that benefit receipt sequences follow a conditional Markov process. This property has implications for how estimated period-to-period benefit transition...

Persistent link: https://www.econbiz.de/10011968541

Time aggregation and state dependence in welfare receipt

Bhuller, Manudeep; Brinch, Christian N.; Königs, Sebastian - Statistisk Sentralbyrå, Government of Norway - 2014

Persistent link: https://www.econbiz.de/10010817187

Time aggregation and state dependence in welfare receipt

Bhuller, Manudeep; Brinch, Christian N.; Königs, Sebastian - 2014

Persistent link: https://www.econbiz.de/10010251293

On smoothing macroeconomic time series using HP and modified HP filter

Choudhary, Ali; Hanif, Nadim; Iqbal, Javed - Volkswirtschaftliche Fakultät, … - 2013

In business cycle research, smoothing data is an essential step in that it can influence the extent to which model-generated moments stand up to their empirical counterparts. To demonstrate this idea, we compare the results of McDermott’s (1997) modified HP-filter with the conventional...

Persistent link: https://www.econbiz.de/10011257993

A set of time series data labour market stocks and flows for the Netherlands 1980 to 2010

Mullers, Manuel; Muysken, Joan; Regt, Erik de - United Nations University-Maastricht Economic Research … - 2013

comparison is also used to indicate the presence of the time aggregation bias in the CBS data. …

Persistent link: https://www.econbiz.de/10010856334

The cyclicality of job-to-job transitions and its implications for aggregate productivity

Mukoyama, Toshihiko - 2013

Persistent link: https://www.econbiz.de/10009735131

A near-optimal policy and its comparison with base stock and Kanban policies in a two-stage production and inventory system with advance demand information

Nakade, Koichi; Tsuchiya, Shizuru - In: Asian journal of management science and applications : AJMSA 3 (2017/2018) 4, pp. 321-339

Persistent link: https://www.econbiz.de/10012042373

Worker flows in Germany: Inspecting the time aggregation bias

Nordmeier, Daniela - 2012

This paper analyzes the importance of time aggregation in the measurement of worker flows by exploiting daily … information from German administrative data. Time aggregation caused by comparing monthly labor market states leads to an … underestimation of total worker flows by around 10%. Contrary to the claim of Shimer (2005, 2012), the time aggregation bias in the …

Persistent link: https://www.econbiz.de/10010323807