Search Results - subject:"Time Aggregation"

Worker flows in Germany: Inspecting the time aggregation bias

Nordmeier, Daniela - In: Labour Economics 28 (2014) C, pp. 70-83

Employing daily information from German administrative data, this paper analyzes the effects of time aggregation in the … measurement of worker flows. Time aggregation that is based on a comparison of monthly labor market states leads to an … in explaining unemployment fluctuations, although the additional dynamics of the time aggregation bias are shown to be …

Persistent link: https://www.econbiz.de/10010785266

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

Mukoyama, Toshihiko - In: Journal of Economic Dynamics and Control 39 (2014) C, pp. 1-17

correcting the time-aggregation bias. The bias correction does not significantly alter the cyclical properties of the job …

Persistent link: https://www.econbiz.de/10010744186

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

Mukoyama, Toshihiko - In: Journal of economic dynamics & control 39 (2014), pp. 1-17

Persistent link: https://www.econbiz.de/10010387827

Worker flows in Germany : inspecting the time aggregation bias

Nordmeier, Daniela - In: Labour economics : official journal of the European … 28 (2014), pp. 70-83

Persistent link: https://www.econbiz.de/10010481246

Random and stock-flow models of labour market matching: Swedish evidence

Forslund, Anders; Johansson, Kerstin - 2007

observations on the variables in the matching function at (virtually) any frequency to assess the importance of the time … aggregation problem. We also generate stocks, outflows and inflows of vacancies and job seekers to shed light on the importance of …

Persistent link: https://www.econbiz.de/10010317924

Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter

Maravall Herrero, Agustín; Río Lopezosa, Ana del - 2007

Maravall and del Río (2001), analized the time aggregation properties of the Hodrick-Prescott (HP) filter, which …

Persistent link: https://www.econbiz.de/10012530183

Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter

Maravall, Agustín; Río, Ana del - Banco de España - 2007

Maravall and del Río (2001), analized the time aggregation properties of the Hodrick-Prescott (HP) filter, which …

Persistent link: https://www.econbiz.de/10005022260

Endogenous labor market participation and the business cycle

Haefke, Christian; Reiter, Michael - 2006

Existing models of equilibrium unemployment with endogenous labor market participation are complex, generate procyclical unemployment rates and cannot match unemployment variability relative to GDP. We embed endogenous participation in a simple, tractable job market matching model, show...

Persistent link: https://www.econbiz.de/10010267626

Endogenous labor market participation and the business cycle

Haefke, Christian; Reiter, Michael - Department of Economics and Business, Universitat … - 2006

Persistent link: https://www.econbiz.de/10005772290

Structural breaks and relative price convergence among US cities

Hegwood, Natalie D.; Nath, Hiranya K. - In: Journal of Macroeconomics 36 (2013) C, pp. 150-160

small-sample bias (the so-called “Nickell Bias”) and time aggregation bias generates a half-life of 3.9years, which is 64 …

Persistent link: https://www.econbiz.de/10011065308