) analysis. Such restrictions are typically just-identifying but can be checked by utilizing changes in volatility. This paper … reviews and contrasts the volatility models that have been used for this purpose. Three main approaches have been used …, exogenously generated changes in the unconditional residual covariance matrix, changing volatility modelled by a Markov switching …

unemployment is often ignored. Both issues are particularly important in high unemployment regimes like East Germany where a wage … existence of an East German wage curve. Due to the nonstationarity of spatial data, a global panel cointegration approach is …. The analysis gives evidence on a locally but not a spatially cointegrated wage curve for East Germany. …

(ALMP) in many OECD countries. Germany is a good example where the spending on start-up subsidies for the unemployed …

recent years. If effective, this would not only reduce Germany’s persistently high unemployment rate, but also increase its … the unemployed into self-employment may prove to be among the most effective, both in Germany and elsewhere. …

In this paper we study the determinants of international migration to Germany, 1967-2000. The empirical literature on … null of no cointegration can be decisively rejected by applying the panel cointegration test of Pedroni (1999). The …

this paper, we adopt a global cointegration approach recently proposed by Bienstock and Felsenstein (2010) to account for …

-periods. -- Structural exchange rate models ; cointegration ; structural breaks ; switching regression ; time-varying coefficient approach …

konzentriert sich erstmals auf die Bundesrepublik Deutschland, deren Immobilienmarkt von einer moderaten Preisentwicklung … Autoregressiven Distributed Lag (ARDL)-Ansatzes werden Tests auf Kointegration der genannten Variablen durchgeführt. Nach Schätzungen … ; Kreditvolumen ; Kointegration …