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Misspecification Testing in a Class of Conditional Distributional Models

Rothe, Christoph - 2012

We propose a specification test for a wide range of parametric models for the conditional distribution function of an outcome variable given a vector of covariates. The test is based on the Cramer-von Mises distance between an unrestricted estimate of the joint distribution function of the data,...

Persistent link: https://www.econbiz.de/10013110184

The Role of Income and Immigration Policies in Attracting International Migrants

Ortega, Francesc - 2012

This paper makes two contributions to the literature on the determinants of international migration flows. First, we compile a new dataset on annual bilateral migration flows covering 15 OECD destination countries and 120 sending countries for the period 1980-2006. We also collect data on...

Persistent link: https://www.econbiz.de/10013104662

International Specialization and the Return to Capital

Batista, Catia - 2010

How does factor accumulation affect the pattern of international specialization and returns to capital? We provide a new integrated treatment to this question using a panel of 44 developing and developed countries over the period 1976-2000. We confirm the Heckscher-Ohlin prediction that, with...

Persistent link: https://www.econbiz.de/10013148352

Volatility and Growth : Governments are Key

Jetter, Michael - 2013

paper offers a solution to this disagreement, suggesting that volatility carries a positive direct effect, but also a … volatility is then ambiguous. The paper reveals the underlying endogeneity of government size in a balanced panel of 95 countries … increase of volatility lowers growth by up to 0.57 percentage points in a democracy, but raises growth by 1.74 percentage …

Persistent link: https://www.econbiz.de/10013071293

The Variability and Volatility of Sleep : An Archetypal Approach

Hamermesh, Daniel S.; Pfann, Gerard A. - 2022

individuals' sleep time exhibits both variability and volatility characterized by stationary autoregressive conditional … young children at home. Volatility is greater among parents with young children, slightly greater among men than women, but … rates. Volatility in sleep spills over onto volatility in other personal activities, with no reverse causation onto sleep …

Persistent link: https://www.econbiz.de/10014083924

From Riches to Rags, and Back? Institutional Change, Financial Development and Economic Growth in Argentina Since the 1890s

Campos, Nauro - 2014

Argentina is the only country in the world that was "developed" in 1900 and "developing" in 2000. The various competing … individual effects on economic growth and volatility using the power-ARCH framework with annual data since the 1890s. The results …

Persistent link: https://www.econbiz.de/10013042993

Nowcasting Business Cycles Using Toll Data

Askitas, Nikos - 2011

-driven economic telemetry, which we suggest should be established more around the world …

Persistent link: https://www.econbiz.de/10013129098

Predictability of Asset Returns and the Efficient Market Hypothesis

Pesaran, M. Hashem - 2010

This paper is concerned with empirical and theoretical basis of the Efficient Market Hypothesis (EMH). The paper begins with an overview of the statistical properties of asset returns at different frequencies (daily, weekly and monthly), and considers the evidence on return predictability, risk...

Persistent link: https://www.econbiz.de/10013141228

Investigating the Asymmetric Impact of Oil Prices on GCC Stock Markets

Ben Cheikh, Nidhaleddine; Ben Naceur, Samy; Kanaan, … - 2021

This paper investigates the presence of asymmetric relationship between oil price movements and Gulf Cooperation Council (GCC) stock markets. We propose the implementation of nonlinear vector smooth transition regression (VSTR) models which offer a greater flexibility when modelling the possible...

Persistent link: https://www.econbiz.de/10013314986

GDP and the Value of Family Caretaking : How Much Does Europe Care?

Giannelli, Gianna Claudia - 2010

This study estimates the size and value of unpaid family caretaking activities at a European level. While at a country level several studies are available, a comprehensive evaluation for Europe as a whole was missing so far, mainly due to data limitations. This paper fills this gap using a...

Persistent link: https://www.econbiz.de/10013141221