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Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate T Distribution

Pesaran, Bahram; Pesaran, M. Hashem - 2021

than by GARCH type volatility estimates. The t-DCC estimation procedure is applied to a portfolio of daily returns on …-DCC specification. The t-DCC model also passes a number of VaR diagnostic tests over an evaluation sample. The estimation results …

Persistent link: https://www.econbiz.de/10013316934

Analyzing Wage Differentials by Fields of Study : Evidence from Turkey

Di Paolo, Antonio - 2017

study. We focus on Turkey, an emerging country that is characterized by a sustained expansion of higher education. We …

Persistent link: https://www.econbiz.de/10012948681

Macroeconomic Impact of Remittances on Output Growth : Evidence from Turkey

Tansel, Aysıt - 2010

on key macro variables such as consumption, investment, imports and income in Turkey. The estimated impact and dynamic …

Persistent link: https://www.econbiz.de/10013134982

The Formal/Informal Employment Earnings Gap : Evidence from Turkey

Tansel, Aysıt - 2012

typically subject to lower remuneration than similar workers in the formal sector. Estimation of standard Mincer earnings …-tier jobs being largely penalized. Finally, fixed effects estimation of the earnings gap depict that unobserved individual fixed …

Persistent link: https://www.econbiz.de/10013106013

Does Education Really Cause Domestic Violence? Revisiting the Turkish Data

Akyol, Şaziye Pelin; Kirdar, Murat G. - 2021

problematic definition of employment of women), (v) elementary mistakes in data cleaning, RDD estimation, and interpretation of …

Persistent link: https://www.econbiz.de/10013324568

Labor Mobility Across the Formal/Informal Divide in Turkey : Evidence from Individual Level Data

Tansel, Aysıt - 2012

theoretical and empirical research. Turkey, given its economic and demographic dynamics, provides rich evidence for a growing …, heterogeneous and multifaceted informal labor market. However, the existing evidence on labor informality in Turkey is mixed and …

Persistent link: https://www.econbiz.de/10013112057

The Turkish Wage Curve : Evidence from the Household Labor Force Survey

Baltagi, Badi H. - 2011

finding is that the wages of females in Turkey are significantly more responsive to local unemployment rates than their male …

Persistent link: https://www.econbiz.de/10013126926

Can Natural Gas Save Lives? Evidence from the Deployment of a Fuel Delivery System in a Developing Country

Cesur, Resul - 2016

There has been a widespread displacement of coal by natural gas as space heating and cooking technology in Turkey in …

Persistent link: https://www.econbiz.de/10012985288

Trade Openness and the Demand for Skills : Evidence from Turkish Microdata

Meschi, Elena F. - 2012

In this paper we report evidence on the relationship between trade openness, technology adoption and relative demand for skilled labour in the Turkish manufacturing sector, using firm-level data over the period 1980-2001. In a dynamic panel data setting using a unique database of 17,462 firms,...

Persistent link: https://www.econbiz.de/10012754959

The Empirical Content of Season-of-Birth Effects : An Investigation with Turkish Data

Torun, Huzeyfe - 2016

-random. Using a large micro-level data set from Turkey, we argue that the degree of this non-randomness can be even larger in a … developing-country context. Specifically, we show that around 20 percent of all individuals in Turkey have January as their month …

Persistent link: https://www.econbiz.de/10012983017