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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 … independent of other demographics. A theory of economic incentives to minimize the dispersion of sleep predicts that higher …

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

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

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

Campos, Nauro - 2014

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

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

A Theory of Social Impact Bonds

Tortorice, Daniel L. - 2020

Social impact bonds (SIBs) are an innovative financing mechanism for public goods. In a SIB, an investor provides capital to a service provider for a social intervention. The investor receives a return based on the outcome of the intervention relative to a predetermined benchmark. We describe...

Persistent link: https://www.econbiz.de/10012829219

The Impact of Household Capital Income on Income Inequality : A Factor Decomposition Analysis for Great Britain, Germany and the Usa

Fräßdorf, Anna; Grabka, Markus M.; Schwarze, Johannes - 2021

This paper analyses the contribution of capital income to income inequality in a cross-national comparison. Using micro-data from the Cross-National Equivalent File (CNEF) for three prominent panel studies, namely the BHPS for Great Britain, the SOEP for West Germany, and the PSID for the USA, a...

Persistent link: https://www.econbiz.de/10013325020

House Price Volatility and the Housing Ladder

Banks, James W. - 2015

This paper investigates the effects of housing price risk on housing choices over the life-cycle. Housing price risk can be substantial but, unlike other risky assets which people can avoid, the fact that most people will eventually own their home creates an insurance demand for housing assets...

Persistent link: https://www.econbiz.de/10013038587

Housing Mobility and Downsizing at Older Ages in Britain and the United States

Banks, James W. - 2010

Persistent link: https://www.econbiz.de/10013138268

The Role of Worker Flows in the Dynamics and Distribution of UK Unemployment

Elsby, Michael W. L. - 2011

and flows via non-participation. Close to two-thirds of the volatility of unemployment in the UK over this period can be …

Persistent link: https://www.econbiz.de/10013123583

Earnings and Labour Market Volatility in Britain

Cappellari, Lorenzo - 2013

We provide new evidence about earnings and labour market volatility in Britain over the period 1992-2008, and for women … as well as men. (Most research about volatility refers to earnings volatility for US men.) We show that earnings … volatility declined slightly for both men and women over the period but the changes are not statistically significant. When we …

Persistent link: https://www.econbiz.de/10013078825