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On the estimation and forecasting of international migration: how relevant is heterogeneity across countries?

Brücker, Herbert; Siliverstovs, Boriss - 2005

This paper performs a comparative analysis of estimation as well as of out-of-sample forecasting results of more than … estimates of the migration function. Out-of-sample forecasting results indicate the following: (i) the standard fixed effects … variables estimators, (iv) forecasting performance of heterogenous estimators is mediocre in our data set. …

Persistent link: https://www.econbiz.de/10010267584

Forecasting Time Series Subject to Multiple Structural Breaks

Timmermann, Allan; Pettenuzzo, Davide; Pesaran, … - 2004

This paper provides a novel approach to forecasting time series subject to discrete structural breaks. We propose a …

Persistent link: https://www.econbiz.de/10010276180

Forecasting Time Series Subject to Multiple Structural Breaks

Pesaran, M. Hashem; Pettenuzzo, Davide; Timmermann, Allan - Institute for the Study of Labor (IZA) - 2004

This paper provides a novel approach to forecasting time series subject to discrete structural breaks. We propose a …

Persistent link: https://www.econbiz.de/10005763710

On the Estimation and Forecasting of International Migration: How Relevant Is Heterogeneity Across Countries?

Brücker, Herbert; Siliverstovs, Boriss - Institute for the Study of Labor (IZA) - 2005

Persistent link: https://www.econbiz.de/10005703752

A Survey of Hedge and Safe Havens Assets against G-7 Stock Markets before and during the COVID-19 Pandemic

Ozdemir, Huseyin; Ozdemir, Zeynel Abidin - 2021

We propose a new Sharpe ratio index obtained from return and volatility spillover indices to individual assets from the whole financial system. We use our new approach to shed light on a new perspective on a hot topic examining the safe-haven assets after Covid-19. To do that, we compare both...

Persistent link: https://www.econbiz.de/10012882464

How prediction markets can save event studies

Snowberg, Erik; Wolfers, Justin; Zitzewitz, Eric - 2011

This review paper articulates the relationship between prediction market data and event studies, with a special focus on applications in political economy. Event studies have been used to address a variety of political economy questions - from the economic effects of party control of government...

Persistent link: https://www.econbiz.de/10010278809

How Prediction Markets Can Save Event Studies

Snowberg, Erik; Wolfers, Justin; Zitzewitz, Eric - Institute for the Study of Labor (IZA) - 2011

Persistent link: https://www.econbiz.de/10009371908

How Reliable Are Social Safety Nets? Value and Accessibility in Situations of Acute Economic Need

Immervoll, Herwig; Hyee, Raphaela; Fernandez, Rodrigo; … - 2022

Social protection systems use a range of entitlement criteria. First-tier support typically requires contributions or past employment in many countries, while safety net benefits are granted on the basis of need. In a context of volatile and uncertain labour markets, careful and continuous...

Persistent link: https://www.econbiz.de/10013351771

Measuring Poverty Dynamics with Synthetic Panels Based on Repeated Cross-Sections

Dang, Hai-Anh; Lanjouw, Peter F. - 2022

Panel data are rarely available for developing countries. Departing from traditional pseudo-panel methods that require multiple rounds of cross-sectional data to study poverty mobility at the cohort level, we develop a procedure that works with as few as two survey rounds and produces point...

Persistent link: https://www.econbiz.de/10014296571

Predicting Re-Employment: Machine Learning versus Assessments by Unemployed Workers and by Their Caseworkers

van den Berg, Gerard J.; Kunaschk, Max; Lang, Julia; … - 2023

Predictions of whether newly unemployed individuals will become long-term unemployed are important for the planning and policy mix of unemployment insurance agencies. We analyze unique data on three sources of information on the probability of re-employment within 6 months (RE6), for the same...

Persistent link: https://www.econbiz.de/10014377329