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We examine the empirical evidence on the expectations hypothesis of the term structure of interest rates in the United States, the United Kingdom, and Germany using the Campbell-Shiller (1991) regressions and a vector-autoregressive" methodology. We argue that anomalies in the U.S. term...
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We provide a framework for evaluating and improving multivariate density forecasts. Among other things, the multivariate framework lets us evaluate the adequacy of density forecasts involving cross-variable interactions, such as time-varying conditional correlations. We also provide conditions...
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The IABSE-ADIAB dataset provides the linkage between the most recent case of a hire from the IAB Job Vacancy Survey and the administrative data of the hired person. The data comprise the entire working history of persons who were identified as IAB Job Vacancy Survey hires from 2010 to 2020. The...
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This article aims to give background information of the combined business tax statistics 2016 of the Federal … Statistical Office of Germany. The micro data set includes the different German business tax statistics, which are linked together … (i.e. trade tax statistics, corporate income tax statistics, turnover tax statistics, statistics on business partnerships …
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