Showing 1 - 10 of 16
In model-based small area estimation an explicit statistical model is used to enhance efficiency of estimation in case of small subsamples. This model assumes a fixed relationship between the statistic of interest and a set of covariates, which is valid for all areas under consideration and can,...
Persistent link: https://www.econbiz.de/10010428734
In this paper, we estimate a logit mixture vector autoregressive (Logit-MVAR) model describing monetary policy transmission in the euro area over the period 1999..2015. MVARs allow us to differentiate between different states of the economy. In our model, the state weights are determined by an...
Persistent link: https://www.econbiz.de/10011574835
Regression analysis aims at the revelation of interdependencies and causalities between variables observed in the population. That is, a structure between regressors and regressants that causes the realization of the finite population is assumed, the so-called data generating process or a...
Persistent link: https://www.econbiz.de/10011807802
In Reaktion auf die Coronakrise hat das deutsche Parlament bereits im März 2020 die Möglichkeit zur Mietstundung und die Aussetzung der Insolvenzantragspflicht beschlossen. Diese temporären Maßnahmen sollten die Zeit überbrücken, bis staatliche Hilfe die Betroffenen erreicht. Da private...
Persistent link: https://www.econbiz.de/10012236611
We consider a situation where the sample design of a survey is modified over time in order to save resources. The former design is a classical large-scale survey. The new design is a mixed mode survey where a smaller classical sample is augmented by records of an online survey. For the online...
Persistent link: https://www.econbiz.de/10012202020
We estimate a logit mixture vector autoregressive model describing monetary policy transmission in the euro area over the period 2003Q1-2019Q4 with a special emphasis on credit conditions. With the help of this model, monetary policy transmission can be described as mixture of two states (e.g.,...
Persistent link: https://www.econbiz.de/10012320523
Many variables that social and economic researchers seek to analyze through regression analysis violate normality assumptions. A standard remedy in that case is the logarithmic transformation. However, taking logarithms is not always sufficient to restablish model assumptions. A more general...
Persistent link: https://www.econbiz.de/10012129258
Within this article, a generalized calibration approach is presented, which provides coherent and efficient estimates considering a high number of constraints on different hierarchical levels. These constraints may be obtained from different sources such as survey data, register data,...
Persistent link: https://www.econbiz.de/10012012478
Spatial dynamic microsimulations allow for the multivariate analysis of complex socioeconomic systems with geographic segmentation. For this, a synthetic replica of the system as base population is stochastically projected into future periods. Thereby, the projection is based on micro-level...
Persistent link: https://www.econbiz.de/10012012491
Microsimulations usually contain various transition processes such as births and deaths, relocations, and change in household characteristics. The estimation, organisation, and implementation of these processes can have a substantial impact on the simulation outcomes. We propose to evaluate a...
Persistent link: https://www.econbiz.de/10012109910