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When does it hurt? : the exchange rate "pain threshold" for German exports
Belke, Ansgar; Goecke, Matthias; Günther, Martin - 2009
This paper deals with the impact of the $/Euro exchange rate on German exports in the period from 1995Q1 to 2008Q4. Our main aim is to identify "pain thresholds" for German exporters. We rely on a non-linear model according to which suddenly strong spurts of exports occur when changes of the EXR...
Persistent link: https://www.econbiz.de/10003901021
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How stable are monetary models of the dollar-euro exchange rate? : a time-varying coefficient approach
Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2009
This paper examines the significance of different fundamental regimes by applying various monetary models of the exchange rate to one of the politically most important exchange rates, the exchange rate of the US dollar vis-à-vis the euro (the DM). We use monthly data from 1975:01 to 2007:12....
Persistent link: https://www.econbiz.de/10003877676
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The German productivity paradox : facts and explanations
Elstner, Steffen; Feld, Lars P.; Schmidt, Christoph M. - 2018
Despite massive digitization efforts, the German economy has experienced a marked slowdown in its productivity growth. This paper analyzes the reasons behind this disconcerting development. A major factor is the turnaround of the labor market that commenced around 2005. The successful...
Persistent link: https://www.econbiz.de/10011897954
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Does parenthood make happy people happier? : a lifecycle analysis using panel quantile regression
Samoilova, Evgenia; Vance, Colin - 2015
Drawing on panel data from Germany, this paper analyzes the correlates of happiness, with an eye toward isolating the role of parenthood over the lifecycle. The analysis couples a panel quantile regression with an empirical specification that captures different phases of parenthood, from the...
Persistent link: https://www.econbiz.de/10011299106
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Within and between panel cointegration in the German regional output-trade-FDI nexus
Mitze, Timo - 2010
For spatial data with a sufficiently long time dimension, the concept of global cointegration has been recently included in the econometrics research agenda. Global cointegration arises when non-stationary time series are cointegrated both within and between spatial units. In this paper, we...
Persistent link: https://www.econbiz.de/10008934338
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Monetary policy in the presence of supply constraints : evidence from German firm-level data
Balleer, Almut; Noeller, Marvin - 2023
Using unique firm-level survey data from Germany, this paper investigates two measures of supply constraints: a new direct measure that indicates material shortages and capacity utilization, a widely accepted measure of bottlenecks and slack. We document substantial heterogeneity in supply...
Persistent link: https://www.econbiz.de/10014466940
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Nonlinear adjustment, purchasing power parity and the role of nominal exchange rates and prices
Beckmann, Joscha - 2011
close scrutiny. Using monthly data from 1973:01 to 2009:12 from the USA, UK, Germany, France and Japan, this paper as a …
Persistent link: https://www.econbiz.de/10009580305
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The dynamics of earnings in Germany : evidence from social security records
Bönke, Timm; Giesecke, Matthias; Lüthen, Holger - 2015
This paper uncovers ongoing trends in idiosyncratic earnings volatility across generations by decomposing residual …
Persistent link: https://www.econbiz.de/10011373215
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Discovering and disentangling effects of US macro-announcements in European stock markets
Rühl, Tobias R.; Stein, Michael - 2014
In this study, we analyze the effect of US macroeconomic announcements on European stock returns, return volatility and … between stocks. The analysis of quoted spreads reveals that return volatility affects the spread size positively, and that … announcements even if the returns or the volatility of the underlying stock is not significantly affected. This points at the …
Persistent link: https://www.econbiz.de/10010399276
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Sticky prices vs. sticky information : a cross-country study of inflation dynamics
Bredemeier, Christian; Goecke, Henry - 2011
six countries (US, UK, Germany, France, Canada, and Japan). We evaluate the models‘ abilities to match empirical second … betrachtet dazu die Inflationsdynamiken in sechs verschiedenen Ländern (USA, Großbritannien, Deutschland, Frankreich, Kanada und … Japan). Wir werten die Fähigkeiten der Modelle aus, empirische zweite Momente des Inflationsprozesses zu generieren. Bei …
Persistent link: https://www.econbiz.de/10009124276