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Panel Tests for Unit Roots in Hours Worked

Kappler, Marcus - 2006

. For these purposes, panel unit root tests are employed to improve power against univariate counterparts. Since cross … section correlation is a distinct feature of the underlying panel data, results are based on various second generation panel …

Persistent link: https://www.econbiz.de/10010297530

German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs

Jamin, Gösta; Entorf, Horst - 2004

multi-factor modelling instead of augmented CAPM, application of moving window panel regressions, orthogonalization of …

Persistent link: https://www.econbiz.de/10010297319

German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs

Jamin, Gösta; Entorf, Horst - Zentrum für Europäische Wirtschaftsforschung (ZEW) - 2004

multi-factor modelling instead of augmented CAPM, application of moving window panel regressions, orthogonalization of …

Persistent link: https://www.econbiz.de/10005097722

Patenting Behaviour and Employment Growth in German Start-up Firms: A Panel Data Analysis

Niefert, Michaela - 2005

relationship using panel data on German start-up firms as well as German patent data. It employs different indicators of patenting … activity. By applying fixed-effects and first-differencing panel data methods it is shown that patenting activity has a …

Persistent link: https://www.econbiz.de/10010297413

Almost Consistent Estimation of Panel Probit Models with 'Small' Fixed Effects

Lechner, Michael; Laisney, François - 2002

We propose four different GMM estimators that allow almost consistent estimation of the structural parameters of panel …

Persistent link: https://www.econbiz.de/10010297847

Continuous Training and Firm Productivity in Germany

Zwick, Thomas - 2002

This paper presents for the first time panel evidence on the productivity effects of training intensity and different … establishments as well as omitted variable bias. Using the waves 1997 – 2000 of the IAB establishment panel, it is found that when …

Persistent link: https://www.econbiz.de/10010297923

The labour share of income: Heterogeneous causes for parallel movements?

Hogrefe, Jan; Kappler, Marcus - 2010

as well as pooled mean group and mean group estimators, the latter in a dynamic heterogeneous panel framework. We find …

Persistent link: https://www.econbiz.de/10010300382

Why do financial market experts misperceive future monetary policy decisions?

Schmidt, Sandra; Nautz, Dieter - 2010

panel random coefficient model, we show that financial experts have systematically misperceived the ECB's interest rate rule …

Persistent link: https://www.econbiz.de/10010300740

Determination of Potential Growth Using Panel Techniques

Kappler, Marcus - 2004

employs a panel data technique is used. This estimator is suited for integrated annual macroeconomic panel data sets to … explains the concept of panel unit roots and panel cointegration and introduces the underlying empirical approach. Next …

Persistent link: https://www.econbiz.de/10010297400

Readdressing the trade effect of the Euro: Allowing for currency misalignment

Hogrefe, Jan; Jung, Benjamin; Kohler, Wilhelm K. - 2010

We know that euro-area member countries have absorbed asymmetric shocks in ways that are inconsistent with a common nominal anchor. Based on a reformulation of the gravity model that allows for such bilateral misalignment, we disentangle the conventional trade cost channel and trade effects...

Persistent link: https://www.econbiz.de/10010300380