Showing 1 - 10 of 84
This paper investigates the effect of disclosing information on the discriminatory behavior against immigrants in the Spanish rental market. We conduct a field experiment where emails are sent showing interest in vacant rental apartments. Fictitious applicants whose names represent different...
Persistent link: https://www.econbiz.de/10008565629
This paper investigates the relationship between immigration and the size of the informal or underground economy. Using regional variation for the Spanish provinces we find that the massive immigration wave between 2000 and 2009 is highly correlated to the share of unregistered employment, a...
Persistent link: https://www.econbiz.de/10011252287
Purpose – The purpose of the paper is to evaluate the effect of mobbing in workers’ health. Design/methodology/approach – Using a dataset of Spanish workers from the VI Spanish Survey on Working Conditions, the authors identify mobbed and not mobbed workers and use two different health...
Persistent link: https://www.econbiz.de/10010815004
GARCH volatilities depend on the unconditional variance, which is a non-linear function of the parameters. Consequently, they can have larger biases than estimated parameters. Using robust methods to estimate both parameters and volatilities is shown to outperform Maximum Likelihood procedures.
Persistent link: https://www.econbiz.de/10011041771
In this paper we consider different periodic extensions of regression models with autoregressive fractionally integrated moving average disturbances for the analysis of daily spot prices of electricity. We show that day-of-the-week periodicity and long memory are important determinants for the...
Persistent link: https://www.econbiz.de/10005063668
Although the main interest in the modelling of electricity prices is often on volatility aspects, we argue that stochastic heteroskedastic behaviour in prices can only be modelled correctly when the conditional mean of the time series is properly modelled. In this paper we consider different...
Persistent link: https://www.econbiz.de/10005137027
Novel periodic extensions of dynamic long memory regression models with autoregressive conditional heteroskedastic errors are considered for the analysis of daily electricity spot prices. The parameters of the model with mean and variance specifications are estimated simultaneously by the method...
Persistent link: https://www.econbiz.de/10005144404
Persistent link: https://www.econbiz.de/10005238612
This paper analyses how outliers affect the identification of conditional heteroscedasticity and the estimation of generalized autoregressive conditionally heteroscedastic (GARCH) models. First, we derive the asymptotic biases of the sample autocorrelations of squared observations generated by...
Persistent link: https://www.econbiz.de/10005177485
The objective of this article is to analyse empirically the problem of mobbing in Spain. Based on the fifth Spanish survey on working conditions, we find that during 2003, around 5% of workers declared being mobbed at their workplace. Some personal, job characteristics and working conditions are...
Persistent link: https://www.econbiz.de/10009227878