This paper documents a comparative application of algorithms to deal with the problem of missing values in higher frequency data sets. We refer to Swiss business tendency survey (BTS) data, in particular the KOF manufacturing surveys, which are conducted in both monthly and quarterly frequency,...

This paper documents a comparative application of algorithms to deal with the problem of missing values in higher frequency data sets. We refer to Swiss business tendency survey (BTS) data which are conducted in both monthly and quarterly frequency, where an information sub-set is collected at...

This paper documents a comparative application of algorithms to deal with the problem of missing values in higher frequency data sets. We refer to Swiss business tendency survey (BTS) data which are conducted in both monthly and quarterly frequency, where an information sub-set is collected at...

This study reviews the existing literature on the determinants of bank-level deposit volatility and is the first to provide empirical evidence for the German banking system by analyzing a large set of confidential micro-data from 2,262 banks over the period from 2003 to 2015. Taking advantage of...

It is often argued that the labor market outcomes of several "problem groupsʺ of German workers suffer disproportionately in an economic downturn. These groups are women, the unskilled, and young and old workers, respectively. Using monthly individual-level data for West Germany for the period...

It is often argued that the labor market outcomes of several "problem groups" of German workers suffer disproportionately in an economic downturn. These groups are women, the unskilled, and young and old workers, respectively. Using monthly individual-level data for West Germany for the period...

Assessing the migration potential and predicting future migration streams are among the most relevant, yet least well understood topics of migration research. The usual approach taken to address aggregate-level prediction problems is to fit ad hoc specifications to historical data, and to...

It is often argued that the labor market outcomes of several "problem groups" of German workers suffer disproportionately in an economic downturn. These groups are women, the unskilled, and young and old workers, respectively. Using monthly individual-level data for West Germany for the period...