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Labour standards, democracy and wages : some cross-country evidence

Palley, Thomas - In: Journal of international development : the journal of … 17 (2005) 7, pp. 883-898

Persistent link: https://www.econbiz.de/10003183720

Klinger, Sabine; Weber, Enzo - 2014

This paper investigates the time-varying relationship between German output and employment growth, in particular their decoupling in recent years. We estimate a correlated unobserved components model that allows for both persistent and cyclical time variation in the employment impact of GDP as...

Persistent link: https://www.econbiz.de/10010401756

GDP-employment decoupling and the slow-down of productivity growth in Germany

Klinger, Sabine; Weber, Enzo - 2019

This paper investigates the time-varying relationship between German output and employment growth, in particular their decoupling in recent years. We estimate a correlated unobserved components model that allows for persistent and cyclical time variation in the employment-GDP linkage as well as...

Persistent link: https://www.econbiz.de/10012006538

Temporary employment and the natural rate of unemployment

Otoo, Maria W. - 1999

Persistent link: https://www.econbiz.de/10001469004

Shareholder, creditor and worker protection : time series evidence about the differences between French, German, Indian, UK and US law

Siems, Mathias - 2009

Persistent link: https://www.econbiz.de/10003847267

Tracking real time layoffs with SEC filings : a preliminary investigation

Crane, Leland D.; Green, Emily; Harnish, Molly; … - 2024

Persistent link: https://www.econbiz.de/10015053991

An alternative conditional asymmetry specification for stock returns

Brännäs, Kurt; Nordman, Niklas - 2001

The paper advances the log-generalized gamma distribution as a suitable generator of conditional skewness. Based on the NYSE composite daily returns an asMA-asQGARCH model along with skewness dynamics is estimated. The results indicate a skewness that varies between sizeable negative skewness...

Persistent link: https://www.econbiz.de/10011398115

A Bayesian analysis of unobserved component models using Ox

Bos, Charles S. - 2011

Estimation of the volatility of time series has taken off since the introduction of the GARCH and stochastic volatility … unobserved stochastic volatility, and the varying approaches that have been taken for such estimation.In order to simplify the … comprehension of these estimation methods, the main methods for estimating stochastic volatility are discussed, with focus on their …

Persistent link: https://www.econbiz.de/10011386121

Relating stochastic volatility estimation methods

Bos, Charles S. - 2011

Estimation of the volatility of time series has taken off since the introduction of the GARCH and stochastic volatility … unobserved stochastic volatility, and the varying approaches that have been taken for such estimation. In order to simplify the … comprehension of these estimation methods, the main methods for estimating stochastic volatility are discussed, with focus on their …

Persistent link: https://www.econbiz.de/10011386124

Time-varying threshold cointegration with an application to the Fisher hypothesis

Yang, Lixiong - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 2, pp. 257-274

Persistent link: https://www.econbiz.de/10013334720