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Spatial GARCH : A Spatial Approach to Multivariate Volatility Modeling

Borovkova, Svetlana - 2012

This paper introduces a new approach to modelling the conditional variance in a multivariate setting. It is essentially a combination of the popular GARCH model class with a spatial component, inspired by generalized space-time models. The resulting spatial GARCH model takes into account both...

Persistent link: https://www.econbiz.de/10013097898

Regional Origins of Employment Volatility : Evidence from German States

Buch, Claudia M. - 2008

increase uncertainty through a higher volatility of employment. We use regional data from Germany to test whether openness for …

Persistent link: https://www.econbiz.de/10012772003

Does Home Owning Smooth the Variability of Future Housing Consumption?

Paciorek, Andrew - 2012

We show that the hedging benefit of owning a home reduces the variability of housing consumption after a move. When a current home owner's house price covaries positively with housing costs in a future city, changes in the future cost of housing are offset by commensurate changes in wealth...

Persistent link: https://www.econbiz.de/10013115530

Is business cycle volatility costly? : Evidence from surveys of subjective well-being

Wolfers, Justin - In: International finance 6 (2003) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10001772348

Is business cycle volatility costly? : Evidence from surveys of subjective well-being

Wolfers, Justin (contributor) - 2003

Persistent link: https://www.econbiz.de/10001737641

Is business cycle volatility costly? : Evidence from surveys of subjective well-being

Wolfers, Justin - 2003

Persistent link: https://www.econbiz.de/10001753260

Towards a theory of life satisfaction : accounting for stability, change and volatility in 25-year life trajectories in Germany

Headey, Bruce; Muffels, Ruud J. A. - 2016

An adequate theory of Life Satisfaction (LS) needs to take account of both factors that tend to stabilise LS and those … that change it. The most widely accepted theory in the recent past – set-point theory – focussed solely on stability … (Brickman and Campbell, 1971; Lykken and Tellegen, 1996). That theory is now regarded as inadequate by most researchers, given …

Persistent link: https://www.econbiz.de/10011538173

Towards a theory of life satisfaction accounting for stability, change and volatility in 25-year life trajectories in Germany

Headey, Bruce; Muffels, Ruud J. A. - 2016

An adequate theory of Life Satisfaction (LS) needs to take account of both factors that tend to stabilise LS and those … that change it. The most widely accepted theory in psychology - setpoint theory - focussed solely on stability. That theory … recorded large, long term changes in LS. In this paper we elaborate a revised theory of LS change, based on analysis of the LS …

Persistent link: https://www.econbiz.de/10011502854

Estimation of variance of housing prices using spatial conditional heteroskedasticity (SARCH) model with an application to Boston housing price data

Simlai, Prodosh - In: The quarterly review of economics and finance : journal … 54 (2014) 1, pp. 17-30

Persistent link: https://www.econbiz.de/10010468803

A geographical analysis of Dutch electoral volatility 1994-2012

Laake, Thomas van - In: Tijdschrift voor economische en sociale geografie : TESG 107 (2016) 3, pp. 365-374

Persistent link: https://www.econbiz.de/10011622893