This paper develops a method to improve the estimation of jump variation using high frequency data with the existence of market microstructure noises. Accurate estimation of jump variation is in high demand, as it is an important component of volatility in finance for portfolio allocation,...

Daten sind die strategische Ressource des 21. Jahrhunderts. Es findet kein Geschäftsprozess, keine Kommunikation zwischen Geschäftspartnern, keine Wertschöpfung statt, ohne dass die involvierten Personen, Maschinen und IT-Systeme Daten nutzen, erzeugen oder verändern. Trends wie die...

This paper presents a tabular survey of 146 empirical studies for 39 countries, plus 8 studies for multiple countries, that use transaction level data on exports or imports of firms. I hope this survey is useful for readers who want to get an impression of the huge number of different topics...

timeseriesdb is an R package which suggests a PostgreSQL database structure to store time series alongside extensive multi-lingual meta information and provides an R database interface including a web based GUI. The timeseriesdb package was designed to handle time series in establishment...

This paper introduces the Data Collection Task Force of the South-East European Monetary History Network (SEEMHN DCTF) and its first result. Good policy making should be grounded on good data. To this end, the SEEMHN DCTF works since 2006 towards establishing a SEE macro history database of 19th...

timeseriesdb is an R package which suggests a PostgreSQL database structure to store time series alongside extensive multi-lingual meta information and provides an R database interface including a web based GUI. The timeseriesdb package was designed to handle time series in establishment...

Preface and acknowledgments -- Introduction: Sarkozy versus GDP -- The voice of economy -- Love or money -- A Jewish economy in Palestine -- Body of the nation -- Shape of the world -- Discovering economies in British Africa -- The IMF makes the world -- Romantic responses -- Romantic political...

We provide a framework for inference in dynamic equilibrium models including financial market data at daily frequency, along with macro series at standard lower frequency. Our formulation of the macro-finance model in continuous-time conveniently accounts for the difference in observation...

Business potential of big data. The big data business mandate -- Big data business model maturity index -- The big data strategy document -- The importance of the user experience -- Data science. Differences between business intelligence and data science -- Data science 101 -- The data lake --...

Machine generated contents note: Introduction Chapter 1: Mad Men to Math Men: The Power of the Data Driven Culture Chapter 2: Four Problems With Data Today: Breadlines, Obscurity, Fragmentation, and Brawls Chapter 3: Business Intelligence: How We Got Here Chapter 4: Achieving Data Enlightenment:...

ADB’s Regional Economic Outlook Task Force led in the preparation of the revised outlook for this ADO Supplement. The Task Force is chaired by the Economics and Research Department and includes representatives from the Central and West Asia Department, East Asia Department, Pacific Department,...

The Quarterly Economic Update (QEU) provides a comprehensive and updated analysis of the recent economic performance of Sri Lanka. The QEU for July 2012 highlights the expected economic slowdown in 2012. With inflation trending up, monetary tightening is expected to continue for a longer period....

Penn World Table (PWT) 7.0 is the newest PWT data set, based in part on benchmarked prices collected in 2005. In theory the data in PWT 7.0 should be more accurate than the data in PWT 6.3 since 1996 and similar in earlier years. I show that PWT 7.0 GDP/capita and price data for 1970 to 1996...

The Framework of Inclusive Growth Indicators 2012 (FIGI 2012) is the follow-up edition to FIGI 2011, which proposed a set of 35 indicators as measures of income and non-income outcomes of inclusive growth; the processes and inputs that are important to improve access to opportunities, social...

This report presents the research initiative to explore an alternative methodology for extrapolating purchasing power parities (PPPs) for 21 participating economies in the Asia and Pacific region. The 2009 PPP Update provides an intermediate benchmark and more firmly based real expenditures and...

This paper provides a documentation of the ifo Prussian Economic History Database (iPEHD), a county-level database covering a rich collection of variables for 19th-century Prussia. The Royal Prussian Statistical Office collected these data in several censuses over the years 1816-1901, with much...

This paper provides a documentation of the ifo Prussian Economic History Database (iPEHD), a county-level database covering a rich collection of variables for 19th-century Prussia. The Royal Prussian Statistical Office collected these data in several censuses over the years 1816-1901, with much...