Sample records for OEKONOMETRIE (econometrics)
from WorldWideScience.org

Sample records 1 - 20 shown. Select sample records:



1

Yardstick competition in German municipalities

Finken, Jan

Does increasing transparency improve fiscal policy behavior of local governments? One way this could take place is via Yardstick Competition between incumbents of neighboring municipalities. This paper contributes to the literature by introducing a simple model which employs probabilistic voting to ...

DRIVER (German)

2

Why do people learn foreign languages?

Ginsburgh, Victor; Ortuno-Ortin, Ignacio; Weber, Shlomo

We suggest a demand model for foreign languages and estimate demand functions for English, French, German and Spanish in 13 European countries. We show that three variables explain reasonably well the share of people who learn a foreign language: the larger the native population in the country, the ...

DRIVER (German)

3

Which control variables do we really need for matching based evaluations of labour market programmes?

Lechner, Michael; Wunsch, Conny

Based on a new, exceptionally informative and large German linked employer-employee administrative dataset, we investigate the question whether the omission of important control variables in matching estimation leads to biased impact estimates of typical active labour market programmes for the unemp...

DRIVER (German)

6

Value-at-risk forecasts under scrutiny - the German experience

Jaschke, Stefan; Stahl, Gerhard; Stehle, Richard

We present an analysis of the VaR forecasts and the P&L-series of all 12 German banks that used internal models for regulatory purposes throughout the period from the beginning of 2001 to the end of 2004. One task of a supervisor is to estimate the 'recalibration factor', i.e., by how much a bank ov...

DRIVER (German)

9

The spatial pattern of localized R&D spillovers : an empirical investigation for Germany

Bode, Eckhardt

The present paper employs spatial econometrics techniques to discriminate empirically between various economically plausible spatial patterns of interregional knowledge spillovers between west German planning regions in the 1990s. In general, interregional spillovers are found to contribute signific...

DRIVER (German)

15

The dynamics of venture capital contracts

Bienz, Carsten; Hirsch, Julia

We analyze the degree of contract completeness with respect to staging of venture capital investments using a hand-collected German data set of contract data from 464 rounds into 290 entrepreneurial firms. We distinguish three forms of staging (pure milestone financing, pure round financing and mixe...

DRIVER (German)

17

The Statistical Significance of the Maximum Local Statistic

Rogerson, P. A.; Western Regional Science Association; Applied Econometrics Association
2003-01-01

German National Library of Science and Technology (GetInfo) (German)

19

The Incidence of EU Per-Hectare Payments on Farmland Rental Rates: A Spatial Econometric Analysis for German Farm-Level Data

Breustedt, Gunnar; Habermann, Hendrik

This article analyses determinants for 2001 farmland rental prices from 3,819 farms in Germany. Based on specification tests we estimate a general spatial model to account for both spatial relationships among rental prices of neighbouring farmers and spatially autocorrelated error terms. Depending o...

DRIVER (German)

20

The Effect of Grade Retention on School Outcomes: An Application of Doubly Robust Estimation Method

Uysal, Selver Derya

In this study, I estimate the average causal treatment effect of grade retention on several educational outcome variables, such as completion of upper secondary school, graduation grades in math and German, as well as average final grade using a data set from Germany. The analysis relies on Conditio...

DRIVER (German)

21

The East German Cement Cartel : An Inquiry into Comparable Markets, Industry Structure, and Antitrust Policy

Veltins, Michael; Schaller, Armin; Blum, Ulrich

Maintaining sufficient levels of competition ranks among the core interests of any national – and increasingly international – antitrust policy; however, the formal proof that a cartel really functioned economically and did not only exist in a legal sense is hard to deliver: market power is not iden...

DRIVER (German)

23

The Asian financial crisis: the start of a regime switch in volatility

Giot, Pierre

Using a Markov switching model applied to the VIX and VDAX implied volatility indexes, we find that the volatility of the U.S. S&P100 index and German DAX index switched from a low-value state to a high-value state around the events of the Asian financial crisis. Moreover, the U.S. and German market...

DRIVER (German)

26

Spurious periodic autoregressions

Proietti, T.; European Conferences of the Econometrics Community
1998-01-01

German National Library of Science and Technology (GetInfo) (German)

27

Spatial Dependence in the Evolution of Regional Income Distributions

Rey, S. J.; Western Regional Science Association; Applied Econometrics Association
2003-01-01

German National Library of Science and Technology (GetInfo) (German)

28

Spatial Autoregressive Local Estimation

Pace, R. K.; LeSage, J. P.; Western Regional Science Association et al.
2003-01-01

German National Library of Science and Technology (GetInfo) (German)

31
32

Simulation-based likelihood inference for limited dependent processes

Manrique, A.; Shephard, N.; European Conferences of the Econometrics Community
1998-01-01

German National Library of Science and Technology (GetInfo) (German)

34

Simulation methods in econometrics: editors' introduction

Gallo, G. M.; Mizon, G. E.; European Conferences of the Econometrics Community
1998-01-01

German National Library of Science and Technology (GetInfo) (German)

37

Serial and Spatial Error Dependence in Space-Time Models

Elhorst, J. P.; Western Regional Science Association; Applied Econometrics Association
2003-01-01

German National Library of Science and Technology (GetInfo) (German)

40

Schooling in Germany : Structural Deficiencies

Kiiver, H.

The German educational system is battling with a range of challenges exposed by the PISA studies and other publications such as the OECD's "Education at a glance". This dissertation discusses four distinct topics, using data from the German Socio-Economic Panel Data.In Germany, the socio-economic...

DRIVER (German)

41

Regional convergence in Germany: a geographically weighted regression approach

Eckey, Hans-Friedrich; Kosfeld, Reinhold; Türck, Matthias

The convergence of German regions represents a politically explosive question. Different studies examined convergence processes of Germany. We derive equations to estimate the convergence speed on basis of a Solow model, to which human capital is added. The geographically weighted regression permits...

DRIVER (German)

45

Properties of Tests for Spatial Error Components: A Further Analysis

Kelejian, H. H.; Yuzefovich, Y.; Western Regional Science Association et al.
2003-01-01

German National Library of Science and Technology (GetInfo) (German)

46

Properties of Multinomial Lattices with Cumulants for Option Pricing and Hedging

Yamada, Y.; Primbs, J. A.; Japanese Association of Financial Econometrics and Engineering
2006-01-01

German National Library of Science and Technology (GetInfo) (German)

49

Preface

Hayashi, T.; Japanese Association of Financial Econometrics and Engineering
2006-01-01

German National Library of Science and Technology (GetInfo) (German)

54

Optimal policies of call with notice period requirement

Dai, M.; Kwok, Y. K.; Japanese Association of Financial Econometrics and Engineering
2005-01-01

German National Library of Science and Technology (GetInfo) (German)

55

On the impact of weather on German hourly power prices

Kosater, Peter

The liberalization of electricity markets has triggered research in econometric modelling and forecasting of electricity spot prices. Moreover, both the demand and the supply of electricity are subject to weather conditions. Therefore, we examine the relation between hourly electricity spot prices f...

DRIVER (German)

56

On the asymptotic behavior of the prices of Asian options

Hishida, Y.; Yasutomi, K.; Japanese Association of Financial Econometrics and Engineering
2005-01-01

German National Library of Science and Technology (GetInfo) (German)

57

On Connectropy

Kaashoek, J. F.; Paelinck, J. H. P.; Zoller, H. G. et al.
2003-01-01

German National Library of Science and Technology (GetInfo) (German)

61

Nonlinear dynamics, chaos and econometrics : [ ... presented at the Conference on Nonlinear Dynamics and Econometrics]

Conference on Nonlinear Dynamics and Econometrics < 1991, Los Angeles, Calif.>; University of California < Berkeley, Calif.> / Los Angeles Campus
1993-01-01

German National Library of Science and Technology (GetInfo) (German)

62

Nonlinear dynamics and econometrics : [papers selected from those originally presented at the Conference on Nonlinear Dynamics and Econometrics]

Conference on Nonlinear Dynamics and Econometrics < 1991, Los Angeles, Calif.>; University of California < Berkeley, Calif.> / Los Angeles Campus
1992-01-01

German National Library of Science and Technology (GetInfo) (German)

65

New Directions in Spatial Econometrics: Introduction

Anselin, L.; Florax, R. J. G. M.; Regional Science Association International
1995-01-01

German National Library of Science and Technology (GetInfo) (German)

70

Measuring ethno-linguistic affinity between nations

Groot, Olaf J. de

Research on ethno-linguistic ties has so far mostly focused on domestic measures of ethno-linguistic heterogeneity. Little attention has been given to the possibility that ethno-linguistic relations between countries may affect out- comes, particularly in a spatial econometric context. In this paper...

DRIVER (German)

71

Lévy processes driven by stochastic volatility

Chourdakis, K.; Japanese Association of Financial Econometrics and Engineering
2005-01-01

German National Library of Science and Technology (GetInfo) (German)

72

Locally Weighted Regression and Time-Varying Distance Gradients

McMillen, D. P.; Western Regional Science Association; Applied Econometrics Association
2003-01-01

German National Library of Science and Technology (GetInfo) (German)

78

Google econometrics and unemployment forecasting

Askitas, Nikolaos; Zimmermann, Klaus F.

The current economic crisis requires fast information to predict economic behavior early, which is difficult at times of structural changes. This paper suggests an innovative new method of using data on internet activity for that purpose. It demonstrates strong correlations between keyword searches ...

DRIVER (German)

79

Google econometrics and unemployment forecasting

Askitas, Nikolaos; Zimmermann, Klaus F.

The current economic crisis requires fast information to predict economic behavior early, which is difficult at times of structural changes. This paper suggests an innovative new method of using data on internet activity for that purpose. It demonstrates strong correlations between keyword searches ...

DRIVER (German)

83
94

Does migration stimulate human capital investment Theory and evidence

Brücker, Herbert; Defoort, Cécily; Gruen, Carola

This paper investigates whether international migration stimulates additional investment in human capital in host countries. First, a simple theoretical model is developed, showing that if migration were allowed, additional human capital investment is possible. Whether human capital endowment in hos...

DRIVER (German)

104

Columbia University Program in Mathematics of Finance and JAFEE

Smirnov, M.; Japanese Association of Financial Econometrics and Engineering
2006-01-01

German National Library of Science and Technology (GetInfo) (German)

106

Can Markov-regime switching models improve power price forecasts?: Evidence for German daily power prices

Kosater, Peter; Mosler, Karl

Nonlinear autoregressive Markov regime-switching models are intuitive and frequently proposed time series approaches for the modelling of electricity spot prices. In this paper such models are compared to an ordinary linear autoregressive model with regard to their forecast performance. The study is...

DRIVER (German)

108

Bayesian inference on GARCH models using the Gibbs sampler

Bauwens, L.; Lubrano, M.; European Conferences of the Econometrics Community
1998-01-01

German National Library of Science and Technology (GetInfo) (German)

114

Analyses of Mortgage-Backed Securities Based on Unobservable Prepayment Cost Processes

Nakagawa, H.; Shouda, T.; Japanese Association of Financial Econometrics and Engineering
2006-01-01

German National Library of Science and Technology (GetInfo) (German)

115

An estimated model of the German magazine market

Kaiser, Ulrich; Wissenschaftszentrum Berlin für Sozialforschung gGmbH

"The author derives and estimates a model for profit maximization of German magazines. Quarterly data on German women's magazines observed between 1998 and 2001 are used in the econometrics. Main empirical results are that magazines with particularly circulation-sensitive advertising prices set cove...

DRIVER (German)

116

An application of tramo-seats: changes in seasonality and current trend-cycle assesment: the german retail trade turnover series

Kaiser, Regina; Maravall, Agustín

The paper details an application of programs. TRAMO and SEATS to seasonal adjustment and trend-cycle estimation. The series considered is the German Retail Trade Turnover series, for which, when adjusting with XI2-ARIMA, the Bundesbank had identified two problems. One had to do with heteroscedastici...

DRIVER (German)

119

A framework for economic forecasting

Ericsson, N. R.; Marquez, J.; European Conferences of the Econometrics Community
1998-01-01

German National Library of Science and Technology (GetInfo) (German)

120

A distribution dynamics approach to regional GDP convergence in unified Germany

Juessen, Falko

This paper uses nonparametric techniques to study GDP convergence across German labor market regions and counties during the period 1992-2004. The main result is that regional convergence in unified Germany has been substantial. In the first years after German unification the distribution of GDP has...

DRIVER (German)

122

A comparison between Dutch and German retail price-setting

Hertog, R.G.J. den; Thurik, A.R.

This article examines the differences between Dutch and German retail price setting. The study is based on an econometric approach in the sense that the estimates of the coefficients of a one-equation model explaining retail profit margins are compared. Extensive datasets are used for both the Dutch...

DRIVER (German)

123
124

A (weak) exogeneity test of the German leadership hypothesis

Thom, Rodney

A hard copy is available in UCD Library at GEN 330.08 IR/UNI

DRIVER (German)

125

Nutzinger, Hans G.

DRIVER (German)