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Estimating and predicting multivariate volatility thresholds in global stock ...
We propose a general double tree structured AR-GARCH model for the analysis of global equity index returns. The model extends previous approaches by incorporating (i) several... -
Generalized long memory processes, failure of cointegration tests and exchang...
This paper presents evidence that the equilibrium relationship in a system of nominal exchange rates is best described as a stationary GARMA process. The implementation of the... -
A small monetary system for the euro area based on German data (replication d...
Previous euro area money demand studies have used aggregated national time series data from the countries participating in the European Monetary Union (EMU). However,... -
Semi-parametric estimation of consumption-based equivalence scales: the case ...
Consumption-based equivalence scales are estimated by applying the extended partially linear model (EPLM) to the 1998 German Income and Consumption Survey (EVS). In this model... -
The emerging market crisis and stock market linkages: further evidence (repli...
This study examines the long-run price relationship and the dynamic price transmission among the USA, Germany, and four major Eastern European emerging stock markets, with... -
International welfare comparisons and nonparametric testing of multivariate s...
This paper outlines a class of statistical procedures that permit testing of a broad range of multidimensional stochastic dominance hypotheses and, more generally, welfare... -
The relationship between R&D collaboration, subsidies and R&D performance: Em...
This study focuses on the impact of innovation policies and R&D collaboration in Germany and Finland. We consider collaboration and subsidies as heterogeneous treatments,... -
R&D and subsidies at the firm level: an application of parametric and semipar...
This paper analyzes the effect of public R&D subsidies on firms' private R&D investment per employee and new product sales in German manufacturing. Parametric and... -
How does heterogeneity shape the socioeconomic gradient in health satisfactio...
Individual heterogeneity plays a key role in explaining variation in self-reported health and its socioeconomic gradient. It is hypothesised that the influence of this... -
The frequency of visiting a doctor: Is the decision to go independent of the ...
In his analysis of the effects of the reform of the German healthcare system, Winkelmann (Journal of Applied Econometrics 2004; 19: 455-472) investigates the number of doctor... -
THE EFFECTS OF EXPANDING THE GENEROSITY OF THE STATUTORY SICKNESS INSURANCE S...
This article evaluates an expansion of employer-mandated sick leave from 80% to 100% of forgone gross wages in Germany. We employ and compare parametric difference-in-difference... -
Maintaining (Locus of) Control? Data Combination for the Identification and I...
Factor structure models are widely used in economics to extract latent variables, such as personality traits, and to measure their impact on outcomes of interest. The... -
Reanalyzing Zero Returns to Education in Germany (replication data)
Pischke and von Wachter (Review of Economics and Statistics 2008; 90(3): 592-598) find zero earnings returns to compulsory schooling in the basic school track in Germany. We... -
Revisiting gender identity and relative income within households: A cautionar...
We show that Bertrand et al.'s (QJE, 2015, ) finding of a sharp drop in the relative income distribution within married couples at the point where wives start to earn more than... -
Markups for Consumers - Replication Files
A central motivating factor for studying price markups is their effect on consumer welfare. However, reported estimates of (firm-level) price markups in the literature often... -
Markups and Concentration in the Context of Digitization
This dataset has no description
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Lifetime Cost of Living and Effective Prices: Theory and Evidence for Germany...
The files include two datasets and a readme-file -
The Benefits of Remoteness - Digital Mobility Data, Regional Road Infrastruct...
We investigate the regional distribution of the COVID-19 outbreak in Germany. We use a novel digital mobility dataset, that traces the undertaken trips on Easter Sunday 2020 and... -
Projecting the Spread of COVID19 for Germany
We model the evolution of the number of individuals reported sick with COVID-19 in Germany. Our theoretical framework builds on a continuous time Markov chain with four states:... -
Staff Rotation as an Anti-Corruption Policy in China and in Germany: An Exper...
We conducted bribery experiments in China and in Germany to analyze the effect of staff rotation on corruption. After being bribed, Chinese and German subjects in the role of...
