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Referierte Aufsätze Web of Science
In this article, the influence of immigrant occupational composition on the earnings of immigrants and natives in Germany is examined. Using data from the German Socio-Economic Panel Study and the German Microcensus, several relevant concepts are tested. The notion of quality sorting states that the differences in wages that are associated with the immigrant share within occupations are due only to ...
In:
International Migration Review
51 (2017), 2, S. 475-505
| Boris Heizmann, Anne Busch-Heizmann, Elke Holst
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Referierte Aufsätze Web of Science
In Zeiten wachsender Publikationszahlen und zunehmend datenintensiver Forschung stoßen die klassischen Qualitätssicherungsmaßnahmen, wie die Peer-Review, an ihre Grenzen. Vor diesem Hintergrund werden Replikationsstudien verstärkt als gute wissenschaftliche Praxis und Lösungsansatz diskutiert, um dem Problem methodisch unzureichender und oftmals fehlerbehafteter Analysen zu begegnen. Denn schlechte ...
In:
Information, Wissenschaft & Praxis
68 (2017), 2, S. 154-158
| Benedikt Fecher, Mathis Fräßdorf, Marcel Hebing, Gert G. Wagner
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Referierte Aufsätze Web of Science
(G)ARCH-type models are frequently used for the dynamic modelling and forecasting of risk attached to speculative asset returns. While the symmetric and conditionally Gaussian GARCH model has been generalized in a manifold of directions, model innovations are mostly presumed to stem from an underlying IID distribution. For a cross section of 18 stock market indices, we notice that (threshold) (T)GARCH-implied ...
In:
Quantitative Finance
17 (2017), 1, S. 121-137
| Benjamin Beckers, Helmut Herwartz, Moritz Seidel
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Referierte Aufsätze Web of Science
We examine intergenerational mobility differences between Germany, Norway, Sweden, and the US. Using ranks, we find that the US is substantially less intergenerationally mobile than the three European countries and that the most mobile region of the US is less mobile than the least mobile regions of Norway and Sweden. Using a linear estimator of income share mobility, we find that the four countries ...
In:
The Scandinavian Journal of Economics
119 (2017), 1, S. 72-101
| Espen Bratberg, Jonathan Davis, Bhashkar Mazumder, Martin Nybom, Daniel D. Schnitzlein, Kjell Vaage
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Referierte Aufsätze Web of Science
We analyse a simple supply chain with one supplier, one retailer and uncertainty about market demand. Focusing on the incentives of the supplier and the retailer to enhance their private information about the actual market conditions, we show that choices on information acquisition are strategic complements. While the retailer’s incentives are mainly driven by the information rent that he can earn, ...
In:
The B.E. Journal of Economic Analysis & Policy
17 (2017), 1, 14 S.
| Pio Baake, Andreas Harasser, Friederike Heiny
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Referierte Aufsätze Web of Science
We examine the role of prosumage of solar electricity, i.e. PV self-generation combined with distributed storage, in the context of the low-carbon energy transformation. First, we devise a qualitative account of arguments in favor of and against prosumage. Second, we give an overview of prosumage in Germany. Prosumage will likely gain momentum as support payments expire for an increasing share of PV ...
In:
Economics of Energy and Environmental Policy
6 (2017), 1, S. 7-31
| Wolf-Peter Schill, Alexander Zerrahn, Friedrich Kunz
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Referierte Aufsätze Web of Science
The EU-wide survey “Statistics on Income and Living Conditions” (EU-SILC) is extremely important for international social science research and policy advice. It is therefore crucial to ensure that the data are of the highest quality and international comparability. This paper is aimed at identifying unexpected developments in income levels, income mobility, and inequality in the EU-SILC data between ...
In:
The Review of Income and Wealth
63 (2017), 1, S. 30-52
| Kristina Krell, Joachim R. Frick, Markus M. Grabka
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Referierte Aufsätze Web of Science
Social scientists increasingly link survey data with administrative records. However, data protection legislation often requires respondents’ informed consent prior to record linkage. This has confronted research with nontrivial refusal rates in combination with selectivity of the consent decision. In longitudinal surveys, linkage requests may also increase attrition rates in subsequent waves, as many ...
In:
The Public Opinion Quarterly
81 (2017), 1, S. 131-143
| Philipp Eisnecker, Martin Kroh
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Referierte Aufsätze Web of Science
The European Commission is currently overhauling the most important instrument for the regulation of cross-border flows of personal data, the Data Protection Directive of 1995 (Directive 95/46/EC). Among the most tedious legal issues is the use of personal data for secondary purposes. Such use occurs if data collected for one purpose (such as credit granting) are later used for another purpose (e.g. ...
In:
European Journal of Law and Economics
44 (2017), 1, S. 165-192
| Nicola Jentzsch
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Referierte Aufsätze Web of Science
This paper proposes a rating methodology that is based on a non-linear classification method, a support vector machine, and a non-parametric isotonic regression for mapping rating scores into probabilities of default. We also propose a four data set model validation and training procedure that is more appropriate for credit rating data commonly characterised with cyclicality and panel features. Tests ...
In:
Statistics & Risk Modeling
34 (2017), 1-2, S. 55-67
| Rouslan A. Moro, Wolfgang K. Härdle, Dorothea Schäfer