Vorträge des DIW Berlin

Calculating Joint Confidence Bands for Impulse Response Functions Using Highest Density Regions

This paper proposes a new non-parametric method of constructing joint confidence bands for impulse response functions of vector autoregressive models. The estimation uncertainty is captured by means of bootstrapping and the highest density region (HDR) approach is used to construct the bands. A Monte Carlo comparison of the HDR bands with existing alternatives shows that the former are competitive...

Information Asymmetries between Parents and Eductors in German ECEC Institutions

All-Day Schools and Maternal Labour Supply: The Case of Primary Education in Germany

The Impact of Compressing Instructional Time on Graduation Age, Grade Repetitions and Graduation Rates

Persönliche Netzwerke im Lebenslauf als Triebfeder erwartungswidriger Bildungserfolge

Transfereffekte der Qualität familialer und institutioneller Lernumwelten

Information Provision and Post-secondary Education: Does Information Help Decreasing the Education Gap?

Parental Socioeconomic Status and the Quality of Early Childhood Education and Care: Evidence from Germany

High School Duration and Its Effects on University Education: Evidence from the G8 Reform

More Instruction Time and the Effect on Student Performance: Quasi‐experimental Evidence from PISA

Maternal Work and Care Arrangements for Children below 3: Increasing Socioeconomic Disparities in East and West Germany

Employment during Higher Education and Its Determinants

Structural Vector Autoregressions with Smooth Transition in Variances: The Interaction between U.S. Monetary Policy and the Stock Market

In structural vector autoregressive analysis identifying the shocks of interest via heteroskedasticity has become a standard tool. Unfortunately, the approaches currently used for modelling heteroskedasticity all have drawbacks. For instance, assuming known dates for variance changes is often unrealistic while more exible models based on GARCH or Markov switching residuals are difficult to handle...

Learning from Unrealized versus Realized Prices

Die Mindestlohnreform in Deutschland

Calculating Joint Confidence Bands for Impulse Response Functions Using Highest Density Regions

This paper proposes a new non-parametric method of constructing joint confidence bands for impulse response functions of vector autoregressive models. The estimation uncertainty is captured by means of bootstrapping and the highest density region (HDR) approach is used to construct the bands. A Monte Carlo comparison of the HDR bands with existing alternatives shows that the former are competitive...

Metadaten des SOEP in paneldata.org

Calculating Joint Confidence Bands for Impulse Response Functions Using Highest Density Regions

This paper proposes a new non-parametric method of constructing joint confidence bands for impulse response functions of vector autoregressive models. The estimation uncertainty is captured by means of bootstrapping and the highest density region (HDR) approach is used to construct the bands. A Monte Carlo comparison of the HDR bands with existing alternatives shows that the former are competitive...

Kommentar, mit besonderer Berücksichtigung von Belgien, Frankreich und Schweden

Vermögensungleichheit: Bestandsaufnahme und Lösungsansätze