This paper applies the Phillips and Sul (2007) method to test for convergence in stock returns to an extensive dataset including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as the US over the period 1973-2008. We carry out the analysis on both sectors and individual industries within sectors. As a first step, we use the Stock and...
Guglielmo Maria Caporale, Burcu Erdogan, Vladimir Kuzin
Izmir, Türkei,
14.04.2010
- 15.04.2010| International Student Conference: Izmir University of Economics
Martin Spieß, Martin Kroh
Bielefeld,
14.04.2010
- 17.04.2010| Conference on Statistical Analysis of Longitudinal / Panel Data Structures Arising from Complex Interdisciplinary Questions: Zentrum für interdisziplinäre Forschung
Population surveys around the world face the problem of declining cooperation and participation rates of respondents. Not only can item nonresponse and unit nonresponse impair important outcome measures for inequality research such as total household disposable income; there is also a further case of missingness confronting household panel surveys that potentially biases results. The approach...
Markus M. Grabka, Joachim R. Frick, Olaf Groh-Samberg
Guildford, Großbritannien,
29.03.2010
- 31.03.2010| Royal Economic Society 2010 Conference: RES 2010
. - This paper investigates the determinants of intra-household time allocation in post-war Rwanda. A decade after the 1994 genocide, Rwanda still bears the demographic impact of the war, in which at least 800,000 people died and the majority of casualties were adult males. The paper explores two unique features: exogenous variation in household types and large variation in regional cohort...
Kati Schindler
Butare, Ruanda,
26.03.2010
| Research Seminar at the National University of Rwanda