Pauline Affeldt, Rainer Nitsche
Lissabon, Portugal,
26.08.2016
- 28.08.2016| 43rd Annual Conference of the European Association for Research in Industrial Economics: EARIE 2016
Pio Baake, Slobodan Sudaric
Lissabon, Portugal,
26.08.2016
- 28.08.2016| 43rd Annual Conference of the European Association for Research in Industrial Economics: EARIE 2016
Endre Björndal, Mette Björndal, Astrid Cullmann, Maria Nieswand
Lissabon, Portugal,
26.08.2016
- 28.08.2016| 43rd Annual Conference of the European Association for Research in Industrial Economics: EARIE 2016
Tomaso Duso, Florian Szücs
Lissabon, Portugal,
26.08.2016
- 28.08.2016| 43rd Annual Conference of the European Association for Research in Industrial Economics: EARIE 2016
Helene Naegele, Aleksandar Zaklan
Lissabon, Portugal,
26.08.2016
- 28.08.2016| 43rd Annual Conference of the European Association for Research in Industrial Economics: EARIE 2016
Mattia Nardotto, Alessandro Gavazza, Tommaso Valletti
Lissabon, Portugal,
26.08.2016
- 28.08.2016| 43rd Annual Conference of the European Association for Research in Industrial Economics: EARIE 2016
Julia Rechlitz, Astrid Cullmann, Maria Nieswand
Lissabon, Portugal,
26.08.2016
- 28.08.2016| 43rd Annual Conference of the European Association for Research in Industrial Economics: EARIE 2016
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...
Helmut Lütkepohl, Anna Staszewska-Bystrova, Peter Winker
Genf, Schweiz,
22.08.2016
- 26.08.2016| 69th European Meeting of the Econometric Society: ESEM 2016
Household survey data provide a rich information set on income, household context and demographic variables, but tend to under report incomes at the very top of the distribution. Tax record data offer more precise information on top incomes at the expense of household context details and incomes of non-filers at the bottom of the distribution. We combine the benefits of the two data sources and...
Charlotte Bartels, Maria Metzing
Genf, Schweiz,
22.08.2016
- 26.08.2016| 31st Annual Congress of the European Economic Association: EEA 2016
In this paper we exploit a cohort specific pension reform to estimate the causal employment effect of changes in the financial incentives to retire. In particular we analyze the effect of the introduction of pension deductions for early retirement on female employment. For the empirical analysis we use high-quality administrative data from the German Federal Pension Insurance (VSKT) and find...
Barbara Engels, Johannes Geyer, Peter Haan
Genf, Schweiz,
22.08.2016
- 26.08.2016| 31st Annual Congress of the European Economic Association: EEA 2016