Thema Surveymethodologie und Data-Science

1786 Ergebnisse, ab 21
Externe referierte Aufsätze

Attrition and Selectivity of the NEPS Starting Cohorts: An Overview of the Past 8 Years

This article documents the number of target persons participating in the panel surveys of the National Educational Panel Study (NEPS) as well as the number of respondents who temporarily dropout and of those leaving the panel (attrition). NEPS comprises panel surveys with six mutually exclusive starting cohorts covering the complete life span. Sample sizes, numbers of participants and temporary as ...

In: AStA Wirtschafts- und Sozialstatistisches Archiv (2020), im Ersch. [online first: 2020-01-18] | Sabine Zinn, Ariane Würbach, Hans Walter Steinhauer, Angelina Hammon
Externe referierte Aufsätze

Analyzing Nonresponse in Longitudinal Surveys Using Bayesian Additive Regression Trees: A Nonparametric Event History Analysis

Increasing nonresponse rates is a pressing issue for many longitudinal panel studies. Respondents frequently either refuse participation in single survey waves (temporary dropout) or discontinue participation altogether (permanent dropout). Contemporary statistical methods that are used to elucidate predictors of survey nonresponse are typically limited to small variable sets and ignore complex interaction ...

In: Survey Research Methods 14 (2020), 2, | Sabine Zinn, Timo Gnambs
Diskussionspapiere 1870 / 2020

Difference-in-Differences to Identify Causal Effects of COVID-19 Policies

Policymakers have implemented a wide range of non-pharmaceutical interventions to fight the spread of COVID-19. Variation in policies across jurisdictions and over time strongly suggests a difference-in-differences (DD) research design to estimate causal effects of counter-COVID measures. We discuss threats to the validity of these DD designs and make recommendations about how researchers can avoid ...

2020| Andrew Goodman-Bacon, Jan Marcus
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Bayesian Inference for Structural Vector Autoregressions IdentifiEd by Markov-Switching Heteroskedasticity

In this study, Bayesian inference is developed for structural vector autoregressive models in which the structural parameters are identified via Markov-switching heteroskedasticity. In such a model, restrictions that are just-identifying in the homoskedastic case, become over-identifying and can be tested. A set of parametric restrictions is derived under which the structural matrix is globally or ...

In: Journal of Economic Dynamics & Control 113 (2020), 103862 | Helmut Lütkepohl, Tomasz Wozniak
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Constructing Joint ConfiDence Bands for Impulse Response Functions of Var Models: A Review

Methods for constructing joint confidence bands for impulse response functions which are commonly used in vector autoregressive analysis are reviewed. While considering separate intervals for each horizon individually still seems to be the most common approach, a substantial number of methods have been proposed for making joint inferences about the complete impulse response paths up to a given horizon. ...

In: Econometrics and Statistics 13 (2020), S. 69-83 | Helmut Lütkepohl, Anna Staszewska-Bystrova, Peter Winker
Diskussionspapiere 1871 / 2020

Structural Vector Autoregressive Models with more Shocks than Variables Identified via Heteroskedasticity

In conventional structural vector autoregressive (VAR) models it is assumed that there are at most as many structural shocks as there are variables in the model. It is pointed out that heteroskedasticity can be used to identify more shocks than variables. However, even if there is heteroskedasticity, the number of shocks that can be identified is limited. A number of results are provided that allow ...

2020| Helmut Lütkepohl
Diskussionspapiere 1872 / 2020

Active, or Passive? Revisiting the Role of Fiscal Policy in the Great Inflation

We reexamine whether pre-Volcker U.S. fiscal policy was active or passive. To do so, we estimate a DSGE model with monetary and fiscal policy interactions employing a sequential Monte Carlo algorithm (SMC) for posterior evaluation. Unlike existing studies, we do not have to treat each policy regime as distinct, separately estimated, models. Rather, SMC enables us to estimate the DSGE model over its entire ...

2020| Stephanie Ettmeier, Alexander Kriwoluzky
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Lessons from Modeling 100% Renewable Scenarios Using GENeSYS-MOD

The main aim of models has never been to provide numbers, but insights. Still, challenges prevail for modelers to use the best configuration of their models to provide helpful insights. In the case of energy system modelling, this becomes even more complicated due to increasing complexity of the energy system transition through the potential and need for sector coupling. This paper therefore showcases ...

In: Economics of Energy and Environmental Policy 9 (2020), 1, S. 103-120 | Pao-Yu Oei, Thorsten Burandt, Karlo Hainsch, Konstantin Löffler, Claudia Kemfert
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Financial Education in Schools: A Meta-Analysis of Experimental Studies

We study the literature on school financial education programs for children and youth via a quantitative meta-analysis of 37 (quasi-) experiments. We find that financial education treatments have, on average, sizeable impacts on financial knowledge (+0.33 SD), similar to educational interventions in other domains. Additionally, we document smaller effects on financial behaviors among students (+0.07 ...

In: Economics of Education Review (2020), im Ersch. [online first: 2019-10-11] | Tim Kaiser, Lukas Menkhoff
DIW Weekly Report 3 / 2020

Financial Stability: New, Detailed Datasets Allow for Innovation of Stress Tests

The 2008-2010 crisis has shown that authorities were missing crucial information necessary to identify risks to the financial system in an accurate and timely manner. To be prepared for future crises, a range of legislation in Europe and beyond was passed. The scope and depth of information being reported from across the financial system, including previously disregarded segments, have thus significantly ...

2020| Justus Inhoffen, Iman van Lelyveld
1786 Ergebnisse, ab 21