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Refereed essays Web of Science
The article analyses the empirical relationship between bank credit risk and sovereign credit risk in the euro area, using a system of simultaneous equations identified through heteroskedasticity. We first confirm a two-way causality between both risks, which amplifies initial credit risk shocks. We also document significant credit risk spillovers between sovereigns and banks in the periphery and the ...
In:
Review of Finance
23 (2019), 4, S. 745-775
| Marcel Fratzscher, Malte Rieth
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Refereed essays Web of Science
This paper analyzes whether education has a protective effect on mental health. To estimate causal effects, we employ an instrumental variable (IV) technique that exploits a reform extending compulsory schooling by one year implemented between 1949 and 1969 in West Germany. We complement analyses on the Mental Component Summary (MCS) score as a generic measure of overall mental health with an MCS-based ...
In:
Social Science & Medicine
241 (2019), 112584, 8 S.
| Sarah Dahmann, Daniel D. Schnitzlein
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DIW Discussion Papers 1842 / 2020
Multivariate Adaptive Regression Spline (MARS) is a simple and powerful non-parametric technique that automatizes the selection of non-linear terms in regression models. Non-linearities and spatial effects are natural characteristics in numerous spatial hedonic pricing models. In this paper, we propose using the MARS data-driven methodology combined with the Instrumental Variables method in order to ...
2020| Fernando A. López, Konstantin A. Kholodilin
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Refereed essays Web of Science
ObjectiveThis article looks at couples' migration decision making processes and their gender‐specific employment consequences after migration to Germany.BackgroundInternational migration has evolved into a common experience for couples around the globe. Previous research has focused on the internal migration of couples and families. This article is the first to consider couples' international migration ...
In:
Journal of Marriage and Family
82 (2020), 3, S. 934-952
| Magdalena Krieger
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SOEP Brown Bag Seminar
We present an approach for studying three quality issues related to survey data, namely the detection of interviewer misbehaviour, the correct implementation of the questionnaire programming and possible redundant paths, which lead to case numbers hindering feasible statistical analysis. The idea is using a theoretical graph model for describing all possible paths through...
15.01.2020| Katharina Stark (LIfBi – Leibniz-Institut für Bildungsverläufe e.V.)
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DIW Weekly Report 1/2 / 2020
The construction industry is increasingly becoming a key pillar of the business cycle in Germany. DIW Berlin’s construction volume calculation indicates a real expansion of construction services by around three percent each year over the next two years. In nominal terms, sales in the construction industry and its related sectors will grow by around 6.5 percent in 2020 and almost six percent in 2021. ...
2020| Martin Gornig, Claus Michelsen, Laura Pagenhardt
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Scientific Skills Workshops
This seminar provides you with tools and practice in essential rhetorical techniques and how to consider your audience when preparing and delivering scientific presentations. You will develop a presentation that is convincing and creates audience interest while also making your content clear and concise. We will examine typical differences between German and international English...
14.01.2020| Tim Korver
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Scientific Skills Workshops
The Berlin School of Economics is pleased to offer a workshop on writing good texts for academic journals. It is designed for all doctoral students and researchers at the BSE who would like to improve their English writing skills. The training will provide practice and guidelines for improving your writing technique to help ensure clarity, conciseness and coherence. We hired an excellent coach who...
10.02.2020
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DIW Discussion Papers 1840 / 2020
Industrial demand response can play an important part in balancing the intermittent production from a growing share of renewable energies in electricity markets. This paper analyses the role of aggregators – intermediaries between participants and the electricity market – in facilitating industrial demand response. Based on the results from semi-structured interviews with German demand response aggregators, ...
2020| Jan Stede, Karin Arnold, Christa Dufter, Georg Holtz, Serafin von Roon, Jörn C. Richstein
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DIW Discussion Papers 1838 / 2019
Using quantile regression methods, this paper analyses the gender wage gap across the wage distribution and over time (1990-2014), while controlling for changing sample selection into full-time employment. Our findings show that the selection-corrected gender wage gap is much larger than the one observed in the data, which is mainly due to large positive selection of women into fulltime employment. ...
2019| Patricia Gallego Granados, Katharina Wrohlich