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Personnel news
Andreas Franken will be supporting the SOEP team as of April 1 with data preparation, in particular, the preparation and documentation of SOEPlong. Andreas most recently worked as a research assistant at the German Centre for Higher Education Research and Science Studies (DZHW) in Hanover, and prior to this at the University of Bamberg Chair of Sociology, where he also earned his degree in sociolo ...
24.04.2017
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Report
We are happy to present our recent SOEPnewsletter 115, April 2017.
We like to inform about
the data release of the 2015 SOEP-IS data,
news on SOEPinfo 2.0,
results of the SOEP User Survey,
new SOEP-Core documentation documents,
and many more.
20.04.2017
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DIW Discussion Papers 1661 / 2017
Euro area countries and Japan are confronted with similar challenges. Potential output is on a falling trend in the euro area, and the decrease started well before the financial crisis. In Japan, low output growth is a striking feature since many years, despite the unconventional monetary policy stance and massive fiscal stimulus programs provided by the government. According to a growth accounting ...
2017| Christian Dreger
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Externe Monographien
Berlin:
FU Berlin,
2016,
199 S.
| Holger Lüthen
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DIW Discussion Papers 1668 / 2017
This paper employs a price-based measure of integration, namely stock return differentials between ten emerging Asian economies and the US (as an indicator of global integration), as well as Japan and the Asian region (as two alternative indicators of regional integration), to test for mean reversion and draw inference on financial integration. It makes a three-fold contribution: it uses not only aggregate ...
2017| Guglielmo Maria Caporale, Luis A. Gil-Alana, Kefei You
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DIW Discussion Papers 1669 / 2017
This paper examines global and regional stock market integration in Asia at both the aggregate and disaggregate (industry) level by applying the Phillips-Sul (2007) tests for panel and club convergence. The main findings can be summarised as follows. In the pre-2008 crisis period, no integration/convergence of any kind is found. By contrast, in the post-crisis period, the Asian stock markets appear ...
2017| Guglielmo Maria Caporale, Kefei You
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Video
The conference will take place on May 23, 2017 at Deutsche Bank Berlin, Unter den Linden 13/15.Almost ten years after the crisis, the financial sector is still in the midst of a far-reaching transformational process. The macroeconomic environment and regulatory frameworks are changing quickly and profoundly, whereas new technologies are challenging established players – both from the public...
17.05.2017| Spotlight
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Seminar
06.07.2017| Katja Kaufmann, University of Mannheim
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DIW Discussion Papers 1667 / 2017
This paper revisits the Fisher hypothesis by estimating fractional integration and cointegration models that are more general than the standard ones based on the classical I(0)/I(1) dichotomy. Two sets of results are obtained under the alternative assumptions of white noise and Bloomfield (1973) autocorrelated errors respectively. The univariate analysis suggests than the differencing parameter is ...
2017| Guglielmo Maria Caporale, Luis A. Gil-Alana
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Video
The conference will take place on May 23, 2017 at Deutsche Bank Berlin, Unter den Linden 13/15.Almost ten years after the crisis, the financial sector is still in the midst of a far-reaching transformational process. The macroeconomic environment and regulatory frameworks are changing quickly and profoundly, whereas new technologies are challenging established players – both from the public...
16.05.2017| Spotlight