A growing literature uses changes in residual volatility for identifying structural shocks in vector autoregressive (VAR) analysis. A number of different models for heteroskedasticity or conditional heteroskedasticity are proposed and used in applications in this context. This study reviews the different volatility models and points out their advantages and drawbacks. It thereby enables researchers ...
SOEP Survey Committee members James Heckman and Janet Gornick finished their current appointment period at the end of 2014. We would like to again express our thanks to them for all of their much-appreciated work on behalf of the SOEP. The Board of Trustees of DIW Berlin has formally appointed two new members in consultation with the DIW Executive Board and the SOEP Directors. Uwe Sunde and Susann ...
Simon Kühne recently won a 7,050 US dollar award from the Charles Cannell Fund in Survey Methodology for his research project "Attitude Inferences and Interviewer Effects: The Role of Interpersonal Perceptions in Face-to-Face Interviews." The project is part of Simon’s dissertation on "Determinants of Interviewer Effects in Face-to-Face Surveys" and is being supervised by Martin Kroh. The ...
We introduce subjective expectations about the labour market into a job search model. We show how biases in expectations over the wage distribution affect optimal search intensity and the duration of unemployment. Optimistic individuals search more but reject more offers, with an ambiguous effect on unemployment duration. Based on extensive survey data from Germany, we confirm previous evidence...
Anika Rasner has left the SOEP team. She took up her new position in the Federal Chancellery on March 1. She will be responsible for organizing and evaluating the Citizen Dialogs that Chancellor Merkel plans to hold.
Maximilian Priem started work in the SOEP in March. His responsibilities will include integrating the FID data into the data released to SOEP users. He just completed his MSc in Public Economics at the FU Berlin with an analysis of income trends in East and West Germany and is planning to start graduate studies in the fall.
Lukas Hoppe joined the SOEP team in mid-February to work on the project “Socio-Spatial Segregation in Germany: Scope and Trends,” which is financed by the BMAS in the framework of the government’s Poverty and Wealth Report. The project will analyze additional microm data in combination with SOEP data. In his dissertation at the Bremen International Graduate School for the Social Siences ...
Jan Goebel and Daniel D. Schnitzlein have been appointed by Federal Labor Minister Andrea Nahles to the Scientific Advisory Board for the German federal government’s Fifth Poverty and Wealth Report (Armuts- und Reichtumsbericht der Bundesregierung). Every four years, the German government submits a poverty and wealth report to the Bundestag. The report is produced under the oversight of the Federal ...
Peter Eibich left the SOEP on March 1. He is now working as a Senior Researcher at the Health Economics Research Centre, Nuffield Department for Population Health, University of Oxford (http://www.herc.ox.ac.uk/). The work there will focus initially on the ACHE study and the cost-effectiveness of knee and hip replacements.
