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Refereed essays Web of Science
Tests for identification through heteroskedasticity in structural vector autoregressive analysis are developed for models with two volatility states where the time point of volatility change is known. The tests are Wald-type tests for which only the unrestricted model, including the covariance matrices of the two volatility states, has to be estimated. The residuals of the model are assumed to be from ...
In:
The Econometrics Journal
24 (2021), 1, S. 1-22
| Helmut Lütkepohl, Mika Meitz, Aleksei Netšunajev, Pentti Saikkonen
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Refereed essays Web of Science
Offshore wind plays an ever-increasing role for the global transition to renewable energy. For offshore wind energy to be successful, cost-effective transport of the produced electricity to shore is necessary. The development and operation of the offshore transmission asset is costly and regulated differently across the globe. In most countries, the TSO is responsible for the transmission and develops ...
In:
Economics of Energy and Environmental Policy
10 (2021), 1, S. 229-249
| Yann Girard, Claudia Kemfert, Julius Stoll
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Refereed essays Web of Science
The European Commission’s Scoreboard of Macroeconomic Imbalances is a rare case of a publicly released early warning system. It was published first time in 2012 by the European Commission as a reaction to public debt crises in Europe. So far, the Macroeconomic Imbalance Procedure takes a one-size-fits-all approach with regard to the identification of thresholds. The experience of Central and Eastern ...
In:
Empirica
48 (2021), 1, S. 123–139
| Geraldine Dany-Knedlik, Martina Kämpfe, Tobias Knedlik
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Refereed essays Web of Science
Bisherige Studien haben gezeigt, dass ethnische Bildungsungleichheiten bereits vor der Einschulung entstehen. Es wurde gezeigt, dass insbesondere für Lernende mit Migrationshintergrund eine frühe Bildungsbeteiligung einen positiven Einfluss auf die späteren Bildungsergebnisse hat, wobei der Erwerb der Sprache des Aufnahmelandes einer der Hauptmechanismen für diesen Effekt ist. Mit der Zuwanderung von ...
In:
Journal for Educational Research Online
13 (2021), 1, S. 16-77
| Christoph Homuth, Elisabeth Liebau, Gisela Will
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Refereed essays Web of Science
In current immigration debates ethnic prejudice is often expressed in a subtle manner, which conceals its xenophobic content. However, previous research has only insufficiently examined the specific features that make certain ethnically prejudicial statements subtler, i.e., less readily identifiable as xenophobic, than others. The current study employs an experimental factorial survey design and assesses ...
In:
Journal of Social and Political Psychology
9 (2021), 1, S. 187–206
| Karolina Fetz, Martin Kroh
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Refereed essays Web of Science
We consider the problem of regression with selectively observed covariates in a nonparametric framework. Our approach relies on instrumental variables that explain variation in the latent covariates but have no direct effect on selection. The regression function of interest is shown to be a weighted version of observed conditional expectation where the weighting function is a fraction of selection ...
In:
Journal of Econometrics
223 (2021), 1, S. 28-52
| Christoph Breunig, Peter Haan
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Refereed essays Web of Science
We investigate how the economic consequences of the pandemic and the government-mandated measures to contain its spread affect the self-employed — particularly women — in Germany. For our analysis, we use representative, real-time survey data in which respondents were asked about their situation during the COVID-19 pandemic. Our findings indicate that among the self-employed, who generally face a higher ...
In:
Journal of Population Economics
34 (2021), S. 1141–1187
| Daniel Graeber, Alexander S. Kritikos, Johannes Seebauer
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Refereed essays Web of Science
This study examines the association between employment trajectories and retired men’s and women’s individual wealth at older ages in the two distinct welfare state contexts of Eastern and Western Germany. Because of the increasing re-marketization of retirement provisions, wealth is becoming increasingly important for retirees’ economic well-being. Using data from the German Socio-Economic Panel Study ...
In:
Advances in Life Course Research
(2021), 100374, 11 S.
| Theresa Nutz, Philipp A. Lersch
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Refereed essays Web of Science
Panel data has become the gold standard for causal assessments of complex human behaviour in quantitative social science. The objective of this review is to examine and discuss how panel data and related methods contribute to the identification of causal relationships in spatial mobility research. We illustrate this by providing a succinct overview of recent progress in spatial mobility research, drawing ...
In:
Comparative Population Studies
46 (2021), S. 187-214
| Sergi Vidal, Philipp M. Lersch
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Refereed essays Web of Science
We test for the empirical relevance of partial and asymmetric dominant-currency pricing (DCP), the hypothesis that large but not necessarily identical shares of economies’ export and import prices are sticky in US dollar. We first set up a structural three-country New Keynesian dynamic stochastic general equilibrium model which nests DCP, producer-currency pricing and local-currency pricing. Under ...
In:
Journal of International Economics
133 (2021), 103537
| Georgios Georgiadis, Ben Schumann