Population surveys around the world face the problem of declining cooperation and participation rates of respondents. Not only can item nonresponse and unit nonresponse impair important outcome measures for inequality research such as total household disposable income; there is also a further case of missingness confronting household panel surveys that potentially biases results. The approach...
Joachim R. Frick, Markus M. Grabka, Olaf Groh-Samberg
Potsdam,
21.07.2010
- 23.07.2010| IV European Congress of Methodology of the European Association of Methodology (EAM): 27th Biennial Conference of the Society for Multivariate Analysis in the Behavioral Sciences (SMABS)
Cornelia Wrzus, Gert G. Wagner, Ulman Lindenberger, Michaela Riediger
Brno, Tschechien,
20.07.2010
- 24.07.2010| 15th European Conference on Personality: ECP15
We investigate the likely sources of exchange rate dynamics in selected CIS countries (Russia, Kazakhstan, Ukraine, Kyrgyzstan, Azerbaijan, and Moldova) over the past decade (1999-2008). The analysis is based on country VAR models augmented by a regional common factor structure (FAVAR model). The models include nominal exchange rates, the common factor of exchange rates in the CIS countries, and...
Christian Dreger, Jan Fidrmuc
Milas, Türkei,
16.07.2010
- 18.07.2010| Challenges and Opportunities in Emerging Markets: EuroConference 2010 Society for the Study of Emerging Markets
This paper applies the Phillips and Sul (2007) method to test for convergence in stock returns to an extensive dataset including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as the US over the period 1973-2008. We carry out the analysis on both sectors and individual industries within sectors. As a first step, we use the Stock and...
Guglielmo Maria Caporale, Burcu Erdogan, Vladimir Kuzin
London, Großbritannien,
15.07.2010
- 17.07.2010| 16th International Conference of the Society for Computational Economics
We use a life cycle model of consumption and portfolio choice to study the effects of social security on the investment decisions of households for the European case. Our model is mainly based on the one developed by Cocco, Gomes, and Maenhout (2005). We extend it by unemployment risk using Markov chains to model the transition between different employment states. In contrast to most models in the...
Vladimir Kuzin, Franziska Bremus
London, Großbritannien,
15.07.2010
- 17.07.2010| 16th International Conference of the Society for Computational Economics
Population surveys around the world face the problem of declining cooperation and participation rates of respondents. Not only can item nonresponse and unit nonresponse impair important outcome measures for inequality research such as total household disposable income; there is also a further case of missingness confronting household panel surveys that potentially biases results. The approach...
Joachim R. Frick, Markus M. Grabka, Olaf Groh-Samberg
Gothenburg, Schweden,
11.07.2010
- 17.07.2010| Sociology on the Move: XVII ISA World Congress of Sociology
Denis Gerstorf, Jan Goebel, Nilam Ram, Jürgen Schupp, Gert G. Wagner
Gothenburg, Schweden,
11.07.2010
- 17.07.2010| Sociology on the Move: XVII ISA World Congress of Sociology