-
SOEPcampus
This 1/2 day workshop offers a first and practically oriented introduction into the sophisticated data source of the SOEP. Participants will be introduced to the content of the study, its data-structure, sample selection and weighting strategy and they will be provided with an overview over the study documentation. Additionally we will discuss the specific potentials for longitudinal data analyses...
09.02.2023| Sandra Bohmann
-
SOEPcampus
The German Socio-Economic Panel Study is a representative panel study for the German population, collecting data on a broad variety of topics of everyday life, including general wellbeing, household composition, educational aspirations and educational status, income and occupational biographies, leisure time activities, housing, health, political orientation and more. With its long running panel...
18.01.2023| Sandra Bohmann
-
Externe referierte Aufsätze
We propose a new bootstrap algorithm for inference for impulse responses in structural vector autoregressive models identified with an external proxy variable. Simulations show that the new bootstrap algorithm provides confidence intervals for impulse responses which often have more precise coverage than and similar length to the competing moving-block bootstrap intervals. An empirical example shows ...
In:
Computational Economics
im Ersch. (2023), [online first: 2022-11-09]
| Martin Bruns, Helmut Lütkepohl
-
Externe referierte Aufsätze
Welfare is traditionally understood as social security decommodifying labour markets or as social investment policies. In the domain of housing, however, welfare for homeowners is largely hidden in the tax codes’ fiscal exemptions. Based on a content analysis of legislation, this article introduces a novel yearly database of 37 countries between 1901 and 2020 to uncover the “hidden welfare state” of ...
In:
Journal of Public Policy
43 (2023), 1, S. 86–114
| Konstantin A. Kholodilin, Sebastian Kohl, Artem Korzhenevych, Linus Pfeiffer
-
Externe referierte Aufsätze
We construct a novel database of monthly foreign exchange interventions for 49 countries over up to 22 years. We build on a text classification approach that extracts information about interventions from news articles and calibrate our procedure to data about actual interventions. This new dataset allows us to document stylized facts about the use of foreign exchange interventions for countries that ...
In:
IMF Economic Review
im Ersch. (2023), [Online first: 2022-10-22]
| Marcel Fratzscher, Tobias Heidland, Lukas Menkhoff, Lucio Sarno, Maik Schmeling
-
Externe referierte Aufsätze
The literature on the effects of incentives in survey research is vast and covers a diversity of survey modes. The mode of probability-based online panels, however, is still young and so is research into how to best recruit sample units into the panel. This paper sheds light on the effectiveness of a specific type of incentive in this context: a monetary incentive that is paid conditionally upon panel ...
In:
Social Science Computer Review
(2023), im Ersch. [online first: 2022-05-10]
| Sabine Friedel, Barbara Felderer, Ulrich Krieger, Carina Cornesse, Annelies G. Blom
-
Externe referierte Aufsätze
There is ample empirical literature centering on the effectiveness of foreign exchange intervention (FXI). Given the mix of objectives and country-heterogeneity, the general lack of consensus thus far is no surprise. We shed light on this debate by conducting the first comprehensive meta-analysis in the FXI literature, with 279 reported effects that stem from 74 distinct empirical studies. We cover ...
In:
Journal of Financial Stability
(2023), im Ersch. [online first: 2020-10-07]
| Lucía Arango-Lozano, Lukas Menkhoff, Daniela Rodríguez-Novoa, Mauricio Villamizar-Villegas
-
Externe referierte Aufsätze
The IAB’s Sample of Integrated Labour Market Biographies (SIAB) and the Socio-Economic Panel (SOEP) are the two data sets most commonly used to analyze wage inequality in Germany. While the SIAB is based on administrative reports by employers to the social security system, the SOEP is a survey data set in which respondents self-report their wages. Both data sources have their specific advantages and ...
In:
Journal for Labour Market Research
57 (2023), 1, Art. 8, 18 S.
| Heiko Stüber, Markus M. Grabka, Daniel D. Schnitzlein
-
Externe referierte Aufsätze
In:
International Journal of Housing Policy
im Ersch. (2023), [Online first: 2023-02-20]
| Konstantin A. Kholodilin, Sebastian Kohl
-
Externe referierte Aufsätze
We develop a structural vector autoregressive framework that combines external instruments and heteroskedasticity for identification of monetary policy shocks. We show that exploiting both types of information sharpens structural inference, allows testing the relevance and exogeneity condition for instruments separately using likelihood ratio tests, and facilitates the economic interpretation of the ...
In:
Quantitative Economics
14 (2023), 1, S. 161-200
| Thore Schlaak, Malte Rieth, Maximilian Podstawski