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Externe referierte Aufsätze

Constructing Joint ConfiDence Bands for Impulse Response Functions of Var Models: A Review

Methods for constructing joint confidence bands for impulse response functions which are commonly used in vector autoregressive analysis are reviewed. While considering separate intervals for each horizon individually still seems to be the most common approach, a substantial number of methods have been proposed for making joint inferences about the complete impulse response paths up to a given horizon. ...

In: Econometrics and Statistics 13 (2020), S. 69-83 | Helmut Lütkepohl, Anna Staszewska-Bystrova, Peter Winker
Monographien

Heterogeneity in Macro-Finance: The Role of Disaggregate Dynamics in Aggregate Fluctuations; Dissertation

Berlin: Freie Univ. Berlin, FB Wirtschaftswiss., 2019, XXII, 147 S. | Khalid ElFayoumi
SOEP Brown Bag Seminar

Using Mathematical Graphs for Questionnaire Validation

We present an approach for studying three quality issues related to survey data, namely the detection of interviewer misbehaviour, the correct implementation of the questionnaire programming and possible redundant paths, which lead to case numbers hindering feasible statistical analysis. The idea is using a theoretical graph model for describing all possible paths through...

15.01.2020| Katharina Stark (LIfBi – Leibniz-Institut für Bildungsverläufe e.V.)
Report

SOEP-IS for new research questions: call for proposals for the 2020 survey

SOEP users are invited to submit proposals for the next round of the SOEP Innovation Sample (SOEP-IS). For those not yet familiar with SOEP-IS, this unique innovation sample offers great potential as a source of household micro-data, particularly for researchers seeking information that is not available in SOEP-Core—for example, specific information on households or on people’s opinions. ...

14.10.2019
SOEPpapers 1055 / 2019

A Practical Guide for the Computation of Domain-Level Estimates with the Socio-Economic Panel (and Other Household Surveys)

There is a huge interest in deriving and comparing socio-economic indicators across societal groups and domains. The indicators are usually derived from population surveys like the German Socio-Economic Panel (SOEP) by direct estimation. Small sample sizes in the domains can limit the precision of these estimates. For example, while SOEP may be a suitable database for determining mean income in Germany, ...

2019| Natascha Hainbach, Christoph Halbmeier, Timo Schmid, Carsten Schröder
Research Project

Non-probability Internet Surveys

This joint project aims to compare the scientific advantages and disadvantages of “traditional” survey methods used by the SOEP and the innovative web-based sampling methods used by Civey and to identify potential research synergies resulting from combinations of the two approaches. On the one hand, Civey’s web-based approach is likely to offer access to population groups that...

Current Project| German Socio-Economic Panel study
Berlin Applied Micro Seminar (BAMS)

Fixing Misallocation with Guidelines: Awareness vs. Adherence

16.11.2020| Leila Agha (Dartmouth College)
Externe referierte Aufsätze

Inference in Partially Identified Heteroskedastic Simultaneous Equations Models

Identification through heteroskedasticity in heteroskedastic simultaneous equations models (HSEMs) is considered. The possibility that heteroskedasticity identifies structural parameters only partially is explicitly allowed for. The asymptotic properties of the identified parameters are derived. Moreover, tests for identification through heteroskedasticity are developed and their asymptotic distributions ...

In: Journal of Econometrics 218 (2020), 2, S. 317-345 | Helmut Lütkepohl, George Milunovich, Minxian Yang
Diskussionspapiere 1913 / 2020

An Alternative Bootstrap for Proxy Vector Autoregressions

We propose a new bootstrap for inference for impulse responses in structural vector autoregressive models identified with an external proxy variable. Simulations show that the new bootstrap provides confidence intervals for impulse responses which often have more precise coverage than and similar length as the competing moving-block bootstrap intervals. An empirical example shows how the new bootstrap ...

2020| Martin Bruns, Helmut Lütkepohl
Diskussionspapiere 1917 / 2020

Corruption and Cheating: Evidence from Rural Thailand

This study tests the prediction that perceived corruption reduces ethical behavior. Integrating a standard “cheating” experiment into a broad household survey in rural Thailand, we find clear support for this prediction: respondents who perceive corruption in state affairs are more likely to cheat and, thus, to fortify the negative consequences of corruption. Interestingly, there is a small group of ...

2020| Olaf Hübler, Melanie Koch, Lukas Menkhoff, Ulrich Schmidt
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