Suche

clear
0 Filter gewählt
close
Gehe zur Seite
remove add
1932 Ergebnisse, ab 1
Monographien

The Effect of a Major Pandemic on Risk Preferences: Evidence from Exposure to COVID-19

The present paper studies the effect of the COVID-19 pandemic on risk preferences. Using real-time panel data from the year before the pandemic and from the first few months of the pandemic in Germany (April to July 2020), we provide robust evidence that exposure to COVID-19 reduces individual risk tolerance. We establish a causal link between the pandemic and risk tolerance by exploiting longitudinal ...

Rochester : SSRN, 2020, 43 S. | Daniel Graeber, Ulrich Schmidt, Carsten Schröder, Johannes Seebauer
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
Externe referierte Aufsätze

Structural Vector Autoregressive Models with More Shocks Than Variables Identified via Heteroskedasticity

In conventional structural vector autoregressive models it is assumed that there are at most as manystructural shocks as there are variables in the model. It is pointed out that heteroskedasticity can beused to identify more shocks than variables. Results are provided that allow a researcher to assesshow many shocks can be identified from specific forms of heteroskedasticity.

In: Economics Letters 195 (2020), 109458, 4 S. | Helmut Lütkepohl
SOEP Annual Report / 2020

SOEP Annual Report 2019

2020| SOEP Group
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
Diskussionspapiere 1871 / 2020

Structural Vector Autoregressive Models with More Shocks than Variables Identified via Heteroskedasticity

In conventional structural vector autoregressive (VAR) models it is assumed that there are at most as many structural shocks as there are variables in the model. It is pointed out that heteroskedasticity can be used to identify more shocks than variables. However, even if there is heteroskedasticity, the number of shocks that can be identified is limited. A number of results are provided that allow ...

2020| Helmut Lütkepohl
SOEPcampus

SOEPcampus@Bielefeld University (canceled)

This two day workshop offers a well-grounded and practically oriented introduction into this sophisticated data source. 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...

20.04.2020| Sandra Bohmann
SOEPcampus

SOEPcampus@Home

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...

14.10.2021| Sandra Bohmann
Workshop

Macroeconometric Workshop

We are pleased to announce that on December 3, 2021 DIW Berlin will host the “Macroeconometric Workshop”. The workshop covers presentations of both methodological and applied contributions on the frontier of research in quantitative macroeconomics, with a focus on empirical research. For paper submissions, please send a full paper to macroeconometrics@diw.de no later than October 1, 2...

03.12.2021| Morten Ravn, University College London
DIW Wochenbericht 26 / 2021

Euro 2020: Geld schießt keine Tore, hat aber Prognosekraft: Kommentar

2021| Gert G. Wagner
1932 Ergebnisse, ab 1
keyboard_arrow_up