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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
DIW aktuell ; 33 / 2020

Corona-Tests sind zu selektiv, um auf tatsächliche Infektionszahlen zu schließen

Spätestens seit Ende März ist die Corona-Krise endgültig in Deutschland angekommen. Unklar ist aber bis heute, inwieweit die offizielle Fallzahl die tatsächliche Entwicklung der Epidemie widerspiegelt. Nutzen und Kosten einer möglichen Lockerung der einschränkenden Maßnahmen können allerdings nur dann sinnvoll betrachtet werden, wenn die Zahl der Erkrankten und die aktuelle Infektionsgeschwindigkeit ...

2020| Shan Huang
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
SOEPpapers 1135 / 2021

Using Mathematical Graphs for Questionnaire Testing in Large-Scale Surveys

In this article, we present an automated test procedure for examining the filter structure and instructions implemented in electronic questionnaires, and for checking the fit of a questionnaire to the targeted sample. With our approach, we can represent and describe questionnaires using mathematical graphs and specify questionnaire properties in a formal and standardised way. It also allows us deriving ...

2021| Katharina Stark, Sabine Zinn
Externe referierte Aufsätze

Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models

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
SOEPpapers 1125 / 2021

Auswirkungen von Referenzzeiträumen auf die Selbstangaben zum freiwilligen Engagement: Ergebnisse einer experimentellen Studie

In der vorliegenden Studie wird untersucht, inwiefern sich der Einsatz eines spezifischen Zeitfensters bei Survey-Abfragen zum ehrenamtlichen und freiwilligen Engagement – im Vergleich zu Survey-Abfragen mit unspezifischen Zeitfenstern – auf die Selbstangaben von Befragten auswirkt. Die Grundlage der Untersuchung bildet ein Experiment, welches zu diesem Zweck im Rahmen des SOEP-Innovationssamples (SOEP-IS) ...

2021| Nadiya Kelle, Luise Burkhardt, Corinna Kausmann, Julia Simonson, Jürgen Schupp, Clemens Tesch-Römer
Diskussionspapiere 1940 / 2021

Qualitative versus Quantitative External Information for Proxy Vector Autoregressive Analysis

A major challenge for proxy vector autoregressive analysis is the construction of a suitable external instrument variable or proxy for identifying a shock of interest. Some authors construct sophisticated proxies that account for the dating and size of the shock while other authors consider simpler versions that use only the dating and signs of particular shocks. It is shown that such qualitative (sign-)proxies ...

2021| Lukas Boer, Helmut Lütkepohl
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...

25.03.2021| Sandra Bohmann
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
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