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1968 Ergebnisse, ab 1
Diskussionspapiere 2005 / 2022

Heteroskedastic Proxy Vector Autoregressions: Testing for Time-Varying Impulse Responses in the Presence of Multiple Proxies

We propose a test for time-varying impulse responses in heteroskedastic structural vector autoregressions that can be used when the shocks are identified by external proxy variables as a group. The test can be used even if the shocks are not identified individually. The asymptotic analysis is supported by small sample simulations which show good properties of the test. An investigation of the impact ...

2022| Martin Bruns, Helmut Lütkepohl

Whether You Think You Can, or You Can’t - It’s True: Locus of Control in Status Reproduction

Die vorliegende Dissertation untersucht die Relevanz von Kontrollüberzeugungen in der intergenerationalen Transmission von sozialem Status. Motiviert ist die Arbeit von der Frage nach der Möglichkeit Chancengerechtigkeit durch die Verringerung herkunftsbedingter Unterschiede in Kontrollüberzeugungen zu erhöhen. Nach einer Einführung des zentralen Konstruktes werden im theoretischen Teil durch die Zusammenführung ...

Berlin: Humboldt-Univ., 2021, 338 S. | Sandra Bohmann
Externe referierte Aufsätze

Temporal Aggregation of Time Series to Identify Typical Hourly Electricity System States: A Systematic Assessment of Relevant Cluster Algorithms

Comprehensive numerical models are pivotal to analyze the decarbonization of electricity systems. However, increasing system complexity and limited computational resources impose restrictions to model-based analyses. One way to reduce computational burden is to use a minimum, yet representative, set of system states for model simulation. These states characterize fluctuating renewable generation and ...

In: Energy 247 (2022), 123458, 15 S. | Martin Kittel, Hannes Hobbie, Constantin Dierstein

SOEPcampus@DIW Berlin 2022

Am 20. und 21. April 2022 organisieren wir einen zweitägigen Workshop zum Sozio-oekonomischen Panel (SOEP) am DIW Berlin. Neben Vorträgen zu Aufbau, Datenstruktur, Ziehungsdesign und Gewichtungsstrategie bieten hands-on Sessions eine praxisorientierte Annäherung an die Daten und ihre Potentiale. Der Workshop richtet sich an Wissenschaftlerinnen und Wissenschaftler auf allen...

20.04.2022| Sandra Bohmann

SOEP-IS for new research questions: call for proposals for the 2023 survey

Researchers in Germany and abroad 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 random sample of German households (N = 2,800 households with about 4,000 respondents) offers great potential as a source of household micro-data, particularly for researchers seeking information that is not available in SOEP-Core—for ...

01.02.2022| David Richter

Ihre Forschungsfragen für die SOEP-Innovationsstichprobe (SOEP-IS) 2023 - Bewerben Sie sich jetzt

Das SOEP-Team möchte Sie auch in diesem Jahr auf die Möglichkeiten der SOEP-Innovations-Stichprobe (SOEP-IS) hinweisen und Sie ermuntern, dieses Instrument (repräsentative Stichprobe von etwa 2.800 deutschen Haushalte mit etwa 4.000 Interviewten) zu nutzen, um direkt zu Ihrer Forschungsfrage Mikrodaten auf Haushaltsebene erheben zu lassen. Wenn Sie als ForscherIn z.B. Informationen auf ...

01.02.2022| David Richter
Externe referierte Aufsätze

Protecting the Ego: Motivated Information Selection and Updating

We investigate whether individuals self-select feedback that allows them to maintain their motivated beliefs. In our lab experiment, subjects can choose the information structure that gives them feedback regarding their rank in the IQ distribution (ego-relevant treatment) or regarding a random number (control). Although beliefs are incentivized, individuals are less likely to select the most informative ...

In: European Economic Review 142 (2022), 104007, 20 S. | Alessandro Castagnetti, Renke Schmacker


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...

22.02.2022| Sandra Bohmann
Externe referierte Aufsätze

Comparison of Local Projection Estimators for Proxy Vector Autoregressions

Different local projection (LP) estimators for structural impulse responses of proxy vector autoregressions are reviewed and compared algebraically and with respect to their small sample suitability for inference. Conditions for numerical equivalence and similarities of some estimators are provided. Two generalized least squares (GLS) projection estimators are found to be more accurate than the other ...

In: Journal of Economic Dynamics & Control 134 (2022), 104277, 17 S. | Martin Bruns, Helmut Lütkepohl
Externe referierte Aufsätze

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 ...

In: Journal of Economic Dynamics & Control 127 (2021), 104118, 17 S. | Lukas Boer, Helmut Lütkepohl
1968 Ergebnisse, ab 1