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SOEP Annual Report / 2021

SOEP Annual Report 2020

2021| SOEP Group
DIW Wochenbericht 26 / 2021

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

2021| Gert G. Wagner
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
Diskussionspapiere 1949 / 2021

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. A new LP type estimator is also proposed which is very easy to compute. Two generalized least squares ...

2021| Martin Bruns, Helmut Lütkepohl

KonsortSWD - Konsortium für die Sozial-, Verhaltens-, Bildungs- und Wirtschaftswissenschaften in der Nationalen Forschungsdateninfrastruktur (NFDI)

Forschende der Sozial-, Bildungs-, Verhaltens- und Wirtschaftswissenschaften arbeiten mit verschiedenen Datentypen, die häufig aufgrund rechtlicher oder ethischer Beschränkungen besonders sensibel sind und oftmals nicht originär für wissenschaftliche Zwecke erhoben wurden. Das Projekt KonsortSWD hat zum Ziel, Forschenden, die zunehmend in multi- und interdisziplinären...

Aktuelles Projekt| Sozio-oekonomisches Panel
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
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


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

SOEP-IS for new research questions: call for proposals for the 2021 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. ...


Sharing knowledge and creating new formats for communication and knowledge transfer between science and society based on the Socio-Economic Panel Study (SOEP-Transfer)

The goal of SOEP-Transfer is to develop and test new tools for knowledge transfer in the social sciences, using the Socio-Economic Panel (SOEP) and the research results and data obtained from it as a first use case. The project will test these new tools on the target groups of journalists and contemporary historians. New tools and organizational models will be developed for further education of...

Aktuelles Projekt| Sozio-oekonomisches Panel
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