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2125 Ergebnisse, ab 1941
  • Diskussionspapiere 376 / 2003

    Missing Income Data in the German SOEP: Incidence, Imputation and its Impact on the Income Distribution

    This paper deals with the question of selectivity of missing data on income questions in large panel surveys due to item-non-response and with imputation as one alternative strategy to cope with this issue. In contrast to cross-section surveys, the imputation of missing values in panel data can profit from longitudinal information which is available for the very same observation units from other points ...

    2003| Joachim R. Frick, Markus M. Grabka
  • Diskussionspapiere 378 / 2003

    The Dynamics of Repeat Migration: A Markov Chain Analysis

    While the literature has established that there is substantial and highly selective return migration, the growing importance of repeat migration has been largely ignored. Using Markov chain analysis, this paper provides a modeling framework for repeated moves of migrants between the host and home countries. The Markov transition matrix between the states in two consecutive periods is parameterized ...

    2003| Amelie Constant, Klaus F. Zimmermann
  • Diskussionspapiere 443 / 2004

    Macroeconomic Uncertainty and Firm Leverage

    This paper investigates the link between the optimal level of nonfinancial firms' leverage and macroeconomic uncertainty. We develop a structural model of a firm's value maximization problem that predicts that as macroeconomic un-certainty increases the firm will decrease its optimal level of borrowing. We test this proposition using a panel of non{financial US firms drawn from the COM-PUSTAT quarterly ...

    2004| Christopher F. Baum, Andreas Stephan, Oleksandr Talavera
  • Externe Monographien

    Macroeconomic Uncertainty and Firm Leverage

    Chestnut Hill, Mass.: Boston College, Department of Economics, 2004, 23 S.
    (Boston College Working Papers in Economics ; 602)
    | Christopher F. Baum, Andreas Stephan, Oleksandr Talavera
  • Externe Monographien

    The Stock-Flow Approach to the Real Exchange Rate of CEE Transition Economies

    Paris: CEPII, 2004, 41 S.
    (Working Paper / CEPII ; 2004,15)
    | Bálazs Égert, Amina Lahrèche-Révil, Kirsten Lommatzsch
  • Externe Monographien

    Macroeconomic Uncertainty and Firm Leverage

    Frankfurt/Oder: Universität, 2004, 23 S.
    (Capital Markets and Finance in the Enlarged Europe : The Postgraduate Research Programme Working Paper Series ; 19/2004)
    | Christopher F. Baum, Andreas Stephan, Oleksandr Talavera
  • Diskussionspapiere 469 / 2005

    Relationship Banking and SMEs: A Theoretical Analysis

    Reliable information on small and medium sized enterprises (SMEs) is rare and costly for financial intermediaries. To compensate for this, relationship banking is often considered as the appropriate lending technique in the case of SMEs. In this paper we offer a theoretical model to analyze the pricing behavior of banks in a Bertrand competition framework with monitoring costs. We show that the lack ...

    2005| Timo Baas, Mechthild Schrooten
  • Diskussionspapiere 476 / 2005

    Modelling Inflation Dynamics in Transition Economies: The Case of Ukraine

    The paper explores dynamics of inflation in Ukraine in the period of relative macroeconomic stability. The analysis of interrelationship between inflation, money growth, wage growth, and a proxy for devaluation expectations is based on impulse responses and variance decomposition of a vector autoregression model. We find that changes in devaluation expectations appear to be the most important factor ...

    2005| Boriss Siliverstovs, Olena Bilan
  • Diskussionspapiere 475 / 2005

    What Can Happiness Research Tell Us about Altruism? Evidence from the German Socio-Economic Panel

    Much progress has been made in recent years on developing and applying a direct measure of utility using survey questions on subjective well-being. In this paper we explore whether this new type of measurement can be fruitfully applied to the study of interdependent utility in general, and altruism between parents and children in particular. We introduce an appropriate econometric methodology and, ...

    2005| Johannes Schwarze, Rainer Winkelmann
  • Referierte Aufsätze Web of Science

    Item Nonresponse on Income Questions in Panel Surveys: Incidence, Imputation and the Impact on Inequality and Mobility

    In: Allgemeines Statistisches Archiv 89 (2005), 1, S. 49-61 | Joachim R. Frick, Markus M. Grabka
2125 Ergebnisse, ab 1941
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