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1980 Ergebnisse, ab 11
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...

25.08.2022| Sandra Bohmann
SOEP Annual Report / 2022

SOEP Annual Report 2021

2022| The SOEP Team
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
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
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
Forschungsprojekt

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
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
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
Workshop

Macroeconometric Workshop

We are pleased to announce that on May 27, 2022 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. The event is jointly organized by the School of Business & Economics of Freie Universität Berlin...

27.05.2022| Morten Ravn, University College London
1980 Ergebnisse, ab 11
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