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  1. Immigration and the Occupational Choice of Natives: A Factor Proportions Approach
    Published: 2011
    Publisher:  Forschungsinstitut zur Zukunft der Arbeit GmbH, Bonn

  2. Retirement and Subjective Well-Being
    Published: 2011
    Publisher:  Forschungsinstitut zur Zukunft der Arbeit GmbH, Bonn

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    Source: Union catalogues
    Language: German
    Media type: Book
    Format: Online
    Other identifier:
    Series: IZA Discussion Papers ; 5536
    Subjects: Altersgrenze; Flexible Altersgrenze; Zufriedenheit; Schätzung
    Other subjects: (stw)Altersgrenze; (stw)Flexible Altersgrenze; (stw)Zufriedenheit; (stw)Schätzung; (stw)Deutschland; Graue Literatur; Buch; Online-Publikation
    Scope: Online-Ressource
  3. The macroeconomic effects of large exchange rate appreciations
    Contributor: Kappler, Marcus (Mitwirkender)
    Published: 2011
    Publisher:  ZEW, Zentrum für Europ. Wirtschaftsforschung, Mannheim

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    Source: Union catalogues
    Contributor: Kappler, Marcus (Mitwirkender)
    Language: English
    Media type: Book
    Format: Print
    Series: Discussion paper ; No. [20]11,016 : Growth and business cycle analyses
    Subjects: Aufwertung; Wirkungsanalyse; Schätzung; :z Geschichte 1960-2008; Wechselkurspolitik ; Außenhandel ; Wirtschaftswachstum ; Bruttoinlandsprodukt ; Leistungsbilanz ; Schwellenländer
    Other subjects: (stw)1960-2008; (stw)Aufwertung; (stw)Wirkungsanalyse; (stw)Schätzung; (stw)Welt; (stw)Entwicklungsländer; (stw)Industrieländer; Online-Publikation; Graue Literatur; Buch; Arbeitspapier; Als Aufsatz endgültig erschienen
    Scope: 51 S., graph. Darst., 21 cm
    Notes:

    Literaturangaben. - Zusätzliches Online-Angebot unter ftp://ftp.zew.de/pub/zew-docs/dp/dp11016.pdf

  4. Employment, Inequality and the UK National Minimum Wage over the Medium-Term
    Published: 2010
    Publisher:  Forschungsinstitut zur Zukunft der Arbeit GmbH, Bonn

  5. Aggregation in large dynamic panels
    Published: 2011
    Publisher:  CESifo, Munich

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: CESifo working papers ; No. 3346 : Category 12, Empirical and theoretical methods
    Subjects: Panel; Aggregation; Vektor-autoregressives Modell; Faktorenanalyse; Theorie; Schätzung; Inflationsrate; Hysterese; Verbraucherpreisindex
    Other subjects: (stw)Panel; (stw)Aggregation; (stw)VAR-Modell; (stw)Faktorenanalyse; (stw)Theorie; (stw)Schätzung; (stw)Inflationsrate; (stw)Hysterese; (stw)Verbraucherpreisindex; (stw)Aggregation; (stw)Deutschland; (stw)Frankreich; (stw)Italien; Arbeitspapier; Graue Literatur; Buch; Online-Publikation
    Scope: 54 S., graph. Darst., 21 cm
    Notes:

    Literaturangaben. - Zusätzliches Online-Angebot unter www.SSRN.com, www.RePEc.org und www.CESifo-group.org/wp

  6. Are young and small firms hothouses for nascent entrepreneurs? evidence from german micro data
    Published: 2004
    Publisher:  Forschungsinstitut zur Zukunft der Arbeit GmbH, Bonn

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    Source: Union catalogues
    Language: German
    Media type: Book
    Format: Online
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    RVK Categories: QB 910 ; QP 380 ; QP 380 ; QB 910
    DDC Categories: 330
    Series: IZA discussion papers ; 989
    Subjects: Entrepreneurship; Klein- und Mittelbetrieb; Unternehmensgründung; Schätzung
    Other subjects: (stw)Entrepreneurship; (stw)KMU; (stw)Unternehmensgründung; (stw)Schätzung; (stw)Deutschland; Arbeitspapier; Graue Literatur; Buch; Als Aufsatz endgültig erschienen
    Scope: Online-Ressource
  7. Sexual bias and household consumption
    a semiparametric analysis of Engel curves in rural China

    We analyze Engel curves for nuclear households in rural China. The sample includes more than 5000 nuclear families covering nineteen out of thirty Chinese provinces. We consider expenditures on food, also subdivided into several food subcategories... more

    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Potsdamer Straße
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    We analyze Engel curves for nuclear households in rural China. The sample includes more than 5000 nuclear families covering nineteen out of thirty Chinese provinces. We consider expenditures on food, also subdivided into several food subcategories such as cereals, or meat and fish, and other consumption categories such as alcohol and tobacco, medical, and educational goods. We use the semiparametric partially linear model. This allows for any functional form relationship between the budget shares and total expenditures, but assumes that the demographic variables enter the model in a linear way. We correct for potential endogeneity of total expenditures. Our results suggest that there are economies of scale in families' consumption expenditure patterns. We find some differences in consumption patterns which relate to differences in gender of children, which can be seen as evidence of sexual bias related to a commonly believed existing preference for boys.

     

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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
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    RVK Categories: EC 1700 ; QW 500
    Series: Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit ; 212
    Subjects: Nachfragetheorie des Haushalts; Geschlecht; Schätzung; China
    Scope: 31 S, graph. Darst
  8. Die Umstellung auf biologischen Landbau in Österreich
    Potential, Hemmnisse, Mehrkosten in der biologischen Milchproduktion = The conversion to organic farming in Austria
    Published: 2001
    Publisher:  Bundesanst. für Agrarwirtschaft, Wien

    Thünen-Institut, Zentrum für Informationsmanagement, Bibliothek
    T 496/92
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    Thünen-Institut, Zentrum für Informationsmanagement, Bibliothek
    xxx
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    37 B 649
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    Source: Union catalogues
    Language: German
    Media type: Dissertation
    Format: Print
    ISBN: 3901338209
    Series: Schriftenreihe / Bundesanstalt für Agrarwirtschaft ; 92
    Subjects: Ökologischer Landbau; Agrarboden; Milchviehhaltung; Agrarpolitik; Wirkungsanalyse; Schätzung; Theorie; Österreich
    Scope: 179 S, graph. Darst, 30 cm
    Notes:

    Zugl.: Wien, Univ. für Bodenkultur, Diss., 2001

  9. International spillovers and feedback
    modelling in a disequilibrium framework
    Published: 2000
    Publisher:  ZEW, Mannheim

    German unifikation hit the West German economy in a prosperous and appeared as a huge demand shock at least for the first few quarters. This combination resulted in a major increase of imports from the main trading partners of West Germany, which may... more

    Staats- und Universitätsbibliothek Bremen
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    00-4515
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    German unifikation hit the West German economy in a prosperous and appeared as a huge demand shock at least for the first few quarters. This combination resulted in a major increase of imports from the main trading partners of West Germany, which may have helped to cushion recessionary trends within these countries. In this paper the modelling of international trade in a disequilibrium framework and the consequences of German unification on trade flows are in the centre of interest. For this purpose, a macroeconomic disequilibrium model for the German economy is extended by submodels for bilateral trade flows vis a vis major trading partners. These submodels treat the trade flows as well as foreign and domestic production and capacity utilization as edogenous in a vector error correction framework. Consequently, the model allows for spillovers, like those resulting from the demand shock of German unification, to effect not only German trade flows, but also real variables in other countries leading to a feedback on Germany. The paper provides a short overview over the basic model. The modelling approach and estimation results for the trade submodels are presented in some detail and simmulation results for the feedback effects are also included.

     

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Array ; 00-36
    Subjects: Konjunkturzusammenhang; Internationale Wirtschaftsbeziehungen; Internationale Wirtschaft; Neoklassische Synthese; Schätzung; Deutschland; Frankreich; Italien; Niederlande; Großbritannien; USA; Nationale Einheit; Schock; Deutschland
    Scope: 23 S, graph. Darst
    Notes:

    Literaturverz. S. 23

    Zusammenfassung in dt. Sprache

    Auch im Internet unter der Adresse ftp://ftp.zew.de/pub/zew-docs/dp/dp0036.pdf verfügbar

  10. Measuring income risk
    Published: 2000
    Publisher:  DIW, Berlin

    Leibniz-Institut für Wirtschaftsforschung Halle, Bibliothek
    Mag18052
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    Universität Potsdam, Universitätsbibliothek
    99033281
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QB 910
    Series: Diskussionspapier / Deutsches Institut für Wirtschaftsforschung ; 213
    Subjects: Einkommen; Risiko; Haushaltseinkommen; Erwartungsbildung; Schätzung; Theorie; Großbritannien; Ökonometrisches Modell
    Scope: 39 S, Tab., b
    Notes:

    Literaturverz. S. 27 - 29

  11. Benchmark yield undershooting in the E.M.U.
    Published: 2002
    Publisher:  Hamburgisches Welt-Wirtschafts-Archiv (HWWA), Hamburg

    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Potsdamer Straße
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
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    Series: HWWA discussion paper ; 191
    Subjects: Zinsstruktur; Rendite; Öffentliche Anleihe; Zinsstruktur; Eurozone; Volatilität; Portfolio-Investition; Portfolio-Management; Schätzung; EU-Staaten; Deutschland
    Scope: VI, 25 S, graph. Darst, 30 cm
    Notes:

    Literaturverz. S. 23 - 24

  12. EU aid for ACP investment
    Published: 2002
    Publisher:  Hamburgisches Welt-Wirtschafts-Archiv (HWWA), Hamburg

    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Potsdamer Straße
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    Commerzbibliothek der Handelskammer Hamburg
    Z/477 4° Bd 192
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    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
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    Content information
    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QB 910
    Series: HWWA discussion paper ; 192
    Subjects: Entwicklungshilfe; EU-Europäisch; Investitionspolitik; Wirkungsanalyse; Investition; Privatwirtschaft; Schätzung; AKP-Staaten; Entwicklungshilfe; EU-Staaten; AKP-Staaten
    Scope: 34, [3] S, graph. Darst, 30 cm
    Notes:

    Literaturverz. S. 32 - 34

    Zsfassung in dt. Sprache

  13. Dynamic modeling of credit portfolio risk with time-discrete hazard rates
    Published: 2002
    Publisher:  Univ., Wirtschaftswiss. Fak., Regensburg

    Niedersächsische Staats- und Universitätsbibliothek Göttingen
    K 2002 B 2795
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    Hochschule Schmalkalden, Cellarius Bibliothek
    Wi 725 2477/02
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QB 910 ; QK 320 ; QK 810
    Series: Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft ; 369
    Subjects: Kreditrisiko; Insolvenz; Mikroökonometrie; Faktorenanalyse; Zeitreihenanalyse; Wahrscheinlichkeitsrechnung; Schätzung; Theorie; Deutschland
    Scope: 22 Bl, graph. Darst
    Notes:

    Literaturverz. Bl. 21 - 22

  14. The final frontier?
    Border effects and German regional wages
    Published: 2002
    Publisher:  Hamburgisches Welt-Wirtschafts-Archiv (HWWA), Hamburg

    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Potsdamer Straße
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    Z/477 4° Bd 197
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    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
    B/46721
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    WP 14-197
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
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    RVK Categories: QB 910
    Series: HWWA discussion paper ; 197
    Subjects: Grenzregion; Regionale Lohnstruktur; Interregionaler Handel; Gesamtwirtschaftliche Nachfrage; Spillover-Effekt; Schätzung; Deutschland
    Scope: VI, 34 S, graph. Darst, 30 cm
    Notes:

    Literaturverz. S. 33 - 34

  15. German exports to the euro area
    Published: 2002
    Publisher:  DIW, Berlin

    The growth of the German economy intrinsically depends on the development of German exports to the euro area, which is by far the biggest market for German products. The paper estimates a structural equation for the export demand from the EMU member... more

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    The growth of the German economy intrinsically depends on the development of German exports to the euro area, which is by far the biggest market for German products. The paper estimates a structural equation for the export demand from the EMU member countries, which is suitable for both simulations and short-term forecasts. However, the equation systematically underestimates the export demand for data from 1999 onwards, indicating that German exports have greatly benefited from the introduction of the European Monetary Union--a special effect, that is not considered in the structural equation.

     

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    Source: Union catalogues
    Language: English
    Media type: Book
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    Series: Diskussionspapier / Deutsches Institut für Wirtschaftsforschung ; 286
    Subjects: Export; Nachfrage; Eurozone; Schätzung; EU-Binnenhandel; Deutschland
    Scope: 31 S, graph. Darst, a
    Notes:

    Literaturverz. S. 29 - 31

  16. Long-term effects of unpaid overtime
    evidence for West Germany
    Published: 2002
    Publisher:  DIW, Berlin

    Why do people work unpaid overtime? We show that remarkable long-term labor earnings gains are associated with unpaid overtime in West Germany. A descriptive analysis suggests that over a 10-year period workers with unpaid overtime experience on... more

    Leibniz-Institut für Wirtschaftsforschung Halle, Bibliothek
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    W 620 (293)
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    Why do people work unpaid overtime? We show that remarkable long-term labor earnings gains are associated with unpaid overtime in West Germany. A descriptive analysis suggests that over a 10-year period workers with unpaid overtime experience on average at least a 10 percentage points higher increase in real labor earnings than their co-workers. Applying panel data models this result generally holds. Furthermore, we find evidence for gender specific differences with respect to the effects of cumulative average unpaid overtime work. Our results point to the importance of investment in current working hours beyond the standard work week to enhance real earnings prospects.

     

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    Source: Union catalogues
    Language: English
    Media type: Book
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    Series: Diskussionspapier / Deutsches Institut für Wirtschaftsforschung ; 293
    Subjects: Überbeschäftigung; Einkommen; Bildungsertrag; Erwerbsverlauf; Schätzung; Geschlecht; Deutschland
    Scope: 19 S, Tab., a
  17. Der Preis-Qualitäts-Zusammenhang im Spiegel von Warentesturteilen
    Published: 2002
    Publisher:  Univ., Fachbereich Wirtschaftswiss., Rechts-, Wirtschafts- und Verwaltungswiss. Sektion, Konstanz

    Niedersächsische Staats- und Universitätsbibliothek Göttingen
    1 : Z 105.580 -318-
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    W 284 (318)
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    Source: Union catalogues
    Language: German
    Media type: Book
    Format: Print
    Series: Array ; 318
    Subjects: Konsumentenverhalten; Produktqualität; Preis; Bewertung; Produkttest; Schätzung; Deutschland
    Scope: 21 S
    Notes:

    Literaturverz. S. 20 - 21

    Zsfassungen in dt. und engl. Sprache

  18. To aid, insure, transfer, or control
    what drives the welfare state?
    Published: 2002
    Publisher:  DIW, Berlin

    The paper uses panel data on OECD countries to assess four theories about the forces that generate social spending. The four theories are: Aid: the Welfare State is about helping the poor. Insure: the Welfare State insures the consumption of... more

    Leibniz-Institut für Wirtschaftsforschung Halle, Bibliothek
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    The paper uses panel data on OECD countries to assess four theories about the forces that generate social spending. The four theories are: Aid: the Welfare State is about helping the poor. Insure: the Welfare State insures the consumption of middle-class voters. Transfer: the Welfare State transfers money to politically-powerful entitled groups. Control: the Welfare State is about controlling the behavior of the underclass. The data give the following grades: Aid D-, Insure C+, Transfer A-, Control D. This assessment is made by regressing the share of social spending in GDP on a vector of country characteristics. The methods involve simultaneous equation fixed-effects models, and they take advantage of some recent innovations in the growth literature involving the treatment of country-level panel data.

     

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    Source: Union catalogues
    Language: English
    Media type: Book
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    RVK Categories: QX 000
    Series: Diskussionspapier / Deutsches Institut für Wirtschaftsforschung ; 281
    Subjects: Sozialstaat; Öffentliche Sozialausgaben; Neue politische Ökonomie; Schätzung; Industrieländer
    Scope: 46 S, Tab., a
    Notes:

    Literaturverz. S. 34 - 37

  19. Youth unemployment
    individual risk factors and institutional determinants : a case study of Germany and the United Kingdom
    Published: 2002
    Publisher:  DIW, Berlin

    We consider a model of an information network where nodes can fail and transmission of information is costly. The formation of paths in such networks is modeled as the Nash equilibrium of an N player routing game. The task of obtaining this... more

    Leibniz-Institut für Wirtschaftsforschung Halle, Bibliothek
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    We consider a model of an information network where nodes can fail and transmission of information is costly. The formation of paths in such networks is modeled as the Nash equilibrium of an N player routing game. The task of obtaining this equilibrium is shown to be NP-Hard. We derive analytical results to identify conditions under which the equilibrium path is congruent to well known paths such as the most reliable or cheapest neighbor path. The issue of characterizing off-equilibrium paths in the game is addressed and different path utility metrics proposed. Our first metric measures the degree of individual node suboptimality by evaluating paths in terms of the weakness of the worst-off player. It is shown that there exist information networks not containing paths of weakness less than Vr/3. Consequently, guaranteeing approximate equilibrium paths of bounded weakness is computationally difficult. We next propose a team game with players having a common payoff function whose equilibrium outcome can be computed in polynomial time. Finally, a fair team game with bounded payoff difference is proposed whose equilibrium is also easily computable.

     

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    Source: Union catalogues
    Language: English
    Media type: Book
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    Series: Diskussionspapier / Deutsches Institut für Wirtschaftsforschung ; 284
    Subjects: Jugendarbeitslosigkeit; Humankapital; Bildungswesen; Arbeitsmarktpolitik; Schätzung; Deutschland; Großbritannien; Arbeitsmarktintegration
    Scope: 35 S, a
    Notes:

    Literaturverz. S. 26 - 29

  20. Estimating large-scale factor models for economic activity in Germany
    do they outperform simpler models?
    Published: 2002
    Publisher:  Hamburgisches Welt-Wirtschafts-Archiv (HWWA), Hamburg

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    W 706 (199)
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    Universitätsbibliothek Rostock
    QG 000 H991 D6-199
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    Content information
    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QB 910
    Series: HWWA discussion paper ; 199
    Subjects: Frühindikator; Prognoseverfahren; Faktorenanalyse; Multivariate Analyse; Schätzung; Theorie; Deutschland
    Scope: VI, 22 S, graph. Darst., 30 cm
    Notes:

    Literaturverz. S. 10 - 11

    Zsfassung in dt. Sprache

  21. Endogenous costs and price-cost margins
    Published: 2002
    Publisher:  DIW, Berlin

    Empirical work on price-cost margins often treats costs as exogenous. Allowing for endogenous costs when estimating price-cost margins is the topic of this paper. Methodologically, the endogenous cost model we propose leads to an additional equation... more

    Leibniz-Institut für Wirtschaftsforschung Halle, Bibliothek
    2002/1728
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 620 (294)
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    Empirical work on price-cost margins often treats costs as exogenous. Allowing for endogenous costs when estimating price-cost margins is the topic of this paper. Methodologically, the endogenous cost model we propose leads to an additional equation that allows for the simultaneity in price setting in the product and the input market (labor in our case). In other words, the usual two-equation set-up (demand and first-order condition in the product market) is generalized to include a third equation, which endogenizes costs. We implement the model using data for eight European airlines from 1976-1994, and show that the treatment of endogenous costs has important implications for the measurement of price-cost margins and the assessment of market power.

     

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QB 910
    Series: Diskussionspapier / Deutsches Institut für Wirtschaftsforschung ; 294
    Subjects: Gewinn; Preismanagement; Kosten; Verhandlungstheorie des Lohnes; Luftverkehr; Oligopol; Schätzung; Theorie; Westeuropa; rent sharing
    Scope: 24 S, Tab., a
  22. Riding the transition roller-coaster
    flexibility and the inter-industry wage structure in Russia
    Published: 2002
    Publisher:  DIW, Berlin

    Leibniz-Institut für Wirtschaftsforschung Halle, Bibliothek
    2002/1685+1MO2.2
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 620 (280)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QB 910 ; QG 480
    Series: Diskussionspapier / Deutsches Institut für Wirtschaftsforschung ; 280
    Subjects: Lohnstruktur; Systemtransformation; Lohn; Verbindlichkeiten; Eigentümerstruktur; Schätzung; Russland; Lohnrückstände
    Scope: 33 S, Tab., a
    Notes:

    Literaturverz. S. 22 - 23

  23. The geography and channels of diffusion at the world's technology frontier
    Published: 2001
    Publisher:  Hamburgisches Welt-Wirtschafts-Archiv (HWWA), Hamburg

    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Potsdamer Straße
    6 B 45621
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    Commerzbibliothek der Handelskammer Hamburg
    makuliert
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
    VWL 510:YC0003
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    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
    B/41728
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    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
    KAP 11345
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 706 (123)
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    Universitätsbibliothek Rostock
    QG 000 H991 D6-123
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QC 344
    Series: HWWA discussion paper ; 123
    Subjects: Industrieforschung; Spillover-Effekt; Innovationsdiffusion; International; Regionales Cluster; Internationale Wirtschaft; Schätzung; G7-Staaten
    Scope: 51 S, graph. Darst, 30 cm
    Notes:

    Literaturverz. S. 47 - 51

    Zsfassung in dt. Sprache

  24. Unternehmens- versus Analystenbefragungen
    zum Prognosegehalt von ifo-Geschäftserwartungen und ZEW-Konjunkturerwartungen
    Published: 2001
    Publisher:  ZEW, Mannheim

    In der vorliegenden Arbeit untersuchen wir die Eignung der ifo-Geschäftserwartungen und der ZEW-Konjunkturerwartungen als Frühindikatoren für die deutsche Industrieproduktion. Anhand von Granger-Kausalitätstests wird gezeigt, dass die auf Umfragen... more

    Staats- und Universitätsbibliothek Bremen
    bc 1298-2001,4
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    Niedersächsische Staats- und Universitätsbibliothek Göttingen
    2 : Z 2027 -01-04-
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    Leibniz-Institut für Wirtschaftsforschung Halle, Bibliothek
    Mag13723
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    Universitäts- und Landesbibliothek Sachsen-Anhalt / Zentrale
    Z 345 (01/04)
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 636 (01.04)
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    Leuphana Universität Lüneburg, Medien- und Informationszentrum, Universitätsbibliothek
    01-3640
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    In der vorliegenden Arbeit untersuchen wir die Eignung der ifo-Geschäftserwartungen und der ZEW-Konjunkturerwartungen als Frühindikatoren für die deutsche Industrieproduktion. Anhand von Granger-Kausalitätstests wird gezeigt, dass die auf Umfragen unter Finanzanalysten basierenden ZEW-Konjunkturerwartungen einen signifikanten einmonatigen Vorlauf vor den ifo-Geschäftserwartungen haben. Wir führen dies auf unterschiedliche Erwartungsbildungen der beiden Gruppen zurück. Die ZEW-Konjunkturerwartungen erlauben Prognosen der Industrieproduktion für 3 bis 12 Monate im voraus, die signifikant besser als eine naive Vergleichsprognose und eine Prognose mit den ifo-Erwartungen sind. Die Vorhersagen mit Hilfe der ifo-Geschäftserwartungen sind hingegen auf sehr kurze Sicht besser. Mit Hilfe von Encompassing-Tests wird gezeigt, dass für einen Horizont von drei bis sechs Monaten eine Kombination beider Indikatoren bessere Prognoseergebnisse liefert als die Verwendung der jeweiligen Indikatoren alleine. Eine Analyse der Richtungsprognosen zeigt, dass diese mit den beiden Erwartungsindikatoren erheblich besser möglich sind, als mit der naiven Prognose oder einer Zufallsprognose.

     

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    Source: Union catalogues
    Language: German
    Media type: Book
    Format: Print
    RVK Categories: QN 200
    Series: Array ; 01-04
    Subjects: Frühindikator; Prognoseverfahren; Frühindikator; Frühindikator; Vergleich; Schätzung; Deutschland
    Scope: 29 S, graph. Darst, a
    Notes:

    Literaturverz. S. 25 - 26

    Auch im Internet unter der Adresse ftp://ftp.zew.de/pub/zew-docs/dp/dp0104.pdf verfügbar

  25. Do probit models help in forecasting turning points in German business cycles?
    Published: 2001
    Publisher:  DIW, Berlin

    Leibniz-Institut für Wirtschaftsforschung Halle, Bibliothek
    Mag13959
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 620 (241)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QB 910 ; QN 200
    Series: Diskussionspapier / Deutsches Institut für Wirtschaftsforschung ; 241
    Subjects: Frühindikator; Prognoseverfahren; Wirtschaftsindikator; Schätzung; Deutschland; Probit-Modell
    Scope: 14 Bl, graph. Darst, b
    Notes:

    Zsfassung in dt. Sprache