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How well do Markov switching models describe actual business cycles? The case...
The objective of this paper is to evaluate the effectiveness of using a Markov switching model to measure the synchronization of business cycles. We use a Bayesian, Gibbs... -
Monitoring structural change in dynamic econometric models (replication data)
The classical approach to testing for structural change employs retrospective tests using a historical data set of a given length. Here we consider a wide array of... -
Convergence in European GDP series: a multivariate common converging trend–cy...
Convergence in the gross domestic product series of five European countries is empirically identified using multivariate time series models that are based on unobserved... -
Health care reform and the number of doctor visits—an econometric analysis (r...
This paper evaluates the German health care reform of 1997, using the individual number of doctor visits as outcome measure and data from the German Socio-Economic Panel for the... -
Temporary layoffs and split population models (replication data)
This paper develops and estimates a split population model for the duration of temporary layoffs in the German labour market; the population being split according to whether a... -
Incentive effects in the demand for health care: a bivariate panel count data...
This paper contributes in three dimensions to the literature on health care demand. First, it features the first application of a bivariate random effects estimator in a count... -
Stochastic volatility models: conditional normality versus heavy-tailed distr...
Most of the empirical applications of the stochastic volatility (SV) model are based on the assumption that the conditional distribution of returns, given the latent volatility... -
Investigating stability and linearity of a German M1 money demand function (r...
Starting from a linear error correction model (ECM) the stability and linearity of a German M1 money demand function are investigated, applying smooth transition regression... -
Testing for a unit root in the volatility of asset returns (replication data)
It is now well established that the volatility of asset returns is time varying and highly persistent. One leading model that is used to represent these features of the data is... -
Semiparametric analysis of German East-West migration intentions: facts and t...
East-West migration in Germany peaked at the beginning of the 1990s although the average wage gap between Eastern and Western Germany continues to average about 25%. We analyse... -
ECONOMIC INCENTIVES AND HOSPITALIZATION IN GERMANY (replication data)
The dramatically rising health expenditures have become a matter of prime concern. Using a rich panel dataset this paper contributes to this debate by investigating factors... -
Parametric and semi-parametric estimation of the binary response model of lab...
This paper compares the familiar probit model with three semiparametric estimators of binary response models in an application to labour market participation of married women.... -
Markups and Concentration in the Context of Digitization
This dataset has no description
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Markups for Consumers - Replication Files
A central motivating factor for studying price markups is their effect on consumer welfare. However, reported estimates of (firm-level) price markups in the literature often... -
The Benefits of Remoteness - Digital Mobility Data, Regional Road Infrastruct...
We investigate the regional distribution of the COVID-19 outbreak in Germany. We use a novel digital mobility dataset, that traces the undertaken trips on Easter Sunday 2020 and... -
Lifetime Cost of Living and Effective Prices: Theory and Evidence for Germany...
The files include two datasets and a readme-file -
Projecting the Spread of COVID19 for Germany
We model the evolution of the number of individuals reported sick with COVID-19 in Germany. Our theoretical framework builds on a continuous time Markov chain with four states:... -
Staff Rotation as an Anti-Corruption Policy in China and in Germany: An Exper...
We conducted bribery experiments in China and in Germany to analyze the effect of staff rotation on corruption. After being bribed, Chinese and German subjects in the role of... -
Did the German minimum wage reform influence (un)employment growth in 2015? E...
Using the variation across space, age and sex and the variation across space and sectors, we analyze the relationship between the minimum wage and (un-)employment growth in... -
The Effects of Germany’s New Minimum Wage on Employment and Welfare Dependency
In January 2015, Germany introduced a federal, statutory minimum wage of 8.50 Euro per hour. This study evaluates the effects of this policy on regular and marginal employment...
