Vorträge des DIW Berlin

Regional Measures of Human Capital in the European Union

Conjunctural Developments in Germany and the World Economy

Impact of Industrialization on Relative Female Survival: Evidence from Trade Policies

Previous attempts at understanding the role of industrialization on son preference are confounded by the endogeneity of the industrialization process. This paper exploits an exogenous shift in the trade policy in India to study the impact of industrialization on son preference. Using a difference-in-differences strategy, I find that households are more likely to have a male child in regions with...

Information Sharing and Cross-Border Entry in European Banking

Onomastic Methods: An Approach to Avoid Under-Representation of Immigrants in Surveys

Die Finanzierungsoptionen in der GKV: Gestaltungsoptionen, Finanzparameter, Erfahrungen aus anderen Ländern

Drivers of Exchange Rates in Selected CIS Countries

We investigate the likely sources of exchange rate dynamics in selected CIS countries (Russia, Kazakhstan, Ukraine, Kyrgyzstan, Azerbaijan, and Moldova) over the past decade (1999-2008). The analysis is based on country VAR models augmented by a regional common factor structure (FAVAR model). The models include nominal exchange rates, the common factor of exchange rates in the CIS countries, and...

Measuring Time Use in Surveys: A Novel Validation of Survey Questions through Experience Sampling

Theories of Informal Activity, Data Needs and Estimation Methods for Empirical Analyses

Estimations of Shadow Economy: Strategies, Methods, and Preliminary Results from Panel Models

Gender, International Networks and Remittances: Evidence from Germany

Macroeconometric Models for Business Cycle Forecasts and Simulation

Dealing with Incomplete Household Panel Data in Inequality Research

Population surveys around the world face the problem of declining cooperation and participation rates of respondents. Not only can item nonresponse and unit nonresponse impair important outcome measures for inequality research such as total household disposable income; there is also a further case of missingness confronting household panel surveys that potentially biases results. The approach...

Affect Suppression in Daily Life and Changes in Emotional Expressivity: An Experience Sampling Study.

The Dynamics of Global Crude Oil Production

Drivers of Exchange Rate Dynamics in Selected CIS Countries: Evidence from a FAVAR Analysis

We investigate the likely sources of exchange rate dynamics in selected CIS countries (Russia, Kazakhstan, Ukraine, Kyrgyzstan, Azerbaijan, and Moldova) over the past decade (1999-2008). The analysis is based on country VAR models augmented by a regional common factor structure (FAVAR model). The models include nominal exchange rates, the common factor of exchange rates in the CIS countries, and...

Transatlantic Cleavage: Where Do We Go after Toronto G-20

Testing Stock Market Convergence: A Non-linear Factor Approach

This paper applies the Phillips and Sul (2007) method to test for convergence in stock returns to an extensive dataset including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as the US over the period 1973-2008. We carry out the analysis on both sectors and individual industries within sectors. As a first step, we use the Stock and...

Unemployment and Portfolio Choice: Does Persistence Matter?

We use a life cycle model of consumption and portfolio choice to study the effects of social security on the investment decisions of households for the European case. Our model is mainly based on the one developed by Cocco, Gomes, and Maenhout (2005). We extend it by unemployment risk using Markov chains to model the transition between different employment states. In contrast to most models in the...

A Capital Based Approach to Stock-Flow Consistent Modeling