Browsing by Author "Sarferaz, Samad"

Now showing items 1-6 of 6

2008-07-31Buch

Bayesian Demographic Modeling and Forecasting

An Application to U.S. Mortality

Reichmuth, Wolfgang; Sarferaz, Samad

We present a new way to model age-specific demographic variables with the example of age-specific mortality in the U.S., building on the Lee-Carter approach and extending it in several dimensions. We incorporate covariates ...
2010-02-04Buch

Crisis? What Crisis?

Currency vs. Banking in the Financial Crisis of 1931

Ritschl, Albrecht; Sarferaz, Samad

This paper examines the role of currency and banking in the German financial crisis of 1931 for both Germany and the U.S. We specify a structural dynamic factor model to identify financial and monetary factors separately ...
2010-06-28Dissertation

Essays on business cycle analysis and demography

Sarferaz, Samad

Diese Arbeit besteht aus vier Essays, die empirische und methodische Beiträge zur Messung von Konjunkturzyklen und deren Zusammenhänge zu demographischen Variablen liefern. Der erste Essay analysiert unter Zuhilfenahme ...
2008-09-19Buch

The Influence of the Business Cycle on Mortality

Reichmuth, Wolfgang H.; Sarferaz, Samad

We analyze the impact of short-run economic fluctuations on age-specific mortality using Bayesian time series econometrics and contribute to the debate on the procyclicality of mortality. For the first time, we examine the ...
2008-11-25Buch

The U.S. Business Cycle, 1867-1995

Dynamic Factor Analysis vs. Reconstructed National Accounts

Ritschl, Albrecht; Sarferaz, Samad; Uebele, Martin

This paper presents insights on U.S. business cycle volatility since 1867 de- rived from diffusion indices. We employ a Bayesian dynamic factor model to obtain aggregate and sectoral economic activity indices. We find a ...
2007-07-06Buch

Tracking Down the Business Cycle

a dynamic factor model for Germany 1820-1913

Sarferaz, Samad; Uebele, Martin

We use a Bayesian dynamic factor model to measure Germany’s pre World War I economic activity. The procedure makes better use of existing time series data than historical national accounting. To investigate industrialization ...