Auflistung Discussion papers of interdisciplinary research project 373 / Sonderforschungsbereich 373 nach Titel
Anzeige der Publikationen 146-165 von 616
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2006-05-16BuchDas Arbeitsangebot verheirateter Frauen in den neuen und alten Bundesländern In diesem Beitrag wird eine Regressionsanalyse vorgestellt, die die Einflüsse auf die Entscheidung verheirateter deutscher Frauen untersucht, eine Erwerbstätigkeit aufzunehmen. Um Differenzen im Verhalten von ost- und ...
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1999-09-01BuchDecentralized or collective bargaining in a strategy experiment We present an experiment where two players bargain with a third player. They can bargain either separately or form a joint venture to bargain collectively. Our theoretical benchmark solution predicts decentralized bargaining, ...
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2001-12-12BuchDefault Compensator, Incomplete Information, and the Term Structure of Credit Spreads We provide a framework for the analysis of term structures of credit spreads on corporate bonds in the presence of informational asymmetries. While bond investors observe default incidents, we suppose that they have ...
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2006-02-02BuchDelay Estimation for some Stationary Diffusion-type processes In this paper the asymptotic behaviour of the maximum likelihood and Bayesian estimators of a delay parameter is studied. The observed process is supposed to be the solution of a linear stochastic differential equation ...
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1997-01-13BuchDesign Aspects of Calibration Studies in Nutrition, with Analysis of Missing Data in Linear Measurement Error Models Motivated by an example in nutritional epidemiology, we investigate some design and analysis aspects of linear measurement error models with missing surrogate data. The specific problem investigated consists of an initial ...
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2005-09-30BuchDeterministic Seasonality Versus Seasonal Fractional Integration We make use in this article of a testing procedure suggested by Robinson (1994) for testing deterministic seasonality versus seasonal fractional integration. A new test statistic is developed to simultaneously test both, ...
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2005-09-09BuchDeviation Probability Bound for Martingales with Applications to Statistical Estimation
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2002-03-25BuchDid Sunspot Cause the Great Depression? We apply a dynamic general equilibrium model to the period of the Great Depression. In particular, we examine a modi¯cation of the real business cycle model in which the possibility of indeterminacy of equilibria arises. ...
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2001-11-11BuchDid the Fed Surprise the Markets in 2001? In 2001, the Fed has lowered interest rates in a series of cuts, starting from 6.5 % at the end of 2000 to 2.0 % by early November. This paper asks, whether the Federal Reserve Bank has been surprising the markets, taking ...
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1999-08-17BuchDie empirische Relevanz des Monetären Modells für die Erklärung des DM/Dollar Wechselkurses
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2000-12-11BuchDie relative Bedeutung des Einflusses von Firmen- und Industriezweigeffekten auf den Unternehmenserfolg
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2005-09-09BuchDie Simulation langfristiger Überrenditen
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1997-06-01BuchDiscrete Time Option Pricing with Flexible Volatility Estimation By extending the GARCH option pricing model of Duan (1995) to more flexible volatility estimation it is shown that the prices of out-of-the-money options strongly depend on volatility features such as asymmetry. Results ...
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2005-10-17BuchDistributed Computing in a Time Series Analysis System
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2003-12-04BuchDistribution-Invariant Dynamic Risk Measures The paper provides an axiomatic characterization of dynamic risk measures for multi-period financial positions. For the special case of a terminal cash flow, we require that risk depends on its conditional distribution ...
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2000-01-31BuchDivisionalization in Contests To be represented by more than one contestant in a contest has advantages and disadvantages. This paper determines the conditions under which it is favorable to send several agents into the contest
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1998-04-01BuchDo Banks Crowd in or out Business Ethics? The evolution of trustworthiness as a major aspect of business ethics depends crucially on whether it can be signaled. If this is impossible, only opportunistic traders will survive. Whereas previous studies have analysed ...
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2001-05-23BuchDoes Cascade Behavior in Information Cascades Reflect Bayesian Updating? Updating behavior in cascade experiments is usually investigated on the basis of urn prediction. But urn predictions alone can only provide a very rough information on individual updating behavior. Therefore, we implement ...
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2005-10-07BuchDoes Future PC Use Determine Our Wages Today? Using 1985–1999 data from the German Socio-Economic Panel Study (GSOEP) to analyze wages we confirm the hypothesis that existing computer wage premiums are determined by individual ability or other unobserved individual ...
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2005-10-10BuchDoes male age have an influence on the risk of spontaneous abortion? Couples from Western countries tend to delay their pregnancies, which may affect their ability to obtain a live birth. We assessed the association between male age and the risk of spontaneous abortion taking into account ...