Now showing 1 - 6 of 6
  • 2009Journal Article
    [["dc.bibliographiccitation.firstpage","479"],["dc.bibliographiccitation.issue","2"],["dc.bibliographiccitation.journal","Empirical Economics"],["dc.bibliographiccitation.lastpage","485"],["dc.bibliographiccitation.volume","36"],["dc.contributor.author","Berger, Tino"],["dc.contributor.author","Everaert, Gerdie"],["dc.date.accessioned","2018-11-08T15:51:27Z"],["dc.date.available","2018-11-08T15:51:27Z"],["dc.date.issued","2009"],["dc.description.abstract","Nickell et al. (Econ J 115(500):1–27, 2005) argue that unemployment rates cointegrate with labour market institutions in a panel of OECD countries. This paper replicates their Maddala–Wu panel cointegration test and shows that this test is only valid when (i) the number of countries tends to infinity and (ii) the underlying country-specific cointegration tests are independent. Their finding of cointegration does not survive when small sample properties and heterogeneous cross-sectional dependencies are taken into account."],["dc.identifier.doi","10.1007/s00181-008-0207-0"],["dc.identifier.uri","https://resolver.sub.uni-goettingen.de/purl?gro-2/56777"],["dc.language.iso","en"],["dc.notes.status","final"],["dc.title","A replication note on unemployment in the OECD since the 1960s"],["dc.title.subtitle","what do we know?"],["dc.type","journal_article"],["dc.type.internalPublication","unknown"],["dspace.entity.type","Publication"]]
    Details DOI
  • 2010Journal Article
    [["dc.bibliographiccitation.firstpage","354"],["dc.bibliographiccitation.issue","3"],["dc.bibliographiccitation.journal","Journal of Economic Dynamics and Control"],["dc.bibliographiccitation.lastpage","364"],["dc.bibliographiccitation.volume","34"],["dc.contributor.author","Berger, Tino"],["dc.contributor.author","Everaert, Gerdie"],["dc.date.accessioned","2022-06-08T07:57:55Z"],["dc.date.available","2022-06-08T07:57:55Z"],["dc.date.issued","2010"],["dc.description.abstract","This paper estimates the impact of labour taxes on unemployment using a panel of yearly observations (1970–2005) for 16 OECD countries. Possible heterogeneity of the unemployment incidence of taxes is taken into account by grouping countries according to their wage-setting institutions. Panel data unit root and cointegration tests show that unemployment and labour tax rates are non-stationary but not cointegrated. As this finding may be induced by missing non-stationary variables, we set up a panel unobserved component model. Labour taxes are found to have a positive impact on unemployment only in countries characterised by strong but decentralised unions."],["dc.identifier.doi","10.1016/j.jedc.2009.09.010"],["dc.identifier.pii","S0165188909001687"],["dc.identifier.uri","https://resolver.sub.uni-goettingen.de/purl?gro-2/110255"],["dc.language.iso","en"],["dc.notes.intern","DOI-Import GROB-575"],["dc.notes.status","final"],["dc.relation.issn","0165-1889"],["dc.title","Labour taxes and unemployment evidence from a panel unobserved component model"],["dc.type","journal_article"],["dc.type.internalPublication","unknown"],["dspace.entity.type","Publication"]]
    Details DOI
  • 2008Journal Article
    [["dc.bibliographiccitation.firstpage","281"],["dc.bibliographiccitation.issue","3"],["dc.bibliographiccitation.journal","Scottish journal of political economy : the journal of the Scottish Economic Society"],["dc.bibliographiccitation.lastpage","299"],["dc.bibliographiccitation.volume","55"],["dc.contributor.author","Berger, Tino"],["dc.contributor.author","Everaert, Gerdie"],["dc.date.accessioned","2018-11-08T15:25:32Z"],["dc.date.available","2018-11-08T15:25:32Z"],["dc.date.issued","2008"],["dc.description.abstract","This paper estimates the United States and euro area NAIRU in a Bayesian framework. We set out a simple structural model explaining unemployment by demand and supply factors, which are treated as unobserved variables that have observable effects on measured unemployment, output and inflation. The model allows for unemployment persistence and a time‐varying core inflation rate. The results show that although cyclical shocks are very persistent, most of the increase in European unemployment is driven by structural factors. The degree of persistence is lower in the United States but demand shocks seem to be more important in explaining variation in unemployment."],["dc.identifier.doi","10.1111/j.1467-9485.2008.00454.x"],["dc.identifier.uri","https://resolver.sub.uni-goettingen.de/purl?gro-2/56774"],["dc.language.iso","en"],["dc.notes.status","final"],["dc.title","Unemployment persistence and the NAIRU"],["dc.title.subtitle","A Bayesian Approach"],["dc.type","journal_article"],["dc.type.internalPublication","unknown"],["dspace.entity.type","Publication"]]
    Details DOI
  • 2011Journal Article
    [["dc.bibliographiccitation.firstpage","143"],["dc.bibliographiccitation.issue","1"],["dc.bibliographiccitation.journal","Macroeconomic Dynamics"],["dc.bibliographiccitation.lastpage","154"],["dc.bibliographiccitation.volume","17"],["dc.contributor.author","Berger, Tino"],["dc.contributor.author","Everaert, Gerdie"],["dc.date.accessioned","2018-12-11T16:30:07Z"],["dc.date.available","2018-12-11T16:30:07Z"],["dc.date.issued","2011"],["dc.description.abstract","This paper tests whether increases and decreases in labor taxes have an asymmetric impact on unemployment. Using a panel of 16 OECD countries over the period 1970–2005, we estimate a panel unobserved-component model to account for the fact that unemployment rates and labor taxes are nonstationary but not cointegrated. We find a positive impact of labor tax increases on unemployment in European and Nordic countries, whereas for labor tax decreases, no significant impact is found in these countries. For Anglo-Saxon countries, neither increases nor decreases in labor taxes have any impact on unemployment."],["dc.identifier.doi","10.1017/S136510051100006X"],["dc.identifier.uri","https://resolver.sub.uni-goettingen.de/purl?gro-2/57100"],["dc.language.iso","en"],["dc.notes.status","zu prüfen"],["dc.title","Is the impact of labor taxes on unemployment asymmetric?"],["dc.type","journal_article"],["dc.type.internalPublication","unknown"],["dspace.entity.type","Publication"]]
    Details DOI
  • 2021Journal Article
    [["dc.bibliographiccitation.artnumber","S0165188921000695"],["dc.bibliographiccitation.firstpage","104134"],["dc.bibliographiccitation.journal","Journal of Economic Dynamics and Control"],["dc.bibliographiccitation.volume","128"],["dc.contributor.author","Berger, Tino"],["dc.contributor.author","Everaert, Gerdie"],["dc.contributor.author","Pozzi, Lorenzo"],["dc.date.accessioned","2021-12-01T09:23:37Z"],["dc.date.available","2021-12-01T09:23:37Z"],["dc.date.issued","2021"],["dc.identifier.doi","10.1016/j.jedc.2021.104134"],["dc.identifier.pii","S0165188921000695"],["dc.identifier.uri","https://resolver.sub.uni-goettingen.de/purl?gro-2/94707"],["dc.language.iso","en"],["dc.notes.intern","DOI-Import GROB-478"],["dc.relation.issn","0165-1889"],["dc.title","Testing for international business cycles: A multilevel factor model with stochastic factor selection"],["dc.type","journal_article"],["dc.type.internalPublication","yes"],["dspace.entity.type","Publication"]]
    Details DOI
  • 2016Journal Article
    [["dc.bibliographiccitation.firstpage","179"],["dc.bibliographiccitation.journal","Journal of Economic Dynamics and Control"],["dc.bibliographiccitation.lastpage","208"],["dc.bibliographiccitation.volume","69"],["dc.contributor.author","Berger, Tino"],["dc.contributor.author","Everaert, Gerdie"],["dc.contributor.author","Vierke, Hauke"],["dc.date.accessioned","2018-10-30T14:05:33Z"],["dc.date.available","2018-10-30T14:05:33Z"],["dc.date.issued","2016"],["dc.description.abstract","This paper analyzes the amount of time variation in the parameters of a reduced-form empirical macroeconomic model for the U.S. economy. We decompose output, inflation and unemployment in their stochastic trend and business cycle gap components, with the latter linked through the Phillips curve and Okun׳s law. A novel Bayesian model selection procedure is used to test which parameters vary over time and which components exhibit stochastic volatility. Using data from 1959Q2 to 2014Q3 we find substantial time variation in Okun׳s law, while the Phillips curve slope appears to be stable. Stochastic volatility is found to be important for cyclical shocks to the economy, while the volatility of permanent shocks remains stable."],["dc.identifier.doi","10.1016/j.jedc.2016.05.017"],["dc.identifier.uri","https://resolver.sub.uni-goettingen.de/purl?gro-2/16140"],["dc.language.iso","en"],["dc.notes.status","final"],["dc.title","Testing for time variation in an unobserved components model for the U.S. economy"],["dc.type","journal_article"],["dc.type.internalPublication","unknown"],["dspace.entity.type","Publication"]]
    Details DOI