External Research Data: Recent submissions
Anzeige der Dokumente 81-100 von 777
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TASS
Quantitative performance data on over 7,500 actively reporting Hedge funds and Funds of Hedge Funds. Performance data on over 11,000 graveyard funds that have liquidated or stopped reporting. Available through WRDS. ... -
Swiss Re
Dealing direct and working through brokers, our global client base consists of insurance companies, mid-to-large-sized corporations and public sector clients. From standard products to tailor-made coverage across all lines ... -
SUSB
Annual series that provides national and subnational data on the distribution of economic data by enterprise size and industry. SUSB covers most of the country's economic activity. The series excludes data on nonemployer ... -
Survey_Zadrozny_2016
"The present paper makes two contributions. First, the paper extends the original XYW method to an extended XYW method that determines all ARMA parameters of a VARMA model with available covariances of its variables observed ... -
Survey_Yoshimori_1995
The pluralistic approach assumes that the firm belongs to all the stakeholders, with the employees' interests taking precedence. This is the concept spec- ific to Japan which manifests itself in the form of long-term ... -
Survey_Woodford_2005
I can expound the general conception of robust policy that I wish to propose using an abstract two-period policy game. A vector of endogenous variables xt is determined in two successive periods (t = 0, 1), there are many ... -
Survey_Woodford_1999
The model is similar, if not identical, to the small forward-looking models used in a number of recent analyses of monetary policy rules, including Kerr and King (1996), Woodford (1996), Bernanke and Woodford (1997), ... -
Survey_Wieland_2002
The estimates were obtained using quarterly data on the CPI excluding food and energy and the civilian unemployment rate from 1960:2Q to 1993:4Q. The author uses 12 lags of inflation and 2 lags of the unemployment rate as ... -
Survey_WG_2008
Our dependent variable is always the equity premium, that is, the total rate of return on the stock market minus the prevailing short-term interest rate. We use S&P 500 index returns from 1926 to 2005 from Center for ... -
Survey_WB_2005
In the spirit of the empirical growth literature, we are using regionally disaggregated data to examine the question of inflation diversity and convergence in the EMU. There are several reasons that make such an approach ... -
Survey_VanAchter_2008
An infinite horizon model is developed in order to examine a continous limit order market listing a single secutity. Each period t = 0,1, … exactly one agent arrives that observes the limit order book (LOB) and decides to ... -
Survey_TZ_2004
The model includes five endogenous variables besides house price growth: (i) the growth rate of GDP, which provides a measure of the state of the business cycle and household income, (ii) the rate of inflation in consumer ... -
Survey_Tykvová_2003
Our model consists of two periods, two types of firms (high- and low-quality) and (a) infinitely many possible kinds of projects that differ in the role of the non-monetary contribution by the venture capitalist in the ... -
Survey_Taylor_1993
This is an econometrically-estimated rational expectations model fit to data from theG7 economies for the period 1971:1 to 1986:4. All our simulations focus on the United States.The model was built to evaluate monetary ... -
Survey_SW_2007
The model of the U.S. economy estimated by Smets and Wouters (2007) (SW 2007 in thefollowing) with U.S. data from 1966:1 to 2004:4 may be viewed as an extended version of theCEE/ACEL model. The SW model contains a greater ... -
Survey_SW_2006
We consider a Markov Jump-Linear-Quadratic (MJLQ) model of an economy with forward-looking variables. The economy has a private sector and a policymaker. We let Xt denote an nX-vector of predetermined variables in period ... -
Survey_SW_2003
In this study, we analyse 122 Private Placement Memoranda (PPM) and 46 partnership agreements of European VC-funds, which were raised between 1996 and the end of 2001. The key elements of partnership agreements analysed ... -
Survey_SW_2000
The basis sample for this study is a sample of historical German stock prices for the period from 1870 to 1914. These data were compiled at the Center for Financial Studies in Frankfurt am Main, Germany. They contain monthly ... -
Survey_SW_1999
The 71 economic time series examined in this chapter are taken from eight broad categories: sectoral employment, the National Income and Product Accounts (NIPA), aggregate employment, productivity and capacity utilization, ...