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1 - 3 van 3 voor rolling windows
paper-flex-martin-2.pdf
... hungary, the contributions are calculated on the basis of five-year rolling windows. for hungary, data refer to three-year rolling windows and therefore tend to under-estimate the contribution of new firms to ...
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dp175 systemic risk across sectors pdf
... account by estimating market betas with rolling windows of five years. each time ... rolling time windows of 5 years. p a eaf (20) (%) banking insurance construction food 18 figure 8 eaf(20) for abnormal returns with rolling time windows of 5 years. p a 0.5% abnormal returns eaf (20) (%) figure 9 difference (dif) between eaf for returns and abnormal returns with rolling time windows ...
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does employment affect productivity pdf
... gain is, however, not a guaranteed by-product of additional employment, as regressions with rolling windows reveal. key words labour productivity, employment jel codes all authors are a liated ... own ols results where a negative though insigni...cant elasticity is estimated. regressions with rolling windows reveal, how- ever, that the employment-productivity relation is unstable. this relation of ...
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