Skip to main navigation Skip to main content
info(at)avldigital.remove-this.de
Deutsch English
Last searches

Results for *

Displaying results 1 to 4 of 4.

  1. There's more in the data!
    using month-specific information to estimate changes before and after major life events
    Author: Hudde, Ansgar; Jacob, Marita
    Published: [2023]
    Publisher:  German Socio-Economic Panel (SOEP), DIW Berlin, Berlin, Germany

    Sociological research is increasingly using panel data to examine changes in diverse outcomes over life course events. Most of these studies have one striking similarity: they analyse changes between yearly time intervals. In this paper, we present a... more

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)
    Resolving-System (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 318
    Inter-library loan:
    No inter-library loan

     

    Sociological research is increasingly using panel data to examine changes in diverse outcomes over life course events. Most of these studies have one striking similarity: they analyse changes between yearly time intervals. In this paper, we present a simple but effective method to model such trajectories more precisely using available data. The approach exploits month-specific information regarding interview and life-event dates. Using fixed effects regression models, we calculate monthly dummy estimates around life events and then run nonparametric smoothing to create smoothed monthly estimates. We test the approach using Monte Carlo simulations and SOEP data. Monte Carlo simulations show that the newly proposed smoothed monthly estimates outperform yearly dummy estimates, especially when there is rapid change or discontinuities in trends at the event. In the real data analyses, the novel approach reports an amplitude of change that is roughly twice as large amplitude of change and greater gender differences than yearly estimates. It also reveals a discontinuity in trajectories at bereavement, but not at childbirth. Our proposed method can be applied to several available data sets and a variety of outcomes and life events. Thus, for research on changes around life events, it serves as a powerful new tool in the researcher's toolbox.

     
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/270312
    Edition: Last modified: February 2023
    Series: SOEPpapers on multidisciplinary panel data research ; 1184 (2023)
    Subjects: Panel data; life events; fixed effects regression; panel regression; life satisfaction
    Scope: 1 Online-Ressource (circa 33 Seiten), Illustrationen
  2. Unpaid care for parents, coresidence, and psychological well-being among older workingage men and women across Europe
    Author: Labbas, Elisa; Stanfors, Maria
    Published: [2022]
    Publisher:  Centre for Economic Demography, Lund University School of Economics and Management, Lund, Sweden

    Access:
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    ZSS 46
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Lund papers in economic demography ; 2022, 4
    Subjects: Unpaid caregiving; psychological well-being; coresidence; gender; country comparison; SHARE; OLS; fixed effects regression
    Scope: 1 Online-Ressource (circa 34 Seiten)
  3. ESG investing and the financial performance
    a panel data analysis of developed REIT markets
    Author: Erol, Isil; Unal, Umut; Coskun, Yener
    Published: [2021]
    Publisher:  Philipps-University Marburg, School of Business and Economics, Marburg

    Environmental, social, and governance (ESG) investing in the corporate real estate industry has notably increased since the mid-2000s. Utilizing PVAR-Granger causality model and a fixed-effects panel data model with a rich dataset comprising 234... more

    Access:
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 102
    Inter-library loan:
    No inter-library loan

     

    Environmental, social, and governance (ESG) investing in the corporate real estate industry has notably increased since the mid-2000s. Utilizing PVAR-Granger causality model and a fixed-effects panel data model with a rich dataset comprising 234 ESG-rated REITs across five developed economies from 2003 to 2019, this study investigates both the causal relationship and the sign of the association between corporate social and financial performance for the REIT industry. The results suggest that stock market investors pay attention to individual E/S/G metrics and price each component of ESG investing differently, with environmental (E-investing) and social (S-investing) practices being the significant social performance factors influencing the financial performance of REITs. This study is the first attempt to test the social impact hypothesis of the stakeholder theory of the corporation and the neoclassic trade-off argument to explore corporate social responsibility and the market valuation of REITs. We find strong support for the trade-off hypothesis in our full-sample analysis and argue that REITs' environmental policies and activities involve high financial costs that may drain off capital and other company resources and lead to decreasing market returns. We also find that investors have attached a higher value to REITs' social investing performance in the post-GFC period, from 2011 to 2019. A positive premium for S-investing supports the social impact hypothesis, indicating that companies that reduce or ignore socially responsible actions to lower their implicit costs incur higher explicit costs, giving rise to competitive disadvantage.

     
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/234877
    Series: Joint discussion paper series in economics ; no. 2021, 23
    Subjects: Corporate social performance; ESG investing; REITs; financial performance; panel data; fixed effects regression; PVAR Granger causality test; social impact hypothesis; trade-off hypothesis
    Scope: 1 Online-Ressource (circa 25 Seiten)
  4. Can unconditional cash transfers mitigate the impact of armed conflict on child nutrition in Yemen?
    Author: Ecker, Olivier; Maystadt, Jean-François
    Published: [2021]
    Publisher:  Economic Research Forum (ERF), Dokki, Giza, Egypt

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 592
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: ERF working papers serieslno. 1463 (February 2021)
    Subjects: Armed conflict; child nutrition; cash transfers; fixed effects regression; panel data; Yemen
    Scope: 1 Online-Ressource (circa 58 Seiten), Illustrationen