Zeitarbeit: Zusätzliche Jobs, aber auch Verdrängung (The substitution effect of temporary agency employment)
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Jahn, Elke & Weber, Enzo, 2016.
"Identifying The Substitution Effect Of Temporary Agency Employment,"
Macroeconomic Dynamics, Cambridge University Press, vol. 20(5), pages 1264-1281, July.
- Jahn, Elke J. & Weber, Enzo, 2012. "Identifying the Substitution Effect of Temporary Agency Employment," IZA Discussion Papers 6471, Institute of Labor Economics (IZA).
- Jahn, Elke & Weber, Enzo, 2012. "Identifying the Substitution Effect of Temporary Agency Employment," University of Regensburg Working Papers in Business, Economics and Management Information Systems 463, University of Regensburg, Department of Economics.
- Enzo Weber, 2010.
"Structural Conditional Correlation,"
Journal of Financial Econometrics, Oxford University Press, vol. 8(3), pages 392-407, Summer.
- Weber, Enzo, 2009. "Structural Conditional Correlation," University of Regensburg Working Papers in Business, Economics and Management Information Systems 434, University of Regensburg, Department of Economics.
- Lanne, Markku & Lütkepohl, Helmut & Maciejowska, Katarzyna, 2010.
"Structural vector autoregressions with Markov switching,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(2), pages 121-131, February.
- Markku Lanne & Helmut Luetkepohl & Katarzyna Maciejowska, 2009. "Structural Vector Autoregressions with Markov Switching," Economics Working Papers ECO2009/06, European University Institute.
- Lanne, Markku & Lütkepohl, Helmut, 2010.
"Structural Vector Autoregressions With Nonnormal Residuals,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 159-168.
- Markku Lanne & Helmut Luetkepohl, 2005. "Structural Vector Autoregressions with Nonnormal Residuals," Economics Working Papers ECO2005/25, European University Institute.
- Markku Lanne & Helmut Lütkepohl, 2006. "Structural Vector Autoregressions with Nonnormal Residuals," CESifo Working Paper Series 1651, CESifo.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Lütkepohl, Helmut & Netšunajev, Aleksei, 2015.
"Structural vector autoregressions with heteroskedasticity: A comparison of different volatility models,"
SFB 649 Discussion Papers
2015-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Helmut Lütkepohl & Aleksei Netsunajev, 2015. "Structural Vector Autoregressions with Heteroskedasticity: A Comparison of Different Volatility Models," Discussion Papers of DIW Berlin 1464, DIW Berlin, German Institute for Economic Research.
- Helmut Lütkepohl & Aleksei Netšunajev, 2015. "Structural Vector Autoregressions with Heteroskedasticity - A Comparison of Different Volatility Models," CESifo Working Paper Series 5308, CESifo.
- Helmut Lütkepohl & Anton Velinov, 2016.
"Structural Vector Autoregressions: Checking Identifying Long-Run Restrictions Via Heteroskedasticity,"
Journal of Economic Surveys, Wiley Blackwell, vol. 30(2), pages 377-392, April.
- Lütkepohl, Helmut & Velinov, Anton, 2016. "Structural Vector Autoregressions : Checking Identifying Long-Run Restrictions via Heteroskedasticity," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 30, pages 377-392.
- Helmut Lütkepohl & Anton Velinov, 2014. "Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity," CESifo Working Paper Series 4651, CESifo.
- Helmut Lütkepohl & Anton Velinov, 2014. "Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity," SFB 649 Discussion Papers SFB649DP2014-009, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Helmut Lütkepohl & Anton Velinov, 2014. "Structural Vector Autoregressions: Checking Identifying Long-Run Restrictions via Heteroskedasticity," Discussion Papers of DIW Berlin 1356, DIW Berlin, German Institute for Economic Research.
- Fengler, Matthias & Polivka, Jeanine, 2022. "Identifying Structural Shocks to Volatility through a Proxy-MGARCH Model," VfS Annual Conference 2022 (Basel): Big Data in Economics 264010, Verein für Socialpolitik / German Economic Association.
- Lütkepohl, Helmut & Netšunajev, Aleksei, 2017. "Structural vector autoregressions with heteroskedasticity: A review of different volatility models," Econometrics and Statistics, Elsevier, vol. 1(C), pages 2-18.
- Guido Turnip, 2017. "Identification of Small Open Economy SVARs via Markov-Switching Heteroskedasticity," The Economic Record, The Economic Society of Australia, vol. 93(302), pages 465-483, September.
- Helmut Lütkepohl & Aleksei Netšunajev, 2015. "Structural Vector Autoregressions with Heteroskedasticy," SFB 649 Discussion Papers SFB649DP2015-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Lütkepohl, Helmut & Velinov, Anton, 2014. "Structural vector autoregressions: Checking identifying long-run restrictions via heteroskedasticity," SFB 649 Discussion Papers 2014-009, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Fengler, Matthias & Polivka, Jeannine, 2021.
"Proxy-identification of a structural MGARCH model for asset returns,"
Economics Working Paper Series
2103, University of St. Gallen, School of Economics and Political Science, revised Oct 2024.
- Fengler, Matthias & Polivka, Jeanine, 2022. "Identifying Structural Shocks to Volatility through a Proxy-MGARCH Model," VfS Annual Conference 2022 (Basel): Big Data in Economics 264010, Verein für Socialpolitik / German Economic Association.
- Nautz, Dieter & Netšunajev, Aleksei & Strohsal, Till, 2016. "The anchoring of inflation expectations in the short and in the long run," SFB 649 Discussion Papers 2016-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Cavicchioli, Maddalena, 2024. "A matrix unified framework for deriving various impulse responses in Markov switching VAR: Evidence from oil and gas markets," The Journal of Economic Asymmetries, Elsevier, vol. 29(C).
- Sun, Hang & Bos, Jaap W.B. & Li, Zhuo, 2017. "In the Nick of Time: A Heteroskedastic SVAR Model and Its Application to the Crude Oil Futures Market," Research Memorandum 019, Maastricht University, Graduate School of Business and Economics (GSBE).
- Helmut Lütkepohl & Thore Schlaak, 2018.
"Choosing Between Different Time‐Varying Volatility Models for Structural Vector Autoregressive Analysis,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(4), pages 715-735, August.
- Lütkepohl, Helmut & Schlaak, Thore, 2018. "Choosing Between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue 4, pages 715-735.
- Helmut Lütkepohl & Thore Schlaak, 2017. "Choosing between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis," Discussion Papers of DIW Berlin 1672, DIW Berlin, German Institute for Economic Research.
- Herwartz, Helmut & Lange, Alexander & Maxand, Simone, 2019. "Statistical identification in SVARs - Monte Carlo experiments and a comparative assessment of the role of economic uncertainties for the US business cycle," University of Göttingen Working Papers in Economics 375, University of Goettingen, Department of Economics.
- Demetrescu, Matei & Salish, Nazarii, 2024. "(Structural) VAR models with ignored changes in mean and volatility," International Journal of Forecasting, Elsevier, vol. 40(2), pages 840-854.
- Yujia, Li & Zixiang, Zhu & Ming, Che, 2024. "Exploring the relationship between China's economic policy uncertainty and business cycles: Exogenous impulse or endogenous responses?," Emerging Markets Review, Elsevier, vol. 58(C).
- Dungey, Mardi & Milunovich, George & Thorp, Susan & Yang, Minxian, 2015.
"Endogenous crisis dating and contagion using smooth transition structural GARCH,"
Journal of Banking & Finance, Elsevier, vol. 58(C), pages 71-79.
- Mardi Dungey & George Milunovich & Susan Thorp & Minxian Yang, 2012. "Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH," Research Paper Series 312, Quantitative Finance Research Centre, University of Technology, Sydney.
- Dungey, Mardi & Milunovich, George & Thorp, Susan & Yang, Minxian, 2012. "Endogenous crisis dating and contagion using smooth transition structural GARCH," Working Papers 15030, University of Tasmania, Tasmanian School of Business and Economics, revised 29 Aug 2012.
- Alexandre Lucas & Konstantinos Pegios & Evangelos Kotsakis & Dan Clarke, 2020. "Price Forecasting for the Balancing Energy Market Using Machine-Learning Regression," Energies, MDPI, vol. 13(20), pages 1-16, October.
- Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis, 2018.
"What Do Vars Tell Us About The Impact Of A Credit Supply Shock?,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(2), pages 625-646, May.
- Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis, 2015. "What do VARs Tell Us about the Impact of a Credit Supply Shock?," Working Papers 739, Queen Mary University of London, School of Economics and Finance.
- Alexander Kriwoluzky, 2008.
"Matching Theory and Data: Bayesian Vector Autoregression and Dynamic Stochastic General Equilibrium Models,"
SFB 649 Discussion Papers
SFB649DP2008-060, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Alexander Kriwoluzky, 2009. "Matching Theory and Data: Bayesian Vector Autoregression and Dynamic Stochastic General Equilibrium Models," Economics Working Papers ECO2009/29, European University Institute.
- Marinela Adriana Finta & Bart Frijns & Alireza Tourani-Rad, 2019. "Time-varying contemporaneous spillovers during the European Debt Crisis," Empirical Economics, Springer, vol. 57(2), pages 423-448, August.
More about this item
Keywords
Bundesrepublik Deutschland ; Auswirkungen ; Beschäftigungsentwicklung ; Leiharbeit ; Stammbelegschaft ; Substitutionseffekte ; Verdrängungseffekte ; zusätzliche Arbeitsplätze ; 1991-2010;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:iab:iabkbe:201302. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: IAB, Geschäftsbereich Wissenschaftliche Fachinformation und Bibliothek (email available below). General contact details of provider: https://edirc.repec.org/data/iabbbde.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.