Forecasting With Machine Learning Shadow‐Rate VARs
ABSTRACT Interest rates are fundamental in macroeconomic modeling. Recent studies integrate the effective lower bound (ELB) into vector autoregressions (VARs). This paper studies shadow‐rate VARs by using interest rates as a latent variable near the ELB to estimate their shadow‐rate values.
Michael Grammatikopoulos
wiley +1 more source
Psychological distress and socio-economic consequences of unemployment: an exploratory analysis. [PDF]
Li X, Jiang M, Madni GR.
europepmc +1 more source
UK Forecasts of Annual GDP: Their Accuracy and the Information Categories Underlying Their Revisions
ABSTRACT Policy makers are concerned with the accuracy of GDP forecasts and want to understand the reasons for the revision of forecasts. We study these issues by examining forecasts of annual UK GDP growth by a panel of agents, published monthly by HM Treasury. We focus on two main issues: the developing accuracy of the group‐mean forecast as horizons
Nigel Meade, Ciaran Driver
wiley +1 more source
Level of education, labor-market marginalization, and alcohol-related mortality: a cohort study of Swedish men. [PDF]
Thern E +4 more
europepmc +1 more source
Impact of Benefit Sanctions on Unemployment Outflow - Evidence from German Survey Data
Katja Hillmann, Ingrid Hohenleitner
openalex +1 more source
Income–Well‐Being Gradient in Sickness and Health
ABSTRACT We propose a method for studying the value of insurance. For this purpose, we analyze the well‐being of the same individuals, comparing sick and healthy years, using German panel survey data on life satisfaction. We impose structure on the income–well‐being gradient by fitting a flexible utility function to the data, focusing on the ...
Ohto Kanninen +2 more
wiley +1 more source
Gender differences in employment disruption and return to work among cancer survivors in South Korea. [PDF]
Choi Y, Han JW, Lee WY.
europepmc +1 more source
Effects of Long‐Term Exposure to the Earned Income Tax Credit on Work Disability in Later Life
ABSTRACT This study investigates the impact of the Earned Income Tax Credit (EITC) on work disability and Social Security Disability Insurance (DI) claims among Americans. Utilizing the Panel Study of Income Dynamics, we examine the effects of EITC exposure from birth to mid‐adulthood on work disability risk before retirement. Our analysis reveals that
Katie Jajtner +2 more
wiley +1 more source
Pathways into and out of temporary disability retirement: an 8-year sequence analysis study in Finland. [PDF]
Polvinen A, Riekhoff AJ, Perhoniemi R.
europepmc +1 more source

