Search results for "Metrics"

A Process × Domain Assessment of Narcissism: The Domain-Specific Narcissistic Admiration and Rivalry Questionnaire

2022

Research on grandiose narcissism distinguishes between self-promotional processes (i.e., narcissistic admiration) and other-derogative processes (i.e., narcissistic rivalry; Back et al., 2013). Moreover, research has begun to assess and investigate narcissistic manifestations in different domains (e.g., communal narcissism). To integrate these two lines of research, we developed the Domain-Specific Narcissistic Admiration and Rivalry Questionnaire (D-NARQ), a 72-item narcissism questionnaire that contains a self-promotional process scale (narcissistic admiration) and an other-derogatory process scale (narcissistic rivalry) for four domains: intellectual ability, social dominance, communal …

2019

Background The SCL-K-9 is the latest short version of the multidimensional Symptom-Checklist 90-R. Up to now, its psychometric properties have not been clarified sufficiently as the nine items have not yet been presented exclusively in a representative sample. Therefore, psychometric properties, model fit values as well as norm-values were analyzed. Methods For the sample, N = 2,507 participants aged 14 to 92, n = 1,379 women and n = 1,128 men, and a mean age of 48.79 (SD = 17.91), were selected from the general population by random-route sampling. Confirmatory factor analyses applying full information maximum likelihood (FIML) tested the model fit. The reliability estimations and effect si…

Cross-cultural measurement invariance of the General Health Questionnaire-12 in a German and a Colombian population sample

2017

While the General Health Questionnaire, 12-item version (GHQ-12) has been widely used in cross-cultural comparisons, rigorous tests of the measurement equivalence of different language versions are still lacking. Thus, our study aims at investigating configural, metric and scalar invariance across the German and the Spanish version of the GHQ-12 in two population samples. The GHQ-12 was applied in two large-scale population-based samples in Germany (N = 1,977) and Colombia (N = 1,500). To investigate measurement equivalence, confirmatory factor analyses were conducted in both samples. In the German sample mean GHQ-12 total scores were higher than in the Colombian sample. A one-factor model …

Schatten über der Schwarzarbeit

2008

Die Diskussion uber Messung, Grosenordnung und Konsequenzen der Schwarzarbeit steht bereits deshalb unter einem Schatten, der den Blick dafur truben kann, weil Enste und Schneider trotz jahrelanger Befassung mit dem Thema Schwarzarbeit und Schattenwirtschaft nicht systematisch zu unterscheiden vermogen. Ihre Schatzungen fur die Dimension des Phanomens beruhen zudem generell auf wissenschaftlich nicht haltbaren Vorgehensweisen, die sie gleichwohl repetitiv anwenden. Die unterstellten Einnahmenverluste beim Staat ergeben sich im Ubrigen lediglich bei Vernachlassigung mikrookonomisch bedeutsamer Budgetrestriktionen sowie durch Auserachtlassung zwingender makrookonomischer Kreislaufzusammenhang…

Die volkswirtschaftliche Bedeutung von Schwarzarbeit

2007

Die Schwarzarbeit wird in der finanzpolitischen Diskussion in Deutschland als volkswirtschaftlich gewichtig angesehen, und es werden ihr erhebliche Einnahmenverluste des Staates zugeschrieben. Die vorliegende Arbeit hinterfragt diese Behauptungen. Nach einer Definition der Schwarzarbeit und ihrer Abgrenzung gegenuber ahnlichen Sachverhalten wird die unterstellte volkswirtschaftliche Bedeutung zuruckgewiesen. Auserdem lasst sich im Rahmen einer konsistenten okonomischen Analyse zeigen, dass dem Staat durch Schwarzarbeit keinerlei Einnahmeausfalle entstehen. Nach allem ist das Ausmas der Schwarzarbeit in Deutschland gering, wobei gleichwohl allokative Wirkungen der Schwarzarbeit nicht auszusc…

Instituciones y determinación de los salarios en la zona del euro. Evaluación con técnicas de cointegración de panel

2016

Se estima aqui la ecuacion del salario de equilibrio para la zona del euro en 1995-2011 con tecnicas de cointegracion de panel que permiten dependencia transversal y rupturas estructurales. Como se esperaba, los salarios presentan una relacion positiva con la productividad y negativa con el desempleo. Las variables institucionales incluidas muestran correlacion entre flexibilidad y moderacion salarial. Ademas, desde 2004, la mayor competencia internacional reforzo la relacion entre salarios y productividad, y la apreciacion del tipo de cambio provoco una caida salarial. Los resultados indican tambien que la intervencion gubernamental y la concertacion social tienden a moderar los salarios.

Interventions with Sticky Social Norms: A Critique

2021

Abstract We study the consequences of policy interventions when social norms are endogenous but costly to change. In our environment, a group faces a negative externality that it partially mitigates through incentives in the form of punishments. In this setting, policy interventions can have unexpected consequences. The most striking is that when the cost of bargaining is high, introducing a Pigouvian tax can increase output—yet in doing so increase welfare. An observer who saw that an increase in a Pigouvian tax raised output might wrongly conclude that this harmed welfare and that a larger tax increase would also raise output. This counter-intuitive impact on output is demonstrated theore…

La solvencia de las entidades de crédito españolas. Un análisis con datos de panel

2016

Resumen Este trabajo estudia los determinantes que han influido en la solvencia de las entidades de credito espanolas. Se contrastan 8 hipotesis con datos obtenidos de las cuentas anuales de las entidades de credito que cubren desde el ano 2004 al 2011. Se utilizan 2 metodologias para el contraste de las hipotesis. Para las 6 primeras se utilizan modelos econometricos de datos de panel no balanceados. Entre los resultados se constata que la dependencia de los mercados mayoristas, la situacion socioeconomica que ha llevado al incremento de la morosidad y de los deterioros, contribuyen de forma negativa en la solvencia. La cartera de activos, las inversiones inmobiliarias, el apalancamiento, …

Credit Risk Research: Review and Agenda

2018

This article provides a comprehensive review of scholarly research on credit risk measurement during the last 57 years applying bibliometric citation analysis and elaborates an agenda for future research. The bibliography is compiled using the Institute for Scientific Information (ISI) Web of Science (WOS) database and includes all articles with citations over the period 1960–2016. Specifically, the review is carried out using 1695 articles across 72 countries published in 442 journals by 2928 authors. The findings suggest that credit risk research is multifaceted and can be classified into six streams: (1) defaultable security pricing, (2) default intensity modeling, (3) comparative analys…

Modeling Conditional Skewness in Stock Returns

2007

Abstract In this paper, we propose a new GARCH-in-Mean (GARCH-M) model allowing for conditional skewness. The model is based on the so-called z distribution capable of modeling skewness and kurtosis of the size typically encountered in stock return series. The need to allow for skewness can also be readily tested. The model is consistent with the volatility feedback effect in that conditional skewness is dependent on conditional variance. Compared to previously presented GARCH models allowing for conditional skewness, the model is analytically tractable, parsimonious and facilitates straightforward interpretation.Our empirical results indicate the presence of conditional skewness in the mon…