Publikationen

Obwohl im betrieblichen Kontext Weiterbildung eine wichtige Rolle spielt, ist bisher nur wenig über die Personen bekannt, die als WeiterbildnerInnen bzw. TrainerInnen dort beruflich tätig sind. Dies hängt zum einen mit der großen Heterogenität des Berufsfeldes zusammen und zum anderen mit der daraus resultierenden Schwierigkeit, den Trainerberuf mit seinen verschiedenen Merkmalen und Ausprägungen zu beschreiben. Es gibt weder eine berufliche Ausbildung noch ein Studium, das explizit für den Trainerberuf qualifiziert, auch gibt es keine verbindlichen Standards für den Erwerb der notwendigen Qualifikationen.

Um den Trainerberuf multiperspektivisch zu untersuchen, wurden 45 Interviews (23 TrainerInnen, 10 PersonalentwicklerInnen, 12 TrainingsteilnehmerInnen) inhaltsanalytisch ausgewertet. Die beruflichen Verläufe der 23 TrainerInnen wurden rekonstruiert und drei Verlaufswegen zugeordnet. Die formalen, non-formalen und informellen Wege des Qualifikations- und Kompetenzerwerbs wurden aus Sicht aller Befragten analysiert.

Die beruflichen Verläufe der TrainerInnen zeigen unterschiedliche Wege und Zugänge zum Trainerberuf: a) Ausübung des Trainerberufes direkt nach dem Studium, b) Einstieg in die Tätigkeit in Form eines Berufswechsels oder c) Ausübung als Nebentätigkeit zusätzlich zu einem anderen Hauptberuf. Weiterhin unterstreichen die Ergebnisse die große Heterogenität der Wege des Qualifikations- und Kompetenzerwerbs und betonen insbesondere die Bedeutung der non-formalen und informellen Wege. Diese Befunde werden abschließend aus Sicht der Professionalisierung des Weiterbildungsbereiches diskutiert.

We propose a Bayesian shrinkage approach for vector autoregressions (VARs) that uses short-term survey forecasts as an additional source of information about model parameters. In particular, we augment the vector of dependent variables by their survey nowcasts, and claim that each variable modelled in the VAR and its nowcast are likely to depend in a similar way on the lagged dependent variables. In an application to macroeconomic data, we find that the forecasts obtained from a VAR fitted by our new shrinkage approach typically yield smaller mean squared forecast errors than the forecasts obtained from a range of benchmark methods.

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dc.contributor.author: Lachmann, Maik; Burkhardt, Christopher

Price’s social competition hypothesis interprets the depressive state as an unconscious, involuntary losing strategy, which enables individuals to yield and accept defeat in competitive situations.

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Direct democracy may impose significant information demands on voters, especially when individual propositions are highly complex. Yet, it remains theoretically ambiguous how proposition complexity affects referendum outcomes. To explore this question, I use a novel dataset on 153 Swiss federal referendums that took place between 1978 and 2010. The dataset includes hand-collected data on the number of subjects per proposition based on official pre-referendum information booklets as a measure of complexity. My estimation results suggest that the relationship between proposition complexity and the share of yes-votes follows an inverse U-shape. Using micro-data from representative post-referendum surveys, I provide evidence for two opposing channels. More complex propositions are supported by a more diverse group of voters. On the other hand, voters find it more difficult to estimate the personal consequences of complex propositions and are therefore more likely to reject them.

We consider a framework for asymptotically valid inference in stable vector autoregressive (VAR) models with conditional heteroskedasticity of unknown form. A joint central limit theorem for the LS estimators of both the VAR slope parameters as well as the unconditional innovation variance parameters is obtained from a weak vector autoregressive moving average model set-up recently proposed in the literature. Our results are important for correct inference on VAR statistics that depend both on the VAR slope and the variance parameters as e.g. in structural impulse responses. We also show that wild and pairwise bootstrap schemes fail in the presence of conditional heteroskedasticity if inference on (functions) of the unconditional variance parameters is of interest because they do not correctly replicate the relevant fourth moments’ structure of the innovations. In contrast, the residual-based moving block bootstrap results in asymptotically valid inference. We illustrate the practical implications of our theoretical results by providing simulation evidence on the finite sample properties of different inference methods for impulse response coefficients. Our results point out that estimation uncertainty may increase dramatically in the presence of conditional heteroskedasticity. Moreover, most inference methods are likely to understate the true estimation uncertainty substantially in finite samples.

We re-examine the Nash bargaining solution when an upstream and downstream firms bargain over a linear input price with unobservable contracts. We show that the profit sharing rule is given by a simple and instructive formula which depends on the parties’ disagreement payoffs, the profit weights in the Nash-product and the elasticity of derived demand. A downstream firm’s profit share increases in the equilibrium derived demand elasticity which in turn depends on the final goods’ demand elasticity.

We analyze the welfare effects of structural remedies on merger activity in a Cournot oligopoly if the antitrust agency applies a consumer surplus standard. We derive conditions such that otherwise price-increasing mergers become externality-free by the use of remedial divestitures. In this case, the consumer surplus standard ensures that mergers are only implemented if they increase social welfare. If the merging parties can extract the entire surplus from the asset sale, then the socially optimal buyer will be selected under a consumer standard.