UWSpace

UWSpace is the University of Waterloo’s institutional repository for the free, secure, and long-term home of research produced by faculty, students, and staff.

Depositing Theses/Dissertations or Research to UWSpace

Are you a Graduate Student depositing your thesis to UWSpace? See our Thesis Deposit Help and UWSpace Thesis FAQ pages to learn more.

Are you a Faculty or Staff member depositing research to UWSpace? See our Waterloo Research Deposit Help and Self-Archiving pages to learn more.

Photo by Waterloo staff

Communities in UWSpace

Select a community to browse its collections.

Recent Submissions

  • Thumbnail Image
    Item type: Item ,
    Estimating dynamic spillover effects along multiple networks in a linear panel model
    (University of Waterloo, 2022-11-17) Possnig, Clemens; Rotarescu, Andreea; Song, Kyungchul
    Spillover of economic outcomes often arises over multiple networks, and distinguishing their separate roles is important in empirical research. For example, the direction of spillover between two groups (such as banks and industrial sectors linked in a bipartite graph) has important economic implications, and a researcher may want to learn which direction is supported in the data. For this, we need to have an empirical methodology that allows for both directions of spillover simultaneously. In this paper, we develop a dynamic linear panel model and asymptotic inference with large n and small T, where both directions of spillover are accommodated through multiple networks. Using the methodology developed here, we perform an empirical study of spillovers between bank weakness and zombie-firm congestion in industrial sectors, using firm-bank matched data from Spain between 2005 and 2012. Overall, we find that there is positive spillover in both directions between banks and sectors.
  • Thumbnail Image
    Item type: Item ,
    Descriptive labour market outcomes of immigrant women across Europe
    (University of Waterloo, 2022) Adsera, Alicia; Ferrer, Ana; Herranz, Virginia
    We consider the job progression of immigrant women in five European countries: France, Italy, Spain, Sweden and the UK. We complement data from the European Labour Force Survey (2005-2015), with information about the skills contained in the jobs held on by women, using data from the O*Net. In particular, we focus on analytical and strength skills in immigrant's jobs and compare them to those required by jobs held by similar native women. Even though immigrants experience upon arrival a gap in participation relative to the native born, they gradually increase participation during the first ten years spent in the country (approximately, 1% per year in Spain, Italy and the UK, and 2% and 4% per year in France and Sweden respectively). Our results reveal significant differences across countries of origin as well as differences within countries over the period of analysis. Recent immigrant women show relatively large gaps in the analytical skill content of the jobs they held relative to native-born women across our host countries. Further, with the exception of immigrants to pain, they also work jobs with higher requirements of strength than their native-born counterparts do. Although educated immigrants show a different pattern in most countries (included Spain). We find differences within countries over the period of analysis that may be consistent with the variation of incentives to move depending on the business cycle at arrival - particularly given the meager opportunities in many destination countries during aftermath of the recent great recession.
  • Thumbnail Image
    Item type: Item ,
    Immigrant gaps in parental time investments into children's human capital activities
    (University of Waterloo, 2022) Ferrer, Ana; Mascella, Allison
    Current and future well-being and economic prosperity of children depend in large part on the nuances of decisions made by parents with respect to familial resources, an important part of which regard the time spent in the company of children. We estimate differences in the time that immigrant and Canadian-born parents allocate to child-care activities relative to other activities using the time diaries from the General Social Survey. We find that mothers born abroad spend more time at work and less time in leisure but there is no significant difference in time devoted to household production or child service between them and Canadian-born mothers. Despite not finding differences by immigration status in the total care-time parents provide for their children, we do find significant differences - by immigrant status - in time specifically devoted to human capital investment activities with children: African, Asian, European and South-Central American mothers spend up to 30 more minutes daily in these activities than the Canadian born. We further assess the patterns of time use of second-generation young adults and find that they spend more time on education and homework compared to third generation or higher young adults. This supports a plausible effect of the time invested in children's human capital generating activities by immigrant parents on their Canadian-born children.
  • Thumbnail Image
    Item type: Item ,
    The work trajectories of married Canadian immigrant women, 2006-2019
    (University of Waterloo, 2022) Ferrer, Ana; Pan, Annie; Schirle, Tammy
    The behaviour of married immigrant women regarding fertility and labour markets is an essential piece to understand the economic and cultural integration of immigrant households. However, the contribution of married immigrant women to the Canadian labour market was - until recently - considered of secondary importance and their labour market choices studied within a significant fraction of married immigrant women make labor supply decisions (and face barriers) similar to those of native-born married women. We show that this is the case in Canada as well, by estimating the progress of immigrant women over the 2000s. We use traditional measures of labour market attachment, such as participation, employment and wages, but also novel measures of labour market dynamics, such as transitions across labour market states. Differences in transition rates can reveal higher fragility of work for immigrant women, or reveal the extent to which immigrant women respond to family income shocks - the added worker effect. Results show that immigrant women are less likely to transition into employment - more likely to transition out of employment to either unemployment or inactivity - and more likely to respond to income shocks than the Canadian born. There is evidence of a gradual convergence with years spent in Canada to the outcomes of the Canadian born, which is much slower for immigrant women than immigrant men.
  • Thumbnail Image
    Item type: Item ,
    Wild boostrap inference for penalized quantile regression for longitudinal data
    (University of Waterloo, 2022-10-18) Lamarche, Carlos; Parker, Thomas
    The existing theory of penalized quantile regression for longitudinal data has focused primarily on point estimation. In this work, we investigate statistical inference. We propose a wild residual bootstrap procedure and show that it is asymptotically valid for approximating the distribution of the penalized estimator. The model puts no restrictions on individual effects, and the estimator achieves consistency by letting the shrinkage decay in importance asymptotically. The new method is easy to implement and simulation studies show that it has accurate small sample behavior in comparison with existing procedures. Finally, we illustrate the new approach using U.S. Census data to estimate a model that includes more than eighty thousand parameters.