Institut für VWL | UnivIS | ERASMUS | QIS | Site Plan
Institut für Volkswirtschaftslehre - Department of Economics
Economics Working Papers
Institut für VWL | UnivIS | ERASMUS | QIS | Site Plan |
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Institut für Volkswirtschaftslehre - Department of Economics |
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2023-01
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Christian Seidl |
Inflation: Thruway of ECB's Monetary Policy |
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2021-02
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Cristina Sattarhoff, Thomas Lux |
Forecasting the Variability of Stock Index Returns with the Multifractal Random Walk Model for Realized Volatilities |
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2021-01
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Jiri Kukacka, Stephen Sacht |
Estimation of Heuristic Switching in Behavioral Macroeconomic Models |
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2020-04
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Jan-Niklas Brenneisen |
Monetary Policy under Imperfect Information and Consumer Confidence |
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2020-03
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Thomas Lux |
Can Heterogeneous Agent Models Explain the Alleged Mispricing of the S&P 500? |
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2020-02
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Matthias Raddant, Hiroshi Takahashi |
Corporate boards, interorganizational ties and profitability: The case of Japan |
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2020-01
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Thomas Lux |
Bayesian Estimation of Agent-Based Models via Adaptive Particle Markov Chain Monte Carlo |
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2018-11
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Jiri Kukacka, Tae-Seok Jang, Stephen Sacht |
On the Estimation of Behavioral Macroeconomic Models via Simulated Maximum Likelihood |
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2018-10
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Tae-Seok Jang, Stephen Sacht |
Macroeconomic Dynamics under Bounded Rationality: On the Impact of Consumers' Forecast Heuristics |
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2018-09
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Tae-Seok Jang, Stephen Sacht |
Forecast Heuristics, Consumer Expectations, and New-Keynesian Macroeconomics: A Horse Race | ||||
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2018-08
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Helmut Herwartz, Jan Roestel |
A structural approach to identify financial transmission in distinguished scenarios of crises |
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2018-07
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Thomas Lux |
Inference for Nonlinear State Space Models: A Comparison of Different Methods applied to Markov-Switching Multifractal Models |
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2018-06
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Patrick Nüß |
Duration Dependence as an Unemployment Stigma: Evidence from a Field Experiment in Germany |
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2018-05
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Israel Waichman, Till Requate, Markus Karde, Manfred Milinski |
Challenging Conventional Wisdom: Experimental Evidence on Heterogeneity and Coordination in Avoiding a Collective Catastrophic Event |
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2018-04
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Duc Thi Luu, Thomas Lux |
Multilayer Overlaps and Correlations in the Bank-Firm Credit Network of Spain | ||||
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2018-03
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Duc Thi Luu, Boyan Yanovski, Thomas Lux |
An Analysis of Systemic Risk in Worldwide Economic Sentiment Indices | ||||
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2018-02
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Till Requate, Eva Camacho-Cuena, Kean Siang Ch'ng, Israel Waichman |
Tell the Truth or Not? The Montero Mechanism for Emissions Control at Work | ||||
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2018-01
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Moritz A. Drupp, Martin C. Hänsel |
Relative Prices and Climate Policy: How the Scarcity of Non-Market Goods Drives Policy Evaluation |
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2017-08
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Moritz A. Drupp, Jasper N. Meya, Stefan Baumgärtner, Martin F. Quaas |
Economic Inequality and the Value of Nature | ||||
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2017-07
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Thomas Lux |
Estimation of Agent-Based Models using Sequential Monte Carlo Methods |
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2017-06
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Jan Cornelius Peters |
Quantifying the effect of labor market size on learning externalities - (A revised version of EWP 2016-11) |
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2017-05
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Thomas Lux |
On the Distribution of Links in Financial Networks: Structural Heterogeneity and Functional Form |
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2017-04
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Tae-Seok Jang, Stephen Sacht |
Modeling Consumer Confidence and its Role for Expectation Formation: A Horse Race |
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2017-03
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Jasper N. Meya, Moritz A. Drupp, Nick Hanley |
Income Inequality and the International Transfer of Environmental Values |
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2017-02
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Duc Thi Luu, Thomas Lux, Boyan Yanovski |
Structural correlations in the Italian overnight money market: An analysis based on network configuration models |
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2017-01
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Mewael F. Tesfaselassie, Maik H. Wolters |
The Impact of Growth on Unemployment in a Low vs. a High Inflation Environment | ||||
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2016-11
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Jan Cornelius Peters |
Quantifying the effect of labor market size on learning externalities- (A revised version of this paper is available as EWP 2017-06) |
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2016-10
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Jan Cornelius Peters |
Do age complementarities affect labor productivity? Evidence from German firm level data |
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2016-09
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Martin F. Quaas, Johannes Bröcker |
Substitutability and the Social Cost of Carbon in a Solvable Growth Model with Irreversible Climate Change |
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2016-08
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Sebastian Krug, Hans-Werner Wohltmann |
Shadow Banking, Financial Regulation and Animal Spirits – An ACE Approach |
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2016-07
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Silke Hamann, Annekatrin Niebuhr, Jan Cornelius Peters |
Benefits of dense labour markets – Evidence from transitions to employment in Germany |
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2016-06
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Sven Offick, Hans-Werner Wohltmann |
Volatility effects of news shocks in New Keynesian models with optimal monetary policy - (A revised version of EWP 2015-07) | ||||
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2016-05
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Moritz A. Drupp |
Limits to Substitution between Ecosystem Services and Manufactured Goods and Implications for Social Discounting | ||||
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2016-04
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Stefan Baumgärtner, Moritz A. Drupp, Jasper N. Meya, Jan M. Munz, Martin F. Quaas |
Income inequality and willingness to pay for public environmental goods | ||||
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2016-03
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Martin Jacobs, Till Requate |
Demand Rationing in Bertrand-Edgeworth Markets with Fixed Capacities: An Experiment |
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2016-02
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Martin Jacobs |
Number of Firms, Rationing, Matching, and Knowledge: A Comprehensive Study of Variations in Experimental Kreps-Scheinkman Markets | ||||
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2016-01
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Martin Jacobs, Till Requate |
Bertrand-Edgeworth Markets with Increasing Marginal Costs and Voluntary Trading: Experimental Evidence |
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2015-08
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Sebastian Krug |
The Interaction between Monetary and Macroprudential Policy: Should Central Banks "Lean Against the Wind" to Foster Macro-financial Stability? |
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2015-07
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Sven Offick, Hans-Werner Wohltmann |
Volatility effects of news shocks in (B)RE models with optimal monetary policy - A revised version of this paper is available as EWP 2016-06 |
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2015-06
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Sven Offick, Roland C. Winkler |
Endogenous Firm Entry in an Estimated Model of the U.S. Business Cycle - (A revised version of EWP 2014-01) |
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2015-05
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Dominik Boddin, Philipp Henze |
International Trade and the Occupational Mix in Manufacturing: Evidence from German Micro Data |
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2015-04
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Nils Jannsen, Galina Potjagailo, Maik H. Wolters |
Monetary Policy during Financial Crises: Is the Transmission Mechanism Impaired? |
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2015-03
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Philipp Henze |
Structural Change and Total Factor Productivity: Evidence from Germany |
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2015-02
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Horst Raff, Nicolas Schmitt |
Retailing and International Trade: A Survey of the Literature |
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2015-01
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Ulrich Stolzenburg |
The Agent-Based Solow Growth Model with Endogenous Business Cycles |
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2014-13
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Sebastian Krug, Matthias Lengnick, Hans-Werner Wohltmann |
The Impact of Basel III on Financial (In)stability - An Agent-based Credit Network Approach | ||||
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2014-12
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Matthias Lengnick, Hans-Werner Wohltmann |
Optimal Monetary Policy in a New Keynesian Model with Animal Spirits and Financial Markets | ||||
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2014-11
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Ulrich Stolzenburg |
Growth Determinants Across Time and Space: A Semiparametric Panel Data Approach |
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2014-10
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Sven Offick, Hans-Werner Wohltmann |
Bernanke/Blinder revisited – The New Keynesian model with credit channel | ||||
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2014-09
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Peter Tillmann, Maik H. Wolters |
The changing dynamics of US inflation persistence: a quantile regression approach | ||||
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2014-08
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Martin F. Quaas, Max T. Stöven |
New trade in renewable resources and consumer preferences for diversity |
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2014-07
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Adnen Ben Nasr, Thomas Lux, Ahdi Noomen Ajmi, Rangan Gupta |
Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching | ||||
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2014-06
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Tae-Seok Jang, Stephen Sacht |
Animal Spirits and the Business Cycle: Empirical Evidence from Moment Matching | ||||
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2014-05
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Steffen Ahrens, Inske Pirschel, Dennis J. Snower |
A Theory of Price Adjustment under Loss Aversion | ||||
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2014-04
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Stephen Sacht |
Identification of Prior Information via Moment-Matching |
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2014-03
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Stephen Sacht |
Optimal Monetary Policy Responses and Welfare Analysis within the High-Frequency New-Keynesian Framework |
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2014-02
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Stephen Sacht |
Analysis of Various Shocks within the High-Frequency Versions of the Baseline New-Keynesian Model |
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2014-01
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Sven Offick, Roland C. Winkler |
Endogenous Firm Entry in an Estimated Model of the U.S. Business Cycle - A revised version of this paper is available as EWP 2015-06 |
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2013-04
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Lynn Karoly, Carsten Schröder |
Fast Methods for Jackknifing Inequality Indices | ||||
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2013-03
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Maik H. Wolters |
Evaluating point and density forecasts of DSGE models | ||||
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2013-02
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Fabio Verona, Maik H. Wolters |
Sticky Information Models in Dynare | ||||
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2013-01
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Roman Liesenfeld, Jean-François Richard, Jan Vogler |
Analysis of Discrete Dependent Variable Models with Spatial Correlation |
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2012-16
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Mehdi Hosseinkouchack, Maik Wolters |
Do large recessions reduce output permanently? | ||||
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2012-15
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Matthias Lengnick, Sebastian Krug, Hans-Werner Wohltmann |
Money Creation and Financial Instability - An Agent-Based Credit Network Approach | ||||
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2012-14
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Bastian Gribisch |
Multivariate Wishart Stochastic Volatility and Changes in Regime | ||||
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2012-13
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Sven Offick, Hans-Werner Wohltmann |
A terminological note on cyclotomic polynomials and Blaschke matrices |
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2012-12
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Tae-Seok Jang, Stephen Sacht |
Identification of Animal Spirits in a Bounded Rationality Model: An Application to the Euro Area |
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2012-11
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Christian Aßmann, Jens Boysen-Hogrefe, Markus Pape |
The Directional Identification Problem in Bayesian Factor Analysis: An Ex-Post Approach |
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2012-10
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Christian Seidl |
The Petersburg Paradox at 300 | ||||
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2012-09
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Ute Kapaun, Martin F. Quaas |
Does the optimal size of a fish stock increase with environmental uncertainties? | ||||
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2012-08
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Reiner Franke, Tae-Seok Jang, Stephen Sacht |
Moment Matching versus Bayesian Estimation: Backward-Looking Behaviour in a New-Keynesian Baseline Model - (A revised version of EWP 2011-10) | ||||
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2012-07
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Tae-Seok Jang |
Structural estimation of the New-Keynesian model: a formal test of backward- and forward-looking behavior | ||||
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2012-06
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Vasyl Golosnoy, Bastian Gribisch, Roman Liesenfeld |
Intra-Daily Volatility Spillovers between the US and German Stock Markets |
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2012-05
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Grischa Perino, Till Requate |
Does more stringent environmental regulation induce or reduce technology adoption? When the rate of technology adoption is inverted U-shaped | ||||
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2012-04
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Christian Seidl |
The Petersburg Paradox: Menger Revisited |
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2012-03
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Martin F. Quaas, Till Requate |
Sushi or Fish Fingers? Seafood Diversity, Collapsing Fish Stocks, and Multi-species Fishery Management | ||||
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2012-02
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Martin F. Quaas, Max T. Stöven |
Public and private management of renewable resources: Who gains, who loses? |
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2012-01
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Steffen Ahrens, Dennis J. Snower |
Envy, Guilt, and the Phillips Curve | ||||
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2011-11
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Tore Selland Kleppe, Roman Liesenfeld |
Efficient high-dimensional importance sampling in mixture frameworks | ||||
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2011-10
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Reiner Franke, Tae-Seok Jang, Stephen Sacht |
Moment Matching versus Bayesian Estimation: Backward-Looking Behaviour in the New-Keynesian Three-Equations Model - A revised version of this paper is available as EWP 2012-08 |
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2011-09
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Matthias Lengnick, Hans-Werner Wohltmann |
Agent-Based Financial Markets and New Keynesian Macroeconomics - A Synthesis - (A revised version of EWP 2010-10) | ||||
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2011-08
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Steffen Ahrens, Stephen Sacht |
Estimating a High-Frequency New Keynesian Phillips Curve | ||||
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2011-07
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Peter Grösche, Carsten Schröder |
On the redistributive effects of Germany’s feed-in tariff | ||||
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2011-06
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Timm Bönke, Beate Jochimsen, Carsten Schröder |
Fiscal equalization and regions’ (un)willingness-to-tax – evidence from Germany |
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2011-05
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Horst Raff, Nicolas Schmitt |
Imports and the Structure of Retail Markets | ||||
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2011-04
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Matthias Lengnick |
Agent-Based Macroeconomics - A Baseline Model - | ||||
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2011-03
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Helmut Herwartz, Christoph Strumann |
On the effect of prospective payment system on hospital efficiency and competition for patients in Germany | ||||
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2011-02
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Alexander Totzek |
Banks, Oligopolistic Competition, and the Business Cycle: A New Financial Accelerator Approach |
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2011-01
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Eike Berner |
Exchange rate pass-through: New evidence from German micro data | ||||
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2010-11
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Ch'ng Kean Siang, Till Requate, Israel Waichman |
On the Role of Social Wage Comparisons in Gift-Exchange Experiments | ||||
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2010-10
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Matthias Lengnick, Hans-Werner Wohltmann |
Agent-Based Financial Markets and New Keynesian Macroeconomics -A Synthesis- A revised version of this paper is available as EWP 2011-09 |
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2010-09
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Israel Waichman, Till Requate, Ch’ng Kean Siang |
Pre-play Communication in Cournot Competition: An Experiment with Students and Managers |
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2010-08
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Kirill Pogorelskiy, Christian Seidl, Stefan Traub |
Tax Progression: International and Intertemporal Comparisons Using LIS Data |
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2010-07
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Vasyl Golosnoy, Bastian Gribisch, Roman Liesenfeld |
The Conditional Autoregressive Wishart Model for Multivariate Stock Market Volatility | ||||
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2010-06
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Katharina Schulte, Ulrike Zirpel |
Betting on a Long Life - the Role of Subjective Life Expectancy in the Demand for Private Pension Insurance of German Households | ||||
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2010-05
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Alexander Totzek, Roland Winkler |
Fiscal Stimulus in a Model with Endogenous Firm Entry |
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2010-04
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Alexander Totzek, Hans-Werner Wohltmann |
Barro-Gordon revisited: Reputational equilibria in a New Keynesian Model | ||||
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2010-03
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Markus Kelle, Jörn Kleinert |
German Firms in Service Trade | ||||
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2010-02
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Peter Grösche, Carsten Schröder |
Eliciting Public Support for Greening the Electricity Mix Using Random Parameter Techniques | ||||
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2010-01
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Reiner Franke, Stephen Sacht |
Some Observations in the High-Frequency Versions of a Standard New-Keynesian Model | ||||
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2009-11
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Alexander Totzek |
Firms’ Heterogeneity, Endogenous Entry, and Exit Decisions |
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2009-10
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Mishael Milakovic, Matthias Raddant, Laura Birg |
Persistence of a Network Core in the Time Evolution of Interlocking Directorates |
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2009-09
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Simone Alfarano, Mishael Milakovic, Matthias Raddant |
Network Hierarchy in Kirman’s Ant Model: Fund Investment Can Create Systemic Risk |
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2009-08
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Alexander Totzek |
Banks and Early Deposit Withdrawals in a New Keynesian Framework |
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2009-07
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Helmut Herwartz, Florian Siedenburg |
The effects of variance breaks on homogenous panel unit root tests |
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2009-06
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Helmut Herwartz, Florian Siedenburg |
A new approach to unit root testing | ||||
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2009-05
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Roland C. Winkler, Hans-Werner Wohltmann |
On the (de)stabilizing effects of news shocks | ||||
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2009-04
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Roman Liesenfeld, Guilherme V. Moura, Jean-François Richard |
Determinants and Dynamics of Current Account Reversals: An Empirical Analysis | ||||
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2009-03
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Christian Aßmann, Jens Boysen-Hogrefe |
A Bayesian Approach to Model-Based Clustering for Panel Probit Models | ||||
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2009-02
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David N. DeJong, Hariharan Dharmarajan, Roman Liesenfeld, Guilherme V. Moura, Jean-François Richard |
Efficient Likelihood Evaluation of State-Space Representations - (A revised version of EWP 2007-25) | ||||
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2009-01
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Hans-Werner Wohltmann, Roland Winkler |
Rational Expectations Models with Anticipated Shocks and Optimal Policy: A General Solution Method and a New Keynesian Example |
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2008-21
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Hans-Werner Wohltmann, Roland Winkler |
On the Non-Optimality of Information: An Analysis of the Welfare Effects of Anticipated Shocks in the New Keynesian Model |
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2008-20
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Alexander Totzek |
The Bank, the Bank-Run, and the Central Bank: The Impact of Early Deposit Withdrawals in a New Keynesian Framework |
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2008-19
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Israel Waichman, Till Requate, Ch’ng Kean Siang |
Managers and Students Playing Cournot - Experimental Evidence from Malaysia | ||||
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2008-18
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Giacomo Corneo, Matthias Keese, Carsten Schröder |
Can governments boost voluntary retirement savings via tax incentives and subsidies? A German case study for low-income households |
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2008-17
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Helmut Herwartz, Henning Weber |
When, How Fast and by How Much do Trade Costs change in the Euro Area? |
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2008-16
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Helmut Herwartz |
Exact inference in diagnosing value-at-risk estimates - A Monte Carlo device | ||||
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2008-15
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Reiner Franke |
Artificial Long Memory Effects in Two Agent-Based Asset Pricing Models |
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2008-14
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Reiner Franke, Peter Flaschel |
A Proof of Determinacy in the New-Keynesian Sticky Wages and Prices Model |
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2008-13
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Reiner Franke |
On the Interpretation of Price Adjustments and Demand in Asset Pricing Models with Mean-Variance Optimization |
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2008-12
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Robert C. Jung, Roman Liesenfeld, Jean-Francois Richard |
Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity | ||||
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2008-11
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Anke Reichhuber, Eva Camacho, Till Requate |
A Framed Field Experiment on Collective Enforcement Mechanisms with Ethiopian Farmers | ||||
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2008-10
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Simone Alfarano, Mishael Milakovic, Albrecht Irle, Jonas Kauschke |
A Statistical Equilibrium Model of Competitive Firms | ||||
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2008-09
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Ruipeng Liu, T. Di Matteo, Thomas Lux |
Multifractality and Long-Range Dependence of Asset Returns: The Scaling Behaviour of the Markov-Switching Multifractal Model with Lognormal Volatility Components | ||||
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2008-08
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Thomas Lux |
Stochastic Behavioral Asset Pricing Models and the Stylized Facts | ||||
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2008-07
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Thomas Lux |
Rational Forecasts or Social Opinion Dynamics? Identification of Interaction Effects in a Business Climate Survey | ||||
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2008-06
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Timm Bönke, Carsten Schröder, Katharina Schulte |
Incomes and inequality in the long run: the case of German elderly | ||||
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2008-05
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Hans-Werner Wohltmann, Roland Winkler |
Anticipated and Unanticipated Oil Price Shocks and Optimal Monetary Policy |
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2008-04
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Simone Alfarano, Mishael Milakovic |
Should Network Structure Matter in Agent-Based Finance? |
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2008-03
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Simone Alfarano, Mishael Milakovic |
Does Classical Competition Explain the Statistical Features of Firm Growth? | ||||
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2008-02
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Horst Raff, Michael Ryan, Frank Stähler |
Firm Productivity and the Foreign-Market Entry Decision | ||||
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2008-01
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Christian Aßmann |
Assessing the Effect of Current Account and Currency Crises on Economic Growth |
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2007-32
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Hans-Werner Wohltmann, Roland Winkler |
Solution of RE Models with Anticipated Shocks and Optimal Policy |
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2007-31
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Timm Bönke, Carsten Schröder |
Equivalence scales reconsidered – an empirical investigation |
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2007-30
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Giacomo Corneo, Matthias Keese, Carsten Schröder |
Erhöht die Riester-Förderung die Sparneigung von Geringverdienern? |
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2007-29
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Helmut Herwartz, Michael H. Neumann |
A robust bootstrap approach to the Hausman test in stationary panel data models |
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2007-28
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Albrecht Bläsi, Till Requate |
Subsidies for Wind Power: Surfing down the Learning Curve? |
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2007-27
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Markus Demary |
A Heterogenous Agents Model Usable for the Analysis of Currency Transaction Taxes |
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2007-26
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Roman Liesenfeld, Jean-François Richard |
The Multinomial Multiperiod Probit Model: Identification and Efficient Estimation |
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2007-25
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David N. DeJong, Hariharan Dharmarajan, Roman Liesenfeld, Jean-François Richard |
An Efficient Filtering Approach to Likelihood Approximation for State-Space Representations - A revised version of this paper is available as EWP 2009-02 |
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2007-24
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Hwa-Taek Lee, Gawon Yoon |
Does Purchasing Power Parity Hold Sometimes? Regime Switching in Real Exchange Rates | ||||
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2007-23
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Vasyl Golosnoy, Helmut Herwartz |
Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance |
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2007-22
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Horst Raff, Michael J. Ryan |
Firm-Specific Characteristics and the Timing of Foreign Direct Investment Projects | ||||
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2007-21
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Emily Blanchard,Gerald Willmann |
Political Stasis or Protectionist Rut? Policy Mechanisms for Trade Reform in a Democracy | ||||
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2007-20
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Ngo Van Long, Horst Raff, Frank Stähler |
The Effects of Trade Liberalization on Productivity and Welfare: The Role of Firm Heterogeneity, R&D and Market Structure |
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2007-19
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Horst Raff, Michael Ryan, Frank Stähler |
The Choice of Market Entry Mode: Greenfield Investment, M&A and Joint Venture | ||||
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2007-18
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Horst Raff, Michael Ryan, Frank Stähler |
Whole versus Shared Ownership of Foreign Affiliates | ||||
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2007-17
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Christian Aßmann |
Determinants and Costs of Current Account Reversals under Heterogeneity and Serial Correlation | ||||
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2007-16
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Tim Lohse, Julio R. Robledo, Ulrich Schmidt |
Self-Insurance and Self-Protection as Public Goods | ||||
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2007-15
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Helmut Herwartz, Fang Xu |
A new approach to bootstrap inference in functional coefficient models | ||||
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2007-14
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Helmut Herwartz, Fang Xu |
A functional coefficient model view of the Feldstein-Horioka puzzle | ||||
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2007-13
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Barbara Stoschek |
The Political Economy of Environmental Regulations and Industry Compensation |
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2007-12
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Jens Hogrefe |
The yield spread and GDP growth - Time Varying Leading Properties and the Role of Monetary Policy |
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2007-11
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Roman Liesenfeld, Guilherme V. Moura, Jean-François Richard |
Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation |
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2007-10
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Casilda Lasso de la Vega, Christian Seidl |
The Impossibility of a Just Pigouvian |
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2007-09
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Helmut Herwartz |
A note on model selection in (time series) regression models - General-to-specific or specific-to-general? | ||||
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2007-08
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Giovanni Facchini, Marcelo Olarreaga, Peri Silva, Gerald Willmann |
Substitutability and protectionism: Latin America's trade policy and imports from China and India | ||||
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2007-07
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Anke Reichhuber, Till Requate |
Alternative Use Systems for the Remaining Cloud Forest in Ethiopia and the Role of Arabica Coffee - A Cost-Benefit Analysis | ||||
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2007-06
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Ruipeng Liu, T. Di Matteo, Thomas Lux |
True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence | ||||
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2007-05
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Thomas Lux |
Applications of Statistical Physics in Finance and Economics |
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2007-04
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Andreas von Döllen, Till Requate |
Environmental Policy and Incentives to Invest in Advanced Abatement Technology if Arrival of Future Technology is Uncertain - Extended Version |
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2007-03
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Christian Seidl |
Flat Tax mit sozialer Grundsicherung: Die optimale Kombination |
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2007-02
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Sebastian Wilckens |
Should WTO Dispute Settlement Be Subsidized? |
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2007-01
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Enrico Diecidue, Ulrich Schmidt, Horst Zank |
Parametric Weighting Functions | ||||
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2006-19
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Hans-Werner Wohltmann, Roland Winkler |
Anticipated Raw Materials Price Shocks and Monetary Policy Response - A New Keynesian Approach |
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2006-18
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Harald Tauchmann, Silja Göhlmann, Till Requate, Christoph M. Schmidt |
Tobacco and Alcohol: Complements or Substitutes? A Statistical Guinea Pig Approach |
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2006-17
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Thomas Lux |
The Markov-Switching Multifractal Model of Asset Returns: GMM Estimation and Linear Forecasting of Volatility (A revised version of EWP 2004-11) | ||||
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2006-16
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Simone Alfarano, Thomas Lux, Friedrich Wagner |
Time-Variation of Higher Moments in a Financial Market with Heterogeneous Agents: An Analytical Approach (A revised version of EWP 2005-14) | ||||
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2006-15
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Eleni Samanidou, Elmar Zschischang, Dietrich Stauffer, Thomas Lux |
Microscopic Models of Financial Markets |
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2006-14
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Markus Demary |
Transaction Taxes, Traders’ Behavior and Exchange Rate Risks |
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2006-13
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Thomas Lux, Taisei Kaizoji |
Forecasting Volatility and Volume in the Tokyo Stock Market: Long Memory, Fractality and Regime Switching (A revised version of EWP 2004-05) | ||||
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2006-12
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Thomas Lux |
Financial Power Laws: Empirical Evidence, Models, and Mechanism |
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2006-11
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Simone Alfarano, Thomas Lux |
A Minimal Noise Trader Model with Realistic Time Series Properties (A revised version of EWP 2003-15) | ||||
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2006-10
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Michael H. Birnbaum, Ulrich Schmidt |
Empirical Tests of Intransitivity Predicted by Models of Risky Choice |
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2006-09
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Ulrich Schmidt, Stefan Traub |
An Experimental Investigation of the Disparity between WTA and WTP for Lotteries | ||||
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2006-08
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Andrea Morone, Ulrich Schmidt |
An Experimental Investigation of Alternatives to Expected Utility Using Pricing Data | ||||
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2006-07
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Helmut Herwartz, Fang Xu |
Reviewing the sustainability/stationarity of current account imbalances with tests for bounded integration | ||||
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2006-06
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Helmut Herwartz, Fang Xu |
Panel data model comparison for empirical saving-investment relations | ||||
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2006-05
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Roman Liesenfeld, Jean-François Richard |
Improving MCMC Using Efficient Importance Sampling | ||||
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2006-04
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Helmut Herwartz, Hans-Eggert Reimers |
Modelling the Fisher hypothesis: World wide evidence |
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2006-03
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Stefan Traub |
The Provision of Local Public Services in a Risky Environment: An Application to Crime |
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2006-02
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Christian Aßmann, Jens Hogrefe, Roman Liesenfeld |
The Decline in German Output Volatility: A Bayesian Analysis | ||||
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2006-01
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Horst Raff, Michael Ryan, Frank Stähler |
Asset Ownership and Foreign-Market Entry |
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2005-19
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Hans-Werner Wohltmann |
Dynamische Effekte der Geld-und Fiskalpolitik in einem asymmetrischen Drei-Länder-Modell mit einer Währungsunion |
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2005-18
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Volker Clausen, Hans-Werner Wohltmann |
Monetary and Fiscal Policy in a Large Asymmetric Monetary Union - A Dynamic Three-Country Analysis |
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2005-17
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Hans-Werner Wohltmann, Roland Winkler |
Monetary Policy Dynamics in Large Oil-Dependent Economies |
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2005-16
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Stefan Traub |
Quality Investment and Price Formation in the Performing Arts Sector: A Spatial Analysis |
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2005-15
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Rainer Haselmann, Helmut Herwartz |
The Introduction of the Euro and its Effects on Investment Decisions | ||||
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2005-14
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Simone Alfarano, Thomas Lux, Friedrich Wagner |
Time-Variation of Higher Moments in a Financial Market with Heterogeneous Agents: An Analytical Approach - A revised version of this paper is available as EWP 2006-16 |
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2005-13
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Simone Alfarano, Thomas Lux |
A Noise Trader Model as a Generator of Apparent Financial Power Laws and Long Memory | ||||
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2005-12
|
Till Requate |
Environmental Policy under Imperfect Competition - A Survey |
The International Yearbook of Environmental and Rersource Economics 2006/2007 | |||
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2005-11
|
Daniel Drescher |
Alternative distributions for observation driven count series models |
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2005-10
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Hans-Werner Wohltmann, Roland Winkler |
Oil Price Shocks and Currency Denomination (A revised version of EWP 2005-01) |
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2005-09
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Albrecht Bläsi, Till Requate |
Learning-by-Doing with Spillovers in Competitive Industries, Free Entry, and Regulatory Policy |
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2005-08
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Robert Jung, Martin Kukuk, Roman Liesenfeld |
Time Series of Count Data: Modelling and Estimation | ||||
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2005-07
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Horst Raff, Nicolas Schmitt |
Why Parallel Trade May Raise Producers' Profits | ||||
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2005-06
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Eva Camacho-Cuena, Tibor Neugebauer, Christian Seidl |
Compansating Justice Beats Leaky Buckets: An Experimental Investigation |
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2005-05
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Eva Camacho-Cuena, Christian Seidl |
Lorenz meets Rating But Misses Valuation | ||||
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2005-04
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Oliver Blaskowitz, Helmut Herwartz, Gonzalo de Cadenas Santiago |
Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach |
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2005-03
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Ulf Moslener, Till Requate |
Optimal Abatement in Dynamic Multipollutant Problems when Pollutants can be Complements or Substitutes | ||||
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2005-02
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Fang Xu |
Does Consumption-Wealth Ratio Signal Stock Returns? - VECM Results for Germany | ||||
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2005-01
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Hans-Werner Wohltmann, Roland Winkler |
Dynamic Effects of Raw Materials Price Shocks for Large Oil-Dependent Economies - A revised version of this paper is available as EWP 2005-10 |
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2004-12
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Roman Liesenfeld, Jean-François Richard |
Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models | ||||
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2004-11
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Thomas Lux |
The Markov-Switching Multi-Fractal Model of Asset Returns: GMM Estimation and Linear Forecasting of Volatility - A revised version of this paper is available as EWP 2006-17 |
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2004-10
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Eva Camacho, Till Requate |
Collective and Random Fining versus Tax/Subsidy - Schemes to Regulate Non-Point Pollution: An Experimental Study |
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2004-09
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Horst Raff, Nicolas Schmitt |
Exclusive Dealing and Common Agency in International Markets | ||||
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2004-08
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Johannes Bröcker |
Agglomeration and Knowledge Diffusion | ||||
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2004-07
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Dagmar Nelissen, Till Requate |
Pollution-Reducing and Resource-Saving Technological Progress |
International Journal of Agricultural Resources, Governance and Ecology | |||
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2004-06
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Paul Mensink |
A comment on "An arbitrage-free approach to quasi-option value" by Coggins and Ramezani |
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2004-05
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Thomas Lux, Taisei Kaizoji |
Forecasting Volatility and Volume in the Tokyo Stock Market: The Advantage of Long Memory Models - A revised version of this paper is available as EWP 2006-13 |
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2004-04
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Eva Camacho-Cuena, Tibor Neugebauer, Christian Seidl |
Leaky-Bucket Paradoxes in Income Inequality Perceptions:An Experimental Investigation |
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2004-03
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Christian M. Hafner, Helmut Herwartz |
Testing for Causality in Variance using Multivariate GARCH Models | ||||
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2004-02
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Manuel Frondel, Jens Horbach, Klaus Rennings, Till Requate |
Environmental Policy Tools and Firm-Level Management Practices:Empirical Evidence for Germany |
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2004-01
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Giovanni Facchini, Johannes Van Biesebroeck, Gerald Willmann |
Protection for Sale with Imperfect Rent Capturing | ||||
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2003-16
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Christian Seidl |
Measuring Inequality Attitudes by Defective Leaky Buckets - A Comment |
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2003-15
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Simone Alfarano, Thomas Lux |
A Minimal Noise Trader Model with Realistic Time Series Properties - A revised version of this paper is available as EWP 2006-11 |
- | |||
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2003-14
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Thomas Lux |
Detecting multi-fractal properties in asset returns: The failure of the 'scaling estimator' |
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2003-13
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Thomas Lux |
The Multi-Fractal Model of Asset Returns: Its Estimation via GMM and Its Use for Volatility Forecasting - A revised version of this paper is available as EWP 2004-11 |
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2003-12
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Thomas Lux, Sascha Schornstein |
Genetic Learning as an Explanation of Stylized Facts of Foreign Exchange | ||||
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2003-11
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Hans-Werner Wohltmann, Volker Clausen |
Oil Price Shocks and Monetary Policy in an Asymmetric Monetary Union |
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2003-10
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Gerald Willmann |
Why Legislators are Protectionists: the Role of Majoritarian Voting in Setting Tariffs |
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2003-09
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Paul Mensink,Till Requate |
The Dixit-Pindyck an the Arrow-Fisher-Hanemann-Henry option values are not equivalent | ||||
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2003-08
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Patrick Graichen, Till Requate |
Der steinige Weg von der Theorie in die Praxis des Emissionshandels: Die EU-Richtlinie zum CO2-Emissionshandel und ihre nationale Umsetzung | ||||
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2003-07
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Till Requate |
Commitment and Timing of Environmental Policy, Adoption of New Technology and Repercussions on R&D | ||||
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2003-06
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Stefan Traub |
Federalism, Freedom of Movement, and Fiscal Equalization |
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2003-05
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Christian Seidl, Stefan Traub, Andrea Morone |
Relative Deprivation, Personal Income Satisfaction, and Average Well-Being under Different Income Distributions |
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2003-04
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Stefan Traub, Christian Seidl, Ulrich Schmidt |
Lorenz, Pareto, Pigou: Who Scores Best?Experimental Evidence on Dominance Relations of Income Distributions |
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2003-03
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Stefan Traub, Christian Seidl, Ulrich Schmidt, Maria Vittoria Levati |
Friedman, Harsanyi, Rawls, Boulding - or Somebody Else? An Experimental Investigation of Distributive Justice | ||||
|
2003-02
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Stefan Traub, Martin Missong |
On the Public Provision of the Performing Arts | ||||
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2003-01
|
Eva Camacho-Cuena, Christian Seidl, Andrea Morone |
Income Distributions Versus Lotteries - Happiness, Response-Mode Effects, and Preference Reversals |
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Letzte Aktualisierung
am 19.04.2017 - Zuständig für diese Seite ist Eric Arndt