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Publications

by members of

Center for Quantitative Economics (CQE)
Wirtschaftswissenschaftliche Fakultät
Westfälische Wilhelms-Universität Münster
Münster, Germany

(Faculty of Economics, University of Munster))

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2013

  1. Michael Kopsidis & Ulrich Pfister, 2013. "Agricultural development during early industrialization in a low-wage economy: Saxony, c. 1790-1830," Working Papers 0039, European Historical Economics Society (EHES).
  2. Riedel, Jana, 2013. "Real interest rate convergence among G7 countries," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79928, Verein für Socialpolitik / German Economic Association.

2012

  1. Ulrich Pfister & Jana Riedel & Martin Uebele, 2012. "Real Wages and the Origins of Modern Economic Growth in Germany, 16th to 19th Centuries," Working Papers 0017, European Historical Economics Society (EHES).
  2. Johannes Becker & Andrea Schneider, 2012. "Taxation of Firms with Unknown Mobility," CESifo Working Paper Series 4012, CESifo Group Munich.
  3. Sarah Meyer & Mark Trede, 2012. "Eliciting earnings risk from labor and capital income," Norface Discussion Paper Series 2012039, Norface Research Programme on Migration, Department of Economics, University College London.

2011

  1. Christian Schluter & Mark Trede, 2011. "Estimating Continuous-Time Income Models," CQE Working Papers 1811, Center for Quantitative Economics (CQE), University of Muenster.

2010

  1. Ulrich Pfister & Georg Fertig, 2010. "The population history of Germany: research strategy and preliminary results," MPIDR Working Papers WP-2010-035, Max Planck Institute for Demographic Research, Rostock, Germany.
  2. Ulrich Pfister, 2010. "Consumer prices and wages in Germany, 1500 - 1850," CQE Working Papers 1510, Center for Quantitative Economics (CQE), University of Muenster.
  3. Ralf Brüggemann & Jana Riedel, 2010. "Nonlinear Interest Rate Reaction Functions for the UK," Working Paper Series of the Department of Economics, University of Konstanz 2010-15, Department of Economics, University of Konstanz.
  4. Schneider, Andrea & Zimmermann, Klaus W., 2010. "Fairness und ihr Preis," Working Paper 101/2010, Helmut Schmidt University, Hamburg.
  5. Friedrich Geiecke & Mark Trede, 2010. "A Direct Test of Rational Bubbles," CQE Working Papers 1310, Center for Quantitative Economics (CQE), University of Muenster.
  6. Ludwig von Auer & Mark Trede, 2010. "The Dynamics of Brand Equity: A Hedonic Regression Approach to the Laser Printer Market," CQE Working Papers 1210, Center for Quantitative Economics (CQE), University of Muenster.
  7. T. Berger & B. Kempa & -, 2010. "Taylor rules and the Canadian-US equilibrium exchange rate," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 10/643, Ghent University, Faculty of Economics and Business Administration.

2009

  1. Beckmann, Klaus & Schneider, Andrea, 2009. "MeinProf.de und die Qualitaet der Lehre," Working Paper 90/2009, Helmut Schmidt University, Hamburg.
  2. Schneider, Andrea & Zimmermann, Klaus W., 2009. "Mehr zu den politischen Segnungen von Foederalismus," Working Paper 92/2009, Helmut Schmidt University, Hamburg.
  3. Beckmann, Klaus & Schneider, Andrea, 2009. "The Interaction Of Publications And Appointments - New Evidence On Academic Economists In Germany," Working Paper 91/2009, Helmut Schmidt University, Hamburg.
  4. Schneider, Andrea, 2009. "Science and teaching: Two-dimensional signalling in the academic job market," Working Paper 95/2009, Helmut Schmidt University, Hamburg.
  5. Tino Berger & Bernd Kempa, 2009. "A new approach to estimating equilibrium exchange rates for small open economies: The case of Canada," CQE Working Papers 0509, Center for Quantitative Economics (CQE), University of Muenster.

2007

  1. Goebel, Markus & Schneider, Andrea & Thomas, Tobias, 2007. "Consumer behavior and the aspiration for conformity and consistency," Working Paper 57/2007, Helmut Schmidt University, Hamburg.
  2. Schneider, Andrea, 2007. "Redistributive Taxation, Inequality, and Intergenerational Mobility," Working Paper 68/2007, Helmut Schmidt University, Hamburg.

2006

  1. Napel, Stefan & Schneider, Andrea, 2006. "Intergenerational talent transmission, inequality, and social mobility," Working Paper 52/2006, Helmut Schmidt University, Hamburg.
  2. Hartmann, Daniel & Kempa, Bernd & Pierdzioch, Christian, 2006. "Economic and Financial Crises and the Predictability of U.S. Stock Returns," MPRA Paper 561, University Library of Munich, Germany.
  3. Hoffmann, Mathias & Kempa, Bernd, 2006. "The Poole analysis in the new open economy macroeconomic framework," CFR Working Papers 06-08, University of Cologne, Centre for Financial Research (CFR).

2003

  1. Kempa, Bernd, 2003. "An oversimplified inquiry into the sources of exchange rate variability," IBES Diskussionsbeiträge 129, University of Duisburg-Essen, Faculty for Economics and Business Administration.

1997

  1. Trede, Mark, 1997. "Making mobility visible: A graphical device," Discussion Papers in Statistics and Econometrics 2/97, University of Cologne, Department for Economic and Social Statistics.

1996

  1. Schmid, Friedrich & Trede, Mark, 1996. "Nonparametric inference for second order stochastic dominance," Discussion Papers in Statistics and Econometrics 2/96, University of Cologne, Department for Economic and Social Statistics.

1995

  1. Trede, Mark M., 1995. "The age-profile of earnings mobility: Statistical inference for conditional kernel density estimates," Discussion Papers in Statistics and Econometrics 1/95, University of Cologne, Department for Economic and Social Statistics.

1994

  1. Trede, Mark M., 1994. "Statistical inference in mobility measurement: Sex differences in earnings mobility," Discussion Papers in Statistics and Econometrics 4/94, University of Cologne, Department for Economic and Social Statistics.

Journal articles

2014

  1. Berger, Tino & Kempa, Bernd, 2014. "Time-varying equilibrium rates in small open economies: Evidence for Canada," Journal of Macroeconomics, Elsevier, vol. 39(PA), pages 203-214.

2013

  1. Kempa, Bernd & Riedel, Jana, 2013. "Nonlinearities in exchange rate determination in a small open economy: Some evidence for Canada," The North American Journal of Economics and Finance, Elsevier, vol. 24(C), pages 268-278.

2012

  1. Andrea Schneider & Klaus W. Zimmermann, 2012. "Fairness and its Price," Review of Social Economy, Taylor & Francis Journals, vol. 70(2), pages 181-199, June.
  2. Torben W. Hendricks & Bernd Kempa & Christian Pierdzioch, 2012. "Do banks’ buy and sell recommendations influence stock market volatility? Evidence from the German DAX30," The European Journal of Finance, Taylor & Francis Journals, vol. 18(1), pages 29-39, January.
  3. Berger, Tino & Kempa, Bernd, 2012. "Taylor rules and the Canadian–US equilibrium exchange rate," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1060-1075.

2011

  1. Brüggemann, Ralf & Riedel, Jana, 2011. "Nonlinear interest rate reaction functions for the UK," Economic Modelling, Elsevier, vol. 28(3), pages 1174-1185, May.
  2. Katharina Holzinger & Andrea Schneider & Klaus Zimmermann, 2011. "Minimizing the losers: regime satisfaction in multi-level systems," Constitutional Political Economy, Springer, vol. 22(4), pages 303-324, December.
  3. David Sondermann & Mark Trede & Bernd Wilfling, 2011. "Estimating the degree of interventionist policies in the run-up to EMU," Applied Economics, Taylor & Francis Journals, vol. 43(2), pages 207-218.
  4. Torben W Hendricks & Bernd Kempa, 2011. "Monetary Policy and the Credit Channel, Broad and Narrow," Eastern Economic Journal, Palgrave Macmillan, vol. 37(3), pages 403-416.
  5. Berger, Tino & Kempa, Bernd, 2011. "Bayesian estimation of the output gap for a small open economy: The case of Canada," Economics Letters, Elsevier, vol. 112(1), pages 107-112, July.
  6. Kempa, Bernd & Wilde, Wolfram, 2011. "Sources of exchange rate fluctuations with Taylor rule fundamentals," Economic Modelling, Elsevier, vol. 28(6), pages 2622-2627.

2010

  1. Schneider, Andrea, 2010. "Redistributive taxation vs. education subsidies: Fostering equality and social mobility in an intergenerational model," Economics of Education Review, Elsevier, vol. 29(4), pages 597-605, August.
  2. Cornelia Savu & Mark Trede, 2010. "Hierarchies of Archimedean copulas," Quantitative Finance, Taylor & Francis Journals, vol. 10(3), pages 295-304.
  3. Andreas Rees & Markus Taube & Bernd Kempa & Georg Erber, 2010. "USA, China, Indien: Droht ein globaler Abwertungswettlauf?," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 63(22), pages 3-17, November.
  4. T. Hendricks & B. Kempa & C. Pierdzioch, 2010. "Do local analysts have an informational advantage in forecasting stock returns? Evidence from the German DAX30," Financial Markets and Portfolio Management, Springer, vol. 24(2), pages 137-158, June.

2009

  1. Puzanova, Natalia & Siddiqui, Sikandar & Trede, Mark, 2009. "Approximate value-at-risk calculation for heterogeneous loan portfolios: Possible enhancements of the Basel II methodology," Journal of Financial Stability, Elsevier, vol. 5(4), pages 374-392, December.
  2. Mathias Hoffmann & Bernd Kempa, 2009. "A Poole Analysis in the New Open Economy Macroeconomic Framework ," Review of International Economics, Wiley Blackwell, vol. 17(5), pages 1074-1097, November.
  3. Hendricks, Torben W. & Kempa, Bernd, 2009. "The credit channel in U.S. economic history," Journal of Policy Modeling, Elsevier, vol. 31(1), pages 58-68.
  4. Lukas Menkhoff & Stephan Schulmeister & Bernd Kempa & Norbert Walter, 2009. "Internationales Währungssystem: Ist der US-Dollar als Leitwährung überholt?," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 62(16), pages 03-18, 08.

2008

  1. Napel, Stefan & Schneider, Andrea, 2008. "Intergenerational talent transmission, inequality, and social mobility," Economics Letters, Elsevier, vol. 99(2), pages 405-409, May.
  2. Schluter, Christian & Trede, Mark, 2008. "Identifying multiple outliers in heavy-tailed distributions with an application to market crashes," Journal of Empirical Finance, Elsevier, vol. 15(4), pages 700-713, September.
  3. Cornelia Savu & Mark Trede, 2008. "Goodness-of-fit tests for parametric families of Archimedean copulas," Quantitative Finance, Taylor & Francis Journals, vol. 8(2), pages 109-116.
  4. Hartmann, Daniel & Kempa, Bernd & Pierdzioch, Christian, 2008. "Economic and financial crises and the predictability of U.S. stock returns," Journal of Empirical Finance, Elsevier, vol. 15(3), pages 468-480, June.
  5. W. Hendricks, Torben & Kempa, Bernd, 2008. "Asymmetric Transmission of Monetary Policy in Europe: a Markov-switching Approach," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 23, pages 873-895.

2007

  1. Zeisberger, Stefan & Langer, Thomas & Trede, Mark, 2007. "A note on myopic loss aversion and the equity premium puzzle," Finance Research Letters, Elsevier, vol. 4(2), pages 127-136, June.
  2. Mark Trede & Bernd Wilfling, 2007. "Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data," Empirical Economics, Springer, vol. 33(1), pages 23-39, July.

2005

  1. Bernd Kempa, 2005. "How Important are Nominal Shocks in Driving Real Exchange Rates?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 225(2), pages 192-204, March.
  2. Bernd Kempa, 2005. "Exchange Rate Disconnect in a Standard Open-Economy Macro Model," Open Economies Review, Springer, vol. 16(3), pages 283-293, July.
  3. Kempa, Bernd, 2005. "An oversimplified inquiry into the sources of exchange rate variability," Economic Modelling, Elsevier, vol. 22(3), pages 439-458, May.

2003

  1. Pfister Ulrich, 2003. "Die Entstehung der europäischen Weltwirtschaft (ca. 1450-1850): ein endogenes Modell," Jahrbuch für Wirtschaftsgeschichte / Economic History Yearbook, De Gruyter, vol. 44(2), pages 57-82, December.
  2. Christian Schluter & Mark Trede, 2003. "Local versus Global Assessment of Mobility," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(4), pages 1313-1335, November.
  3. Heer, Burkhard & Trede, Mark, 2003. "Efficiency and distribution effects of a revenue-neutral income tax reform," Journal of Macroeconomics, Elsevier, vol. 25(1), pages 87-107, March.
  4. Schmid, Friedrich & Trede, Mark, 2003. "Simple tests for peakedness, fat tails and leptokurtosis based on quantiles," Computational Statistics & Data Analysis, Elsevier, vol. 43(1), pages 1-12, May.

2002

  1. Christian Schluter & Mark Trede, 2002. "Statistical Inference for Inequality and Poverty Measurement with Dependent Data," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 43(2), pages 493-508, May.
  2. Schluter, Christian & Trede, Mark, 2002. "Tails of Lorenz curves," Journal of Econometrics, Elsevier, vol. 109(1), pages 151-166, July.
  3. Mark Trede, 2002. "Bootstrapping inequality measures under the null hypothesis: Is it worth the effort?," Journal of Economics, Springer, vol. 9(1), pages 261-282, December.
  4. Bernd Kempa, 2002. "Is Europe converging to optimality?: On dynamic aspects of optimum currency areas," Journal of Economic Studies, Emerald Group Publishing, vol. 29(2), pages 109-120, May.

2001

  1. Esfandiar Maasoumi & Mark Trede, 2001. "Comparing Income Mobility In Germany And The United States Using Generalized Entropy Mobility Measures," The Review of Economics and Statistics, MIT Press, vol. 83(3), pages 551-559, August.
  2. Bernd Kempa & Michael Nelles, 2001. "International correlations and excess returns in European stock markets: does EMU matter?," Applied Financial Economics, Taylor & Francis Journals, vol. 11(1), pages 69-73.

2000

  1. Burhard Heer & Mark Trede, 2000. "On the Use of Projection Methods in the Computation of OLG Models Zur Berechnung von OLG-Modellen mit Hilfe von Projektionsmethoden," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 220(1), pages 32-47.
  2. Friedrich Schmid & Mark Trede, 2000. "Stochastic Dominance in German Asset Returns: Empirical Evidence from the 1990s," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 220(3), pages 315-326.
  3. Bernd Kempa, 2000. "Excess volatility of real exchange rates in the EMS: some evidence from structural VARs," Applied Economics, Taylor & Francis Journals, vol. 32(1), pages 73-79.

1999

  1. Mark Trede, 1999. "Statistical Inference for Measures of Income Mobility," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 218(3+4), pages 473-490, March.
  2. Kempa, Bernd & Nelles, Michael & Pierdzioch, Christian, 1999. "The term structure of interest rates in a sticky-price target zone model," Journal of International Money and Finance, Elsevier, vol. 18(5), pages 817-834, October.
  3. Kempa, Bernd & Nelles, Michael, 1999. " The Theory of Exchange Rate Target Zones," Journal of Economic Surveys, Wiley Blackwell, vol. 13(2), pages 173-210, April.
  4. Bernd Kempa & Michael Nelles, 1999. "Sticky Prices and Alternative Monetary Feedback Rules: How Robust is the Overshooting Phenomenon?," International Economic Journal, Taylor & Francis Journals, vol. 13(3), pages 1-18.
  5. Kempa, Bernd & Nelles, Michael, 1999. "Nonfundamental FX trading and excess volatility in credible target zones Theory and empirical evidence," International Review of Economics & Finance, Elsevier, vol. 8(1), pages 55-70, January.
  6. Bernd Kempa & Michael Nelles, 1999. "Misalignments of real exchange rates and the credibility of nominal currency bands," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 135(4), pages 613-628, December.
  7. Kempa, Bernd & Nelles, Michael & Pierdzioch, Christian, 1999. "Exchange Rate Target Zones and Stock Price Volatility," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 4(4), pages 297-311, October.

1998

  1. Pfister Ulrich, 1998. "Proto-industrielles Wachstum: ein theoretisches Modell," Jahrbuch für Wirtschaftsgeschichte / Economic History Yearbook, De Gruyter, vol. 39(2), pages 21-48, December.
  2. Mark M. Trede, 1998. "The age profile of mobility measures: an application to earnings in West Germany," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(4), pages 397-409.
  3. Trede, Mark, 1998. "Making mobility visible: a graphical device," Economics Letters, Elsevier, vol. 59(1), pages 77-82, April.
  4. Schmid, Friedrich & Trede, Mark, 1998. "A Kolmogorov-type test for second-order stochastic dominance," Statistics & Probability Letters, Elsevier, vol. 37(2), pages 183-193, February.
  5. Kempa, Bernd & Nelles, Michael, 1998. "On the Viability of Exchange Rate Target Zones in a Mundell-Fleming Model with Stochastic Output Shocks," Journal of Policy Modeling, Elsevier, vol. 20(5), pages 603-619, October.

1997

  1. Heer, Burkhard & Trede, Mark & Wahrenburg, Mark, 1997. "The Effect of Option Trading at the DTB on the Underlying Stocks' Return Variance," Empirical Economics, Springer, vol. 22(2), pages 233-45.
  2. Kempa, Bernd & Nelles, Michael & Pierdzioch, Christian, 1997. "An analytical approximation of target zone exchange rate functions: the technique of collocation," Economics Letters, Elsevier, vol. 57(3), pages 339-343, December.

1996

  1. Schmid, Friedrich & Trede, Mark, 1996. "An L1-variant of the Cramer-von Mises test," Statistics & Probability Letters, Elsevier, vol. 26(1), pages 91-96, January.

1995

  1. Schmid, Friedrich & Trede, Mark, 1995. "A distribution free test for the two sample problem for general alternatives," Computational Statistics & Data Analysis, Elsevier, vol. 20(4), pages 409-419, October.