Personal Details
First Name: Mathias
Middle Name:
Last Name: Hoffmann
Suffix:
RePEc Short-ID: pho64
Email:
Homepage:
http://www.iew.uzh.ch/home/hoffmann/
Postal Address: University of Zurich, Institute for Empirical Research in Economics, International Trade and Finance Group, Zuerichbergstrasse 14, CH-8032 Zurich
Phone: ++41-(0)44634-5258
Affiliation
(in no particular order)
Institut für Empirische Wirtschaftsforschung (IEW) (Institute for Empirical Research in Economics)
Wirtschaftswissenschaftliche Fakutät (Faculty of Economics)
Universität Zürich
Location: Zürich, Switzerland
Homepage: http://www.iew.uzh.ch/
Email:
Phone: 41-1-6343711
Fax: 41-1-6344907
Postal: Mühlebachstrasse 86, CH - 8008 Zürich
Handle: RePEc:edi:iewzhch (registered authors at this institution)
CESifo
Location: München, Germany
Homepage: http://www.cesifo-group.de/
Email:
Phone: +49 (89) 9224-0
Fax: +49 (89) 985369
Postal: Poschingerstrasse 5, 81679 Munich
Handle: RePEc:edi:cesifde (registered authors at this institution)
Works
| Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields |
Download all references for this author: available formats: HTML
(with abstracts),
plain text
(with abstracts),
BibTeX,
RIS (EndNote),
ReDIF
Working papers
- Mathias Hoffmann & Ronald MacDonald, 2009.
"Real exchange rates and real interest rate differentials: a present value interpretation,"
IEW - Working Papers
iewwp404, Institute for Empirical Research in Economics - IEW.
[Downloadable!]
- Mathias Hoffmann & Iryna Shcherbakova, 2008.
"Consumption risk sharing over the business cycle: the role of small firms' access to credit markets,"
IEW - Working Papers
iewwp363, Institute for Empirical Research in Economics - IEW.
[Downloadable!]
Other versions: - Mathias Hoffmann & Thomas Nitschka, 2008.
"Securitization of Mortgage Debt, Asset Prices and International Risk Sharing,"
IEW - Working Papers
iewwp376, Institute for Empirical Research in Economics - IEW.
[Downloadable!]
Other versions: - Sascha O. Becker & Mathias Hoffmann, 2008.
"Equity Fund Ownership and the Cross-Regional Diversification of Household Risk,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: - Artis, Michael J & Clavel, Jose Garcia & Hoffmann, Mathias & Nachane, Dilip M, 2007.
"Analyzing Strongly Periodic Series in the Frequency Domain: A Comparison of Alternative Approaches with Applications,"
CEPR Discussion Papers
6517, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Michael Artis & José G. Clavel & Mathias Hoffmann & Dilip Nachane, 2007.
"Harmonic Regression Models: A Comparative Review with Applications,"
IEW - Working Papers
iewwp333, Institute for Empirical Research in Economics - IEW.
[Downloadable!]
- Artis, Michael J & Hoffmann, Mathias, 2007.
"Declining Home Bias and the Increase in International Risk Sharing: Lessons from European Integration,"
CEPR Discussion Papers
6617, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Mathias Hoffmann & Thomas Nitschka, 2007.
"The Consumption - Real Exchange Rate Anomaly: an Asset Pricing Perspective,"
IEW - Working Papers
iewwp331, Institute for Empirical Research in Economics - IEW.
[Downloadable!]
- Artis, Michael J & Hoffmann, Mathias, 2006.
"The Home Bias and Capital Income Flows between Countries and Regions,"
CEPR Discussion Papers
5691, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: - Britta Hamburg & Mathias Hoffmann & Joachim Keller, 2005.
"Consumption, Wealth and Business Cycles in Germany,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Published as: - Hamburg, Britta & Hoffmann, Mathias & Keller, Joachim, 2005.
"Consumption, wealth and business cycles : why is Germany different?,"
Discussion Paper Series 1: Economic Studies
2005,16, Deutsche Bundesbank, Research Centre.
[Downloadable!]
- Mathias Hoffmann, 2005.
"Proprietary Income, Entrepreneurial Risk and the Predictability of U.S. Stock Returns,"
Computing in Economics and Finance 2005
229, Society for Computational Economics.
[Downloadable!]
Other versions: - Michael ARTIS & Mathias HOFFMANN & Dilip NACHANE & Juan TORO, 2004.
"The detection of hidden periodicities: A comparison of alternative methods,"
Economics Working Papers
ECO2004/10, European University Institute.
[Downloadable!]
- Artis, Michael J & Hoffmann, Mathias, 2004.
"Financial Globalization, International Business Cycles and Consumption Risk Sharing,"
CEPR Discussion Papers
4697, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:
Published as: - Sascha Becker & Mathias Hoffmann, 2003.
"Intra-and International Risk-Sharing in the Short Run and the Long Run,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Published as: - Michael ARTIS & Mathias HOFFMANN, 2003.
"Home Bias and the Structure of International and Regional Business Cycles,"
Economics Working Papers
ECO2003/15, European University Institute.
[Downloadable!]
- Mathias Hoffmann & Ronald MacDonald, 2003.
"A Re-examination of the Link between Real Exchange Rates and Real Interest Rate Differentials,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: - Hoffmann, M. & MacDonald, R., 2001.
"A Real Differential View of Equilibrium Real Exchange Rate,"
Discussion Paper Series In Economics And Econometrics
0103, Economics Division, School of Social Sciences, University of Southampton.
- Sascha O. BECKER & Mathias HOFFMANN, 2001.
"International Risk-Sharing in the Short Run and in the Long Run,"
Economics Working Papers
ECO2001/03, European University Institute.
[Downloadable!]
Other versions: - Hoffmann, M., 2000.
"The Relative Dynamics of Investment and the Current Account in the G-7 Economies,"
Discussion Paper Series In Economics And Econometrics
0005, Economics Division, School of Social Sciences, University of Southampton.
Published as: - Hoffmann, M., 2000.
"Long Run Recursive VAR Models and QR Decompositions,"
Discussion Paper Series In Economics And Econometrics
0015, Economics Division, School of Social Sciences, University of Southampton.
Published as: - Hoffmann, M., 1999.
"International Macroeconomic Fluctuations and the Current Account,"
Discussion Paper Series In Economics And Econometrics
9915, Economics Division, School of Social Sciences, University of Southampton.
Published as: - Hoffman, M., 1999.
"Current Accounts and the Persistence of Global and Country-Specific Shocks: Is Investment really too Volatile?,"
Economics Working Papers
eco99/25, European University Institute.
- Hoffmann, M., 1999.
"The Feldstein-Horioka Puzzle and a New Measure of International Capital Mobility,"
Discussion Paper Series In Economics And Econometrics
9916, Economics Division, School of Social Sciences, University of Southampton.
- Hoffmann, M., 1999.
"National Stochastic Trends and International Macroeconomic Fluctuations: the Role of the Current Account,"
Economics Working Papers
eco99/26, European University Institute.
Articles
- Mathias Hoffmann, 2008.
"The Lack of International Consumption Risk Sharing: Can Inflation Differentials and Trading Costs Help Explain the Puzzle?,"
Open Economies Review,
Springer, vol. 19(2), pages 183-201, April.
[Downloadable!] (restricted)
- Michael J. Artis & Mathias Hoffmann, 2008.
"Financial Globalization, International Business Cycles and Consumption Risk Sharing,"
Scandinavian Journal of Economics,
Blackwell Publishing, vol. 110(3), pages 447-471, 09.
[Downloadable!] (restricted)
Other versions:
- Michael J. Artis & Mathias Hoffmann, 2007.
"Financial Globalization, International Business Cycles, and Consumption Risk Sharing,"
IEW - Working Papers
iewwp346, Institute for Empirical Research in Economics - IEW.
[Downloadable!]
- Artis, Michael J & Hoffmann, Mathias, 2004.
"Financial Globalization, International Business Cycles and Consumption Risk Sharing,"
CEPR Discussion Papers
4697, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Britta Hamburg & Mathias Hoffmann & Joachim Keller, 2008.
"Consumption, wealth and business cycles in Germany,"
Empirical Economics,
Springer, vol. 34(3), pages 451-476, June.
[Downloadable!] (restricted)
Other versions: - Becker, Sascha O. & Hoffmann, Mathias, 2006.
"Intra- and international risk-sharing in the short run and the long run,"
European Economic Review,
Elsevier, vol. 50(3), pages 777-806, April.
[Downloadable!] (restricted)
Other versions: - Hoffmann, Mathias, 2004.
"International capital mobility in the long run and the short run: can we still learn from saving-investment data?,"
Journal of International Money and Finance,
Elsevier, vol. 23(1), pages 113-131, February.
[Downloadable!] (restricted)
- Mathias Hoffmann, 2003.
"International macroeconomic fluctuations and the current account,"
Canadian Journal of Economics,
Canadian Economics Association, vol. 36(2), pages 401-420, May.
[Downloadable!] (restricted)
Other versions: - Hoffmann, Mathias, 2001.
"Long run recursive VAR models and QR decompositions,"
Economics Letters,
Elsevier, vol. 73(1), pages 15-20, October.
[Downloadable!] (restricted)
Other versions: - Hoffman, Mathias, 2001.
"The Relative Dynamics of Investment and the Current Account in the G7-Economies,"
Economic Journal,
Royal Economic Society, vol. 111(471), pages C148-63, May.
[Downloadable!] (restricted)
Other versions:
NEP Fields
20 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-BEC: Business Economics (3) 2008-02-09 2008-04-15 2008-07-30
- NEP-CBA: Central Banking (3) 2008-02-09 2008-04-15 2009-03-14
- NEP-ECM: Econometrics (3) 2004-03-14 2007-10-20 2008-02-09
- NEP-EEC: European Economics (3) 2005-04-30 2006-08-05 2008-01-05
- NEP-ENT: Entrepreneurship (1) 2006-06-03
- NEP-ETS: Econometric Time Series (1) 2007-10-20
- NEP-FIN: Finance (4) 2005-04-30 2005-11-19 2006-06-03 2006-08-05
- NEP-FMK: Financial Markets (3) 2005-11-19 2006-06-03 2006-08-05
- NEP-FOR: Forecasting (3) 2006-06-03 2007-10-20 2008-02-09
- NEP-GEO: Economic Geography (1) 2008-12-01
- NEP-HRM: Human Capital & Human Resource Management (1) 2005-11-19
- NEP-IFN: International Finance (5) 2003-07-29 2004-05-02 2008-02-09 2008-07-30 2009-03-14 Author is listed
- NEP-INT: International Trade (1) 2006-10-28
- NEP-MAC: Macroeconomics (12) 2003-07-29 2005-02-13 2005-04-30 2005-11-19 2006-06-03 2006-08-05 2006-10-28 2008-02-09 2008-02-09 2008-02-09 2008-04-15 2009-03-14 Author is listed
- NEP-MON: Monetary Economics (1) 2009-03-14
- NEP-OPM: Open MacroEconomics (4) 2008-02-09 2008-02-09 2008-07-30 2009-03-14
- NEP-ORE: Operations Research (1) 2008-02-09
- NEP-RMG: Risk Management (1) 2006-06-03
- NEP-URE: Urban & Real Estate Economics (1) 2008-07-30
Did you know? No RePEc service, like IDEAS, charges for the use or the display of bibliographic data.
This page was last updated on 2009-11-15.
This information is provided to you by