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Sonderforschungsbereich 649, Humboldt University, Berlin, Germany SFB 649 Discussion Papers Contact information of
Sonderforschungsbereich 649, Humboldt University, Berlin, Germany: http://sfb649.wiwi.hu-berlin.de More information through EDIRC
For technical questions regarding this series, please contact
(Janine Tellinger) Series handle: repec:hum:wpaper
More pages of listings: 0 |1 2009
2008 SFB649DP2008-073 Testing directional forecast value in the presence of serial correlation by Oliver Blaskowitz & Helmut Herwartz [Downloadable!]
SFB649DP2008-072 Common Influences, Spillover and Integration in Chinese Stock Markets by Enzo Weber & Yanqun Zhang [Downloadable!]
SFB649DP2008-071 Winners and Losers of Early Elections: On the Welfare Implications of Political Blockades and Early Elections by Felix Bierbrauer & Lydia Mechtenberg [Downloadable!]
SFB649DP2008-070 A Brand Specific Investigation of International Cost Shock Threats on Price and Margin with a Manufacturer-Wholesaler-Retailer Model by Till Dannewald & Lutz Hildebrandt [Downloadable!]
SFB649DP2008-069 Structural Dynamic Conditional Correlation by Enzo Weber [Downloadable!]
SFB649DP2008-068 Understanding West German Economic Growth in the 1950s by Barry Eichengreen & Albrecht Ritschl [Downloadable!]
SFB649DP2008-067 Testing Multiplicative Error Models Using Conditional Moment Tests by Nikolaus Hautsch [Downloadable!]
SFB649DP2008-066 The U.S. Business Cycle, 1867-1995: Dynamic Factor Analysis vs. Reconstructed National Accounts by Albrecht Ritschl & Samad Sarferaz & Martin Uebele [Downloadable!]
SFB649DP2008-065 When, How Fast and by How Much do Trade Costs change in the Euro Area? by Helmut Herwartz & Henning Weber [Downloadable!]
SFB649DP2008-064 A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structure by Oliver Blaskowitz & Helmut Herwartz [Downloadable!]
SFB649DP2008-063 Discrete-Time Stochastic Volatility Models and MCMC-Based Statistical Inference by Nikolaus Hautsch & Yangguoyi Ou [Downloadable!]
SFB649DP2008-062 Nonlinear Modeling of Target Leverage with Latent Determinant Variables – New Evidence on the Trade-off Theory by Ralf Sabiwalsky [Downloadable!]
SFB649DP2008-061 Eine Analyse der Dimensionen des Fortune-Reputationsindex by Lutz Hildebrandt & Henning Kreis & Joachim schwalbach [Downloadable!]
SFB649DP2008-060 Matching Theory and Data: Bayesian Vector Autoregression and Dynamic Stochastic General Equilibrium Models by Alexander Kriwoluzky [Downloadable!]
SFB649DP2008-059 The Influence of the Business Cycle on Mortality by Wolfgang H. Reichmuth & Samad Sarferaz [Downloadable!]
SFB649DP2008-058 Statistics E-learning Platforms Evaluation: Case Study by Taleb Ahmad & Wolfgang Härdle [Downloadable!]
SFB649DP2008-057 Measuring changes in preferences and perception due to the entry of a new brand with choice data by Lutz Hildebrandt & Lea Kalweit [Downloadable!]
SFB649DP2008-056 Lumpy Labor Adjustment as a Propagation Mechanism of Business Cycles by Fang Yao [Downloadable!]
SFB649DP2008-055 Technology sourcing by large incumbents through acquisition of small firms by Marcus Wagner [Downloadable!]
SFB649DP2008-054 The Natural Rate Hypothesis and Real Determinacy by Alexander Meyer-Gohde [Downloadable!]
SFB649DP2008-053 Yield Curve Factors, Term Structure Volatility, and Bond Risk Premia by Nikolaus Hautsch & Yangguoyi Ou [Downloadable!]
SFB649DP2008-052 Bayesian Demographic Modeling and Forecasting: An Application to U.S. Mortality by Wolfgang Reichmuth & Samad Sarferaz [Downloadable!]
SFB649DP2008-051 Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns by Shiyi Chen & Kiho Jeong & Wolfgang K. Härdle [Downloadable!]
SFB649DP2008-050 A semiparametric factor model for electricity forward curve dynamics by Szymon Borak & Rafał Weron [Downloadable!]
SFB649DP2008-049 Simultaneous Stochastic Volatility Transmission Across American Equity Markets by Enzo Weber [Downloadable!]
SFB649DP2008-048 Macro Wine in Financial Skins: The Oil-FX Interdependence by Enzo Weber [Downloadable!]
SFB649DP2008-047 Modelling High-Frequency Volatility and Liquidity Using Multiplicative Error Models by Nikolaus Hautsch & Vahidin Jeleskovic [Downloadable!]
SFB649DP2008-046 Links between sustainability-related innovation and sustainability management by Marcus Wagner [Downloadable!]
SFB649DP2008-045 Measuring and Modeling Risk Using High-Frequency Data by Wolfgang Härdle & Nikolaus Hautsch & Uta Pigorsch [Downloadable!]
SFB649DP2008-044 Numerics of Implied Binomial Trees by Wolfgang Härdle & Alena Mysickova [Downloadable!]
SFB649DP2008-043 Modeling Dependencies in Finance using Copulae by Wolfgang Härdle & Ostap Okhrin & Yarema Okhrin [Downloadable!]
SFB649DP2008-042 Gruppenvergleiche bei hypothetischen Konstrukten – Die Prüfung der Übereinstimmung von Messmodellen mit der Strukturgleichungsmethodik by Dirk Temme & Lutz Hildebrandt [Downloadable!]
SFB649DP2008-041 Unionization, Stochastic Dominance, and Compression of the Wage Distribution: Evidence from Germany by Michael C. Burda & Bernd Fitzenberger & Alexander Lembcke & Thorsten Vogel [Downloadable!]
SFB649DP2008-040 Solow Residuals without Capital Stocks by Michael C. Burda & Battista Severgnini [Downloadable!]
SFB649DP2008-039 Can Education Save Europe From High Unemployment? by Nicole Walter & Runli Xie [Downloadable!]
SFB649DP2008-038 Dynamic Semiparametric Factor Models in Risk Neutral Density Estimation by Enzo Giacomini & Wolfgang Härdle & Volker Krätschmer [Downloadable!]
SFB649DP2008-037 The Impact of Individual Investment Behavior for Retirement Welfare: Evidence from the United States and Germany by Thomas Post & Helmut Gründl & Joan Schmit & Anja Zimmer [Downloadable!]
SFB649DP2008-036 Expected Inflation, Expected Stock Returns, and Money Illusion: What can we learn from Survey Expectations? by Maik Schmeling & Andreas Schrimpf [Downloadable!]
SFB649DP2008-035 Stock Picking via Nonsymmetrically Pruned Binary Decision Trees by Anton Andriyashin [Downloadable!]
SFB649DP2008-034 JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models by Viktor Winschel & Markus Krätzig [Downloadable!]
SFB649DP2008-033 Are CEOs in Family Firms Paid Like Bureaucrats? Evidence from Bayesian and Frequentist Analyses by Jörn Hendrich Block [Downloadable!]
SFB649DP2008-032 Against All Odds? National Sentiment and Wagering on European Football by Sebastian Braun & Michael Kvasnicka [Downloadable!]
SFB649DP2008-031 Beyond the business cycle - factors driving aggregate mortality rates by Katja Hanewald [Downloadable!]
SFB649DP2008-030 Using R, LaTeX and Wiki for an Arabic e-learning platform by Taleb Ahmad & Wolfgang Härdle & Sigbert Klinke & Shafeeqah Al Awadhi [Downloadable!]
SFB649DP2008-029 Genetic Codes of Mergers, Post Merger Technology Evolution and Why Mergers Fail by Alexander Cuntz [Downloadable!]
SFB649DP2008-028 Are stewardship and valuation usefulness compatible or alternative objectives of financial accounting? by Joachim Gassen [Downloadable!]
SFB649DP2008-027 The Stochastic Fluctuation of the Quantile Regression Curve by Wolfgang Härdle & Song Song [Downloadable!]
SFB649DP2008-026 Information and Beliefs in a Repeated Normal-form Game by Dietmar Fehr & Dorothea Kübler & David Danz [Downloadable!]
SFB649DP2008-025 Price Adjustment to News with Uncertain Precision by Nikolaus Hautsch & Dieter Hess & Christoph Müller [Downloadable!]
SFB649DP2008-024 Skill Specific Unemployment with Imperfect Substitution of Skills by Runli Xie [Downloadable!]
SFB649DP2008-023 Family Management, Family Ownership and Downsizing: Evidence from S&P 500 Firms by Jörn Hendrich Block [Downloadable!]
SFB649DP2008-022 Lumpy Labor Adjustment as a Propagation Mechanism of Business Cycles by Fang Yao [Downloadable!]
SFB649DP2008-021 Preferences for Collective versus Individualised Wage Setting by Tito Boeri & Michael C. Burda [Downloadable!]
SFB649DP2008-020 The Impact of International Outsourcing on Labour Market Dynamics in Germany by Ronald Bachmann & Sebastian Braun [Downloadable!]
SFB649DP2008-019 The Accuracy of Long-term Real Estate Valuations by Rainer Schulz & Markus Staiber & Martin Wersing & Axel Werwatz [Downloadable!]
SFB649DP2008-018 Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality by Viktor Winschel & Markus Krätzig [Downloadable!]
SFB649DP2008-017 Adaptive Forecasting of the EURIBOR Swap Term Structure by Oliver Blaskowitz & Helmut Herwatz [Downloadable!]
SFB649DP2008-016 Estimating Investment Equations in Imperfect Capital Markets by Silke Hüttel & Oliver Mußhoff & Martin Odening & Nataliya Zinych [Downloadable!]
SFB649DP2008-015 Structural Constant Conditional Correlation by Enzo Weber [Downloadable!]
SFB649DP2008-014 Support Vector Regression Based GARCH Model with Application to Forecasting Volatility of Financial Returns by Shiyi Chen & Kiho Jeong & Wolfgang Härdle [Downloadable!]
SFB649DP2008-013 House Prices and Replacement Cost: A Micro-Level Analysis by Rainer Schulz & Axel Werwatz [Downloadable!]
SFB649DP2008-012 Visualizing exploratory factor analysis models by Sigbert Klinke & Cornelia Wagner [Downloadable!]
SFB649DP2008-011 Don’t aim too high: the potential costs of high aspirations by Astrid Matthey & Nadja Dwenger [Downloadable!]
SFB649DP2008-010 Do Public Banks have a Competitive Advantage? by Astrid Matthey [Downloadable!]
SFB649DP2008-009 Recursive Portfolio Selection with Decision Trees by Anton Andriyashin & Wolfgang Härdle & Roman Timofeev [Downloadable!]
SFB649DP2008-008 Do Legal Standards Affect Ethical Concerns of Consumers? by Dirk Engelmann & Dorothea Kübler [Downloadable!]
SFB649DP2008-007 A Consistent Nonparametric Test for Causality in Quantile by Kiho Jeong & Wolfgang Härdle [Downloadable!]
SFB649DP2008-006 Value-at-Risk and Expected Shortfall when there is long range dependence by Wolfgang Härdle & Julius Mungo [Downloadable!]
SFB649DP2008-005 The Default Risk of Firms Examined with Smooth Support Vector Machines by Wolfgang Härdle & Yuh-Jye Lee & Dorothea Schäfer & Yi-Ren Yeh [Downloadable!]
SFB649DP2008-004 Independent Component Analysis Via Copula Techniques by Ray-Bing Chen & Meihui Guo & Wolfgang Härdle & Shih-Feng Huang [Downloadable!]
SFB649DP2008-003 The Bayesian Additive Classification Tree Applied to Credit Risk Modelling by Junni L. Zhang & Wolfgang Härdle [Downloadable!]
SFB649DP2008-002 Adaptive pointwise estimation in time-inhomogeneous time-series models by Pavel Cizek & Wolfgang Härdle & Vladimir Spokoiny [Downloadable!]
SFB649DP2008-001 Testing Monotonicity of Pricing Kernels by Yuri Golubev & Wolfgang Härdle & Roman Timonfeev [Downloadable!]
2007 SFB649DP2007-003 Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model by Harald Uhlig [Downloadable!]
SFB649DP2007-070 Telling the Truth May Not Pay Off: An Empirical Study of Centralised University Admissions in Germany by Sebastian Braun & Nadja Dwenger & Dorothea Kübler [Downloadable!]
SFB649DP2007-069 Solving Linear Rational Expectations Models with Lagged Expectations Quickly and Easily by Alexander Meyer-Gohde [Downloadable!]
SFB649DP2007-068 Why Votes Have a Value by Ingolf Dittmann & Dorothea Kübler & Ernst Maug & Lydia Mechtenberg [Downloadable!]
SFB649DP2007-067 A stochastic volatility Libor model and its robust calibration by Denis Belomestny & Stanley Matthew & John Schoenmakers [Downloadable!]
SFB649DP2007-066 Modelling Financial High Frequency Data Using Point Processes by Luc Bauwens & Nikolaus Hautsch [Downloadable!]
SFB649DP2007-065 Integrating latent variables in discrete choice models – How higher-order values and attitudes determine consumer choice by Dirk Temme & Marcel Paulssen & Till Dannewald [Downloadable!]
SFB649DP2007-064 Correlation vs. Causality in Stock Market Comovement by Enzo Weber [Downloadable!]
SFB649DP2007-063 Determinants of the Acquisition of Smaller Firms by Larger Incumbents in High-Tech Industries: Are they related to Innovation and Technology Sourcing? by Marcus Wagner [Downloadable!]
SFB649DP2007-062 Das Hybride Wahlmodell und seine Anwendung im Marketing by Till Dannewald & Henning Kreis & Nadja Silberhorn [Downloadable!]
SFB649DP2007-061 Embedding R in the Mediawiki by Sigbert Klinke & Olga Zlatkin-Troitschanskaia [Downloadable!]
SFB649DP2007-060 Kombinierte Liquiditäts- und Solvenzkennzahlen und ein darauf basierendes Insolvenzprognosemodell für deutsche GmbHs by Volodymyr Perederiy [Downloadable!]
SFB649DP2007-059 Long-Term Orientation In Family And Non-Family Firms: A Bayesian Analysis by Jörn Hendrich Block & Andreas Thams [Downloadable!]
SFB649DP2007-058 Total Work, Gender and Social Norms by Michael Burda & Daniel S. Hamermesh & Philippe Weil [Downloadable!]
SFB649DP2007-057 Conditional Complexity of Compression for Authorship Attribution by Mikhail B. Malyutov & Chammi I. Wickramasinghe & Sufeng Li [Downloadable!]
SFB649DP2007-056 Auswirkungen der IFRS-Umstellung auf die Risikoprämie von Unternehmensanleihen - Eine empirische Studie für Deutschland, Österreich und die Schweiz by Kerstin Kiefer & Philipp Schorn [Downloadable!]
SFB649DP2007-055 Why Managers Hold Shares of Their Firms: An Empirical Analysis by Ulf von Lilienfeld-Toal & Stefan Ruenzi [Downloadable!]
SFB649DP2007-054 The Drivers and Implications of Business Divestiture – An Application and Extension of Prior Findings by Carolin Decker & Thomas Mellewigt [Downloadable!]
SFB649DP2007-053 World War II, Missing Men, and Out-of-wedlock Childbearing by Michael Kvasnicka & Dirk Bethmann [Downloadable!]
SFB649DP2007-052 Capturing Common Components in High-Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model by Nikolaus Hautsch [Downloadable!]
SFB649DP2007-051 Mergers & Acquisitions and Innovation Performance in the Telecommunications Equipment Industry by Tseveen Gantumur & Andreas Stephan [Downloadable!]
SFB649DP2007-050 On the Utility of E-Learning in Statistics by Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen [Downloadable!]
SFB649DP2007-049 Occupational Choice and the Spirit of Capitalism by Matthias Doepke & Fabrizio Zilibotti [Downloadable!]
SFB649DP2007-048 Sensitivities for Bermudan Options by Regression Methods by Denis Belomestny & Grigori Milstein & John Schoenmakers [Downloadable!]
SFB649DP2007-047 Risiken infolge von Technologie-Outsourcing? by Michael Stephan [Downloadable!]
SFB649DP2007-046 Estimation with the Nested Logit Model: Specifications and Software Particularities by Nadja Silberhorn & Yasemin Boztug & Lutz Hildebrandt [Downloadable!]
SFB649DP2007-045 Promotion Tournaments and Individual Performance Pay by Anja Schöttner & Veikko Thiele [Downloadable!]
SFB649DP2007-044 Ein Vergleich des binären Logit-Modells mit künstlichen neuronalen Netzen zur Insolvenzprognose anhand relativer Bilanzkennzahlen by Ronald Franken [Downloadable!]
SFB649DP2007-043 How do Rating Agencies Score in Predicting Firm Performance by Gunter Löffler & Peter N. Posch [Downloadable!]
SFB649DP2007-042 Exchange Rate Uncertainty and Trade Growth - A Comparison of Linear and Nonlinear (Forecasting) Models by Helmut Herwartz & Henning Weber [Downloadable!]
SFB649DP2007-041 QuantNet – A Database-Driven Online Repository of Scientific Information by Anton Andriyashin & Wolfgang Härdle [Downloadable!]
SFB649DP2007-040 Optimal Policy Under Model Uncertainty: A Structural-Bayesian Estimation Approach by Alexander Kriwoluzky & Christian Stoltenberg [Downloadable!]
SFB649DP2007-039 Tracking Down the Business Cycle: A Dynamic Factor Model For Germany 1820-1913 by Samad Sarferaz & Martin Uebele [Downloadable!]
SFB649DP2007-038 Economic Integration and the Foreign Exchange by Enzo Weber [Downloadable!]
SFB649DP2007-037 Calibrating CAT bonds for Mexican earthquakes by Wolfgang Härdle & Brenda López Cabrera [Downloadable!]
SFB649DP2007-036 Yxilon – A Client/Server Based Statistical Environment by Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen [Downloadable!]
SFB649DP2007-035 Estimating Probabilities of Default With Support Vector Machines by Wolfgang Härdle & Rouslan Moro & Dorothea Schäfer [Downloadable!]
SFB649DP2007-033 Does International Outsourcing Depress Union Wages? by Sebastian Braun & Juliane Scheffel [Downloadable!]
SFB649DP2007-032 Visualization of Competitive Market Structure by Means of Choice Data by Werner Kunz [Downloadable!]
SFB649DP2007-031 Using Wiki to Build an E-learning System in Statistics in Arabic Language by Taleb Ahmed & Wolfgang Härdle & Sigbert Klinke [Downloadable!]
SFB649DP2007-030 Robust Maximization of Consumption with Logarithmic Utility by Daniel Hernández-Hernández & Alexander Schied [Downloadable!]
SFB649DP2007-029 Comparison of Panel Cointegration Tests by Deniz Dilan Karaman Örsal [Downloadable!]
SFB649DP2007-028 Macroeconomic Policy in a Heterogeneous Monetary Union by Oliver Grimm & Stefan Ried [Downloadable!]
SFB649DP2007-027 Long Memory Persistence in the Factor of Implied Volatility Dynamics by Wolfgang Härdle & Julius Mungo [Downloadable!]
SFB649DP2007-026 Robust Optimal Control for a Consumption-investment Problem by Alexander Schied [Downloadable!]
SFB649DP2007-025 Statistics of Risk Aversion by Enzo Giacomini & Wolfgang Härdle [Downloadable!]
SFB649DP2007-024 From Animal Baits to Investors’ Preference: Estimating and Demixing of the Weight Function in Semiparametric Models for Biased Samples by Ya'acov Ritov & Wolfgang Härdle [Downloadable!]
SFB649DP2007-023 Time Series Modelling with Semiparametric Factor Dynamics by Szymon Borak & Wolfgang Härdle & Enno Mammen & Byeong U. Park [Downloadable!]
SFB649DP2007-022 A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter by Wen-Jen Tsay & Wolfgang Härdle [Downloadable!]
SFB649DP2007-021 Ideology Without Ideologists by Lydia Mechtenberg [Downloadable!]
SFB649DP2007-020 Computational Statistics and Data Visualization by Antony Unwin & Chun-houh Chen & Wolfgang Härdle [Downloadable!]
SFB649DP2007-019 Regional and Outward Economic Integration in South-East Asia by Enzo Weber [Downloadable!]
SFB649DP2007-018 Simultaneous Causality in International Trade by Enzo Weber [Downloadable!]
SFB649DP2007-017 Empirical Pricing Kernels and Investor Preferences by Kai Detlefsen & Wolfgang Härdle & Rouslan Moro [Downloadable!]
SFB649DP2007-016 Fiscal Policy Rules in Practice by Andreas Thams [Downloadable!]
SFB649DP2007-015 Who Leads Financial Markets? by Enzo Weber [Downloadable!]
SFB649DP2007-014 What Happened to the Transatlantic Capital Market Relations? by Enzo Weber [Downloadable!]
SFB649DP2007-013 Uncertain Paternity, Mating Market Failure, and the Institution of Marriage by Dirk Bethmann & Michael Kvasnicka [Downloadable!]
SFB649DP2007-012 Are Correlations Constant Over Time? Application of the CC-TRIGt-test to Return Series from Different Asset Classes by Matthias Fischer [Downloadable!]
SFB649DP2007-011 Media Coverage and Macroeconomic Information Processing by Alexandra Niessen [Downloadable!]
SFB649DP2007-010 On s-additive robust representation of convex risk measures for unbounded financial positions in the presence of uncertainty about the market model by Volker Krätschmer [Downloadable!]
SFB649DP2007-009 Union Wage Compression in a Right-to-Manage Model by Thorsten Vogel [Downloadable!]
SFB649DP2007-008 Sectoral Transformation, Turbulence, and Labour Market Dynamics in Germany by Ronald Bachmann & Michael C. Burda [Downloadable!]
SFB649DP2007-007 Rules, Discretion or Reputation? Monetary Policies and the Efficiency of Financial Markets in Germany, 14th to 16th Centuries by Oliver Volckart [Downloadable!]
SFB649DP2007-006 Real Origins of the Great Depression: Monopolistic Competition, Union Power, and the American Business Cycle in the 1920s by Monique Ebell & Albrecht Ritschl [Downloadable!]
SFB649DP2007-005 Quantile Sieve Estimates For Time Series by Jürgen Franke & Jean-Pierre Stockis & Joseph Tadjuidje [Downloadable!]
SFB649DP2007-004 Volatility and Causality in Asia Pacific Financial Markets by Enzo Weber [Downloadable!]
SFB649DP2007-003a Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model by Harald Uhlig [Downloadable!]
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