This file is part of IDEAS, which uses RePEc data

Sonderforschungsbereich 649, Humboldt University, Berlin, Germany

SFB 649 Discussion Papers

Contact information of Sonderforschungsbereich 649, Humboldt University, Berlin, Germany:
Postal: Spandauer Str. 1,10178 Berlin
Phone: +49-30-2093-5708
Fax: +49-30-2093-5617
Email:
Web page: 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

2007

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!]
SFB649DP2007-002 Robust Risk Management. Accounting for Nonstationarity and Heavy Tails
by Ying Chen & Vladimir Spokoiny [Downloadable!]
SFB649DP2007-001 Trade Liberalisation, Process and Product Innovation, and Relative Skill Demand
by Sebastian Braun [Downloadable!]

2006

SFB649DP2006-089 Biases in Estimates of the Smoking Wage Penalty
by Silke Anger & Michael Kvasnicka [Downloadable!]
SFB649DP2006-088 Imitation with Intention and Memory: an Experiment
by Astrid Matthey [Downloadable!]
SFB649DP2006-087 What kind of shock was it? Regional Integration and Structural Change in Germany after Unification
by Michael C. Burda [Downloadable!]
SFB649DP2006-086 Overreaction and Multiple Tail Dependence at the High-frequency Level — The Copula Rose
by Wing Lon Ng [Downloadable!]
SFB649DP2006-085 Relational Contracts and Inequity Aversion
by Jenny Kragl & Julia Schmid [Downloadable!]
SFB649DP2006-084 PLS Path Modeling – A Software Review
by Dirk Temme & Henning Kreis & Lutz Hildebrandt [Downloadable!]
SFB649DP2006-083 Formative Measurement Models in Covariance Structure Analysis: Specification and Identification
by Dirk Temme & Lutz Hildebrandt [Downloadable!]
SFB649DP2006-082 Probleme der Validierung mit Strukturgleichungsmodellen
by Lutz Hildebrandt & Dirk Temme [Downloadable!]
SFB649DP2006-081 Compactness in Spaces of Inner Regular Measures and a General Portmanteau Lemma
by Volker Krätschmer [Downloadable!]
SFB649DP2006-080 The Uniqueness of Extremum Estimation
by Volker Krätschmer [Downloadable!]
SFB649DP2006-079 Do Individuals Recognize Cascade Behavior of Others? - An Experimental Study -
by Tim Grebe & Julia Schmid & Andreas Stiehler [Downloadable!]
SFB649DP2006-078 GHICA - Risk Analysis with GH Distributions and Independent Components
by Ying Chen & Wolfgang Härdle & Vladimir Spokoiny [Downloadable!]
SFB649DP2006-077 Estimation of Default Probabilities with Support Vector Machines
by Shiyi Chen & Wolfgang Härdle & Rouslan Moro [Downloadable!]
SFB649DP2006-076 Convenience Yields for CO2 Emission Allowance Futures Contracts
by Szymon Borak & Wolfgang Härdle & Stefan Trück & Rafal Weron [Downloadable!]
SFB649DP2006-075 Inhomogeneous Dependency Modelling with Time Varying Copulae
by Enzo Giacomini & Wolfgang Härdle & Ekaterina Ignatieva & Vladimir Spokoiny [Downloadable!]
SFB649DP2006-074 Multiple Disorder Problems for Wiener and Compound Poisson Processes With Exponential Jumps
by Pavel Gapeev [Downloadable!]
SFB649DP2006-073 Real Balance Effects, Timing and Equilibrium Determination
by Christian Stoltenberg [Downloadable!]
SFB649DP2006-072 Optimal Interest Rate Stabilization in a Basic Sticky-Price Model
by Matthias Paustian & Christian Stoltenberg [Downloadable!]
SFB649DP2006-071 Color Harmonization in Car Manufacturing Process
by Anton Andriyashin & Michal Benko & Wolfgang Härdle & Roman Timofeev & Uwe Ziegenhagen [Downloadable!]
SFB649DP2006-070 The Welfare Enhancing Effects of a Selfish Government in the Presence of Uninsurable, Idiosyncratic Risk
by R. Anton Braun & Harald Uhlig [Downloadable!]
SFB649DP2006-069 Constrained General Regression in Pseudo-Sobolev Spaces with Application to Option Pricing
by Zdenek Hlavka & Michal Pesta [Downloadable!]
SFB649DP2006-068 Integral Options in Models with Jumps
by Pavel V. Gapeev [Downloadable!]
SFB649DP2006-067 Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break
by Carsten Trenkler & Pentti Saikkonen & Helmut Lütkepohl [Downloadable!]
SFB649DP2006-066 Pension Sytems and the Allocation of Macroeconomic Risk
by Lans Bovenberg & Harald Uhlig [Downloadable!]
SFB649DP2006-065 Forecasting Euro-Area Variables with German Pre-EMU Data
by Ralf Brüggemann & Helmut Lütkepohl & Massimiliano Marcellino [Downloadable!]
SFB649DP2006-064 Common and Uncommon Sources of Growth in Asia Pacific
by Enzo Weber [Downloadable!]
SFB649DP2006-063 Robust Optimization of Consumption with Random Endowment
by Wiebke Wittmüß [Downloadable!]
SFB649DP2006-062 On the Difficulty to Design Arabic E-learning System in Statistics
by Taleb Ahmad & Wolfgang Härdle & Julius Mungo [Downloadable!]
SFB649DP2006-061 A Control Approach to Robust Utility Maximization with Logarithmic Utility and Time-Consistent Penalties
by Daniel Hernandez–Hernandez & Alexander Schied [Downloadable!]
SFB649DP2006-060 On Maximal Inequalities for some Jump Processes
by Pavel V. Gapeev [Downloadable!]
SFB649DP2006-059 Discounted Optimal Stopping for Maxima of some Jump-Diffusion Processes
by Pavel V. Gapeev [Downloadable!]
SFB649DP2006-058 Perpetual Barrier Options in Jump-Diffusion Models
by Pavel V. Gapeev [Downloadable!]
SFB649DP2006-057 Discounted Optimal Stopping for Maxima in Diffusion Models with Finite Horizon
by Pavel V. Gapeev [Downloadable!]
SFB649DP2006-056 The Euro and the Transatlantic Capital Market Leadership: A Recursive Cointegration Analysis
by Enzo Weber [Downloadable!]
SFB649DP2006-055 Reassessing Intergenerational Mobility in Germany and the United States: The Impact of Differences in Lifecycle Earnings Patterns
by Thorsten Vogel [Downloadable!]
SFB649DP2006-054 On the Coexistence of Banks and Markets
by Hans Gersbach & Harald Uhlig [Downloadable!]
SFB649DP2006-053 Governance: Who Controls Matters
by Bruno Deffains & Dominique Demougin [Downloadable!]
SFB649DP2006-052 Forecasting the Term Structure of Variance Swaps
by Kai Detlefsen & Wolfgang Härdle [Downloadable!]
SFB649DP2006-051 Regression methods in pricing American and Bermudan options using consumption processes
by Denis Belomestny & Grigori N. Milstein & Vladimir Spokoiny [Downloadable!]
SFB649DP2006-050 Robust Econometrics
by Pavel Cizek & Wolfgang Härdle [Downloadable!]
SFB649DP2006-049 The Influence of Information Costs on the Integration of Financial Markets: Northern Europe, 1350-1560
by Oliver Volckart [Downloadable!]
SFB649DP2006-048 The Anglo-German Industrial Productivity Paradox, 1895-1938: A Restatement and a Possible Resolution
by Albrecht Ritschl [Downloadable!]
SFB649DP2006-047 The Division of Ownership in New Ventures
by Dominique Demougin & Oliver Fabel [Downloadable!]
SFB649DP2006-046 Produktdiversifizierung: Haben die ostdeutschen Unternehmen den Anschluss an den Westen geschafft? – Eine vergleichende Analyse mit Mikrodaten der amtlichen Statistik
by Bernd Görzig & Martin Gornig & Axel Werwatz [Downloadable!]
SFB649DP2006-045 Firm Specific Wage Spread in Germany - Decomposition of regional differences in inter firm wage dispersion
by Bernd Görzig & Martin Gornig & Axel Werwatz [Downloadable!]
SFB649DP2006-044 East Germany’s Wage Gap: A non-parametric decomposition based on establishment characteristics
by Bernd Görzig & Martin Gornig & Axel Werwatz [Downloadable!]
SFB649DP2006-043 An Iteration Procedure for Solving Integral Equations Related to Optimal Stopping Problems
by Denis Belomestny & Pavel V. Gapeev [Downloadable!]
SFB649DP2006-041 Forward and reverse representations for Markov chains
by Grigori Milstein & John Schoenmakers & Vladimir Spokoiny [Downloadable!]
SFB649DP2006-039 Macroeconomic Integration in Asia Pacific: Common Stochastic Trends and Business Cycle Coherence
by Enzo Weber [Downloadable!]
SFB649DP2006-038 Adaptive Simulation Algorithms for Pricing American and Bermudian Options by Local Analysis of Financial Market
by Denis Belomestny & Grigori Milstein [Downloadable!]
SFB649DP2006-037 A jump-diffusion Libor model and its robust calibration
by Denis Belomestny & John Schoenmakers [Downloadable!]
SFB649DP2006-036 Spatial aggregation of local likelihood estimates with applications to classification
by Denis Belomestny & Vladimir Spokoiny [Downloadable!]
SFB649DP2006-035 Spectral calibration of exponential Lévy Models [2]
by Denis Belomestny & Markus Reiß [Downloadable!]
SFB649DP2006-034 Spectral calibration of exponential Lévy Models [1]
by Denis Belomestny & Markus Reiß [Downloadable!]
SFB649DP2006-033 Varying coefficient GARCH versus local constant volatility modeling. Comparison of the predictive power
by Jörg Polzehl & Vladimir Spokoiny [Downloadable!]
SFB649DP2006-032 When did the 2001 recession really start?
by Jörg Polzehl & Vladimir Spokoiny & Catalin Starica [Downloadable!]
SFB649DP2006-031 Exploratory Graphics of a Financial Dataset
by Antony Unwin & Martin Theus & Wolfgang Härdle [Downloadable!]
SFB649DP2006-030 Approximate Solutions to Dynamic Models - Linear Methods
by Harald Uhlig [Downloadable!]
SFB649DP2006-029 Tail Conditional Expectation for vector-valued Risks
by Imen Bentahar [Downloadable!]
SFB649DP2006-028 Technological Choice under Organizational Diseconomies of Scale
by Dominique Demougin & Anja Schöttner [Downloadable!]
SFB649DP2006-027 Institutional Competition, Political Process and Holdup
by Bruno Deffains & Dominique Demougin [Downloadable!]
SFB649DP2006-026 External Shocks, U.S. Monetary Policy and Macroeconomic Fluctuations in Emerging Markets
by Bartosz Mackowiak [Downloadable!]
SFB649DP2006-025 Macroeconomic Regime Switches and Speculative Attacks
by Bartosz Mackowiak [Downloadable!]
SFB649DP2006-024 e-Learning Statistics - A Selective Review
by Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen [Downloadable!]
SFB649DP2006-023 How Far Are We From The Slippery Slope? The Laffer Curve Revisited
by Mathias Trabandt & Harald Uhlig [Downloadable!]
SFB649DP2006-022 Barrier Option Hedging under Constraints: A Viscosity Approach
by Imen Bentahar & Bruno Bouchard [Downloadable!]
SFB649DP2006-021 Finite Sample Properties of Impulse Response Intervals in SVECMs with Long-Run Identifying Restrictions
by Ralf Brüggemann [Downloadable!]
SFB649DP2006-020 Time Dependent Relative Risk Aversion
by Enzo Giacomini & Michael Handel & Wolfgang K. Härdle [Downloadable!]
SFB649DP2006-019 Cheap Talk in the Classroom
by Lydia Mechtenberg [Downloadable!]
SFB649DP2006-018 The Bologna Process: How Student Mobility Affects Multi-Cultural Skills and Educational Quality
by Lydia Mechtenberg & Roland Strausz [Downloadable!]
SFB649DP2006-017 Estimation with the Nested Logit Model: Specifications and Software Particularities
by Nadja Silberhorn & Yasemin Boztug & Lutz Hildebrandt [Downloadable!]
SFB649DP2006-016 Fiscal Policy Effects in the European Union
by Andreas Thams [Downloadable!]
SFB649DP2006-015 Graphical Data Representation in Bankruptcy Analysis
by Wolfgang Härdle & Rouslan Moro & Dorothea Schäfer [Downloadable!]
SFB649DP2006-014 Core Labour Standards and FDI: Friends or Foes? The Case of Child Labour
by Sebastian Braun [Downloadable!]
SFB649DP2006-013 Penalties and Optimality in Financial Contracts: Taking Stock
by Michel A. Robe & Eva-Maria Steiger & Pierre-Armand Michel [Downloadable!]
SFB649DP2006-012 Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms
by Carsten Trenkler [Downloadable!]
SFB649DP2006-011 VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings
by Ralf Brüggemann & Wolfgang Härdle & Julius Mungo & Carsten Trenkler [Downloadable!]
SFB649DP2006-010 Common Functional Principal Components
by Michal Benko & Wolfgang Härdle & Alois Kneip [Downloadable!]
SFB649DP2006-009 Institutions, Bargaining Power and Labor Shares
by Benjamin Bental & Dominique Demougin [Downloadable!]
SFB649DP2006-008 Economic Growth of Agglomerations and Geographic Concentration of Industries – Evidence for Germany
by Kurt Geppert & Martin Gornig & Axel Werwatz [Downloadable!]
SFB649DP2006-006 A Combined Approach for Segment-Specific Analysis of Market Basket Data
by Yasemin Boztug & Thomas Reutterer [Downloadable!]
SFB649DP2006-005 British Interest Rate Convergence between the US and Europe: A Recursive Cointegration Analysis
by Enzo Weber [Downloadable!]
SFB649DP2006-004 Regional Labor Markets, Network Externalities and Migration: The Case of German Reunification
by Harald Uhlig [Downloadable!]
SFB649DP2006-003 On the Appropriateness of Inappropriate VaR Models
by Wolfgang Härdle & Zdenek Hlavka & Gerhard Stahl [Downloadable!]
SFB649DP2006-002 Calibration Design of Implied Volatility Surfaces
by Kai Detlefsen & Wolfgang Härdle [Downloadable!]
SFB649DP2006-001 Calibration Risk for Exotic Options
by Kai Detlefsen & Wolfgang Härdle [Downloadable!]

2005

SFB649DP2006-040 In Search of Non-Gaussian Components of a High-Dimensional Distribution
by Gilles Blanchard & Motoaki Kawanabe & Masashi Sugiyama & Vladimir Spokoiny & Klaus-Robert Müller [Downloadable!]
SFB649DP2006-007 Robust Utility Maximization in a Stochastic Factor Model
by Daniel Hernandez–Hernandez & Alexander Schied [Downloadable!]
SFB649DP2005-064 Worldscope meets Compustat: A Comparison of Financial Databases
by Christian Weiner & Niels Ulbricht [Downloadable!]
SFB649DP2005-063 The Conglomerate Discount in Germany and the Relationship to Corporate Governance
by Christian Weiner [Downloadable!]
SFB649DP2005-062 The Impact of Industry Classification Schemes on Financial Research
by Christian Weiner [Downloadable!]
SFB649DP2005-061 How much of the Macroeconomic Variation in Eastern Europe is Attributable to External Shocks?
by Bartosz Mackowiak [Downloadable!]
SFB649DP2005-060 Portfolio Value at Risk Based on Independent Components Analysis
by Ying Chen & Wolfgang Härdle & Vladimir Spokoiny [Downloadable!]
SFB649DP2005-059 What does the Bank of Japan do to East Asia?
by Bartosz Mackowiak [Downloadable!]
SFB649DP2005-058 Integrable e-lements for Statistics Education
by Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen [Downloadable!]
SFB649DP2005-057 An empirical test of theories of price valuation using a semiparametric approach, reference prices, and accounting for heterogeneity
by Yasemin Boztug & Lutz Hildebrandt [Downloadable!]
SFB649DP2005-056 Stock Markets and Business Cycle Comovement in Germany before World War I: Evidence from Spectral Analysis
by Albrecht Ritschl & Martin Uebele [Downloadable!]
SFB649DP2005-054 Aid Effectiveness and Limited Enforceable Conditionality
by Almuth Scholl [Downloadable!]
SFB649DP2005-053 Explicit characterization of the super-replication strategy in financial markets with partial transaction costs
by Imen Bentahar & Bruno Bouchard [Downloadable!]
SFB649DP2005-052 Relational Contracts and Job Design
by Anja Schöttner [Downloadable!]
SFB649DP2005-051 Optimal Investments for Risk- and Ambiguity-Averse Preferences: A Duality Approach
by Alexander Schied [Downloadable!]
SFB649DP2005-050 Do Factor Shares Reflect Technology?
by Benjamin Bental & Dominique Demougin [Downloadable!]
SFB649DP2005-049 Courtesy and Idleness: Gender Differences in Team Work and Team Competition
by Radosveta Ivanova-Stenzel & Dorothea Kübler [Downloadable!]
SFB649DP2005-048 Zeitarbeit in Deutschland: Trends und Perspektiven
by Michael C. Burda & Michael Kvasnicka [Downloadable!]
SFB649DP2005-047 Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration
by Lijian Yang & Byeong U. Park & Lan Xue & Wolfgang Härdle [Downloadable!]
SFB649DP2005-046 Paternal Uncertainty and the Economics of Mating, Marriage, and Parental Investment in Children
by Dirk Bethmann & Michael Kvasnicka [Downloadable!]
SFB649DP2005-045 Labour Market Dynamics in Germany: Hirings, Separations, and Job-to-Job Transitions over the Business Cycle
by Ronald Bachmann [Downloadable!]
SFB649DP2005-044 A Software Framework for Data Based Analysis
by Markus Krätzig [Downloadable!]
SFB649DP2005-043 On Local Times of Ranked Continuous Semimartingales;Application to Portfolio Generating Functions
by Raouf Ghomrasni [Downloadable!]
SFB649DP2005-042 Bank finance versus bond finance: what explains the differences between US and Europe?
by Fiorella De Fiore & Harald Uhlig [Downloadable!]
SFB649DP2005-041 Fixed-Prize Tournaments versus First-Price Auctions in Innovation Contests
by Anja Schöttner [Downloadable!]
SFB649DP2005-039 What are the Effects of Fiscal Policy Shocks?
by Andrew Mountford & Harald Uhlig [Downloadable!]
SFB649DP2005-038 Discretisation of Stochastic Control Problems for Continuous Time Dynamics with Delay
by Markus Fischer & Markus Reiss [Downloadable!]
SFB649DP2005-037 New Evidence on the Puzzles. Results from Agnostic Identification on Monetary Policy and Exchange Rates
by Almuth Scholl & Harald Uhlig [Downloadable!]
SFB649DP2005-036 Getting Used to Risks: Reference Dependence and Risk Inclusion
by Astrid Matthey [Downloadable!]
SFB649DP2005-035 Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe
by Ralf Brüggemann & Helmut Lütkepohl [Downloadable!]
SFB649DP2005-034 Skill mismatch in equilibrium unemployment
by Ronald Bachmann [Downloadable!]
SFB649DP2005-033 Notes on an Endogenous Growth Model with two Capital Stocks II: The Stochastic Case
by Dirk Bethmann [Downloadable!]
SFB649DP2005-032 Working Time as an Investment? – The Effects of Unpaid Overtime on Wages, Promotions and Layoffs
by Silke Anger [Downloadable!]
SFB649DP2005-031 Does Temporary Agency Work Provide a Stepping Stone to Regular Employment?
by Michael Kvasnicka [Downloadable!]
SFB649DP2005-030 The Shannon Information of Filtrations and the Additional Logarithmic Utility of Insiders
by Stefan Ankirchner & Steffen Dereich & Peter Imkeller [Downloadable!]
SFB649DP2005-029 Utility duality under additional information: conditional measures versus filtration enlargements
by Stefan Ankirchner [Downloadable!]
SFB649DP2005-028 A Market Basket Analysis Conducted with a Multivariate Logit Model
by Yasemin Boztug & Lutz Hildebrandt [Downloadable!]
SFB649DP2005-027 Money Demand and Macroeconomic Stability Revisited
by Andreas Schabert & Christian Stoltenberg [Downloadable!]
SFB649DP2005-026 Projection Pursuit for Exploratory Supervised Classification
by Eun-Kyung Lee & Dianne Cook & Sigbert Klinke & Thomas Lumley [Downloadable!]
SFB649DP2005-025 Duality theory for optimal investments under model uncertainty
by Alexander Schied & Ching-Tang Wu [Downloadable!]
SFB649DP2005-024 Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach
by Oliver Blaskowitz & Helmut Herwartz & Gonzalo de Cadenas Santiago [Downloadable!]
SFB649DP2005-022 DSFM fitting of Implied Volatility Surfaces
by Szymon Borak & Matthias Fengler & Wolfgang Härdle [Downloadable!]
SFB649DP2005-021 Dynamics of State Price Densities
by Wolfgang Härdle & Zdenek Hlavka [Downloadable!]
SFB649DP2005-020 A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics
by Matthias Fengler & Wolfgang Härdle & Enno Mammen [Downloadable!]
SFB649DP2005-019 Arbitrage-Free Smoothing of the Implied Volatility Surface
by Matthias R. Fengler [Downloadable!]
SFB649DP2005-018 Yxilon – a Modular Open-Source Statistical Programming Language
by Sigbert Klinke & Uwe Ziegenhagen & Yuval Guri [Downloadable!]
SFB649DP2005-017 A two state model for noise-induced resonance in bistable systems with delay
by Markus Fischer & Peter Imkeller [Downloadable!]
SFB649DP2005-016 Common functional component modelling
by Michal Benko & Alois Kneip [Downloadable!]
SFB649DP2005-015 Robust estimation of dimension reduction space
by Pavel Cizek & Wolfgang Härdle [Downloadable!]
SFB649DP2005-014 Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary, and Poland
by Ralf Brüggemann & Carsten Trenkler [Downloadable!]
SFB649DP2005-013 Nonparametric Productivity Analysis
by Wolfgang Härdle & Seok-Oh Jeong [Downloadable!]
SFB649DP2005-012 Common Functional Implied Volatility Analysis
by Michal Benko & Wolfgang Härdle [Downloadable!]
SFB649DP2005-011 FFT Based Option Pricing
by Szymon Borak & Kai Detlefsen & Wolfgang Härdle [Downloadable!]
SFB649DP2005-010 Working with the XQC
by Wolfgang Härdle & Heiko Lehmann [Downloadable!]
SFB649DP2005-009 Predicting Bankruptcy with Support Vector Machines
by Wolfgang Härdle & Rouslan A. Moro & Dorothea Schäfer [Downloadable!]
SFB649DP2005-008 Stable Distributions
by Szymon Borak & Wolfgang Härdle & Rafal Weron [Downloadable!]
SFB649DP2005-007 Implied Trinomial Trees
by Pavel Cizek & Karel Komorad [Downloadable!]
SFB649DP2005-006 Conditional and Dynamic Convex Risk Measures
by Kai Detlefsen & Giacomo Scandolo [Downloadable!]
SFB649DP2005-005 An optimal stopping problem in a diffusion-type model with delay
by Pavel V. Gapeev & Markus Reiß [Downloadable!]
SFB649DP2005-004 Value-at-Risk Calculations with Time Varying Copulae
by Enzo Giacomini & Wolfgang Härdle [Downloadable!]
SFB649DP2005-003 Competitive Risk Sharing Contracts with One-Sided Commitment
by Dirk Krueger & Harald Uhlig [Downloadable!]
SFB649DP2005-002 Selecting Comparables for the Valuation of European Firms
by Ingolf Dittmann & Christian Weiner [Downloadable!]

2004

SFB649DP2006-042 Discussion of "The Source of Historical Economic Fluctuations: An Analysis using Long-Run Restrictions" by Neville Francis and Valerie A. Ramey
by Harald Uhlig [Downloadable!]
SFB649DP2005-040 Optimal Sticky Prices under Rational Inattention
by Bartosz Mackowiak & Mirko Wiederholt [Downloadable!]
SFB649DP2005-001 Nonparametric Risk Management with Generalized Hyperbolic Distributions
by Ying Chen & Wolfgang Härdle & Seok-Oh Jeong [Downloadable!]

2003

SFB649DP2005-023 Towards a Monthly Business Cycle Chronology for the Euro Area
by Emanuel Mönch & Harald Uhlig [Downloadable!]

2002

SFB649DP2005-055 Limited Enforceable International Loans, International Risk Sharing and Trade
by Almuth Scholl [Downloadable!]

More pages of listings: 0|1

Access and download statistics

Did you know? To receive notification of recent additions to the database, subscribe to the free NEP reports.

This page was last updated on 2010-1-6.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.