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Publications

by members of

Universität Münster → Wirtschaftswissenschaftliche Fakultät → Center for Quantitative Economics (CQE)

University of Munster → School of Business and Economics

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 institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters |

Working papers

2025

  1. Simon Haastert & Christian Schluter & Mark Trede, 2025, "Inequality Measurement - A unifying framework for dynamics, multidimensionality, and uncertainty," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 11125, Jan.
  2. von Auer, Ludwig & Trede, Mark, 2025, "Decomposing the Urbanization of Employment: A New Measure," VfS Annual Conference 2025 (Cologne): Revival of Industrial Policy, Verein für Socialpolitik / German Economic Association, number 325426.

2024

  1. Nicole Branger & Mark Trede & Bernd Wilfling, 2024, "Extracting stock-market bubbles from dividend futures," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 10724, Aug.
  2. Stella Martin & Kevin Stabenow & Mark Trede, 2024, "Measurement Error in Earnings," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 10824, Sep.
  3. Christian Schluter & Mark Trede, 2024, "Spatial earnings inequality," Post-Print, HAL, number hal-04678689, Jan, DOI: 10.1007/s10888-023-09616-3.

2023

  1. Verena Monschang & Mark Trede & Bernd Wilfling, 2023, "Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 10623, Nov.

2022

  1. Guljanov, Gaygysyz & Mutschler, Willi & Trede, Mark, 2022, "Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve," Dynare Working Papers, CEPREMAP, number 78, Dec.
  2. Ludwig von Auer & Mark Trede, 2022, "Urbanization in Industrialized Countries: Appearances Are Deceptive," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 9822, Apr.
  3. Verena Monschang & Bernd Wilfling, 2022, "A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 9722, Mar.
  4. Bjoern Schulte-Tillman & Mawuli Segnon & Bernd Wilfling, 2022, "Financial-market volatility prediction with multiplicative Markov-switching MIDAS components," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 9922, Jun.
  5. Mawuli Segnon & Rangan Gupta & Bernd Wilfling, 2022, "Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 202203, Jan.

2020

  1. Ulrich Pfister, 2020, "Urban population in Germany, 1500 - 1850," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 9020, Apr.
  2. Burkhard Heer & Mark Trede, 2020, "Age-Specific Entrepreneurship and PAYG Public Pensions in Germany," CESifo Working Paper Series, CESifo, number 8439.
  3. Mark Trede & Michael Zimmermann, 2020, "Regional labour migration - Stylized facts for Germany," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 9320, Sep.

2019

  1. T. Philipp Dybowski & Bernd Kempa, 2019, "The ECB’s monetary pillar after the financial crisis," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 8519, Jul.
  2. Martin T. Bohl & Nicole Branger & Mark Trede, 2019, "Measurement Errors in Index Trader Positions Data: Is the Price Pressure Hypothesis Still Invalid?," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 8019, Mar.
  3. Christian Schluter & Mark Trede, 2019, "Size distributions reconsidered," Post-Print, HAL, number hal-01994353, Jul, DOI: 10.1080/07474938.2017.1417732.
  4. Verena Monschang & Bernd Wilfling, 2019, "Sup-ADF-style bubble-detection methods under test," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 7819, Feb.

2018

  1. Hakon Albers & Ulrich Pfister & Martin Uebele, 2018, "The Great Moderation of Grain Price Volatility: Market Integration vs. Climate Change, Germany, 1650–1790," Working Papers, European Historical Economics Society (EHES), number 0135, Aug.
  2. Till Weigt & Bernd Wilfling, 2018, "An approach to increasing forecast-combination accuracy through VAR error modeling," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 6818, Feb.
  3. Mawuli Segnon & Stelios Bekiros & Bernd Wilfling, 2018, "Forecasting Inflation Uncertainty in the G7 Countries," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 7118, Mar.

2017

  1. S. H. Ayhan & K. Gatskova & H. Lehmann, 2017, "The impact of non-cognitive skills and risk preferences on rural-to-urban migration: Evidence from Ukraine," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1106, Sep.
  2. Martina Danielova Zaharieva & Mark Trede & Bernd Wilfling, 2017, "Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 6217, Jun.
  3. Mawuli Segnon & Mark Trede, 2017, "Forecasting Market Risk of Portfolios: Copula-Markov Switching Multifractal Approach," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 6617, Sep.
  4. Benedikt Rotermann & Bernd Wilfling, 2017, "A new stock-price bubble with stochastically deflating trajectories," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 5817, Jan.
  5. Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta, 2017, "Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 6117, May.

2016

  1. Milena Nikolova & Sinem Ayhan, 2016, "Your Spouse Is Fired! How Much Do You Care?," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 891.
  2. Sarah Meyer & Mark Trede, 2016, "Explosive earnings dynamics: Whoever has will be given more," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 4716, Apr.
  3. Ludwig von Auer & Andranik Stepanyan & Mark Trede, 2016, "Classifying Industries Into Types of Relative Concentration," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 5516, Sep.
  4. Christian Schluter & Mark Trede, 2016, "Weak convergence to the Student and Laplace distributions," Post-Print, HAL, number hal-01447853, Mar, DOI: 10.1017/jpr.2015.13.
  5. Martin T. Bohl & Gerrit Reher & Bernd Wilfling, 2016, "Short selling constraints and stock returns volatility: empirical evidence from the German stock market," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 4516, Jan.
  6. Till Weigt & Bernd Wilfling, 2016, "A new combination approach to reducing forecast errors with an application to volatility forecasting," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 4616, Apr.

2015

  1. Ayhan, Sinem H., 2015, "Evidence of Added Worker Effect from the 2008 Economic Crisis," IZA Discussion Papers, IZA Network @ LISER, number 8937, Mar.
  2. Ayhan, Sinem H. & Pelek, Selin, 2015, "State Dependence in Welfare Benefits in a Non-Welfare Context," IZA Discussion Papers, IZA Network @ LISER, number 9551, Dec.
  3. Martin T. Bohl & Nicole Branger & Mark Trede, 2015, "The Case of Herding ist Stronger than You Think," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 3715, Jan.
  4. Andranik Stepanyan & Ludwig von Auer & Mark Trede, 2015, "Regional Concentration and Confidence Regions," ERSA conference papers, European Regional Science Association, number ersa15p564, Oct.
  5. Benedikt Rotermann & Bernd Wilfling, 2015, "Estimating rational stock-market bubbles with sequential Monte Carlo methods," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 4015, May.

2014

  1. Ayhan, Sinem H., 2014, "How Do Married Women Respond When Their Husbands Lose Their Jobs? Evidence from Turkey During the Recent Crisis," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100387.
  2. Tino Berger & Bernd Kempa, 2014, "Time-varying equilibrium rates in small open economies: Evidence for Canada," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 3414, Oct.
  3. Ludwig von Auer & Mark Trede, 2014, "Markets with Technological Progress: Pricing Quality, and Novelty," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 3014, Mar.
  4. Martin T. Bohl & Jeanne Diesteldorf & Christian A. Salm & Bernd Wilfling, 2014, "Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 3514, Oct.

2013

  1. Michael Kopsidis & Ulrich Pfister, 2013, "Agricultural development during early industrialization in a low-wage economy: Saxony, c. 1790-1830," Working Papers, European Historical Economics Society (EHES), number 0039, Jun.
  2. Riedel, Jana, 2013, "Real interest rate convergence among G7 countries," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79928.
  3. Christian Schluter & Mark Trede, 2013, "Gibrat, Zipf, Fisher and Tippett: City Size and Growth Distributions Reconsidered," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 2713, Sep.
  4. Benedikt Rotermann & Bernd Wilfling, 2013, "Periodically collapsing Evans bubbles and stock-price volatility," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 2813, Nov.

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, European Historical Economics Society (EHES), number 0017, Apr.
  2. Marc Lammerding & Patrick Stephan & Mark Trede & Bernd Wilfling, 2012, "Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 2312, Jun.
  3. Sarah Meyer & Mark Trede, 2012, "Eliciting earnings risk from labor and capital income," Norface Discussion Paper Series, Norface Research Programme on Migration, Department of Economics, University College London, number 2012039, Nov.

2011

  1. Christian Schluter & Mark Trede, 2011, "Estimating Continuous-Time Income Models," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 1811, Jan.
  2. Christian Schluter & Mark Trede, 2011, "Weak convergence to the t-distribution," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 2111, Oct.
  3. Gerrit Reher & Bernd Wilfling, 2011, "Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 1711, Jan.
  4. Max Meulemann & Martin Uebele & Bernd Wilfling, 2011, "The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 2011, Feb.

2010

  1. 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, Ghent University, Faculty of Economics and Business Administration, number 10/643, Feb.
  2. Ulrich Pfister, 2010, "Consumer prices and wages in Germany, 1500 - 1850," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 1510, Sep.
  3. Ulrich Pfister & Georg Fertig, 2010, "The population history of Germany: research strategy and preliminary results," MPIDR Working Papers, Max Planck Institute for Demographic Research, Rostock, Germany, number WP-2010-035, DOI: 10.4054/MPIDR-WP-2010-035.
  4. Ralf Brüggemann & Jana Riedel, 2010, "Nonlinear Interest Rate Reaction Functions for the UK," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2010-15, Dec.
  5. Ludwig von Auer & Mark Trede, 2010, "The Dynamics of Brand Equity: A Hedonic Regression Approach to the Laser Printer Market," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 1210, Mar.
  6. Friedrich Geiecke & Mark Trede, 2010, "A Direct Test of Rational Bubbles," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 1310, Mar.
  7. Gerrit Reher & Bernd Wilfling, 2010, "An exact pricing formula for European call options on zero-coupon bonds in the run-up to a currency union," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 1010, Jan.

2009

  1. Tino Berger & Bernd Kempa, 2009, "A new approach to estimating equilibrium exchange rates for small open economies: The case of Canada," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 0509, Aug.
  2. Nael Al-Anaswah & Bernd Wilfling, 2009, "Identification of speculative bubbles using state-space models with Markov-switching," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 0309, Sep.
  3. Martin T. Bohl & Christian A. Salm & Bernd Wilfling, 2009, "Do Individual Index Futures Investors Destabilize the Underlying Spot Market?," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 0609, Oct.

2006

  1. Hartmann, Daniel & Kempa, Bernd & Pierdzioch, Christian, 2006, "Economic and Financial Crises and the Predictability of U.S. Stock Returns," MPRA Paper, University Library of Munich, Germany, number 561, Oct.
  2. Hoffmann, Mathias & Kempa, Bernd, 2006, "The Poole analysis in the new open economy macroeconomic framework," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 06-08.

2004

  1. Wilfling, Bernd & Trede, Mark, 2004, "Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 267.

2003

  1. Kempa, Bernd, 2003, "An oversimplified inquiry into the sources of exchange rate variability," IBES Diskussionsbeiträge, University of Duisburg-Essen, Institute of Business and Economic Studie (IBES), number 129.
  2. Antzoulatos, Angelos A. & Wilfling, Bernd, 2003, "Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany," Discussion Paper Series, Hamburg Institute of International Economics, number 26169, DOI: 10.22004/ag.econ.26169.
  3. Antzoulatos, Angelos A. & Wilfling, Bernd, 2003, "Exchange and Interest Rates prior to EMU: The Case of Greece," Discussion Paper Series, Hamburg Institute of International Economics, number 26325, DOI: 10.22004/ag.econ.26325.

2001

  1. Wilfling, Bernd, 2001, "Since When Have FOREX Markets Incorporated EMU into Currency Pricing? Evidence from Four Exchange Rate Series," Discussion Paper Series, Hamburg Institute of International Economics, number 26136, DOI: 10.22004/ag.econ.26136.
  2. Wilfling, Bernd, 2001, "The Convergence of International Interest Rates Prior to Monetary Union," Discussion Paper Series, Hamburg Institute of International Economics, number 26165, DOI: 10.22004/ag.econ.26165.
  3. Wilfling, Bernd, 2001, "Interest Rate Volatility Prior to Monetary Union Under Alternative Pre-Switch Regimes," Discussion Paper Series, Hamburg Institute of International Economics, number 26277, DOI: 10.22004/ag.econ.26277.

1997

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

1996

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

1995

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

1994

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

Journal articles

2026

  1. Kempa, Bernd & Zou, Feina, 2026, "Estimation of the natural interest rate under monetary policy smoothing," Journal of Macroeconomics, Elsevier, volume 88, issue C, DOI: 10.1016/j.jmacro.2026.103761.
  2. Verena Monschang & Mark Trede & Bernd Wilfling, 2026, "Multi-Horizon Uniform Superior Predictive Ability Revisited," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 44, issue 3, pages 897-903, July, DOI: 10.1080/07350015.2025.2569479.

2025

  1. Albers Hakon & Pfister Ulrich, 2025, "Food Crises in Germany, 1500–1871," Jahrbuch für Wirtschaftsgeschichte / Economic History Yearbook, De Gruyter, volume 66, issue 1, pages 267-309, DOI: 10.1515/jbwg-2025-0010.
  2. Verena Monschang & Bernd Wilfling, 2025, "Formalizing a Postprocessing Procedure for Linear–Convex Combination Forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., volume 44, issue 4, pages 1280-1293, July, DOI: 10.1002/for.3229.

2024

  1. Dubbert, Tore & Kempa, Bernd, 2024, "Nowcasting the output gap with shadow rates," Economics Letters, Elsevier, volume 236, issue C, DOI: 10.1016/j.econlet.2024.111583.
  2. Börger, Carina & Kempa, Bernd, 2024, "Real exchange rate convergence in the euro area: Evidence from a dynamic factor model," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 213-224, DOI: 10.1016/j.iref.2023.07.071.
  3. Pfister Ulrich & Fertig Georg, 2024, "Demographic Data for the Pre-Statistical Age (Late Sixteenth Century to 1870)," German Economic Review, De Gruyter, volume 25, issue 4, pages 255-273, DOI: 10.1515/ger-2024-0064.
  4. Christian Schluter & Mark Trede, 2024, "Spatial earnings inequality," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 22, issue 3, pages 531-550, September, DOI: 10.1007/s10888-023-09616-3.
  5. Segnon, Mawuli & Gupta, Rangan & Wilfling, Bernd, 2024, "Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks," International Journal of Forecasting, Elsevier, volume 40, issue 1, pages 29-43, DOI: 10.1016/j.ijforecast.2022.11.007.

2023

  1. Andrea Beccarini & Bernd Kempa, 2023, "Modelling Time-Varying Heterogeneity in Panel Data as Regime-Switching," Annals of Economics and Statistics, GENES, issue 151, pages 81-120, DOI: 10.2307/48744151.
  2. Berger, Tino & Kempa, Bernd & Zou, Feina, 2023, "The role of macroeconomic uncertainty in the determination of the natural rate of interest," Economics Letters, Elsevier, volume 229, issue C, DOI: 10.1016/j.econlet.2023.111191.
  3. Hüpper, Florian & Kempa, Bernd, 2023, "Inflation targeting and inflation communication of the Federal Reserve: Words and deeds," Journal of Macroeconomics, Elsevier, volume 75, issue C, DOI: 10.1016/j.jmacro.2022.103497.
  4. Albers, Hakon & Pfister, Ulrich, 2023, "State formation and market integration: Germany, 1780–1830," Journal of Comparative Economics, Elsevier, volume 51, issue 2, pages 403-421, DOI: 10.1016/j.jce.2023.01.007.
  5. Heer, Burkhard & Trede, Mark, 2023, "Age-specific entrepreneurship and PAYG: Public pensions in Germany," Journal of Macroeconomics, Elsevier, volume 75, issue C, DOI: 10.1016/j.jmacro.2022.103488.
  6. Masuhr Andreas & Trede Mark, 2023, "Mutual volatility transmission between assets and trading places," Dependence Modeling, De Gruyter, volume 11, issue 1, pages 1-15, DOI: 10.1515/demo-2022-0155.

2022

  1. Pfister, Ulrich, 2022, "Economic Growth in Germany, 1500–1850," The Journal of Economic History, Cambridge University Press, volume 82, issue 4, pages 1071-1107, December.
  2. Martin T. Bohl & Nicole Branger & Mark Trede, 2022, "Measurement errors in index trader positions data: Is the price pressure hypothesis still invalid?," Applied Economic Perspectives and Policy, John Wiley & Sons, volume 44, issue 3, pages 1534-1553, September, DOI: 10.1002/aepp.13186.
  3. Segnon Mawuli & Lau Chi Keung & Wilfling Bernd & Gupta Rangan, 2022, "Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 1, pages 73-98, February, DOI: 10.1515/snde-2019-0009.

2021

  1. Hakon Albers & Ulrich Pfister, 2021, "Climate change, weather shocks, and price convergence in pre-industrial Germany
    [Information from markets near and far: mobile phones and agricultural markets in Niger]    ," European Review of Economic History, European Historical Economics Society, volume 25, issue 3, pages 467-489.
  2. Ulrich Pfister, 2021, "Die Bildung des ersten deutschen Nationalstaats und der Übergang zum modernen Wirtschaftswachstum," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 101, issue 4, pages 247-250, April, DOI: 10.1007/s10273-021-2889-2.
  3. Verena Monschang & Bernd Wilfling, 2021, "Sup-ADF-style bubble-detection methods under test," Empirical Economics, Springer, volume 61, issue 1, pages 145-172, July, DOI: 10.1007/s00181-020-01859-7.
  4. Till Weigt & Bernd Wilfling, 2021, "An approach to increasing forecast‐combination accuracy through VAR error modeling," Journal of Forecasting, John Wiley & Sons, Ltd., volume 40, issue 4, pages 686-699, July, DOI: 10.1002/for.2733.

2020

  1. Sinem H. Ayhan & Selin Pelek, 2020, "State Dependence in Welfare Benefits in a Non‐Welfare Context," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 66, issue 3, pages 711-735, September, DOI: 10.1111/roiw.12445.
  2. Ayhan, Sinem H. & Gatskova, Kseniia & Lehmann, Hartmut, 2020, "The impact of non-cognitive skills and risk preferences on rural-to-urban migration in Ukraine," Journal of Comparative Economics, Elsevier, volume 48, issue 1, pages 144-162, DOI: 10.1016/j.jce.2019.09.001.
  3. Dybowski, T. Philipp & Kempa, Bernd, 2020, "The European Central Bank’s monetary pillar after the financial crisis," Journal of Banking & Finance, Elsevier, volume 121, issue C, DOI: 10.1016/j.jbankfin.2020.105965.
  4. Ulrich Pfister, 2020, "The Crafts–Harley view of German industrialization: an independent estimate of the income side of net national product, 1851–1913," European Review of Economic History, European Historical Economics Society, volume 24, issue 3, pages 502-521.
  5. Ulrich Pfister & Georg Fertig, 2020, "From Malthusian Disequilibrium to the Post-Malthusian Era: The Evolution of the Preventive and Positive Checks in Germany, 1730–1870," Demography, Springer;Population Association of America (PAA), volume 57, issue 3, pages 1145-1170, June, DOI: 10.1007/s13524-020-00872-w.
  6. Jana Riedel, 2020, "On real interest rate convergence among G7 countries," Empirical Economics, Springer, volume 59, issue 2, pages 599-626, August, DOI: 10.1007/s00181-019-01681-w.
  7. Trede, Mark, 2020, "Maximum likelihood estimation of high-dimensional Student-t copulas," Statistics & Probability Letters, Elsevier, volume 159, issue C, DOI: 10.1016/j.spl.2019.108678.
  8. Martina Danielova Zaharieva & Mark Trede & Bernd Wilfling, 2020, "Bayesian semiparametric multivariate stochastic volatility with application," Econometric Reviews, Taylor & Francis Journals, volume 39, issue 9, pages 947-970, October, DOI: 10.1080/07474938.2020.1761152.
  9. Masuhr Andreas & Trede Mark, 2020, "Bayesian estimation of generalized partition of unity copulas," Dependence Modeling, De Gruyter, volume 8, issue 1, pages 119-131, January, DOI: 10.1515/demo-2020-0007.

2019

  1. Milena Nikolova & Sinem H. Ayhan, 2019, "Your spouse is fired! How much do you care?," Journal of Population Economics, Springer;European Society for Population Economics, volume 32, issue 3, pages 799-844, July, DOI: 10.1007/s00148-018-0693-0.
  2. Bernd Kempa & Nazmus Sadat Khan, 2019, "Global Macroeconomic Repercussions of US Trade Restrictions: Evidence from a GVAR Model," International Economic Journal, Taylor & Francis Journals, volume 33, issue 4, pages 649-661, October, DOI: 10.1080/10168737.2019.1657476.
  3. Tino Berger & Bernd Kempa, 2019, "Testing for time variation in the natural rate of interest," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 5, pages 836-842, August, DOI: 10.1002/jae.2698.
  4. Pfister Ulrich, 2019, "The Inequality of Pay in Pre-modern Germany, Late 15th Century to 1889," Jahrbuch für Wirtschaftsgeschichte / Economic History Yearbook, De Gruyter, volume 60, issue 1, pages 209-243, May, DOI: 10.1515/jbwg-2019-0009.
  5. Jana Riedel & Anja Slany, 2019, "The potential of African trade integration – Panel data evidence for the COMESA-EAC-SADC Tripartite," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 28, issue 7, pages 843-872, October, DOI: 10.1080/09638199.2019.1575457.
  6. Ludwig von Auer & Andranik Stepanyan & Mark Trede, 2019, "Classifying industries into types of relative concentration," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 182, issue 3, pages 1017-1037, June, DOI: 10.1111/rssa.12441.
  7. Christian Schluter & Mark Trede, 2019, "Size distributions reconsidered," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 6, pages 695-710, July, DOI: 10.1080/07474938.2017.1417732.

2018

  1. Sinem H. Ayhan, 2018, "Married women’s added worker effect during the 2008 economic crisis—The case of Turkey," Review of Economics of the Household, Springer, volume 16, issue 3, pages 767-790, September, DOI: 10.1007/s11150-016-9358-5.
  2. Bernd Kempa, 2018, "Taylor Rule Reaction Coefficients And Real Exchange Rate Persistence," Bulletin of Economic Research, Wiley Blackwell, volume 70, issue 1, pages 64-73, January, DOI: 10.1111/boer.12108.
  3. T. Philipp Dybowski & Max Hanisch & Bernd Kempa, 2018, "The role of the exchange rate in Canadian monetary policy: evidence from a TVP-BVAR model," Empirical Economics, Springer, volume 55, issue 2, pages 471-494, September, DOI: 10.1007/s00181-017-1305-7.
  4. Bernd Kempa & Helmut Reisen & Hansjörg Herr & Lukas Menkhoff & Friedrich Thieβen & Tommy Jehmlich, 2018, "Der US-Dollar als Leitwährung – alternativlos?
    [The US Dollar as the Leading Currency – No Alternative?]    ," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 98, issue 10, pages 691-710, October, DOI: 10.1007/s10273-018-2355-y.
  5. Pfister Ulrich, 2018, "Real Wages in Germany during the First Phase of Industrialization, 1850-1889," Jahrbuch für Wirtschaftsgeschichte / Economic History Yearbook, De Gruyter, volume 59, issue 2, pages 567-596, May, DOI: 10.1515/jbwg-2018-0019.
  6. Ludwig von Auer & Mark Trede, 2018, "Markets with technological progress: pricing, quality, and novelty," Journal of Economics, Springer, volume 124, issue 2, pages 121-137, June, DOI: 10.1007/s00712-017-0569-x.
  7. Mawuli Segnon & Mark Trede, 2018, "Forecasting market risk of portfolios: copula-Markov switching multifractal approach," The European Journal of Finance, Taylor & Francis Journals, volume 24, issue 14, pages 1123-1143, September, DOI: 10.1080/1351847X.2017.1400453.
  8. Mawuli Segnon & Stelios Bekiros & Bernd Wilfling, 2018, "Forecasting Inflation Uncertainty in the G7 Countries," Econometrics, MDPI, volume 6, issue 2, pages 1-25, April.
  9. Benedikt Rotermann & Bernd Wilfling, 2018, "A new stock-price bubble with stochastically deflating trajectories," Applied Economics Letters, Taylor & Francis Journals, volume 25, issue 15, pages 1091-1096, September, DOI: 10.1080/13504851.2017.1397846.

2017

  1. Hanisch, Max & Kempa, Bernd, 2017, "The international transmission channels of US supply and demand shocks: Evidence from a non-stationary dynamic factor model for the G7 countries," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 70-88, DOI: 10.1016/j.najef.2017.07.001.
  2. Berger, Tino & Grabert, Sibylle & Kempa, Bernd, 2017, "Global macroeconomic uncertainty," Journal of Macroeconomics, Elsevier, volume 53, issue C, pages 42-56, DOI: 10.1016/j.jmacro.2017.05.005.
  3. Kempa, Bernd & Khan, Nazmus Sadat, 2017, "Spillover effects of debt and growth in the euro area: Evidence from a GVAR model," International Review of Economics & Finance, Elsevier, volume 49, issue C, pages 102-111, DOI: 10.1016/j.iref.2017.01.024.
  4. Ulrich Pfister, 2017, "The timing and pattern of real wage divergence in pre-industrial Europe: evidence from Germany, c. 1500–1850," Economic History Review, Economic History Society, volume 70, issue 3, pages 701-729, August.
  5. Chirag Shekhar & Mark Trede, 2017, "Portfolio Optimization Using Multivariate t-Copulas with Conditionally Skewed Margins," Review of Economics & Finance, Better Advances Press, Canada, volume 9, pages 29-41, August.
  6. Bohl, Martin T. & Branger, Nicole & Trede, Mark, 2017, "The case for herding is stronger than you think," Journal of Banking & Finance, Elsevier, volume 85, issue C, pages 30-40, DOI: 10.1016/j.jbankfin.2017.08.006.

2016

  1. Tino Berger & Sibylle Grabert & Bernd Kempa, 2016, "Global and Country-Specific Output Growth Uncertainty and Macroeconomic Performance," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 78, issue 5, pages 694-716, October.
  2. Bernd Kempa & Nazmus Sadat Khan, 2016, "Government debt and economic growth in the G7 countries: are there any causal linkages?," Applied Economics Letters, Taylor & Francis Journals, volume 23, issue 6, pages 440-443, April, DOI: 10.1080/13504851.2015.1080797.
  3. Schüssler, Rainer & Trede, Mark, 2016, "Constructing minimum-width confidence bands," Economics Letters, Elsevier, volume 145, issue C, pages 182-185, DOI: 10.1016/j.econlet.2016.06.013.
  4. Bohl, Martin T. & Reher, Gerrit & Wilfling, Bernd, 2016, "Short selling constraints and stock returns volatility: Empirical evidence from the German stock market," Economic Modelling, Elsevier, volume 58, issue C, pages 159-166, DOI: 10.1016/j.econmod.2016.05.025.
  5. Gerrit Reher & Bernd Wilfling, 2016, "A nesting framework for Markov-switching GARCH modelling with an application to the German stock market," Quantitative Finance, Taylor & Francis Journals, volume 16, issue 3, pages 411-426, March, DOI: 10.1080/14697688.2015.1015599.
  6. Martin T. Bohl & Jeanne Diesteldorf & Christian A. Salm & Bernd Wilfling, 2016, "Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 36, issue 1, pages 30-45, January.

2015

  1. Bernd Kempa & Khan, 2015, "On the size of government spending multipliers in Europe," Applied Economics, Taylor & Francis Journals, volume 47, issue 51, pages 5548-5558, November, DOI: 10.1080/00036846.2015.1054067.
  2. Ulrich Pfister, 2015, "The quantitative development of Germany’s international trade during the eighteenth and early nineteenth centuries," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 4, pages 175-221.
  3. Ulrich Pfister & Michael Kopsidis, 2015, "Institutions versus demand: determinants of agricultural development in Saxony, 1660–1850," European Review of Economic History, European Historical Economics Society, volume 19, issue 3, pages 275-293.
  4. Robert Ullmann & Mark Trede, 2015, "Interquartilsbandbreiten bei der Ermittlung von Verrechnungspreisen: Average-Methode und Pooling-Methode," Schmalenbach Journal of Business Research, Springer, volume 67, issue 3, pages 329-366, September, DOI: 10.1007/BF03372927.

2014

  1. Berger, Tino & Kempa, Bernd, 2014, "Time-varying equilibrium rates in small open economies: Evidence for Canada," Journal of Macroeconomics, Elsevier, volume 39, issue PA, pages 203-214, DOI: 10.1016/j.jmacro.2013.12.002.
  2. Rotermann, Benedikt & Wilfling, Bernd, 2014, "Periodically collapsing Evans bubbles and stock-price volatility," Economics Letters, Elsevier, volume 123, issue 3, pages 383-386, DOI: 10.1016/j.econlet.2014.03.023.
  3. Meulemann, Max & Uebele, Martin & Wilfling, Bernd, 2014, "The restoration of the gold standard after the US Civil War: A volatility analysis," Journal of Financial Stability, Elsevier, volume 12, issue C, pages 37-46, DOI: 10.1016/j.jfs.2013.05.001.
  4. Reher, Gerrit & Wilfling, Bernd, 2014, "The valuation of European call options on zero-coupon bonds in the run-up to a fixed exchange-rate regime," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 483-496, DOI: 10.1016/j.iref.2013.07.011.

2013

  1. Sinem Ayhan, 2013, "Do non-wage cost rigidities slow down employment? Evidence from Turkey," IZA Journal of Labor Policy, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), volume 2, issue 1, pages 1-23, December, DOI: 10.1186/2193-9004-2-20.
  2. 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, volume 24, issue C, pages 268-278, DOI: 10.1016/j.najef.2012.11.001.
  3. Lammerding, Marc & Stephan, Patrick & Trede, Mark & Wilfling, Bernd, 2013, "Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach," Energy Economics, Elsevier, volume 36, issue C, pages 491-502, DOI: 10.1016/j.eneco.2012.10.006.
  4. Mark Trede & Cornelia Savu, 2013, "Do stock returns have an Archimedean copula?," Journal of Applied Statistics, Taylor & Francis Journals, volume 40, issue 8, pages 1764-1778, August, DOI: 10.1080/02664763.2013.794330.

2012

  1. Berger, Tino & Kempa, Bernd, 2012, "Taylor rules and the Canadian–US equilibrium exchange rate," Journal of International Money and Finance, Elsevier, volume 31, issue 5, pages 1060-1075, DOI: 10.1016/j.jimonfin.2011.12.010.
  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, volume 18, issue 1, pages 29-39, January, DOI: 10.1080/1351847X.2010.495474.
  3. L von Auer & M Trede, 2012, "The dynamics of brand equity: a hedonic regression approach to the laser printer market," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, volume 63, issue 10, pages 1351-1362, October.

2011

  1. Kempa, Bernd & Wilde, Wolfram, 2011, "Sources of exchange rate fluctuations with Taylor rule fundamentals," Economic Modelling, Elsevier, volume 28, issue 6, pages 2622-2627, DOI: 10.1016/j.econmod.2011.08.004.
  2. Berger, Tino & Kempa, Bernd, 2011, "Bayesian estimation of the output gap for a small open economy: The case of Canada," Economics Letters, Elsevier, volume 112, issue 1, pages 107-112, July.
  3. Torben W Hendricks & Bernd Kempa, 2011, "Monetary Policy and the Credit Channel, Broad and Narrow," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, volume 37, issue 3, pages 403-416.
  4. Brüggemann, Ralf & Riedel, Jana, 2011, "Nonlinear interest rate reaction functions for the UK," Economic Modelling, Elsevier, volume 28, issue 3, pages 1174-1185, May.
  5. Thorsten Heimann & Mark Trede, 2011, "A Continuous-Time Model of Income Dynamics," Journal of Income Distribution, Ad libros publications inc., volume 20, issue 1, pages 104-116, March.
  6. Thorsten Heimann & Mark Trede, 2011, "A Continuous-Time Model of Income Dynamics," Journal of Income Distribution, Ad libros publications inc., volume 20, issue 1, pages 29-48, March.
  7. David Sondermann & Mark Trede & Bernd Wilfling, 2011, "Estimating the degree of interventionist policies in the run-up to EMU," Applied Economics, Taylor & Francis Journals, volume 43, issue 2, pages 207-218, DOI: 10.1080/00036840802481884.
  8. Al-Anaswah, Nael & Wilfling, Bernd, 2011, "Identification of speculative bubbles using state-space models with Markov-switching," Journal of Banking & Finance, Elsevier, volume 35, issue 5, pages 1073-1086, May.
  9. Martin T. Bohl & Christian A. Salm & Bernd Wilfling, 2011, "Do individual index futures investors destabilize the underlying spot market?," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 31, issue 1, pages 81-101, January.

2010

  1. Andreas Rees & Markus Taube & Bernd Kempa & Georg Erber, 2010, "USA, China, Indien: Droht ein globaler Abwertungswettlauf?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 63, issue 22, pages 3-17, November.
  2. 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;Swiss Society for Financial Market Research, volume 24, issue 2, pages 137-158, June, DOI: 10.1007/s11408-010-0129-7.
  3. Cornelia Savu & Mark Trede, 2010, "Hierarchies of Archimedean copulas," Quantitative Finance, Taylor & Francis Journals, volume 10, issue 3, pages 295-304, DOI: 10.1080/14697680902821733.

2009

  1. Mathias Hoffmann & Bernd Kempa, 2009, "A Poole Analysis in the New Open Economy Macroeconomic Framework," Review of International Economics, Wiley Blackwell, volume 17, issue 5, pages 1074-1097, November, DOI: 10.1111/j.1467-9396.2009.00810.x.
  2. Lukas Menkhoff & Stephan Schulmeister & Bernd Kempa & Norbert Walter, 2009, "Internationales Währungssystem: Ist der US-Dollar als Leitwährung überholt?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 62, issue 16, pages 03-18, August.
  3. Hendricks, Torben W. & Kempa, Bernd, 2009, "The credit channel in U.S. economic history," Journal of Policy Modeling, Elsevier, volume 31, issue 1, pages 58-68.
  4. 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, volume 5, issue 4, pages 374-392, December.
  5. Gelman, Sergey & Wilfling, Bernd, 2009, "Markov-switching in target stocks during takeover bids," Journal of Empirical Finance, Elsevier, volume 16, issue 5, pages 745-758, December.
  6. Bohl, Martin T. & Brzeszczynski, Janusz & Wilfling, Bernd, 2009, "Institutional investors and stock returns volatility: Empirical evidence from a natural experiment," Journal of Financial Stability, Elsevier, volume 5, issue 2, pages 170-182, June.
  7. Wilfling, Bernd, 2009, "Volatility regime-switching in European exchange rates prior to monetary unification," Journal of International Money and Finance, Elsevier, volume 28, issue 2, pages 240-270, March.

2008

  1. Hartmann, Daniel & Kempa, Bernd & Pierdzioch, Christian, 2008, "Economic and financial crises and the predictability of U.S. stock returns," Journal of Empirical Finance, Elsevier, volume 15, issue 3, pages 468-480, June.
  2. Torben W. Hendricks & Bernd Kempa, 2008, "Asymmetric Transmission of Monetary Policy in Europe: a Markov-switching Approach," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 23, pages 873-895.
  3. Schluter, Christian & Trede, Mark, 2008, "Identifying multiple outliers in heavy-tailed distributions with an application to market crashes," Journal of Empirical Finance, Elsevier, volume 15, issue 4, pages 700-713, September.
  4. Cornelia Savu & Mark Trede, 2008, "Goodness-of-fit tests for parametric families of Archimedean copulas," Quantitative Finance, Taylor & Francis Journals, volume 8, issue 2, pages 109-116, DOI: 10.1080/14697680701207639.

2007

  1. Zeisberger, Stefan & Langer, Thomas & Trede, Mark, 2007, "A note on myopic loss aversion and the equity premium puzzle," Finance Research Letters, Elsevier, volume 4, issue 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, volume 33, issue 1, pages 23-39, July, DOI: 10.1007/s00181-006-0081-6.

2005

  1. Kempa, Bernd, 2005, "An oversimplified inquiry into the sources of exchange rate variability," Economic Modelling, Elsevier, volume 22, issue 3, pages 439-458, May.
  2. Kempa Bernd, 2005, "How Important are Nominal Shocks in Driving Real Exchange Rates? / Wie bedeutend sind nominale Schocks zur Erklärung realer Wechselkursbewegungen?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 225, issue 2, pages 192-204, April, DOI: 10.1515/jbnst-2005-0206.
  3. Bernd Kempa, 2005, "Exchange Rate Disconnect in a Standard Open-Economy Macro Model," Open Economies Review, Springer, volume 16, issue 3, pages 283-293, July, DOI: 10.1007/s11079-005-1026-y.

2004

  1. Burkhard Heer & Mark Trede, 2004, "Taxation of labour and capital income in an OLG model with home production and endogenous fertility," International Journal of Global Environmental Issues, Inderscience Enterprises Ltd, volume 4, issue 1/2/3, pages 73-88.

2003

  1. Pfister Ulrich, 2003, "Die Entstehung der europäischen Weltwirtschaft (ca. 1450-1850): ein endogenes Modell," Jahrbuch für Wirtschaftsgeschichte / Economic History Yearbook, De Gruyter, volume 44, issue 2, pages 57-82, December, DOI: 10.1524/jbwg.2003.44.2.57.
  2. Schmid, Friedrich & Trede, Mark, 2003, "Simple tests for peakedness, fat tails and leptokurtosis based on quantiles," Computational Statistics & Data Analysis, Elsevier, volume 43, issue 1, pages 1-12, May.
  3. Heer, Burkhard & Trede, Mark, 2003, "Efficiency and distribution effects of a revenue-neutral income tax reform," Journal of Macroeconomics, Elsevier, volume 25, issue 1, pages 87-107, March.
  4. 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, volume 44, issue 4, pages 1313-1335, November.
  5. Bernd Wilfling, 2003, "Interest Rate Volatility Prior to Monetary Union under Alternative Pre‐Switch Regimes," German Economic Review, Verein für Socialpolitik, volume 4, issue 4, pages 433-457, November, DOI: 10.1111/j.1465-6485.2003.00088.x.

2002

  1. Bernd Kempa, 2002, "Is Europe converging to optimality?," Journal of Economic Studies, Emerald Group Publishing Limited, volume 29, issue 2, pages 109-120, April, DOI: 10.1108/01443580210420772.
  2. Schluter, Christian & Trede, Mark, 2002, "Tails of Lorenz curves," Journal of Econometrics, Elsevier, volume 109, issue 1, pages 151-166, July.
  3. 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, volume 43, issue 2, pages 493-508, May.
  4. Mark Trede, 2002, "Bootstrapping inequality measures under the null hypothesis: Is it worth the effort?," Journal of Economics, Springer, volume 77, issue 1, pages 261-282, December, DOI: 10.1007/BF03052507.

2001

  1. Bernd Kempa & Michael Nelles, 2001, "International correlations and excess returns in European stock markets: does EMU matter?," Applied Financial Economics, Taylor & Francis Journals, volume 11, issue 1, pages 69-73, DOI: 10.1080/09603100150210273.
  2. 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, volume 83, issue 3, pages 551-559, August.
  3. Wilfling, Bernd & Maennig, Wolfgang, 2001, "Exchange rate dynamics in anticipation of time-contingent regime switching: modelling the effects of a possible delay," Journal of International Money and Finance, Elsevier, volume 20, issue 1, pages 91-113, February.

2000

  1. Kempa Bernd, 2000, "Zur aktuellen Diskussion der Implikationen elektronischen Geldes für den Geldumlauf und die Geldpolitik," Zeitschrift für Wirtschaftspolitik, De Gruyter, volume 49, issue 3, pages 250-266, December, DOI: 10.1515/zfwp-2000-0304.
  2. Bernd Kempa, 2000, "Excess volatility of real exchange rates in the EMS: some evidence from structural VARs," Applied Economics, Taylor & Francis Journals, volume 32, issue 1, pages 73-79, DOI: 10.1080/000368400322994.
  3. Heer Burkhard & Trede Mark, 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), De Gruyter, volume 220, issue 1, pages 32-47, February, DOI: 10.1515/jbnst-2000-0104.
  4. Schmid Friedrich & Trede Mark, 2000, "Stochastic Dominance in German Asset Returns: Empirical Evidence from the 1990s / Stochastische Dominanz von Renditen deutscher Aktien: Eine empirische Untersuchung für die 90er Jahre," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 220, issue 3, pages 315-326, June, DOI: 10.1515/jbnst-2000-0305.

1999

  1. Bernd Kempa & Michael Nelles, 1999, "The Theory of Exchange Rate Target Zones," Journal of Economic Surveys, Wiley Blackwell, volume 13, issue 2, pages 173-210, April, DOI: 10.1111/1467-6419.00081.
  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, volume 18, issue 5, pages 817-834, October.
  3. 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, volume 8, issue 1, pages 55-70, January.
  4. Kempa, Bernd & Nelles, Michael & Pierdzioch, Christian, 1999, "Exchange Rate Target Zones and Stock Price Volatility," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 4, issue 4, pages 297-311, October.
  5. Bernd Kempa & Michael Nelles, 1999, "Misalignments of real exchange rates and the credibility of nominal currency bands," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 135, issue 4, pages 613-628, December, DOI: 10.1007/BF02707387.
  6. Bernd Kempa & Michael Nelles, 1999, "Sticky Prices and Alternative Monetary Feedback Rules: How Robust is the Overshooting Phenomenon?," International Economic Journal, Taylor & Francis Journals, volume 13, issue 3, pages 1-18, DOI: 10.1080/10168739900000001.
  7. Trede Mark, 1999, "Statistical Inference for Measures of Income Mobility / Statistische Inferenz zur Messung der Einkommensmobilität," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 218, issue 3-4, pages 473-490, June, DOI: 10.1515/jbnst-1999-3-413.
  8. Wilfling Bernd, 1999, "Wechselkursdynamik im Vorfeld einer Währungsunion / Exchange Rate Dynamics Prior to Monetary Union," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 218, issue 1-2, pages 23-44, February, DOI: 10.1515/jbnst-1999-1-203.

1998

  1. 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, volume 20, issue 5, pages 603-619, October.
  2. Pfister Ulrich, 1998, "Proto-industrielles Wachstum: ein theoretisches Modell," Jahrbuch für Wirtschaftsgeschichte / Economic History Yearbook, De Gruyter, volume 39, issue 2, pages 21-48, December, DOI: 10.1524/jbwg.1998.39.2.21.
  3. Trede, Mark, 1998, "Making mobility visible: a graphical device," Economics Letters, Elsevier, volume 59, issue 1, pages 77-82, April.
  4. Schmid, Friedrich & Trede, Mark, 1998, "A Kolmogorov-type test for second-order stochastic dominance," Statistics & Probability Letters, Elsevier, volume 37, issue 2, pages 183-193, February.
  5. 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., volume 13, issue 4, pages 397-409.

1997

  1. Kempa, Bernd & Nelles, Michael & Pierdzioch, Christian, 1997, "An analytical approximation of target zone exchange rate functions: the technique of collocation," Economics Letters, Elsevier, volume 57, issue 3, pages 339-343, December.
  2. Heer, Burkhard & Trede, Mark & Wahrenburg, Mark, 1997, "The Effect of Option Trading at the DTB on the Underlying Stocks' Return Variance," Empirical Economics, Springer, volume 22, issue 2, pages 233-245.

1996

  1. Schmid, Friedrich & Trede, Mark, 1996, "An L1-variant of the Cramer-von Mises test," Statistics & Probability Letters, Elsevier, volume 26, issue 1, pages 91-96, January.
  2. Wilfling, Bernd, 1996, "Lorenz ordering of generalized beta-II income distributions," Journal of Econometrics, Elsevier, volume 71, issue 1-2, pages 381-388.
  3. Wilfling, Bernd, 1996, "Lorenz ordering of power-function order statistics," Statistics & Probability Letters, Elsevier, volume 30, issue 4, pages 313-319, November.

1995

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

1993

  1. Wilfling, Bernd & Kramer, Walter, 1993, "The Lorenz-ordering of Singh-Maddala income distributions," Economics Letters, Elsevier, volume 43, issue 1, pages 53-57.

Books

2006

  1. Friedrich Schmid & Mark Trede, 2006, "Finanzmarktstatistik," Springer Books, Springer, number 978-3-540-29795-6, ISBN: ARRAY(0x714ca3c0), DOI: 10.1007/3-540-29795-2.

Chapters

2005

  1. Bernd Kempa, 2005, "Comment on: Equilibrium Exchange Rates in the Transition: The Tradable Price-Based Real Appreciation and Estimation Uncertainty," Springer Books, Springer, in: Paul J.J. Welfens & Anna Wziątek-Kubiak, "Structural Change and Exchange Rate Dynamics", DOI: 10.1007/3-540-28526-1_17.

1996

  1. Bernd Kempa & Bernd Kempa, 1996, "Industry- versus nation-specific shocks in the EU: evidence from industry data," Chapters, Edward Elgar Publishing, chapter 10, in: Christos C. Paraskevopoulos & Ricardo Grinspun & Theodore Georgakopoulos, "Economic Integration and Public Policy in the European Union".

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