Publications
by members of
Institut für Wirtschaft und Verkehr
Technische Universität Dresden
Dresden, Germany
(Institute of Transport and Economics, Dresden University of Technology)
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. Find also a compilation of publications from alumni here.This page is updated in the first days of each month.
| Working papers | Journal articles |
Working papers
2022
- Martin Waltz & Abhay Kumar Singh & Ostap Okhrin, 2022.
"Vulnerability-CoVaR: Investigating the Crypto-market,"
Papers
2203.10777, arXiv.org.
- Martin Waltz & Abhay Kumar Singh & Ostap Okhrin, 2022. "Vulnerability-CoVaR: investigating the crypto-market," Quantitative Finance, Taylor & Francis Journals, vol. 22(9), pages 1731-1745, September.
2019
- Mat'uv{s} Maciak & Ostap Okhrin & Michal Pev{s}ta, 2019. "Infinitely Stochastic Micro Forecasting," Papers 1908.10636, arXiv.org, revised Sep 2019.
2018
- Hirte, Georg & Tscharaktschiew, Stefan, 2018. "The impact of anti-congestion policies and the role of labor-supply margins," CEPIE Working Papers 04/18, Technische Universität Dresden, Center of Public and International Economics (CEPIE).
- Mat'uv{s} Maciak & Ostap Okhrin & Michal Pev{s}ta, 2018. "Dynamic and granular loss reserving with copulae," Papers 1801.01792, arXiv.org.
2017
- Yalew, Amsalu W. & Hirte, Georg & Lotze-Campen, Hermann & Tscharaktschiew, Stefan, 2017. "General equilibrium effects of public adaptation in agriculture in LDCs: Evidence from Ethiopia," CEPIE Working Papers 11/17, Technische Universität Dresden, Center of Public and International Economics (CEPIE).
- Yalew, Amsalu W. & Hirte, Georg & Lotze-Campen, Hermann & Tscharaktschiew, Stefan, 2017. "Economic effects of climate change in developing countries: Economy-wide and regional analysis for Ethiopia," CEPIE Working Papers 10/17, Technische Universität Dresden, Center of Public and International Economics (CEPIE).
2016
- Hirte, Georg & Rhee, Hyok-Joo, 2016. "Regulation versus Taxation," CEPIE Working Papers 05/16, Technische Universität Dresden, Center of Public and International Economics (CEPIE).
- Taras Bodnar & Ostap Okhrin & Nestor Parolya, 2016.
"Optimal Shrinkage Estimator for High-Dimensional Mean Vector,"
Papers
1610.09292, arXiv.org, revised Jul 2018.
- Bodnar, Taras & Okhrin, Ostap & Parolya, Nestor, 2019. "Optimal shrinkage estimator for high-dimensional mean vector," Journal of Multivariate Analysis, Elsevier, vol. 170(C), pages 63-79.
2015
- Alexander Eickelpasch & Georg Hirte & Andreas Stephan, 2015.
"Firm's Evaluation of Location Quality: Evidence from East Germany,"
Discussion Papers of DIW Berlin
1497, DIW Berlin, German Institute for Economic Research.
- Eickelpasch, Alexander & Hirte, Georg & Stephan, Andreas, 2016. "Firms' Evaluation of Location Quality: Evidence from East Germany," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 236(2), pages 241-273.
- Eickelpasch Alexander & Hirte Georg & Stephan Andreas, 2016. "Firms’ Evaluation of Location Quality: Evidence from East Germany," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(2), pages 241-273, March.
- Eickelpasch, Alexander & Hirte, Georg & Stephan, Andreas, 2015. "Firm's Evaluation of Location Quality: Evidence from East Germany," Ratio Working Papers 257, The Ratio Institute.
- Georg Hirte & Stefan Tscharaktschiew, 2015. "Why not to choose the most convenient labor supply model? The impact of labor supply modeling on policy evaluation," ERSA conference papers ersa15p303, European Regional Science Association.
- Hirte, Georg & Tscharaktschiew, Stefan, 2015. "Does labor supply modeling affect findings of transport policy analyses?," Dresden Discussion Paper Series in Economics 01/15, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
- Okhrin, Ostap & Ristig, Alexander & Sheen, Jeffrey R. & Trück, Stefan, 2015. "Conditional systemic risk with penalized copula," SFB 649 Discussion Papers 2015-038, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
2014
- Hirte, Georg & Stephan, Andreas, 2014. "Regionale Beschäftigungswirkungen von öffentlichen Investitionen in Straßen- und Schieneninfrastruktur," Discussion Papers 2/2014, Technische Universität Dresden, "Friedrich List" Faculty of Transport and Traffic Sciences, Institute of Transport and Economics.
- Georg Hirte & Christian Lessmann, 2014.
"Trade, Integration, and Interregional Inequality,"
CESifo Working Paper Series
4799, CESifo.
- Hirte, Georg & Leßmann, Christian, 2014. "Trade, Integration and Interregional Inequality," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100610, Verein für Socialpolitik / German Economic Association.
- Georg Hirte & Christian Lessmann, 2014. "Trade and Interregional Inequality," ERSA conference papers ersa14p304, European Regional Science Association.
- Hautsch, Nikolaus & Okhrin, Ostap & Ristig, Alexander, 2014.
"Efficient iterative maximum likelihood estimation of high-parameterized time series models,"
SFB 649 Discussion Papers
2014-010, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Hautsch, Nikolaus & Okhrin, Ostap & Ristig, Alexander, 2014. "Efficient iterative maximum likelihood estimation of high-parameterized time series models," CFS Working Paper Series 450, Center for Financial Studies (CFS).
- Durante, Fabrizio & Okhrin, Ostap, 2014. "Estimation procedures for exchangeable Marshall copulas with hydrological application," SFB 649 Discussion Papers 2014-014, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Cao, Xiaofeng & Okhrin, Ostap & Odening, Martin & Ritter, Matthias, 2014.
"Modelling spatiotemporal variability of temperature,"
SFB 649 Discussion Papers
2014-020, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Xiaofeng Cao & Ostap Okhrin & Martin Odening & Matthias Ritter, 2015. "Modelling spatio-temporal variability of temperature," Computational Statistics, Springer, vol. 30(3), pages 745-766, September.
- Kalenborn, Christine & Lessmann, Christian, 2014. "Regional Income Inequality lowers Life Satisfaction: Evidence from OECD Countries," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100561, Verein für Socialpolitik / German Economic Association.
2013
- Shen, Zhiwei & Odening, Martin & Okhrin, Ostap, 2013.
"Can expert knowledge compensate for data scarcity in crop insurance pricing?,"
2013 Annual Meeting, August 4-6, 2013, Washington, D.C.
149431, Agricultural and Applied Economics Association.
- Zhiwei Shen & Martin Odening & Ostap Okhrin, 2016. "Can expert knowledge compensate for data scarcity in crop insurance pricing?," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 43(2), pages 237-269.
- Shen, Zhiwei & Odening, Martin & Okhrin, Ostap, 2013. "Can expert knowledge compensate for data scarcity in crop insurance pricing?," SFB 649 Discussion Papers 2013-030, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Shen, Zhiwei & Odening, Martin & Okhrin, Ostap, 2013.
"Can expert knowledge compensate for data scarcity in crop insurance pricing?,"
SFB 649 Discussion Papers
2013-030, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Zhiwei Shen & Martin Odening & Ostap Okhrin, 2016. "Can expert knowledge compensate for data scarcity in crop insurance pricing?," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 43(2), pages 237-269.
- Shen, Zhiwei & Odening, Martin & Okhrin, Ostap, 2013. "Can expert knowledge compensate for data scarcity in crop insurance pricing?," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 149431, Agricultural and Applied Economics Association.
- Choros-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap, 2013. "CDO surfaces dynamics," SFB 649 Discussion Papers 2013-032, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Zhang, Shulin & Okhrin, Ostap & Zhou, Qian M. & Song, Peter X.-K., 2013.
"Goodness-of-fit test for specification of semiparametric copula dependence models,"
SFB 649 Discussion Papers
2013-041, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Zhang, Shulin & Okhrin, Ostap & Zhou, Qian M. & Song, Peter X.-K., 2016. "Goodness-of-fit test for specification of semiparametric copula dependence models," Journal of Econometrics, Elsevier, vol. 193(1), pages 215-233.
2012
- Georg Hirte & Stefan Tscharaktschiew, 2012. "The optimal subsidy on electric vehicles in a metropolitan area - a SCGE study for Germany," ERSA conference papers ersa12p324, European Regional Science Association.
- Härdle, Wolfgang Karl & Okhrin, Ostap & Wang, Weining, 2012. "HMM in dynamic HAC models," SFB 649 Discussion Papers 2012-001, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Fengler, Matthias R. & Okhrin, Ostap, 2012.
"Realized copula,"
SFB 649 Discussion Papers
2012-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Fengler, Matthias & Okhrin, Ostap, 2012. "Realized Copula," Economics Working Paper Series 1214, University of St. Gallen, School of Economics and Political Science.
- Zolotko, Mikhail & Okhrin, Ostap, 2012.
"Modelling general dependence between commodity forward curves,"
SFB 649 Discussion Papers
2012-060, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Zolotko, Mikhail & Okhrin, Ostap, 2014. "Modelling the general dependence between commodity forward curves," Energy Economics, Elsevier, vol. 43(C), pages 284-296.
- Okhrin, Ostap & Ristig, Alexander, 2012.
"Hierarchical Archimedean copulae: The HAC package,"
SFB 649 Discussion Papers
2012-036, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Okhrin, Ostap & Ristig, Alexander, 2014. "Hierarchical Archimedean Copulae: The HAC Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 58(i04).
- Hautsch, Nikolaus & Okhrin, Ostap & Ristig, Alexander, 2012. "Modeling time-varying dependencies between positive-valued high-frequency time series," SFB 649 Discussion Papers 2012-054, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Christine Kalenborn & Christian Lessmann, 2012.
"The Impact of Democracy and Press Freedom on Corruption: Conditionality Matters,"
CESifo Working Paper Series
3917, CESifo.
- Kalenborn, Christine & Lessmann, Christian, 2013. "The impact of democracy and press freedom on corruption: Conditionality matters," Journal of Policy Modeling, Elsevier, vol. 35(6), pages 857-886.
2011
- Hirte, Georg & Tscharaktschiew, Stefan, 2011.
"Income tax deduction of commuting expenses and tax funding in an urban CGE study: the case of German cities,"
Dresden Discussion Paper Series in Economics
02/11, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
- Georg Hirte & Stefan Tscharaktschiew, 2011. "Income tax deduction of commuting expenses and tax funding in an urban CGE study: the case of German cities," ERSA conference papers ersa11p274, European Regional Science Association.
- Tscharaktschiew, Stefan & Hirte, Georg, 2011.
"Should subsidies to urban passenger transport be increased? A spatial CGE analysis for a German metropolitan area,"
Dresden Discussion Paper Series in Economics
01/11, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
- Tscharaktschiew, Stefan & Hirte, Georg, 2012. "Should subsidies to urban passenger transport be increased? A spatial CGE analysis for a German metropolitan area," Transportation Research Part A: Policy and Practice, Elsevier, vol. 46(2), pages 285-309.
2010
- Härdle, Wolfgang Karl & Okhrin, Ostap & Okhrin, Yarema, 2010. "Time varying hierarchical archimedean copulae," SFB 649 Discussion Papers 2010-018, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Xu, Wei & Okhrin, Ostap & Odening, Martin & Cao, Ji, 2010.
"Systemic weather risk and crop insurance: The case of China,"
SFB 649 Discussion Papers
2010-053, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Ostap Okhrin & Martin Odening & Wei Xu, 2013. "Systemic Weather Risk and Crop Insurance: The Case of China," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(2), pages 351-372, June.
- Härdle, Wolfgang Karl & López Cabrera, Brenda & Okhrin, Ostap & Wang, Weining, 2010.
"Localising temperature risk,"
SFB 649 Discussion Papers
2011-001, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Wolfgang Karl Härdle & Brenda López Cabrera & Ostap Okhrin & Weining Wang, 2016. "Localizing Temperature Risk," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(516), pages 1491-1508, October.
- Okhrin, Ostap, 2010. "Fitting high-dimensional copulae to data," SFB 649 Discussion Papers 2010-022, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
2009
- Tscharaktschiew, Stefan & Hirte, Georg, 2009.
"An urban general equilibrium model with multiple household structures and travel mode choice,"
MPRA Paper
17697, University Library of Munich, Germany.
- Tscharaktschiew, Stefan & Hirte, Georg, 2009. "An urban general equilibrium model with multiple household structures and travel mode choice," Dresden Discussion Paper Series in Economics 06/09, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
- Brunow, Stephan & Hirte, Georg, 2009. "Regional age structure and economic growth: an econometric study for German regions," Dresden Discussion Paper Series in Economics 04/09, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
- Tscharaktschiew, Stefan & Hirte, Georg, 2009.
"How does the household structure shape the urban economy?,"
Dresden Discussion Paper Series in Economics
07/09, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
- Tscharaktschiew, Stefan & Hirte, Georg, 2010. "How does the household structure shape the urban economy?," Regional Science and Urban Economics, Elsevier, vol. 40(6), pages 498-516, November.
- Xu, Wei & Filler, Gunther & Odening, Martin & Okhrin, Ostap, 2009.
"On the Systemic Nature of Weather Risk,"
2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin
49131, Agricultural and Applied Economics Association.
- Wei Xu & Guenther Filler & Martin Odening & Ostap Okhrin, 2010. "On the systemic nature of weather risk," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 70(2), pages 267-284, August.
- Xu, Wei & Filler, Gunther & Odening, Martin & Okhrin, Ostap, 2009. "On the Systemic Nature of Weather Risk," 2009 Conference, August 16-22, 2009, Beijing, China 51426, International Association of Agricultural Economists.
- Filler, Guenther & Odening, Martin & Okhrin, Ostap & Xu, Wei, 2009. "On the systemic nature of weather risk," SFB 649 Discussion Papers 2009-002, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Choroś, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap, 2009. "CDO pricing with copulae," SFB 649 Discussion Papers 2009-013, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Okhrin, Ostap & Okhrin, Yarema & Schmid, Wolfgang, 2009.
"Properties of hierarchical Archimedean copulas,"
SFB 649 Discussion Papers
2009-014, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Okhrin Ostap & Okhrin Yarema & Schmid Wolfgang, 2013. "Properties of hierarchical Archimedean copulas," Statistics & Risk Modeling, De Gruyter, vol. 30(1), pages 21-54, March.
- Härdle, Wolfgang Karl & Okhrin, Ostap, 2009. "De copulis non est disputandum - Copulae: An overview," SFB 649 Discussion Papers 2009-031, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Choroś, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap, 2009. "CDO and HAC," SFB 649 Discussion Papers 2009-038, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
2008
- Hirte, Georg & Brunow, Stephan, 2008. "The age pattern of human capital and regional productivity," Dresden Discussion Paper Series in Economics 01/08, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
- Härdle, Wolfgang Karl & Okhrin, Ostap & Okhrin, Yarema, 2008. "Modeling dependencies in finance using copulae," SFB 649 Discussion Papers 2008-043, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
2005
- Brunow, Stephan & Hirte, Georg, 2005. "Age Structure and Regional Income Growth," Discussion Papers 1/2005, Technische Universität Dresden, "Friedrich List" Faculty of Transport and Traffic Sciences, Institute of Transport and Economics.
1998
- Georg Hirte, 1998. "Welfare effects of regional income taxes: Results of an interregional CGE analysis for Germany," ERSA conference papers ersa98p31, European Regional Science Association.
Journal articles
2024
- Niels Gillmann & Ernst Glöckner & Ernst Erwin Glöckner, 2024. "ifo Konjunkturumfragen Ostdeutschland und Sachsen (Januar 2024)," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 31(01), pages 27-29, February.
2023
- Ernst Glöckner & Ernst Erwin Glöckner, 2023. "Mit regionalen Potenzialen gegen den Fachkräftemangel?," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 30(03), pages 03-09, June.
- Ernst Erwin Glöckner, 2023. "Die Rolle der Thüringer Hochschullandschaft in Zeiten des Fachkräftemangels," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 30(04), pages 03-08, August.
2022
- Nepp, Alexander & Okhrin, Ostap & Egorova, Julia & Dzhuraeva, Zarnigor & Zykov, Alexander, 2022. "What threatens stock markets more - The coronavirus or the hype around it?," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 519-539.
- Gong Chen & Hartmut Fricke & Ostap Okhrin & Judith Rosenow, 2022. "Importance of Weather Conditions in a Flight Corridor," Stats, MDPI, vol. 5(1), pages 1-27, March.
- Stephan Brunow & Stefanie Lösch & Ostap Okhrin, 2022.
"Labor market tightness and individual wage growth: evidence from Germany,"
Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 56(1), pages 1-21, December.
- Brunow, Stephan & Lösch, Stefanie & Okhrin, Ostap, 2022. "Labor market tightness and individual wage growth: evidence from Germany," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 56, pages 1-16.
- Martin Waltz & Abhay Kumar Singh & Ostap Okhrin, 2022.
"Vulnerability-CoVaR: investigating the crypto-market,"
Quantitative Finance, Taylor & Francis Journals, vol. 22(9), pages 1731-1745, September.
- Martin Waltz & Abhay Kumar Singh & Ostap Okhrin, 2022. "Vulnerability-CoVaR: Investigating the Crypto-market," Papers 2203.10777, arXiv.org.
- Niels Gillmann & Ernst Erwin Glöckner, 2022.
"ifo Konjunkturumfragen Ostdeutschland und Sachsen,"
ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 29(03), pages 34-36, June.
- Niels Gillmann & Ernst Erwin Glöckner, 2023. "ifo Konjunkturumfragen Ostdeutschland und Sachsen," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 30(01), pages 31-33, February.
- Niels Gillmann & Ernst Erwin Glöckner, 2023. "ifo Konjunkturumfragen Ostdeutschland und Sachsen," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 30(02), pages 26-28, April.
- Niels Gillmann & Ernst Erwin Glöckner, 2023. "ifo Konjunkturumfragen Ostdeutschland und Sachsen," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 30(05), pages 27-29, October.
- Niels Gillmann & Ernst Erwin Glöckner, 2022. "ifo Konjunkturumfragen Ostdeutschland und Sachsen," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 29(04), pages 34-36, August.
- Niels Gillmann & Ernst Erwin Glöckner, 2022. "ifo Konjunkturumfragen Ostdeutschland und Sachsen," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 29(06), pages 41-43, December.
- Niels Gillmann & Ernst Erwin Glöckner, 2023. "ifo Konjunkturumfragen Ostdeutschland und Sachsen," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 30(04), pages 26-28, August.
- Niels Gillmann & Ernst Erwin Glöckner, 2023. "ifo Konjunkturumfragen Ostdeutschland und Sachsen," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 30(03), pages 27-29, June.
- Niels Gillmann & Ernst Glöckner & Ernst Erwin Glöckner, 2023. "ifo Konjunkturumfragen Ostdeutschland und Sachsen," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 30(06), pages 30-32, December.
- Niels Gillmann & Ernst Erwin Glöckner, 2022. "ifo Konjunkturumfragen Ostdeutschland und Sachsen," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 29(05), pages 29-34, October.
2021
- Górecki, Jan & Hofert, Marius & Okhrin, Ostap, 2021. "Outer power transformations of hierarchical Archimedean copulas: Construction, sampling and estimation," Computational Statistics & Data Analysis, Elsevier, vol. 155(C).
- Maciak, Matúš & Okhrin, Ostap & Pešta, Michal, 2021. "Infinitely stochastic micro reserving," Insurance: Mathematics and Economics, Elsevier, vol. 100(C), pages 30-58.
2020
- Hirte, Georg & Lessmann, Christian & Seidel, André, 2020. "International trade, geographic heterogeneity and interregional inequality," European Economic Review, Elsevier, vol. 127(C).
- Hirte, Georg & Tscharaktschiew, Stefan, 2020. "The role of labor-supply margins in shaping optimal transport taxes," Economics of Transportation, Elsevier, vol. 22(C).
- Mikaela Backman & Thomas Brenner & Georg Hirte & Iris Wanzenböck, 2020. "New editors-in-chief and 40th anniversary of RRR," Review of Regional Research: Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), vol. 40(1), pages 1-2, April.
2019
- Georg Hirte & Ulrike Illmann, 2019. "Household decision making on commuting and the commuting paradox," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 46(1), pages 63-101, February.
- Amsalu Woldie Yalew & Georg Hirte & Hermann Lotze-Campen & Stefan Tscharaktschiew, 2019. "The Synergies and Trade-Offs of Planned Adaptation in Agriculture: a General Equilibrium Analysis for Ethiopia," Economics of Disasters and Climate Change, Springer, vol. 3(3), pages 213-233, October.
- Dilya Khakimova & Stefanie Lösch & Danny Wende & Hans Wiesmeth & Ostap Okhrin, 2019. "Index of environmental awareness through the MIMIC approach," Papers in Regional Science, Wiley Blackwell, vol. 98(3), pages 1419-1441, June.
- Audrino Francesco & Huang Chen & Okhrin Ostap, 2019. "Flexible HAR model for realized volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(3), pages 1-22, June.
- Bodnar, Taras & Okhrin, Ostap & Parolya, Nestor, 2019.
"Optimal shrinkage estimator for high-dimensional mean vector,"
Journal of Multivariate Analysis, Elsevier, vol. 170(C), pages 63-79.
- Taras Bodnar & Ostap Okhrin & Nestor Parolya, 2016. "Optimal Shrinkage Estimator for High-Dimensional Mean Vector," Papers 1610.09292, arXiv.org, revised Jul 2018.
2018
- Amsalu Woldie Yalew & Georg Hirte & Hermann Lotze-Campen & Stefan Tscharaktschiew, 2018. "Climate Change, Agriculture, and Economic Development in Ethiopia," Sustainability, MDPI, vol. 10(10), pages 1-23, September.
- Hirte, Georg & Nitzsche, Eric & Tscharaktschiew, Stefan, 2018. "Optimal adaptation in cities," Land Use Policy, Elsevier, vol. 73(C), pages 147-169.
- Zhiwei Shen & Martin Odening & Ostap Okhrin, 2018. "Adaptive local parametric estimation of crop yields: implications for crop insurance rate making," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 45(2), pages 173-203.
2017
- Okhrin, Ostap & Xu, Ya Fei, 2017. "A comparison study of pricing credit default swap index tranches with convex combination of copulae," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 193-217.
- Ostap Okhrin & Anastasija Tetereva, 2017. "The Realized Hierarchical Archimedean Copula in Risk Modelling," Econometrics, MDPI, vol. 5(2), pages 1-31, June.
2016
- Fetene, Gebeyehu M. & Hirte, Georg & Kaplan, Sigal & Prato, Carlo G. & Tscharaktschiew, Stefan, 2016. "The economics of workplace charging," Transportation Research Part B: Methodological, Elsevier, vol. 88(C), pages 93-118.
- Eickelpasch Alexander & Hirte Georg & Stephan Andreas, 2016.
"Firms’ Evaluation of Location Quality: Evidence from East Germany,"
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(2), pages 241-273, March.
- Eickelpasch, Alexander & Hirte, Georg & Stephan, Andreas, 2016. "Firms' Evaluation of Location Quality: Evidence from East Germany," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 236(2), pages 241-273.
- Eickelpasch, Alexander & Hirte, Georg & Stephan, Andreas, 2015. "Firm's Evaluation of Location Quality: Evidence from East Germany," Ratio Working Papers 257, The Ratio Institute.
- Alexander Eickelpasch & Georg Hirte & Andreas Stephan, 2015. "Firm's Evaluation of Location Quality: Evidence from East Germany," Discussion Papers of DIW Berlin 1497, DIW Berlin, German Institute for Economic Research.
- Fengler, Matthias R. & Okhrin, Ostap, 2016. "Managing risk with a realized copula parameter," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 131-152.
- Zhang, Shulin & Okhrin, Ostap & Zhou, Qian M. & Song, Peter X.-K., 2016.
"Goodness-of-fit test for specification of semiparametric copula dependence models,"
Journal of Econometrics, Elsevier, vol. 193(1), pages 215-233.
- Zhang, Shulin & Okhrin, Ostap & Zhou, Qian M. & Song, Peter X.-K., 2013. "Goodness-of-fit test for specification of semiparametric copula dependence models," SFB 649 Discussion Papers 2013-041, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Choroś-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap, 2016. "A semiparametric factor model for CDO surfaces dynamics," Journal of Multivariate Analysis, Elsevier, vol. 146(C), pages 151-163.
- Zhiwei Shen & Martin Odening & Ostap Okhrin, 2016.
"Can expert knowledge compensate for data scarcity in crop insurance pricing?,"
European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 43(2), pages 237-269.
- Shen, Zhiwei & Odening, Martin & Okhrin, Ostap, 2013. "Can expert knowledge compensate for data scarcity in crop insurance pricing?," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 149431, Agricultural and Applied Economics Association.
- Shen, Zhiwei & Odening, Martin & Okhrin, Ostap, 2013. "Can expert knowledge compensate for data scarcity in crop insurance pricing?," SFB 649 Discussion Papers 2013-030, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Wolfgang Karl Härdle & Brenda López Cabrera & Ostap Okhrin & Weining Wang, 2016.
"Localizing Temperature Risk,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(516), pages 1491-1508, October.
- Härdle, Wolfgang Karl & López Cabrera, Brenda & Okhrin, Ostap & Wang, Weining, 2010. "Localising temperature risk," SFB 649 Discussion Papers 2011-001, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Okhrin Ostap, 2016. "Lévy copulae for financial returns," Dependence Modeling, De Gruyter, vol. 4(1), pages 1-18, December.
2015
- Georg Hirte & Stefan Tscharaktschiew, 2015. "Optimal Fuel Taxes and Heterogeneity of Cities," Review of Regional Research: Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), vol. 35(2), pages 173-209, October.
- Thomas Brenner & Georg Hirte, 2015. "Address of the editor team," Review of Regional Research: Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), vol. 35(2), pages 121-122, October.
- Härdle, Wolfgang Karl & Okhrin, Ostap & Wang, Weining, 2015. "Hidden Markov Structures For Dynamic Copulae," Econometric Theory, Cambridge University Press, vol. 31(5), pages 981-1015, October.
- Ostap Okhrin & Stefan Trück, 2015. "Editorial to the special issue on Applicable semiparametrics of computational statistics," Computational Statistics, Springer, vol. 30(3), pages 641-646, September.
- Xiaofeng Cao & Ostap Okhrin & Martin Odening & Matthias Ritter, 2015.
"Modelling spatio-temporal variability of temperature,"
Computational Statistics, Springer, vol. 30(3), pages 745-766, September.
- Cao, Xiaofeng & Okhrin, Ostap & Odening, Martin & Ritter, Matthias, 2014. "Modelling spatiotemporal variability of temperature," SFB 649 Discussion Papers 2014-020, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
2014
- Rhee, Hyok-Joo & Yu, Sanggyun & Hirte, Georg, 2014. "Zoning in cities with traffic congestion and agglomeration economies," Regional Science and Urban Economics, Elsevier, vol. 44(C), pages 82-93.
- Zolotko, Mikhail & Okhrin, Ostap, 2014.
"Modelling the general dependence between commodity forward curves,"
Energy Economics, Elsevier, vol. 43(C), pages 284-296.
- Zolotko, Mikhail & Okhrin, Ostap, 2012. "Modelling general dependence between commodity forward curves," SFB 649 Discussion Papers 2012-060, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Pešta, Michal & Okhrin, Ostap, 2014. "Conditional least squares and copulae in claims reserving for a single line of business," Insurance: Mathematics and Economics, Elsevier, vol. 56(C), pages 28-37.
- Okhrin, Ostap & Ristig, Alexander, 2014.
"Hierarchical Archimedean Copulae: The HAC Package,"
Journal of Statistical Software, Foundation for Open Access Statistics, vol. 58(i04).
- Okhrin, Ostap & Ristig, Alexander, 2012. "Hierarchical Archimedean copulae: The HAC package," SFB 649 Discussion Papers 2012-036, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
2013
- Georg Hirte, 2013. "Address of the new editor," Review of Regional Research: Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), vol. 33(2), pages 105-106, October.
- Hirte, Georg & Tscharaktschiew, Stefan, 2013. "The optimal subsidy on electric vehicles in German metropolitan areas: A spatial general equilibrium analysis," Energy Economics, Elsevier, vol. 40(C), pages 515-528.
- Hirte, Georg & Tscharaktschiew, Stefan, 2013. "Income tax deduction of commuting expenses in an urban CGE study: The case of German cities," Transport Policy, Elsevier, vol. 28(C), pages 11-27.
- Uwe Blien & Stefan Fuchs & Georg Hirte, 2013. "New advances in the analysis of regional labour markets," Papers in Regional Science, Wiley Blackwell, vol. 92(2), pages 243-248, June.
- Ostap Okhrin & Martin Odening & Wei Xu, 2013.
"Systemic Weather Risk and Crop Insurance: The Case of China,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(2), pages 351-372, June.
- Xu, Wei & Okhrin, Ostap & Odening, Martin & Cao, Ji, 2010. "Systemic weather risk and crop insurance: The case of China," SFB 649 Discussion Papers 2010-053, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Okhrin Ostap & Okhrin Yarema & Schmid Wolfgang, 2013.
"Properties of hierarchical Archimedean copulas,"
Statistics & Risk Modeling, De Gruyter, vol. 30(1), pages 21-54, March.
- Okhrin, Ostap & Okhrin, Yarema & Schmid, Wolfgang, 2009. "Properties of hierarchical Archimedean copulas," SFB 649 Discussion Papers 2009-014, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Okhrin Ostap, 2013. "Editorial to the special issue on Copulae of Statistics & Risk Modeling," Statistics & Risk Modeling, De Gruyter, vol. 30(4), pages 281-286, December.
- Härdle Wolfgang Karl & Okhrin Ostap & Okhrin Yarema, 2013. "Dynamic structured copula models," Statistics & Risk Modeling, De Gruyter, vol. 30(4), pages 361-388, December.
- Okhrin, Ostap & Okhrin, Yarema & Schmid, Wolfgang, 2013. "On the structure and estimation of hierarchical Archimedean copulas," Journal of Econometrics, Elsevier, vol. 173(2), pages 189-204.
- Choroś-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap, 2013. "Valuation of collateralized debt obligations with hierarchical Archimedean copulae," Journal of Empirical Finance, Elsevier, vol. 24(C), pages 42-62.
- Kalenborn, Christine & Lessmann, Christian, 2013.
"The impact of democracy and press freedom on corruption: Conditionality matters,"
Journal of Policy Modeling, Elsevier, vol. 35(6), pages 857-886.
- Christine Kalenborn & Christian Lessmann, 2012. "The Impact of Democracy and Press Freedom on Corruption: Conditionality Matters," CESifo Working Paper Series 3917, CESifo.
2012
- Tscharaktschiew, Stefan & Hirte, Georg, 2012.
"Should subsidies to urban passenger transport be increased? A spatial CGE analysis for a German metropolitan area,"
Transportation Research Part A: Policy and Practice, Elsevier, vol. 46(2), pages 285-309.
- Tscharaktschiew, Stefan & Hirte, Georg, 2011. "Should subsidies to urban passenger transport be increased? A spatial CGE analysis for a German metropolitan area," Dresden Discussion Paper Series in Economics 01/11, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
2010
- Tscharaktschiew, Stefan & Hirte, Georg, 2010. "The drawbacks and opportunities of carbon charges in metropolitan areas -- A spatial general equilibrium approach," Ecological Economics, Elsevier, vol. 70(2), pages 339-357, December.
- Tscharaktschiew, Stefan & Hirte, Georg, 2010.
"How does the household structure shape the urban economy?,"
Regional Science and Urban Economics, Elsevier, vol. 40(6), pages 498-516, November.
- Tscharaktschiew, Stefan & Hirte, Georg, 2009. "How does the household structure shape the urban economy?," Dresden Discussion Paper Series in Economics 07/09, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
- Wei Xu & Guenther Filler & Martin Odening & Ostap Okhrin, 2010.
"On the systemic nature of weather risk,"
Agricultural Finance Review, Emerald Group Publishing Limited, vol. 70(2), pages 267-284, August.
- Xu, Wei & Filler, Gunther & Odening, Martin & Okhrin, Ostap, 2009. "On the Systemic Nature of Weather Risk," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49131, Agricultural and Applied Economics Association.
- Xu, Wei & Filler, Gunther & Odening, Martin & Okhrin, Ostap, 2009. "On the Systemic Nature of Weather Risk," 2009 Conference, August 16-22, 2009, Beijing, China 51426, International Association of Agricultural Economists.
- Filler, Guenther & Odening, Martin & Okhrin, Ostap & Xu, Wei, 2009. "On the systemic nature of weather risk," SFB 649 Discussion Papers 2009-002, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Wolfgang Härdle & Ostap Okhrin, 2010. "De copulis non est disputandum," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 94(1), pages 1-31, March.
2009
- Georg Hirte, 2009. "Editorial note: special issue on regional prices," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 43(1), pages 1-3, March.
- Stephan Brunow & Georg Hirte, 2009. "The age pattern of human capital and regional productivity: A spatial econometric study on german regions," Papers in Regional Science, Wiley Blackwell, vol. 88(4), pages 799-823, November.
2006
- Stephan Brunow & Georg Hirte, 2006. "Age structure and regional economic growth," Review of Regional Research: Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), vol. 26(1), pages 3-23, March.
2003
- Georg Hirte, 2003. "The Political Feasibility of Privatizing Old‐Age Insurance," Scottish Journal of Political Economy, Scottish Economic Society, vol. 50(4), pages 507-525, September.
2002
- Volker Börstinghaus & Georg Hirte, 2002. "Generational Accounting versus Computable General Equilibrium," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 58(3), pages 227-243, July.
- Georg Hirte, 2002.
"Welfare and Macroeconomic Effects of the German Pension Acts of 1992 and 1999: A Dynamic CGE Study,"
German Economic Review, Verein für Socialpolitik, vol. 3(1), pages 81-106, February.
- Hirte Georg, 2002. "Welfare and Macroeconomic Effects of the German Pension Acts of 1992 and 1999: A Dynamic CGE Study," German Economic Review, De Gruyter, vol. 3(1), pages 81-106, February.
1999
- Hirte Georg, 1999. "Raising the Retirement Age – Why Should Anybody Lose? / Anhebung des Rentenzugangsalters – Muss es Verlierer geben?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 219(3-4), pages 393-408, June.
- Genosko, Joachim & Hirte, Georg & Weber, Reinhard, 1999. "Quersubventionierung in der Arbeitslosenversicherung," Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007), ZBW - Leibniz Information Centre for Economics, vol. 79(1), pages 44-49.
1998
- Georg Hirte, 1998. "original: Welfare effects of regional income taxes Results of an interregional CGE analysis for Germany," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 32(2), pages 201-219.