Publications
by members of
Sonderforschungsbereich 649: Ökonomisches Risiko
Wirtschaftswissenschaftliche Fakultät
Humboldt-Universität Berlin
Berlin, Germany
(Collaborative Research Center 649: Economic Risk, Faculty of Economics, Humboldt University Berlin)
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 | Software components |
Working papers
2024
- Hüttel, Silke & Balmann, Alfons & Mußhoff, Oliver & Odening, Martin & Seifert, Stefan, 2024. "Was bestimmt die landwirtschaftlichen Bodenpreise in Deutschland? - Ergebnisse empirischer Analysen der Kaufpreissammlungen," FORLand Project Publications 342959, University of Natural Resources and Applied Life Sciences, Vienna, Department of Economics and Social Sciences.
- Appel, Franziska & Balmann, Alfons & Filler, Günther & Heinrich, Florian & Odening, Martin & Schmidt, Lorenz & Tölle, Antje, 2024. "Stellungnahme zum Entwurf eines Gesetzes zur Sicherung und zur Verbesserung einer bäuerlichen Agrarstruktur in Niedersachsen (Niedersächsisches Agrarstruktursicherungs- und Agrarstrukturverbesserungsg," FORLand Project Publications 348195, University of Natural Resources and Applied Life Sciences, Vienna, Department of Economics and Social Sciences.
- Yang, Xinyue & Odening, Martin, 2024. "How does the land tenure policy impact farmland rental markets?," IAAE 2024 Conference, August 2-7, 2024, New Delhi, India 344283, International Association of Agricultural Economists (IAAE).
2023
- Appel, Franziska & Balmann, Alfons & Filler, Günther & Jänicke, Clemens & Odening, Martin & Schmidt, Lorenz, 2023. "Stellungnahme zum Entwurf des Gesetzes zum Erhalt und zur Verbesserung der brandenburgischen Agrarstruktur," FORLand Project Publications 334725, University of Natural Resources and Applied Life Sciences, Vienna, Department of Economics and Social Sciences.
2022
- Filiptseva, Anna & Filler, Günther & Odening, Martin, 2022. "Compensation Options for Quarantine Costs in Plant Production," 62nd Annual Conference, Stuttgart, Germany, September 7-9, 2022 329595, German Association of Agricultural Economists (GEWISOLA).
2021
- Balmann, Alfons & Odening, Martin, 2021. "Lassen sich regulatorische Eingriffe in Bodenmärkte mit Marktmacht und Flächenkonzentration empirisch begründen?," FORLand Project Publications 310860, University of Natural Resources and Applied Life Sciences, Vienna, Department of Economics and Social Sciences.
- Schmidt, Lorenz & Odening, Martin & Schlanstein, Johann & Ritter, Matthias, 2021. "Estimation of the Farm-Level Yield-Weather-Relation Using Machine Learning," 61st Annual Conference, Berlin, Germany, September 22-24, 2021 317075, German Association of Agricultural Economists (GEWISOLA).
- Schmidt, Lorenz & Odening, Martin & Ritter, Matthias, 2021.
"Estimation of the weather-yield nexus with Artificial Neural Networks,"
Agri-Tech Economics Papers
316598, Harper Adams University, Land, Farm & Agribusiness Management Department.
- Schmidt, Lorenz & Odening, Martin & Ritter, Matthias, 2021. "Estimation of the weather-yield nexus with Artificial Neural Networks," Land, Farm & Agribusiness Management Department 316598, Harper Adams University, Land, Farm & Agribusiness Management Department.
- Kionka, Marlene & Odening, Martin & Plogmann, Jana & Ritter, Matthias, 2021.
"Measuring Liquidity in Agricultural Land Markets,"
2021 Conference, August 17-31, 2021, Virtual
315234, International Association of Agricultural Economists.
- Marlene Kionka & Martin Odening & Jana Plogmann & Matthias Ritter, 2021. "Measuring liquidity in agricultural land markets," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 82(4), pages 690-713, September.
- Kionka, Marlene & Odening, Martin & Plogmann, Jana & Ritter, Matthias, 2020. "Measuring liquidity in agricultural land markets," FORLand Working Papers 25 (2020), Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation".
- Heckelei, Thomas & Huettel, Silke & Odening, Martin & Rommel, Jens, 2021. "The replicability crisis and the p-value debate – what are the consequences for the agricultural and food economics community?," Discussion Papers 316369, University of Bonn, Institute for Food and Resource Economics.
2020
- Kolbe, Jens & Schulz, Rainer & Wersing, Martin & Werwatz, Axel, 2020. "How useful is listings data for research?," FORLand Working Papers 19 (2020), Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation".
- Plogmann, Jana & Mußhoff, Oliver & Odening, Martin & Ritter, Matthias, 2020.
"Farm growth and land concentration,"
2020 Annual Meeting, July 26-28, Kansas City, Missouri
304514, Agricultural and Applied Economics Association.
- Plogmann, Jana & Mußhoff, Oliver & Odening, Martin & Ritter, Matthias, 2022. "Farm growth and land concentration," Land Use Policy, Elsevier, vol. 115(C).
- Plogmann, Jana & Mußhoff, Oliver & Odening, Martin & Ritter, Matthias, 2020. "Farm growth and land concentration," FORLand Working Papers 24 (2020), Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation".
- Ben Zhe Wang & Jeffrey Sheen & Stefan Truck & Shih-Kang Chao & Wolfgang Karl Hardle, 2020.
"A note on the impact of news on US household inflation expectations,"
Papers
2009.11557, arXiv.org.
- Wang, Ben Zhe & Sheen, Jeffrey & Trück, Stefan & Chao, Shih-Kang & Härdle, Wolfgang Karl, 2020. "A Note On The Impact Of News On Us Household Inflation Expectations," Macroeconomic Dynamics, Cambridge University Press, vol. 24(4), pages 995-1015, June.
2019
- Kolbe, Jens & Schulz, Rainer & Wersing, Martin & Werwatz, Axel, 2019. "Land value appraisal using statistical methods," FORLand Working Papers 07 (2019), Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation".
- Feicheng Wang & Chris Milner & Juliane Scheffel, 2019.
"Export destinations and skill premium: Evidence from chinese manufacturing industries,"
Discussion Papers
2019-07, University of Nottingham, GEP.
- Feicheng Wang & Chris Milner & Juliane Scheffel, 2022. "Export destination and the skill premium: Evidence from Chinese manufacturing industries," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(2), pages 1057-1094, May.
- Ritter, Matthias & Huttel, Silke & Odening, Martin & Seifert, Stefan, 2019.
"Revisiting The Relationship Between Land Price And Parcel Size,"
2019 Conference (63rd), February 12-15, 2019, Melbourne, Australia
285062, Australian Agricultural and Resource Economics Society (AARES).
- Ritter, Matthias & Hüttel, Silke & Odening, Martin & Seifert, Stefan, 2019. "Revisiting the relationship between land price and parcel size," FORLand Working Papers 08 (2019), Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation".
- Plogmann, Jana & Mußhoff, Oliver & Odening, Martin & Ritter, Matthias, 2019.
"What Moves the German Land Market? A Decomposition of the Land Rent-Price Ratio,"
165th Seminar, April 4-5, 2019, Berlin, Germany
288444, European Association of Agricultural Economists.
- Plogmann, Jana & Mußhoff, Oliver & Odening, Martin & Ritter, Matthias, 2020. "What Moves the German Land Market? A Decomposition of the Land Rent-Price Ratio," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 69(01).
- Plogmann, Jana & Mußhoff, Oliver & Odening, Martin & Ritter, Matthias, 2018. "What moves the German land market? A decomposition of the land rent-price ratio," FORLand Working Papers 05 (2018), Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation".
- Grau, Aaron & Jasic, Svetlana & Ritter, Matthias & Odening, Martin, 2019. "The impact of production intensity on agricultural land prices," FORLand Working Papers 09 (2019), Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation".
2018
- Odening, Martin & Huettel, Silke & Croonenbroeck, Carsten, 2018.
"Farmland values and bidder behavior in first-price land auctions,"
2018 Annual Meeting, August 5-7, Washington, D.C.
274114, Agricultural and Applied Economics Association.
- Carsten Croonenbroeck & Martin Odening & Silke Hüttel, 2020. "Farmland values and bidder behaviour in first-price land auctions [Identification of standard auction models]," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 47(2), pages 558-590.
- Croonenbroeck, Carsten & Odening, Martin & Hüttel, Silke, 2018. "Farmland values and bidder behavior in first-price land auctions," FORLand Working Papers 02 (2018), Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation".
- Croonenbroeck, Carsten & Odening, Martin & Hüttel, Silke, 2018. "Farmland Values and Bidder Behavior in First-Price Land Auctions," FORLand Project Publications 275486, University of Natural Resources and Applied Life Sciences, Vienna, Department of Economics and Social Sciences.
- Yang, Xinyue & Odening, Martin & Ritter, Matthias, 2018.
"The Spatial and Temporal Diffusion of Agricultural Land Prices,"
FORLand Project Publications
275485, University of Natural Resources and Applied Life Sciences, Vienna, Department of Economics and Social Sciences.
- Xinyue Yang & Martin Odening & Matthias Ritter, 2019. "The Spatial and Temporal Diffusion of Agricultural Land Prices," Land Economics, University of Wisconsin Press, vol. 95(1), pages 108-123.
- Yang, Xinyue & Odening, Martin & Ritter, Matthias, 2018. "The spatial and temporal diffusion of agricultural land prices," FORLand Working Papers 01 (2018), Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation".
- Ritter, M. & Yang, X. & Odening, M., 2018. "The Spatial and Temporal Diffusion of Agricultural Land Prices," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277414, International Association of Agricultural Economists.
- Grau, Aaron & Odening, Martin & Ritter, Matthias, 2018.
"Land price diffusion across borders: The case of Germany,"
FORLand Project Publications
275487, University of Natural Resources and Applied Life Sciences, Vienna, Department of Economics and Social Sciences.
- Aaron Grau & Martin Odening & Matthias Ritter, 2020. "Land price diffusion across borders – the case of Germany," Applied Economics, Taylor & Francis Journals, vol. 52(50), pages 5446-5463, October.
- Grau, Aaron & Odening, Martin & Ritter, Matthias, 2018. "Land price diffusion across borders: The case of Germany," FORLand Working Papers 03 (2018), Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation".
- Grau, Aaron & Odening, Martin & Ritter, Matthias, 2019. "Land price diffusion across borders – The case of Germany," 165th Seminar, April 4-5, 2019, Berlin, Germany 288296, European Association of Agricultural Economists.
- Odening, Martin & Hüttel, Silke, 2018. "Müssen landwirtschaftliche Bodenmärkte vor Investoren geschützt werden? Eine ökonomische Perspektive," FORLand Project Publications 276288, University of Natural Resources and Applied Life Sciences, Vienna, Department of Economics and Social Sciences.
2017
- Härdle, Wolfgang Karl & Osipenko, Maria, 2017. "Dynamic valuation of weather derivatives under default risk," SFB 649 Discussion Papers 2017-005, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Benschop, Thijs & López Cabrera, Brenda, 2017. "Realized volatility of CO2 futures," SFB 649 Discussion Papers 2017-025, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Melzer, Awdesch & Härdle, Wolfgang Karl & López Cabrera, Brenda, 2017. "Pricing Green Financial Products," SFB 649 Discussion Papers 2017-020, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Ritter, Matthias & Yang, Xinyue & Odening, Martin, 2017.
"Spatial Integration of Agricultural Land Markets,"
2017 Annual Meeting, July 30-August 1, Chicago, Illinois
258133, Agricultural and Applied Economics Association.
- Ritter, Matthias & Yang, Xinyue & Odening, Martin, 2017. "Spatial integration of agricultural land markets," 2017 International Congress, August 28-September 1, 2017, Parma, Italy 261430, European Association of Agricultural Economists.
- Ritter, Matthias & Helbing, Georg & Shen, Zhiwei & Odening, Martin, 2017.
"Estimating Location Values of Agricultural Land,"
57th Annual Conference, Weihenstephan, Germany, September 13-15, 2017
261985, German Association of Agricultural Economists (GEWISOLA).
- Helbing, Georg & Shen, Zhiwei & Odening, Martin & Ritter, Matthias, 2017. "Estimating Location Values of Agricultural Land," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 66(3), September.
- Helbing, Georg & Shen, Zhiwei & Odening, Martin & Ritter, Matthias, 2017. "Estimating location values of agricultural land," SFB 649 Discussion Papers 2017-002, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Helbing, Georg & Shen, Zhiwei & Odening, Martin & Ritter, Matthias, 2017.
"Estimating location values of agricultural land,"
SFB 649 Discussion Papers
2017-002, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Helbing, Georg & Shen, Zhiwei & Odening, Martin & Ritter, Matthias, 2017. "Estimating Location Values of Agricultural Land," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 66(3), September.
- Ritter, Matthias & Helbing, Georg & Shen, Zhiwei & Odening, Martin, 2017. "Estimating Location Values of Agricultural Land," 57th Annual Conference, Weihenstephan, Germany, September 13-15, 2017 261985, German Association of Agricultural Economists (GEWISOLA).
- Yu, Lining & Härdle, Wolfgang Karl & Borke, Lukas & Benschop, Thijs, 2017. "FRM: A financial risk meter based on penalizing tail events occurrence," SFB 649 Discussion Papers 2017-003, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Borke, Lukas, 2017. "RiskAnalytics: An R package for real time processing of Nasdaq and Yahoo finance data and parallelized quantile lasso regression methods," SFB 649 Discussion Papers 2017-006, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Borke, Lukas & Härdle, Wolfgang Karl, 2017. "GitHub API based QuantNet Mining infrastructure in R," SFB 649 Discussion Papers 2017-008, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Forges, Françoise & Horst, Ulrich, 2017.
"Sender-Receiver Games with Cooperation,"
Rationality and Competition Discussion Paper Series
17, CRC TRR 190 Rationality and Competition.
- Forges, Françoise & Horst, Ulrich, 2018. "Sender–receiver games with cooperation," Journal of Mathematical Economics, Elsevier, vol. 76(C), pages 52-61.
- Françoise Forges & Ulrich Horst, 2018. "Sender-receiver games with cooperation," Post-Print hal-02313962, HAL.
- Fu, Guanxing & Horst, Ulrich, 2017. "Mean Field Games with Singular Controls," Rationality and Competition Discussion Paper Series 22, CRC TRR 190 Rationality and Competition.
- Cebirogly, Gökhan & Hautsch, Nikolaus & Horst, Ulrich, 2017.
"Order Exposure and Liquidity Coordination: Does Hidden Liquidity Harm Price Efficiency?,"
Rationality and Competition Discussion Paper Series
28, CRC TRR 190 Rationality and Competition.
- Cebiroglu, Gökhan & Hautsch, Nikolaus & Horst, Ulrich, 2014. "Order exposure and liquidity coordination: Does hidden liquidity harm price efficiency?," CFS Working Paper Series 468, Center for Financial Studies (CFS).
- Bielagk, Jana & Horst, Ulrich & Moreno-Bromberg, Santiago, 2017. "Trading under Market Impact," Rationality and Competition Discussion Paper Series 39, CRC TRR 190 Rationality and Competition.
- Chao, Shih-Kang & Härdle, Wolfgang Karl & Sheen, Jeffrey R. & Trück, Stefan & Wang, Ben Zhe, 2017. "The impact of news on US household inflation expectations," SFB 649 Discussion Papers 2017-011, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Burdejová, Petra & Härdle, Wolfgang Karl, 2017.
"Dynamic semi-parametric factor model for functional expectiles,"
SFB 649 Discussion Papers
2017-027, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Petra Burdejová & Wolfgang K. Härdle, 2019. "Dynamic semi-parametric factor model for functional expectiles," Computational Statistics, Springer, vol. 34(2), pages 489-502, June.
- Burda, Michael C. & Seele, Stefanie, 2017.
"Das deutsche Arbeitsmarktwunder: Eine Bilanz,"
SFB 649 Discussion Papers
2017-022, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Burda Michael C. & Seele Stefanie, 2017. "Das deutsche Arbeitsmarktwunder: Eine Bilanz," Perspektiven der Wirtschaftspolitik, De Gruyter, vol. 18(3), pages 179-204, October.
- Burda, Michael C. & Seele, Stefanie, 2017. "Das deutsche Arbeitsmarktwunder: Eine Bilanz," IZA Standpunkte 89, Institute of Labor Economics (IZA).
- Almosova, Anna & Burda, Michael C. & Voigts, Simon, 2017.
"Social Security Contributions and the Business Cycle,"
SFB 649 Discussion Papers
2017-018, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Almosova, Anna & Burda, Michael C. & Voigts, Simon, 2020. "Social Security Contributions and the Business Cycle," Journal of Macroeconomics, Elsevier, vol. 65(C).
- Burda, Michael & Almosova, Anna & Voigts, Simon, 2017. "Social Security Contributions and the Business Cycle," CEPR Discussion Papers 12096, C.E.P.R. Discussion Papers.
- Almosova, Anna & Voigts, Simon & Burda, Michael, 2017. "Social Security Contributions and the Business Cycle," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168134, Verein für Socialpolitik / German Economic Association.
2016
- López Cabrera, Brenda & Schulz, Franziska, 2016. "Time-adaptive probabilistic forecasts of electricity spot prices with application to risk management," SFB 649 Discussion Papers 2016-035, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Albertini, Julien & Lan, Hong, 2016. "The importance of time-varying parameters in new Keynesian models with zero lower bound," SFB 649 Discussion Papers 2016-013, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Chris Milner & Juliane Scheffel & Feicheng Wang, 2016.
"Globalisation and Inter-Industry Wage Differentials in China,"
Discussion Papers
2016-02, University of Nottingham, GEP.
- Feicheng Wang & Chris Milner & Juliane Scheffel, 2018. "Globalization and inter‐industry wage differentials in China," Review of International Economics, Wiley Blackwell, vol. 26(2), pages 404-437, May.
- Scheffel, Juliane & Zhang, Yiwei, 2016.
"How Does Internal Migration Affect the Emotional Health of Elderly Parents Left-Behind?,"
VfS Annual Conference 2016 (Augsburg): Demographic Change
145663, Verein für Socialpolitik / German Economic Association.
- Juliane Scheffel & Yiwei Zhang, 2019. "How does internal migration affect the emotional health of elderly parents left-behind?," Journal of Population Economics, Springer;European Society for Population Economics, vol. 32(3), pages 953-980, July.
- Andrés Fuentes Hutfilter & Andreas Kappeler & Dorothee Schneider & Giovanni Maria Semeraro, 2016. "Boosting investment performance in Germany," OECD Economics Department Working Papers 1326, OECD Publishing.
- Andreas Kappeler & Andrés Fuentes Hutfilter & Dorothee Schneider & Naomitsu Yashiro & Eun Jung Kim & Giovanni Maria Semeraro, 2016. "Raising well-being in Germany's ageing society," OECD Economics Department Working Papers 1327, OECD Publishing.
- Odening, Martin & Hüttel, Silke, 2016. "Price Formation on Agricultural Land Markets – A Microstructure Analysis," 2016 Conference (60th), February 2-5, 2016, Canberra, Australia 235490, Australian Agricultural and Resource Economics Society.
- Ritter, Matthias & Pieralli, Simone & Odening, Martin, 2016. "Neighborhood effects in wind farm performance: An econometric approach," SFB 649 Discussion Papers 2016-012, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Borke, Lukas & Härdle, Wolfgang Karl, 2016. "Q3-D3-Lsa," SFB 649 Discussion Papers 2016-049, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Gerhardt, Holger & Biele, Guido P. & Heekeren, Hauke R. & Uhlig, Harald, 2016. "Cognitive load increases risk aversion," SFB 649 Discussion Papers 2016-011, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Jana Bielagk & Ulrich Horst & Santiago Moreno--Bromberg, 2016. "A Principal-Agent Model of Trading Under Market Impact -Crossing networks interacting with dealer markets-," Papers 1607.04047, arXiv.org, revised Aug 2016.
- Ulrich Horst & Dorte Kreher, 2016. "A diffusion approximation for limit order book models," Papers 1608.01795, arXiv.org, revised Aug 2017.
- Paulwin Graewe & Ulrich Horst, 2016. "Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience," Papers 1611.03435, arXiv.org, revised Jul 2017.
- Zharova, Alona & Mihoci, Andrija & Härdle, Wolfgang Karl, 2016. "Academic ranking scales in economics: Prediction and imputation," SFB 649 Discussion Papers 2016-020, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Härdle, Wolfgang Karl & Huang, Chen & Chao, Shih-Kang, 2016. "Factorisable sparse tail event curves with expectiles," SFB 649 Discussion Papers 2016-018, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Kim, Kun Ho & Chao, Shih-Kang & Härdle, Wolfgang Karl, 2016. "Simultaneous inference for the partially linear model with a multivariate unknown function when the covariates are measured with errors," SFB 649 Discussion Papers 2016-024, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Chao, Shih-Kang & Härdle, Wolfgang Karl & Huang, Chen, 2016. "Multivariate factorisable sparse asymmetric least squares regression," SFB 649 Discussion Papers 2016-058, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Shen, Zhiwei, 2016. "Adaptive local parametric estimation of crop yields: implication for crop insurance ratemaking," 156th Seminar, October 4, 2016, Wageningen, The Netherlands 249984, European Association of Agricultural Economists.
- Brede, Maren, 2016.
"Budget-neutral fiscal rules targeting inflation differentials,"
SFB 649 Discussion Papers
2016-007, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Brede, Maren, 2016. "Budget-neutral fiscal rules targeting inflation differentials," VfS Annual Conference 2016 (Augsburg): Demographic Change 145513, Verein für Socialpolitik / German Economic Association.
- Burda, Michael C. & Seele, Stefanie, 2016.
"No role for the Hartz reforms? Demand and supply factors in the German labor market, 1993-2014,"
SFB 649 Discussion Papers
2016-010, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Seele, Stefanie & Burda, Michael, 2016. "No Role for the Hartz Reforms? Demand and Supply Factors in the German Labor Market, 1993-2014," VfS Annual Conference 2016 (Augsburg): Demographic Change 145650, Verein für Socialpolitik / German Economic Association.
- Voigts, Simon, 2016. "VAT multipliers and pass-through dynamics," SFB 649 Discussion Papers 2016-026, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Voigts, Simon, 2016. "Measuring the benefit from reducing income inequality in terms of GDP," SFB 649 Discussion Papers 2016-008, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
2015
- Chen, Ying & Härdle, Wolfgang Karl & Qiang, He & Majer, Piotr, 2015. "Risk related brain regions detected with 3D image FPCA," SFB 649 Discussion Papers 2015-022, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Schulz, Rainer & Wersing, Martin, 2015. "Forecasting the oil price using house prices," SFB 649 Discussion Papers 2015-041, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Odening, Martin & Ritter, Matthias & Hüttel, Silke, 2015. "The term structure of land lease rates," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 201664, Agricultural and Applied Economics Association.
- Pieralli, Simone & Ritter, Matthias & Odening, Martin, 2015.
"Efficiency of Wind Power Production and its Determinants,"
2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California
205415, Agricultural and Applied Economics Association.
- Pieralli, Simone & Ritter, Matthias & Odening, Martin, 2015. "Efficiency of wind power production and its determinants," Energy, Elsevier, vol. 90(P1), pages 429-438.
- Pieralli, Simone & Ritter, Matthias & Odening, Martin, 2015. "Efficiency of wind power production and its determinants," SFB 649 Discussion Papers 2015-004, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Pieralli, Simone & Ritter, Matthias & Odening, Martin, 2015.
"Efficiency of wind power production and its determinants,"
SFB 649 Discussion Papers
2015-004, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Pieralli, Simone & Ritter, Matthias & Odening, Martin, 2015. "Efficiency of wind power production and its determinants," Energy, Elsevier, vol. 90(P1), pages 429-438.
- Pieralli, Simone & Ritter, Matthias & Odening, Martin, 2015. "Efficiency of Wind Power Production and its Determinants," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205415, Agricultural and Applied Economics Association.
- Kersting, Stefan & Hüttel, Silke & Odening, Martin, 2015. "Structural change in agriculture under capacity constraints: An equilibrium approach," Thuenen-Series of Applied Economic Theory 140, University of Rostock, Institute of Economics.
- Ulrich Horst & Michael Paulsen, 2015. "A law of large numbers for limit order books," Papers 1501.00843, arXiv.org.
- Ulrich Horst & Dorte Kreher, 2015. "A weak law of large numbers for a limit order book model with fully state dependent order dynamics," Papers 1502.04359, arXiv.org, revised May 2016.
- Gschöpf, Philipp & Härdle, Wolfgang Karl & Mihoci, Andrija, 2015. "TERES: Tail event risk expectile based shortfall," SFB 649 Discussion Papers 2015-047, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Xu, Xiu & Mihoci, Andrija & Härdle, Wolfgang Karl, 2015.
"lCARE: Localizing conditional autoregressive expectiles,"
SFB 649 Discussion Papers
2015-052, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Xu, Xiu & Mihoci, Andrija & Härdle, Wolfgang Karl, 2018. "lCARE - localizing conditional autoregressive expectiles," Journal of Empirical Finance, Elsevier, vol. 48(C), pages 198-220.
- Chao, Shih-Kang & Härdle, Wolfgang Karl & Yuan, Ming, 2015. "Factorisable sparse tail event curves," SFB 649 Discussion Papers 2015-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Burdejova, Petra & Härdle, Wolfgang Karl & Kokoszka, Piotr & Xiong, Q., 2015.
"Change point and trend analyses of annual expectile curves of tropical storms,"
SFB 649 Discussion Papers
2015-029, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Burdejova, P. & Härdle, W. & Kokoszka, P. & Xiong, Q., 2017. "Change point and trend analyses of annual expectile curves of tropical storms," Econometrics and Statistics, Elsevier, vol. 1(C), pages 101-117.
- Shen, Zhiwei & Ritter, Matthias, 2015.
"Forecasting volatility of wind power production,"
SFB 649 Discussion Papers
2015-026, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Shen, Zhiwei & Ritter, Matthias, 2016. "Forecasting volatility of wind power production," Applied Energy, Elsevier, vol. 176(C), pages 295-308.
2014
- Tran, Ngoc Mai & Osipenko, Maria & Härdle, Wolfgang Karl, 2014.
"Principal component analysis in an asymmetric norm,"
SFB 649 Discussion Papers
2014-001, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Tran, Ngoc Mai & Burdejová, Petra & Osipenko, Maria & Härdle, Wolfgang Karl, 2016. "Principal component analysis in an asymmetric norm," SFB 649 Discussion Papers 2016-040, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Osipenko, Maria & Shen, Zhiwei & Odening, Martin, 2014.
"Is there a demand for multi-year crop insurance?,"
SFB 649 Discussion Papers
2014-025, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Maria Osipenko & Zhiwei Shen & Martin Odening, 2015. "Is there a demand for multi-year crop insurance?," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 75(1), pages 92-102, May.
- López Cabrera, Brenda & Schulz, Franziska, 2014.
"Forecasting generalized quantiles of electricity demand: A functional data approach,"
SFB 649 Discussion Papers
2014-030, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Brenda López Cabrera & Franziska Schulz, 2017. "Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(517), pages 127-136, January.
- Lan, Hong, 2014.
"Comparing solution methods for DSGE models with labor market search,"
SFB 649 Discussion Papers
2014-049, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Hong Lan, 2018. "Comparing Solution Methods for DSGE Models with Labor Market Search," Computational Economics, Springer;Society for Computational Economics, vol. 51(1), pages 1-34, January.
- Groll, Andreas & López-Cabrera, Brenda & Meyer-Brandis, Thilo, 2014.
"A consistent two-factor model for pricing temperature derivatives,"
SFB 649 Discussion Papers
2014-006, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Groll, Andreas & López-Cabrera, Brenda & Meyer-Brandis, Thilo, 2016. "A consistent two-factor model for pricing temperature derivatives," Energy Economics, Elsevier, vol. 55(C), pages 112-126.
- Benschopa, Thijs & López Cabreraa, Brenda, 2014. "Volatility modelling of CO2 emission allowance spot prices with regime-switching GARCH models," SFB 649 Discussion Papers 2014-050, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Ritter, Matthias & Shen, Zhiwei & López Cabrera, Brenda & Odening, Martin & Deckert, Lars, 2014.
"Designing an index for assessing wind energy potential,"
SFB 649 Discussion Papers
2014-052, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Ritter, Matthias & Shen, Zhiwei & López Cabrera, Brenda & Odening, Martin & Deckert, Lars, 2015. "Designing an index for assessing wind energy potential," Renewable Energy, Elsevier, vol. 83(C), pages 416-424.
- Majer, Piotr & Mohr, Peter N. C. & Heekeren, Hauke R. & Härdle, Wolfgang Karl, 2014. "Portfolio decisions and brain reactions via the CEAD method," SFB 649 Discussion Papers 2014-036, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Kolbe, Jens & Schulz, Rainer & Wersing, Martin & Werwatz, Axel, 2014.
"Identifying Berlin's land value map using adaptive weights smoothing,"
SFB 649 Discussion Papers
2015-003, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Jens Kolbe & Rainer Schulz & Martin Wersing & Axel Werwatz, 2015. "Identifying Berlin’s land value map using adaptive weights smoothing," Computational Statistics, Springer, vol. 30(3), pages 767-790, September.
- Kolbe, Jens & Schulz, Rainer & Wersing, Martin & Werwatz, Axel, 2014.
"Identifying Berlin's land value map using adaptive weights smoothing,"
SFB 649 Discussion Papers
2015-003, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Jens Kolbe & Rainer Schulz & Martin Wersing & Axel Werwatz, 2015. "Identifying Berlin’s land value map using adaptive weights smoothing," Computational Statistics, Springer, vol. 30(3), pages 767-790, September.
- Pieralli, Simone & Hüttel, Silke & Odening, Martin, 2014. "Abandonment of milk production under uncertainty and inefficiency: The case of West German farms," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170236, Agricultural and Applied Economics Association.
- 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.
- Majer, Piotr & Mohr, Peter N. C. & Heekeren, Hauke R. & Härdle, Wolfgang Karl, 2014. "Portfolio decisions and brain reactions via the CEAD method," SFB 649 Discussion Papers 2014-036, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Christian Bayer & Ulrich Horst & Jinniao Qiu, 2014. "A Functional Limit Theorem for Limit Order Books with State Dependent Price Dynamics," Papers 1405.5230, arXiv.org, revised Aug 2016.
- Ulrich Horst & Jinniao Qiu & Qi Zhang, 2014. "A Constrained Control Problem with Degenerate Coefficients and Degenerate Backward SPDEs with Singular Terminal Condition," Papers 1407.0108, arXiv.org, revised Jul 2015.
- Julio Backhoff & Ulrich Horst, 2014. "Conditional Analysis and a Principal-Agent problem," Papers 1412.4698, arXiv.org, revised Jun 2016.
- Francoise Forges & Ulrich Horst & Antoine Salomon, 2014.
"Feasibility and individual rationality in two-person Bayesian games,"
Working Papers
hal-01094061, HAL.
- Françoise Forges & Ulrich Horst & Antoine Salomon, 2016. "Feasibility and individual rationality in two-person Bayesian games," International Journal of Game Theory, Springer;Game Theory Society, vol. 45(1), pages 11-36, March.
- Francoise Forges & Ulrich Horst & Antoine Salomon, 2016. "Feasibility and individual rationality in two-person Bayesian games," Post-Print hal-02276751, HAL.
- Härdle, Wolfgang Karl & Mihoci, Andrija & Ting, Christopher Hian-Ann, 2014. "Adaptive order flow forecasting with multiplicative error models," SFB 649 Discussion Papers 2014-035, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Chao, Shih-kang & Proksch, Katharina & Dette, Holger & Härdle, Wolfgang Karl, 2014.
"Confidence corridors for multivariate generalized quantile regression,"
SFB 649 Discussion Papers
2014-028, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Shih-Kang Chao & Katharina Proksch & Holger Dette & Wolfgang Karl Härdle, 2017. "Confidence Corridors for Multivariate Generalized Quantile Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(1), pages 70-85, January.
- Brede, Maren, 2014. "When the Taylor principle is insufficient: A benchmark for the fiscal theory of the price level in a monetary union," SFB 649 Discussion Papers 2014-069, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Engler, Philipp & Ganelli, Giovanni & Tervala, Juha & Voigts, Simon, 2014.
"Fiscal devaluation in a monetary union,"
SFB 649 Discussion Papers
2014-011, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Philipp Engler & Giovanni Ganelli & Juha Tervala & Simon Voigts, 2017. "Fiscal Devaluation in a Monetary Union," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 65(2), pages 241-272, June.
- Engler, Philipp & Ganelli, Giovanni & Tervala, Juha & Voigts, Simon, 2013. "Fiscal devaluation in a Monetary Union," Discussion Papers 2013/18, Free University Berlin, School of Business & Economics.
- Philipp Engler & Mr. Giovanni Ganelli & Juha Tervala & Simon Voigts, 2014. "Fiscal Devaluation in a Monetary Union," IMF Working Papers 2014/201, International Monetary Fund.
- Engler, Philipp & Tervala, Juha & Ganelli, Giovanni & Voigts, Simon, 2014. "Fiscal Devaluation in a Monetary Union," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100501, Verein für Socialpolitik / German Economic Association.
- Voigts, Simon, 2014. "Why the split of payroll taxation between firms and workers matters for macroeconomic stability," SFB 649 Discussion Papers 2014-061, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
2013
- López Cabrera, Brenda & Schulz, Franziska, 2013.
"Volatility linkages between energy and agricultural commodity prices,"
SFB 649 Discussion Papers
2013-042, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- López Cabrera, Brenda & Schulz, Franziska, 2016. "Volatility linkages between energy and agricultural commodity prices," Energy Economics, Elsevier, vol. 54(C), pages 190-203.
- Lan, Hong & Meyer-Gohde, Alexander, 2013.
"Pruning in perturbation DSGE models: Guidance from nonlinear moving average approximations,"
SFB 649 Discussion Papers
2013-024, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Hong Lan & Alexander Meyer-Gohde, 2013. "Dynare add-on for "Pruning in Perturbation DSGE Models"," QM&RBC Codes 196, Quantitative Macroeconomics & Real Business Cycles.
- Lan, Hong & Meyer-Gohde, Alexander, 2013.
"Decomposing risk in dynamic stochastic general equilibrium,"
SFB 649 Discussion Papers
2013-022, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Lan, Hong & Meyer-Gohde, Alexander, 2014. "Decomposing Risk in Dynamic Stochastic General Equilibrium," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100523, Verein für Socialpolitik / German Economic Association.
- López Cabrera, Brenda & Odening, Martin & Ritter, Matthias, 2013. "Pricing rainfall derivatives at the CME," SFB 649 Discussion Papers 2013-005, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Härdle, Wolfgang Karl & López-Cabrera, Brenda & Teng, Huei-wen, 2013.
"State Price Densities implied from weather derivatives,"
SFB 649 Discussion Papers
2013-026, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Karl Härdle, Wolfgang & López-Cabrera, Brenda & Teng, Huei-Wen, 2015. "State price densities implied from weather derivatives," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 106-125.
- Schulz, Rainer & Wersing, Martin & Werwatz, Axel, 2013.
"Automated valuation modelling: A specification exercise,"
SFB 649 Discussion Papers
2013-046, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Rainer Schulz & Martin Wersing & Axel Werwatz, 2014. "Automated valuation modelling: a specification exercise," Journal of Property Research, Taylor & Francis Journals, vol. 31(2), pages 131-153, June.
- Schulz, Rainer & Wersing, Martin & Werwatz, Axel, 2013.
"Automated valuation modelling: A specification exercise,"
SFB 649 Discussion Papers
2013-046, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Rainer Schulz & Martin Wersing & Axel Werwatz, 2014. "Automated valuation modelling: a specification exercise," Journal of Property Research, Taylor & Francis Journals, vol. 31(2), pages 131-153, June.
- Scheffel, Juliane, 2013. "Does Work-Time Flexibility Really Improve the Reconciliation of Family and Work?," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79992, Verein für Socialpolitik / German Economic 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.
- 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.
- Wagner, Christina & Huettel, Silke & Odening, Martin & Narayana, Rashmi, 2013. "Measuring Dynamic Efficiency under Uncertainty: An Application to German Dairy Farms," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 149632, Agricultural and Applied Economics Association.
- Odening, Martin & Jetzinger, Simon & Huettel, Silke, 2013.
"Forced Sales and Farmland Prices,"
2013 Annual Meeting, August 4-6, 2013, Washington, D.C.
150274, Agricultural and Applied Economics Association.
- Silke Hüttel & Simon Jetzinger & Martin Odening, 2014. "Forced Sales and Farmland Prices," Land Economics, University of Wisconsin Press, vol. 90(3), pages 395-410.
- Huttel, Silke & Jetzinger, Simon & Odening, Martin, 2012. "Forced Sales and Farmland Prices," Structural Change in Agriculture/Strukturwandel im Agrarsektor (SiAg) Working Papers 129063, Humboldt University Berlin, Department of Agricultural Economics.
- Huttel, Silke & Jetzinger, Simon & Odening, Martin, 2012. "Forced Sales And Farmland Prices," 52nd Annual Conference, Stuttgart, Germany, September 26-28, 2012 133413, German Association of Agricultural Economists (GEWISOLA).
- Filler, Günther & Volkenand, Steffen & Odening, Martin, 2013. "Changing Price Dynamics in Agricultural Commodity Markets," 53rd Annual Conference, Berlin, Germany, September 25-27, 2013 156246, German Association of Agricultural Economists (GEWISOLA).
- Pieralli, Simone & Hüttel, Silke & Odening, Martin, 2013.
"A model of firm exit under inefficiency and uncertainty,"
Structural Change in Agriculture/Strukturwandel im Agrarsektor (SiAg) Working Papers
155700, Humboldt University Berlin, Department of Agricultural Economics.
- Simone Pieralli & Silke Hüttel & Martin Odening, 2013. "A model of firm exit under inefficiency and uncertainty," EcoMod2013 5236, EcoMod.
- Stefan Kersting & JProf. Silke Huettel & Prof. Martin Odening, 2013. "Structural change in agriculture – an equilibrium approach," EcoMod2013 5300, EcoMod.
- 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.
- Paulwin Graewe & Ulrich Horst & Jinniao Qiu, 2013. "A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions," Papers 1309.0461, arXiv.org, revised Jan 2015.
- Paulwin Graewe & Ulrich Horst & Eric S'er'e, 2013.
"Smooth solutions to portfolio liquidation problems under price-sensitive market impact,"
Papers
1309.0474, arXiv.org, revised Jun 2017.
- Paulwin Graewe & Ulrich Horst & Eric Séré, 2018. "Smooth Solutions to Portfolio Liquidation Problems under Price-Sensitive Market Impact," Post-Print hal-01540537, HAL.
- Brede, Maren, 2013. "Disaster risk in a New Keynesian model," SFB 649 Discussion Papers 2013-020, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Engler, Philipp & Voigts, Simon, 2013.
"A transfer mechanism for a monetary union,"
SFB 649 Discussion Papers
2013-013, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Engler, Philipp & Voigts, Simon, 2013. "A transfer mechanism for a monetary union," Discussion Papers 2013/2, Free University Berlin, School of Business & Economics.
2012
- Lan, Hong & Meyer-Gohde, Alexander, 2012.
"Existence and Uniqueness of Perturbation Solutions in DSGE Models,"
Dynare Working Papers
14, CEPREMAP.
- Lan, Hong & Meyer-Gohde, Alexander, 2012. "Existence and uniqueness of perturbation solutions to DSGE models," SFB 649 Discussion Papers 2012-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Lan, Hong & Meyer-Gohde, Alexander, 2012.
"Existence and uniqueness of perturbation solutions to DSGE models,"
SFB 649 Discussion Papers
2012-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Lan, Hong & Meyer-Gohde, Alexander, 2012. "Existence and Uniqueness of Perturbation Solutions in DSGE Models," Dynare Working Papers 14, CEPREMAP.
- Härdle, Wolfgang Karl & López-Cabrera, Brenda & Ritter, Matthias, 2012. "Forecast based pricing of weather derivatives," SFB 649 Discussion Papers 2012-027, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Anastasiadou, Zografia & López-Cabrera, Brenda, 2012. "Statistical modelling of temperature risk," SFB 649 Discussion Papers 2012-029, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Härdle, Wolfgang Karl & Majer, Piotr, 2012. "Yield curve modeling and forecasting using semiparametric factor dynamics," SFB 649 Discussion Papers 2012-048, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Jens Kolbe & Rainer Schulz & Martin Wersing & Axel Werwatz, 2012.
"Location, Location, Location: Extracting Location Value from House Prices,"
Discussion Papers of DIW Berlin
1216, DIW Berlin, German Institute for Economic Research.
- Kolbe, Jens & Schulz, Rainer & Wersing, Martin & Werwatz, Axel, 2013. "Location, location, location: Extracting location value from house prices," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79732, Verein für Socialpolitik / German Economic Association.
- Kolbe, Jens & Schulz, Rainer & Wersing, Martin & Werwatz, Axel, 2012. "Location, location, location: Extracting location value from house prices," SFB 649 Discussion Papers 2012-040, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Kolbe, Jens & Schulz, Rainer & Wersing, Martin & Werwatz, Axel, 2012.
"Location, location, location: Extracting location value from house prices,"
SFB 649 Discussion Papers
2012-040, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Kolbe, Jens & Schulz, Rainer & Wersing, Martin & Werwatz, Axel, 2013. "Location, location, location: Extracting location value from house prices," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79732, Verein für Socialpolitik / German Economic Association.
- Jens Kolbe & Rainer Schulz & Martin Wersing & Axel Werwatz, 2012. "Location, Location, Location: Extracting Location Value from House Prices," Discussion Papers of DIW Berlin 1216, DIW Berlin, German Institute for Economic Research.
- Schulz, Rainer & Wersing, Martin, 2012. "A slab in the face: Building quality and neighborhood effects," SFB 649 Discussion Papers 2012-020, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Silberhorn, Nadja & Hildebrandt, Lutz, 2012. "Does umbrella branding really work? Investigating cross-category brand loyalty," SFB 649 Discussion Papers 2012-028, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Hildebrandt, Lutz & Tischer, Sven, 2012. "Brand equity: How is it affected by critical incidents and what moderates the effect," SFB 649 Discussion Papers 2012-062, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Choros-Tomczyk, Barbara & Härdle, Wolfgang Karl & Overbeck, Ludger, 2012.
"Copula dynamics in CDOs,"
SFB 649 Discussion Papers
2012-032, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Barbara Choroś-Tomczyk & Wolfgang Karl H�rdle & Ludger Overbeck, 2014. "Copula dynamics in CDOs," Quantitative Finance, Taylor & Francis Journals, vol. 14(9), pages 1573-1585, September.
- Ritter, Matthias & Musshoff, Oliver & Odening, Martin, 2012.
"Minimizing geographical basis risk of weather derivatives using a multi-site rainfall model,"
123rd Seminar, February 23-24, 2012, Dublin, Ireland
122527, European Association of Agricultural Economists.
- M. Ritter & O. Mußhoff & M. Odening, 2014. "Minimizing Geographical Basis Risk of Weather Derivatives Using A Multi-Site Rainfall Model," Computational Economics, Springer;Society for Computational Economics, vol. 44(1), pages 67-86, June.
- Liu, Xiaoliang & Filler, Gunther & Odening, Martin, 2012.
"Testing for Speculative Bubbles in Agricultural Commodity Prices: A Regime Switching Approach,"
123rd Seminar, February 23-24, 2012, Dublin, Ireland
122554, European Association of Agricultural Economists.
- Xiaoliang Liu & Guenther Filler & Martin Odening, 2013. "Testing for speculative bubbles in agricultural commodity prices: a regime switching approach," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 73(1), pages 179-200, May.
- Shen, Zhiwei & Odening, Martin, 2012.
"Coping with Systemic Risk in Index-based Crop Insurance,"
123rd Seminar, February 23-24, 2012, Dublin, Ireland
122555, European Association of Agricultural Economists.
- Zhiwei Shen & Martin Odening, 2013. "Coping with systemic risk in index-based crop insurance," Agricultural Economics, International Association of Agricultural Economists, vol. 44(1), pages 1-13, January.
- Wagner, Christina & Huttel, Silke & Odening, Martin, 2012. "Dynamic Efficiency Under Uncertainty: An Application To German Dairy Farms," 52nd Annual Conference, Stuttgart, Germany, September 26-28, 2012 133826, German Association of Agricultural Economists (GEWISOLA).
- Salzwedel, Arvid & Huttel, Silke & Odening, Martin, 2012. "Measurement Of Dynamic Efficiency Using Data Envelopment Analysis – First Evidence From West German Dairy Farms," 52nd Annual Conference, Stuttgart, Germany, September 26-28, 2012 137166, German Association of Agricultural Economists (GEWISOLA).
- Cascino, Stefano & Gassen, Joachim, 2012. "Comparability effects of mandatory IFRS adoption," SFB 649 Discussion Papers 2012-009, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Härdle, Wolfgang Karl & Silyakova, Elena, 2012. "Implied basket correlation dynamics," SFB 649 Discussion Papers 2012-066, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Mohr, Peter N. C. & Heekeren, Hauke R., 2012. "The aging investor: Insights from neuroeconomics," SFB 649 Discussion Papers 2012-038, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Ulrich Horst & Michael Kupper & Andrea Macrina & Christoph Mainberger, 2012.
"Continuous Equilibrium in Affine and Information-Based Capital Asset Pricing Models,"
Papers
1201.1840, arXiv.org, revised Oct 2012.
- Ulrich Horst & Michael Kupper & Andrea Macrina & Christoph Mainberger, 2013. "Continuous equilibrium in affine and information-based capital asset pricing models," Annals of Finance, Springer, vol. 9(4), pages 725-755, November.
- Cebiroğlu, Gökhan & Horst, Ulrich, 2012. "Hidden liquidity: Determinants and impact," SFB 649 Discussion Papers 2012-023, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- aus dem Moore, Jan Peter & Spitz-Oener, Alexandra, 2012. "Bye bye, GI: The impact of the US military drawdown on local German labor markets," SFB 649 Discussion Papers 2012-024, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2012.
"Local adaptive multiplicative error models for high-frequency forecasts,"
SFB 649 Discussion Papers
2012-031, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Wolfgang K. Härdle & Nikolaus Hautsch & Andrija Mihoci, 2015. "Local Adaptive Multiplicative Error Models for High‐Frequency Forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 529-550, June.
- Chao, Shih-Kang & Härdle, Wolfgang Karl & Wang, Weining, 2012. "Quantile regression in risk calibration," SFB 649 Discussion Papers 2012-006, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
2011
- Härdle, Wolfgang Karl & Osipenko, Maria, 2011.
"Spatial risk premium on weather derivatives and hedging weather exposure in electricity,"
SFB 649 Discussion Papers
2011-013, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Wolfgang Karl Hardle and Maria Osipenko, 2012. "Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
- Duran, Esra Akdeniz & Härdle, Wolfgang Karl & Osipenko, Maria, 2011.
"Difference based ridge and Liu type estimators in semiparametric regression models,"
SFB 649 Discussion Papers
2011-014, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Akdeniz Duran, Esra & Härdle, Wolfgang Karl & Osipenko, Maria, 2012. "Difference based ridge and Liu type estimators in semiparametric regression models," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 164-175.
- Härdle, Wolfgang Karl & Osipenko, Maria, 2011. "Pricing Chinese rain: A multisite mulit-period equilibrium pricing model for rainfall derivatives," SFB 649 Discussion Papers 2011-055, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Lan, Hong & Meyer-Gohde, Alexander, 2011.
"Solving DSGE models with a nonlinear moving average,"
SFB 649 Discussion Papers
2011-087, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Lan, Hong & Meyer-Gohde, Alexander, 2013. "Solving DSGE models with a nonlinear moving average," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2643-2667.
- Hong Lan & Alexander Meyer-Gohde, 2011. "Dynare add-on for "Solving DSGE Models with a Nonlinear Moving Average"," QM&RBC Codes 192, Quantitative Macroeconomics & Real Business Cycles, revised 2013.
- Myšičková, Alena & Song, Song & Majer, Piotr & Mohr, Peter N. C. & Heekeren, Hauke R. & Härdle, Wolfgang Karl, 2011. "Risk patterns and correlated brain activities: Multidimensional statistical analysis of fMRI data with application to risk patterns," SFB 649 Discussion Papers 2011-085, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Heike Belitz & Marius Clemens & Christian von Hirschhausen & Jens Schmidt-Ehmcke & Axel Werwatz & Petra Zloczysti, 2011.
"An Indicator for National Systems of Innovation: Methodology and Application to 17 Industrialized Countries,"
Discussion Papers of DIW Berlin
1129, DIW Berlin, German Institute for Economic Research.
- Belitz, Heike & Clemens, Marius & von Hirschhausen, Christian & Schmidt-Ehmcke, Jens & Werwatz, Axel & Zloczysti, Petra, 2011. "An indicator for national systems of innovation: Methodology and application to 17 industrialized countries," SFB 649 Discussion Papers 2011-036, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Belitz, Heike & Clemens, Marius & von Hirschhausen, Christian & Schmidt-Ehmcke, Jens & Werwatz, Axel & Zloczysti, Petra, 2011.
"An indicator for national systems of innovation: Methodology and application to 17 industrialized countries,"
SFB 649 Discussion Papers
2011-036, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Heike Belitz & Marius Clemens & Christian von Hirschhausen & Jens Schmidt-Ehmcke & Axel Werwatz & Petra Zloczysti, 2011. "An Indicator for National Systems of Innovation: Methodology and Application to 17 Industrialized Countries," Discussion Papers of DIW Berlin 1129, DIW Berlin, German Institute for Economic Research.
- Klinke, Sigbert, 2011. "Developing web-based tools for the teaching of statistics: Our wikis and the German Wikipedia," SFB 649 Discussion Papers 2011-030, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Scheffel, Juliane, 2011. "Identifying the effect of temporal work flexibility on parental time with children," SFB 649 Discussion Papers 2011-024, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Scheffel, Juliane, 2011. "How do unusual working schedules affect social life?," SFB 649 Discussion Papers 2011-025, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Scheffel, Juliane, 2011. "Compensation of unusual working schedules," SFB 649 Discussion Papers 2011-026, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Tischer, Sven & Hildebrandt, Lutz, 2011. "Linking corporate reputation and shareholder value using the publication of reputation rankings," SFB 649 Discussion Papers 2011-065, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Schneider, Dorothee, 2011. "Bargaining, openness and the labor share," SFB 649 Discussion Papers 2011-068, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Schneider, Dorothee, 2011. "The labor share: A review of theory and evidence," SFB 649 Discussion Papers 2011-069, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Schneider, Dorothee, 2011. "Monitoring, information technology and the labor share," SFB 649 Discussion Papers 2011-066, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Maart, Syster Christin & Musshoff, Oliver & Odening, Martin & Schade, Christian, 2011. "Closing down the Farm: An Experimental Analysis of Disinvestment Timing," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114375, European Association of Agricultural Economists.
- Huettel, Silke & Narayana, Rashmi & Odening, Martin, 2011. "Measuring dynamic efficiency under uncertainty," Structural Change in Agriculture/Strukturwandel im Agrarsektor (SiAg) Working Papers 129062, Humboldt University Berlin, Department of Agricultural Economics.
- Maart, Syster Christin & Mußhoff, Oliver & Odening, Martin & Sandri, Serena & Schade, Christian, 2011. "PR - Disinvestment Behaviour Of Agricultural Entrepreneurs: Experimental Results (p380-387)," 18th Congress, Methven, New Zealand, 2011 345580, International Farm Management Association.
- Liu, Xiaoliang & Xu, Wei & Odening, Martin, 2011. "Can crop yield risk be globally diversified?," SFB 649 Discussion Papers 2011-018, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Wang, Weining & Bobojonov, Ihtiyor & Härdle, Wolfgang Karl & Odening, Martin, 2011. "Increasing weather risk: Fact of fiction?," SFB 649 Discussion Papers 2011-077, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Myšičková, Alena & Song, Song & Majer, Piotr & Mohr, Peter N. C. & Heekeren, Hauke R. & Härdle, Wolfgang Karl, 2011. "Risk patterns and correlated brain activities: Multidimensional statistical analysis of fMRI data with application to risk patterns," SFB 649 Discussion Papers 2011-085, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Park, Soyoung Q & Kahnt, Thorsten & Rieskamp, Jörg & Heekeren, Hauke R., 2011. "Neurobiology of value integration: When value impacts valuation," SFB 649 Discussion Papers 2011-037, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Biele, Guido & Rieskamp, Jörg & Krugel, Lea K. & Heekeren, Hauke R., 2011. "The neural basis of following advice," SFB 649 Discussion Papers 2011-038, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Ulrich Horst & Santiago Moreno-Bromberg, 2011.
"Efficiency and Equilibria in Games of Optimal Derivative Design,"
Papers
1107.0839, arXiv.org.
- Horst, Ulrich & Moreno-Bromberg, Santiago, 2010. "Efficiency and equilibria in games of optimal derivative design," SFB 649 Discussion Papers 2010-035, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Naujokat, Felix & Horst, Ulrich, 2011. "When to cross the spread: Curve following with singular control," SFB 649 Discussion Papers 2011-053, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Horst, Ulrich & Hu, Ying & Imkeller, Peter & Réveillac, Anthony & Zhang, Jianing, 2011.
"Forward-backward systems for expected utility maximization,"
SFB 649 Discussion Papers
2011-061, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Horst, Ulrich & Hu, Ying & Imkeller, Peter & Réveillac, Anthony & Zhang, Jianing, 2014. "Forward–backward systems for expected utility maximization," Stochastic Processes and their Applications, Elsevier, vol. 124(5), pages 1813-1848.
- Cheridito, Patrick & Horst, Ulrich & Kupper, Michael & Pirvu, Traian A., 2011. "Equilibrium pricing in incomplete markets under translation invariant preferences," SFB 649 Discussion Papers 2011-083, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Cebiroğlu, Gökhan & Horst, Ulrich, 2011. "Optimal display of Iceberg orders," SFB 649 Discussion Papers 2011-057, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Horst, Ulrich & Kupper, Michael & Macrina, Andrea & Mainberger, Christoph, 2011. "Continuous equilibrium under base preferences and attainable initial endowments," SFB 649 Discussion Papers 2011-082, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
2010
- 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.
- Borak, Szymon & Misiorek, Adam & Weron, Rafał, 2010.
"Models for heavy-tailed asset returns,"
SFB 649 Discussion Papers
2010-049, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Szymon Borak & Adam Misiorek & Rafal Weron, 2010. "Models for Heavy-tailed Asset Returns," HSC Research Reports HSC/10/01, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
- Borak, Szymon & Misiorek, Adam & Weron, Rafal, 2010. "Models for Heavy-tailed Asset Returns," MPRA Paper 25494, University Library of Munich, Germany.
- Scheffel, Juliane, 2010. "Honey, I'll be working late tonight. The effect of individual work routines on leisure time synchronization of couples," SFB 649 Discussion Papers 2010-016, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Ungruhe, Markus & Kreis, Henning & Kleinaltenkamp, Michael, 2010. "Transaction cost theory refined: Theoretical and empirical evidence from a business-to-business marketing perspective," Discussion Papers 2010/21, Free University Berlin, School of Business & Economics.
- Wiebach, Nicole & Hildebrandt, Lutz, 2010. "Context effects as customer reaction on delisting of brands," SFB 649 Discussion Papers 2010-056, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Schneider, Dorothee, 2010. "The impact of ICT investments on the relative demand for high-medium-, and low-skilled workers: Industry versus country analysis," SFB 649 Discussion Papers 2010-017, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Maart, Syster Christin & Musshoff, Oliver & Odening, Martin & Schade, Christian, 2010. "Zum Desinvestitionsverhalten Landwirtschaftlicher Unternehmer: Ergebnisse Einer Experimentellen Untersuchung," 50th Annual Conference, Braunschweig, Germany, September 29-October 1, 2010 93943, German Association of Agricultural Economists (GEWISOLA).
- Liu, Xiaoliang & Xu, Wei & Odening, Martin, 2010.
"Lassen Sich Ertragsrisiken In Der Landwirtschaft Global Diversifizieren?,"
50th Annual Conference, Braunschweig, Germany, September 29-October 1, 2010
93955, German Association of Agricultural Economists (GEWISOLA).
- Liu, X. & Xu, W. & Odening, M., 2011. "Lassen sich Ertragsrisiken in der Landwirtschaft global diversifizieren?," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 46, March.
- Artavia, Marco & Deppermann, Andre & Filler, Gunther & Grethe, Harald & Haeger, Astrid & Kirschke, Dieter & Odening, Martin, 2010.
"Ertrags- Und Preisinstabilität Auf Agrarmärkten In Deutschland Und Der Eu,"
50th Annual Conference, Braunschweig, Germany, September 29-October 1, 2010
93956, German Association of Agricultural Economists (GEWISOLA).
- Artavia, M. & Deppermann, A. & Filler, G. & Grethe, H. & Häger, A. & Kirschke, D. & Odening, M., 2011. "Ertrags- und Preisinstabilität auf Agrarmärkten in Deutschland und der EU," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 46, March.
- Sandri, Serena & Schade, Christian & Musshoff, Oliver & Odening, Martin, 2010.
"Holding on for too long? An experimental study on inertia in entrepreneurs’ and non-entrepreneurs’ disinvestment choices,"
Structural Change in Agriculture/Strukturwandel im Agrarsektor (SiAg) Working Papers
59518, Humboldt University Berlin, Department of Agricultural Economics.
- Sandri, Serena & Schade, Christian & Mußhoff, Oliver & Odening, Martin, 2010. "Holding on for too long? An experimental study on inertia in entrepreneurs' and non-entrepreneurs' disinvestment choices," Journal of Economic Behavior & Organization, Elsevier, vol. 76(1), pages 30-44, October.
- Serena Sandri & Christian Schade & Oliver Musshoff & Martin Odening, 2010. "Holding on for too long? An experimental study on inertia in entrepreneurs' and non-entrepreneurs' disinvestment choices," Post-Print hal-00856602, HAL.
- Ritter, Matthias & Mußhoff, Oliver & Odening, Martin, 2010. "Meteorological forecasts and the pricing of weather derivatives," SFB 649 Discussion Papers 2010-043, 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.
- Cascino, Stefano & Gassen, Joachim, 2010. "Mandatory IFRS adoption and accounting comparability," SFB 649 Discussion Papers 2010-046, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Härdle, Wolfgang Karl & Silyakova, Elena, 2010. "Volatility investing with variance swaps," SFB 649 Discussion Papers 2010-001, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Basten, Ulrike & Biele, Guido & Heekeren, Hauke R. & Fiebach, Christian J., 2010. "How the brain integrates costs and benefits during decision making," SFB 649 Discussion Papers 2010-063, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Mohr, Peter N. C. & Heekeren, Hauke R. & Li, Shu-Chen, 2010. "Variability in brain activity as an individual difference measure in neuroscience?," SFB 649 Discussion Papers 2010-064, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Mohr, Peter N. C. & Biele, Guido & Heekeren, Hauke R., 2010. "Neural Processing of Risk," SFB 649 Discussion Papers 2010-065, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- U. Horst & Jose A. Scheinkman, 2010.
"Equilibria in Systems of Social Interactions,"
Levine's Working Paper Archive
506439000000000119, David K. Levine.
- Horst, Ulrich & Scheinkman, Jose A., 2006. "Equilibria in systems of social interactions," Journal of Economic Theory, Elsevier, vol. 130(1), pages 44-77, September.
- J. Scheinkman & U. Horst, 2003. "Equilibria in Systems of Social Interactions," Princeton Economic Theory Working Papers d5a39039d26e0b08775b915bf, David K. Levine.
- Ulrich Horst, 2010.
"Dynamic Systems of Social Interactions,"
Post-Print
hal-00781340, HAL.
- Horst, Ulrich, 2010. "Dynamic systems of social interactions," Journal of Economic Behavior & Organization, Elsevier, vol. 73(2), pages 158-170, February.
- Horst, Ulrich, 2010. "Dynamic systems of social interactions," SFB 649 Discussion Papers 2010-012, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Horst, Ulrich & Pirvu, Traian A. & Dos Reis, Gonçalo, 2010. "On securitization, market completion and equilibrium risk transfer," SFB 649 Discussion Papers 2010-010, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Horst, Ulrich & Naujokat, Felix, 2010.
"Illiquidity and derivative valuation,"
SFB 649 Discussion Papers
2010-011, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Ulrich Horst & Felix Naujokat, 2008. "Illiquidity and Derivative Valuation," Papers 0901.0091, arXiv.org.
- Horst, Ulrich, 2010.
"Dynamic systems of social interactions,"
SFB 649 Discussion Papers
2010-012, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Horst, Ulrich, 2010. "Dynamic systems of social interactions," Journal of Economic Behavior & Organization, Elsevier, vol. 73(2), pages 158-170, February.
- Ulrich Horst, 2010. "Dynamic Systems of Social Interactions," Post-Print hal-00781340, HAL.
- Horst, Ulrich & Moreno-Bromberg, Santiago, 2010.
"Efficiency and equilibria in games of optimal derivative design,"
SFB 649 Discussion Papers
2010-035, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Ulrich Horst & Santiago Moreno-Bromberg, 2011. "Efficiency and Equilibria in Games of Optimal Derivative Design," Papers 1107.0839, arXiv.org.
2009
- Härdle, Wolfgang Karl & López Cabrera, Brenda, 2009.
"Implied market price of weather risk,"
SFB 649 Discussion Papers
2009-001, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Wolfgang Karl Härdle & Brenda López Cabrera, 2012. "The Implied Market Price of Weather Risk," Applied Mathematical Finance, Taylor & Francis Journals, vol. 19(1), pages 59-95, February.
- Benth, Fred & Härdle, Wolfgang Karl & López Cabrera, Brenda, 2009. "Pricing of Asian temperature risk," SFB 649 Discussion Papers 2009-046, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Bernd Görzig & Martin Gornig & Ramona Voshage & Axel Werwatz, 2009. "Product Policy and the East-West Productivity Gap: Evidence from German Manufacturing Firms," Discussion Papers of DIW Berlin 945, DIW Berlin, German Institute for Economic Research.
- Schulz, Rainer & Wersing, Martin & Werwatz, Axel, 2009.
"Renting versus owning and the role of income risk: The case of Germany,"
SFB 649 Discussion Papers
2009-060, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Rainer Schulz & Martin Wersing & Axel Werwatz, 2008. "Renting Versus Owning And The Role Of Income Risk: The Case Of Germany," ERES eres2008_248, European Real Estate Society (ERES).
- Görzig, Bernd & Gornig, Martin & Voshage, Ramona & Werwatz, Axel, 2009. "Product policy and the East-West productivity gap," SFB 649 Discussion Papers 2009-056, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Klinke, Sigbert & Kuhlee, Dina & Theel, Christian & Wagner, Cornelia & Westermeier, Christian, 2009. "MM-Stat - MultiMedia-Statistik: Statistische Datenanalyse - webbasiert, interaktiv und multimedial," SFB 649 Discussion Papers 2009-047, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Silberhorn, Nadja & Hildebrandt, Lutz, 2009. "Is cross-category brand loyalty determined by risk aversion?," SFB 649 Discussion Papers 2009-061, 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.
- 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.
- 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.
- Rommel, Jens & Neuenfeldt, Sebastian & Odening, Martin, 2009. "Markteffekte medienwirksamer Lebensmittelskandale: Eine Ereignisstudie," 49th Annual Conference, Kiel, Germany, September 30-October 2, 2009 53261, German Association of Agricultural Economists (GEWISOLA).
- Zinych, Nataliya & Odening, Martin, 2009. "How Costly are (Agricultural) Investments during Economic Transition? A Critical Literature Appraisal," 2009 Conference, August 16-22, 2009, Beijing, China 50319, 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.
- 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.
- Ho, Joanne & Odening, Martin, 2009. "Weather-based estimation of wildfire risk," SFB 649 Discussion Papers 2009-032, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Mell, Thomas & Wartenburger, Isabell & Marschner, Alexander & Villringer, Arno & Reischies, Friedel M. & Heekeren, Hauke R., 2009. "Altered Function of Ventral Striatum during Reward-Based Decision Making in Old Age," SFB 649 Discussion Papers 2009-064, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Mohr, Peter N. C. & Li, Shu-Chen & Heekeren, Hauke R., 2009. "Neuroeconomics and aging: Neuromodulation of economic decision making in old age," SFB 649 Discussion Papers 2009-065, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2009.
"Modelling and forecasting liquidity supply using semiparametric factor dynamics,"
CFS Working Paper Series
2009/18, Center for Financial Studies (CFS).
- Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2012. "Modelling and forecasting liquidity supply using semiparametric factor dynamics," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 610-625.
- Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2009. "Modelling and forecasting liquidity supply using semiparametric factor dynamics," SFB 649 Discussion Papers 2009-044, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
2008
- Reichmuth, Wolfgang H. & Sarferaz, Samad, 2008. "Bayesian demographic modeling and forecasting: An application to U.S. mortality," SFB 649 Discussion Papers 2008-052, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Reichmuth, Wolfgang H. & Sarferaz, Samad, 2008. "The influence of the business cycle on mortality," SFB 649 Discussion Papers 2008-059, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Reichmuth, Wolfgang H. & Sarferaz, Samad, 2008. "Modeling and forecasting age-specific mortality: A Bayesian approach," SFB 649 Discussion Papers 2008-052a, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Schulz, Rainer & Werwatz, Axel, 2008. "House prices and replacement cost: A mMicro-level analysis," SFB 649 Discussion Papers 2008-013, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Schulz, Rainer & Staiber, Markus & Wersing, Martin & Werwatz, Axel, 2008. "The accuracy of long-term real estate valuations," SFB 649 Discussion Papers 2008-019, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Klinke, Sigbert & Wagner, Cornelia, 2008. "Visualizing exploratory factor analysis models," SFB 649 Discussion Papers 2008-012, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Ahmad, Taleb & Härdle, Wolfgang Karl & Klinke, Sigbert & Awadhi, Shafeeqah Al, 2008. "Using R, LaTeX and Wiki for an Arabic e-learning platform," SFB 649 Discussion Papers 2008-030, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Borak, Szymon & Weron, Rafał, 2008.
"A semiparametric factor model for electricity forward curve dynamics,"
SFB 649 Discussion Papers
2008-050, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Szymon Borak & Rafał Weron, . "A semiparametric factor model for electricity forward curve dynamics," Journal of Energy Markets, Journal of Energy Markets.
- Borak, Szymon & Weron, Rafal, 2008. "A semiparametric factor model for electricity forward curve dynamics," MPRA Paper 10421, University Library of Munich, Germany.
- Andriyashin, Anton & Härdle, Wolfgang Karl & Timofeev, Roman, 2008. "Recursive portfolio selection with decision trees," SFB 649 Discussion Papers 2008-009, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Andriyashin, Anton, 2008. "Stock picking via nonsymmetrically pruned binary decision trees," SFB 649 Discussion Papers 2008-035, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Golubev, Yuri & Härdle, Wolfgang Karl & Timofeev, Roman, 2008. "Testing monotonicity of pricing Kernels," SFB 649 Discussion Papers 2008-001, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Hildebrandt, Lutz & Kreis, Henning & Schwalbach, Joachim, 2008. "Eine Analyse der Dimensionen des Fortune-Reputationsindex," SFB 649 Discussion Papers 2008-061, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Temme, Dirk & Hildebrandt, Lutz, 2008. "Gruppenvergleiche bei hypothetischen Konstrukten: Die Prüfung der Übereinstimmung von Messmodellen mit der Strukturgleichungsmethodik," SFB 649 Discussion Papers 2008-042, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Hildebrandt, Lutz & Kalweit, Lea, 2008. "Measuring changes in preferences and perception due to the entry of a new brand with choice data," SFB 649 Discussion Papers 2008-057, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Dannewald, Till & Hildebrandt, Lutz, 2008. "A brand specific investigation of international cost shock threats on price and margin with a manufacturer-wholesaler-retailer model," SFB 649 Discussion Papers 2008-070, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Dannewald, Till & Hildebrandt, Lutz, 2008. "A brand specific investigation of international cost shock threats on price and margin with a manufacturer-wholesaler-retailer model," SFB 649 Discussion Papers 2008-070, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Xu, Wei & Odening, Martin & Musshoff, Oliver, 2008. "Optimal Design of Weather Bonds," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6781, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Hüttel, Silke & Mußhoff, Oliver & Odening, Martin & Zinych, Nataliya, 2008. "Estimating investment equations in imperfect capital markets," SFB 649 Discussion Papers 2008-016, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Gassen, Joachim, 2008. "Are stewardship and valuation usefulness compatible or alternative objectives of financial accounting?," SFB 649 Discussion Papers 2008-028, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Ulrich Horst & Felix Naujokat, 2008.
"Illiquidity and Derivative Valuation,"
Papers
0901.0091, arXiv.org.
- Horst, Ulrich & Naujokat, Felix, 2010. "Illiquidity and derivative valuation," SFB 649 Discussion Papers 2010-011, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
2007
- Haerdle, Wolfgang & Cabrera, Brenda Lopez, 2007.
"Calibrating CAT bonds for Mexican earthquakes,"
101st Seminar, July 5-6, 2007, Berlin Germany
9265, European Association of Agricultural Economists.
- Wolfgang Karl Härdle & Brenda López Cabrera, 2010. "Calibrating CAT Bonds for Mexican Earthquakes," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 77(3), pages 625-650, September.
- Block, Jörn Hendrich & Thams, Andreas, 2007. "Long-term orientation in family and non-family firms: A Bayesian analysis," SFB 649 Discussion Papers 2007-059, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Thams, Andreas, 2007. "Inflation Transmission in the EMU: A Markov-Switching VECM Analysis," MPRA Paper 1643, University Library of Munich, Germany.
- Thams, Andreas, 2007. "The Relevance of the fiscal Theory of the Price Level revisited," MPRA Paper 1645, University Library of Munich, Germany.
- Thams, Andreas, 2007.
"Fiscal policy rules in practice,"
MPRA Paper
2506, University Library of Munich, Germany.
- Thams, Andreas, 2007. "Fiscal policy rules in practice," SFB 649 Discussion Papers 2007-016, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Ahmad, Taleb & Härdle, Wolfgang Karl & Klinke, Sigbert, 2007.
"Using Wiki to build an e-learning system in statistics in Arabic language,"
SFB 649 Discussion Papers
2007-031, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Taleb Ahmad & Wolfgang Härdle & Sigbert Klinke & Shafiqah Alawadhi, 2013. "Using wiki to build an e-learning system in statistics in the Arabic language," Computational Statistics, Springer, vol. 28(2), pages 481-491, April.
- Härdle, Wolfgang Karl & Klinke, Sigbert & Ziegenhagen, Uwe, 2007. "Yxilon: A client-server based statistical environment," SFB 649 Discussion Papers 2007-036, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Klinke, Sigbert & Zlatkin-Troitschanskaia, Olga, 2007. "Embedding R in the Mediawiki," SFB 649 Discussion Papers 2007-061, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Härdle, Wolfgang Karl & Klinke, Sigbert & Ziegenhagen, Uwe, 2007.
"On the utility of e-learning in statistics,"
SFB 649 Discussion Papers
2007-050, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen, 2007. "On the Utility of E‐Learning in Statistics," International Statistical Review, International Statistical Institute, vol. 75(3), pages 355-364, December.
- Giacomini, Enzo & Härdle, Wolfgang Karl, 2007. "Statistics of risk aversion," SFB 649 Discussion Papers 2007-025, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Härdle, Wolfgang Karl & Klinke, Sigbert & Ziegenhagen, Uwe, 2007.
"On the utility of e-learning in statistics,"
SFB 649 Discussion Papers
2007-050, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen, 2007. "On the Utility of E‐Learning in Statistics," International Statistical Review, International Statistical Institute, vol. 75(3), pages 355-364, December.
- Borak, Szymon & Härdle, Wolfgang Karl & Mammen, Enno & Park, Byeong U., 2007.
"Time series modelling with semiparametric factor dynamics,"
SFB 649 Discussion Papers
2007-023, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Park, Byeong U. & Mammen, Enno & Härdle, Wolfgang & Borak, Szymon, 2009. "Time Series Modelling With Semiparametric Factor Dynamics," Journal of the American Statistical Association, American Statistical Association, vol. 104(485), pages 284-298.
- Andriyashin, Anton & Härdle, Wolfgang Karl, 2007. "QuantNet: A database-driven online repository of scientific information," SFB 649 Discussion Papers 2007-041, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Braun, Sebastian & Scheffel, Juliane, 2007. "Does international outsourcing depress union wages?," SFB 649 Discussion Papers 2007-033, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Braun, Sebastian & Scheffel, Juliane, 2007. "A note on the effect of outsourcing on union wages," SFB 649 Discussion Papers 2007-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Dannewald, Till & Kreis, Henning & Silberhorn, Nadja, 2007. "Das hybride Wahlmodell und seine Anwendung im Marketing," SFB 649 Discussion Papers 2007-062, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Kunz, Werner, 2007.
"Visualization of competitive market structure by means of choice data,"
SFB 649 Discussion Papers
2007-032, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Werner Kunz, 2007. "Visualization of competitive market structure by means of choice data," Computational Statistics, Springer, vol. 22(4), pages 521-531, December.
- Temme, Dirk & Paulssen, Marcel & Dannewald, Till, 2007. "Integrating latent variables in discrete choice models: How higher-order values and attitudes determine consumer choice," SFB 649 Discussion Papers 2007-065, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Huettel, Silke & Musshoff, Oliver & Odening, Martin, 2007. "Investment Reluctance: Irreversibility or Imperfect Capital Markets? Evidence from German Farm Panel Data," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon 9826, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Xu, Wei & Odening, Martin & Musshoff, Oliver, 2007. "Indifference Pricing of Weather Insurance," 101st Seminar, July 5-6, 2007, Berlin Germany 9267, European Association of Agricultural Economists.
- Zinych, Nataliya & Odening, Martin & Huettel, Silke, 2007. "Financial constraints in economic transition: Empirical evidence from Ukrainian large farms," 104th Seminar, September 5-8, 2007, Budapest, Hungary 7834, European Association of Agricultural Economists.
- Odening, Martin & Filler, Gunther, 2007. "Effizienz Und Rentabilität Von Biogasanlagen," 47th Annual Conference, Weihenstephan, Germany, September 26-28, 2007 7571, German Association of Agricultural Economists (GEWISOLA).
- Ulrich Horst & Alan Kirman & Miriam Teschl, 2007.
"Changing Identity: The Emergence of Social Groups,"
Economics Working Papers
0078, Institute for Advanced Study, School of Social Science.
- Ulrich Horst & Alan Kirman & Miriam Teschl, 2006. "Changing Identity: The Emergence of Social Groups," Working Papers halshs-00410853, HAL.
- Erhan Bayraktar & Ulrich Horst & Ronnie Sircar, 2007. "A Limit Theorem for Financial Markets with Inert Investors," Papers math/0703831, arXiv.org.
- Erhan Bayraktar & Ulrich Horst & Ronnie Sircar, 2007. "Queueing Theoretic Approaches to Financial Price Fluctuations," Papers math/0703832, arXiv.org.
2006
- Thams, Andreas, 2006. "Fiscal policy effects in the European Union," SFB 649 Discussion Papers 2006-016, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Geppert, Kurt & Gornig, Martin & Werwatz, Axel, 2006.
"Economic growth of agglomerations and geographic concentration of industries: Evidence for Germany,"
SFB 649 Discussion Papers
2006-008, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Kurt Geppert & Martin Gornig & Axel Werwatz, 2005. "Economic Growth of Agglomerations and Geographic Concentration of Industries: Evidence for Germany," Discussion Papers of DIW Berlin 513, DIW Berlin, German Institute for Economic Research.
- Görzig, Bernd & Gornig, Martin & Werwatz, Axel, 2006.
"East Germany's wage gap: A non-parametric decomposition based on establishment characteristics,"
SFB 649 Discussion Papers
2006-044, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Bernd Görzig & Martin Gornig & Axel Werwatz, 2004. "East Germany's Wage Gap: A Non-Parametric Decomposition Based on Establishment Characteristics," Discussion Papers of DIW Berlin 451, DIW Berlin, German Institute for Economic Research.
- Görzig, Bernd & Gornig, Martin & Werwatz, Axel, 2006. "Produktdiversifizierung: Haben die ostdeutschen Unternehmen den Anschluss an den Westen geschafft? Eine vergleichende Analyse mit Mikrodaten der amtlichen Statistik," SFB 649 Discussion Papers 2006-046, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Görzig, Bernd & Gornig, Martin & Werwatz, Axel, 2006. "Firm specific wage spread in Germany: Decomposition of regional differences in inter firm wage dispersion," SFB 649 Discussion Papers 2006-045, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Büttner, Thiess & Cleff, Thomas & Egeln, Jürgen & Licht, Georg & Metzger, Georg & Oberesch, Michael & Rammer, Christian & Belitz, Heike & Edler, Dietmar & Engerer, Hella & Geishecker, Ingo & Schrooten, 2006.
"Innovationsbarrieren und internationale Standortmobilität: Eine Studie im Auftrag der IG BCE, Chemieverbände Rheinland-Pfalz und der BASF Aktiengesellschaft,"
ZEW Dokumentationen
06-05, ZEW - Leibniz Centre for European Economic Research.
- Büttner, Thies & Cleff, Thomas & Egeln, Jürgen & Licht, Georg & Metzger, Georg & Overesch, Michael & Rammer, Christian & Belitz, Heike & Edler, Dietmar & Engerer, Hella & Geishecker, Ingo & Soete, Bir, 2004. "Innovationsbarrieren und internationale Standortmobilität: Eine Studie im Auftrag der IG BCE, Chemieverbände Rheinland-Pfalz und der BASF Aktiengesellschaft," ZEW Expertises, ZEW - Leibniz Centre for European Economic Research, number 110482.
- Härdle, Wolfgang Karl & Klinke, Sigbert & Ziegenhagen, Uwe, 2006. "E-learning statistics: A selective review," SFB 649 Discussion Papers 2006-024, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Giacomini, Enzo & Handel, Michael & Härdle, Wolfgang Karl, 2006.
"Time dependent relative risk aversion,"
SFB 649 Discussion Papers
2006-020, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Enzo Giacomini & Michael Handel & Wolfgang K. Härdle, 2009. "Time Dependent Relative Risk Aversion," Contributions to Economics, in: Georg Bol & Svetlozar T. Rachev & Reinhold Würth (ed.), Risk Assessment, pages 15-46, Springer.
- Giacomini, Enzo & Härdle, Wolfgang Karl & Ignatieva, Ekaterina & Spokoiny, Vladimir, 2006.
"Inhomogeneous dependency modelling with time varying copulae,"
SFB 649 Discussion Papers
2006-075, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Giacomini, Enzo & Härdle, Wolfgang & Spokoiny, Vladimir, 2009. "Inhomogeneous Dependence Modeling with Time-Varying Copulae," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(2), pages 224-234.
- Andriyashin, Anton & Benko, Michal & Härdle, Wolfgang Karl & Timofeev, Roman & Ziegenhagen, Uwe, 2006. "Color harmonization in car manufacturing process," SFB 649 Discussion Papers 2006-071, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Borak, Szymon & Härdle, Wolfgang Karl & Trück, Stefan & Weron, Rafał, 2006. "Convenience yields for CO2 emission allowance futures contracts," SFB 649 Discussion Papers 2006-076, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Temme, Dirk & Kreis, Henning & Hildebrandt, Lutz, 2006. "PLS path modeling: A software review," SFB 649 Discussion Papers 2006-084, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Silberhorn, Nadja & Boztuğ, Yasemin & Hildebrandt, Lutz, 2006.
"Estimation with the nested logit model: Specifications and software particularities,"
SFB 649 Discussion Papers
2006-017, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Silberhorn, Nadja & Boztuğ, Yasemin & Hildebrandt, Lutz, 2007. "Estimation with the nested logit model: Specifications and software particularities," SFB 649 Discussion Papers 2007-046, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Hildebrandt, Lutz & Temme, Dirk, 2006. "Probleme der Validierung mit Strukturgleichungsmodellen," SFB 649 Discussion Papers 2006-082, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Hildebrandt, Lutz & Temme, Dirk, 2006. "Formative measurement models in covariance structure analysis: Specification and identification," SFB 649 Discussion Papers 2006-083, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Musshoff, Oliver & Odening, Martin & Xu, Wei, 2006. "Modeling and Hedging Rain Risk," 2006 Annual meeting, July 23-26, Long Beach, CA 21050, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Musshoff, Oliver & Odening, Martin & Xu, Wei, 2006.
"Zur Quantifizierung Des Basisrisikos Von Wetterderivaten,"
46th Annual Conference, Giessen, Germany, October 4-6, 2006
14947, German Association of Agricultural Economists (GEWISOLA).
- Mußhoff, O. & Odenin, M. & Wei, X., 2007. "Zur Quantifizierung des Basisrisikos von Wetterderivaten," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 42, March.
- Musshoff, Oliver & Odening, Martin & Xu, Wei, 2006. "Modeling and Pricing Rain Risk," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25386, International Association of Agricultural Economists.
- Ulrich Horst & Jan Wezelburger, 2006. "Non-ergodic Behavior in a Financial Market with Interacting Investors," 2006 Meeting Papers 229, Society for Economic Dynamics.
2005
- Kurt Geppert & Martin Gornig & Axel Werwatz, 2005.
"Economic Growth of Agglomerations and Geographic Concentration of Industries: Evidence for Germany,"
Discussion Papers of DIW Berlin
513, DIW Berlin, German Institute for Economic Research.
- Geppert, Kurt & Gornig, Martin & Werwatz, Axel, 2006. "Economic growth of agglomerations and geographic concentration of industries: Evidence for Germany," SFB 649 Discussion Papers 2006-008, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Eriksson, Tor & Werwatz, Axel, 2005. "The Prevalence of Internal Labour Markets - New Evidence from Panel Data," Working Papers 04-19, University of Aarhus, Aarhus School of Business, Department of Economics.
- Klinke, Sigbert & Ziegenhagen, Uwe & Guri, Yuval, 2005. "Yxilon: A modular open-source statistical programming language," SFB 649 Discussion Papers 2005-018, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Lee, Eun-Kyung & Cook, Dianne & Klinke, Sigbert & Lumley, Thomas, 2005. "Projection pursuit for exploratory supervised classification," SFB 649 Discussion Papers 2005-026, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Härdle, Wolfgang Karl & Klinke, Sigbert & Ziegenhagen, Uwe, 2005. "Integrable e-lements for statistics education," SFB 649 Discussion Papers 2005-058, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Giacomini, Enzo & Härdle, Wolfgang Karl, 2005. "Value-at-risk calculations with time varying copulae," SFB 649 Discussion Papers 2005-004, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Härdle, Wolfgang Karl & Klinke, Sigbert & Ziegenhagen, Uwe, 2005. "Integrable e-lements for statistics education," SFB 649 Discussion Papers 2005-058, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Borak, Szymon & Detlefsen, Kai & Härdle, Wolfgang Karl, 2005. "FFT based option pricing," SFB 649 Discussion Papers 2005-011, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Borak, Szymon & Fengler, Matthias R. & Härdle, Wolfgang Karl, 2005. "DSFM fitting of implied volatility surfaces," SFB 649 Discussion Papers 2005-022, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Borak, Szymon & Härdle, Wolfgang Karl & Weron, Rafał, 2005. "Stable distributions," SFB 649 Discussion Papers 2005-008, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Boztuğ, Yasemin & Hildebrandt, Lutz, 2005. "A market basket analysis conducted with a multivariate logit model," SFB 649 Discussion Papers 2005-028, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Boztuğ, Yasemin & Hildebrandt, Lutz, 2005. "An empirical test of theories of price valuation using a semiparametric approach, reference prices, and accounting for heterogeneity," SFB 649 Discussion Papers 2005-057, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Musshoff, Oliver & Odening, Martin, 2005. "Switching from Conventional to Organic Farming – a Real Options Perspective," 89th Seminar, February 2-5, 2005, Parma, Italy 234633, European Association of Agricultural Economists.
- Hinrichs, Jan & Musshoff, Oliver & Odening, Martin, 2005. "Okonomische Hysterese in der Veredlungsproduktion," Structural Change and Transition in the Agricultural Sector/ Strukturwandel und Transformation im Agrarbereich (SUTRA) Working Papers 18813, Humboldt University Berlin, Department of Agricultural Economics.
- Musshoff, Oliver & Odening, Martin & Xu, Wei, 2005. "Zur Reduzierung niederschlagsbedingter Produktionsrisiken mit Wetterderivaten," Working Paper Series 18822, Humboldt University Berlin, Department of Agricultural Economics.
2004
- Dorothea Schäfer & Axel Werwatz & Volker Zimmermann, 2004.
"The Determinants of Debt and (Private-) Equity Financing in Young Innovative SMEs: Evidence from Germany,"
Discussion Papers of DIW Berlin
411, DIW Berlin, German Institute for Economic Research.
- Schäfer, Dorothea & Werwatz, Axel & Zimmermann, Volker, 2004. "The determinants of debt and (private-) equity financing in young innovative SMEs: Evidence from Germany," CFS Working Paper Series 2004/06, Center for Financial Studies (CFS).
- Bernd Görzig & Martin Gornig & Axel Werwatz, 2004.
"East Germany's Wage Gap: A Non-Parametric Decomposition Based on Establishment Characteristics,"
Discussion Papers of DIW Berlin
451, DIW Berlin, German Institute for Economic Research.
- Görzig, Bernd & Gornig, Martin & Werwatz, Axel, 2006. "East Germany's wage gap: A non-parametric decomposition based on establishment characteristics," SFB 649 Discussion Papers 2006-044, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Klinke, Sigbert, 2004. "Statistical user interfaces," Papers 2004,35, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
- Ziegenhagen, Uwe & Klinke, Sigbert & Härdle, Wolfgang Karl, 2004. "Yxilon: Designing The Next Generation, Vertically Integrable Statistical Software Environment," Papers 2004,40, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
2003
- Kirman, Alan & Wolfgang Hardle & Rainer Schulz & Axel Werwatz, 2003.
"Transactions That Did Not Happen and Their Influence on Prices,"
Royal Economic Society Annual Conference 2003
123, Royal Economic Society.
- Kirman, Alan & Schulz, Rainer & Hardle, Wolfgang & Werwatz, Axel, 2005. "Transactions that did not happen and their influence on prices," Journal of Economic Behavior & Organization, Elsevier, vol. 56(4), pages 567-591, April.
- Kirman, Alan P. & Härdle, Wolfgang & Schulz, Rainer & Werwatz, Axel, 2002. "Transactions that did not happen and their influence on prices," SFB 373 Discussion Papers 2002,45, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Bent Jesper Christensen & Rasmus Lentz & Dale T. Mortensen & George R. Neumann & Axel Werwatz, 2003.
"On the Job Search and the Wage Distribution,"
CAM Working Papers
2004-09, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
- Bent Jesper Christensen & Rasmus Lentz & Dale T. Mortensen & George R. Neumann & Axel Werwatz, 2005. "On-the-Job Search and the Wage Distribution," Journal of Labor Economics, University of Chicago Press, vol. 23(1), pages 31-58, January.
- Christensen, Bent Jesper & Mortensen, Dale & Neumann, George R. & Werwatz, Axel, 2000. "On the job search and the wage distribution," SFB 373 Discussion Papers 2000,108, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Michael Kvasnicka & Axel Werwatz, 2003.
"On the Wages of Temporary Help Service Workers in Germany,"
Labor and Demography
0309004, University Library of Munich, Germany.
- Kvasnicka, Michael & Werwatz, Axel, 2002. "On the wages of temporary help service workers in Germany," SFB 373 Discussion Papers 2002,70, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Klinke, Sigbert & Lehmann, Heiko, 2003. "MD*Book and XQC/XQS - an Architecture for Reproducible Research," SFB 373 Discussion Papers 2003,35, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Makoto Abe & Yasemin Boztug & Lutz Hildebrandt, 2003.
"Investigating the Competitive Assumption of Multinomial Logit Models of Brand Choice by Nonparametric Modeling,"
CIRJE F-Series
CIRJE-F-193, CIRJE, Faculty of Economics, University of Tokyo.
- Makoto Abe & Yasemin Boztug & Lutz Hildebrandt, 2004. "Investigating the competitive assumption of Multinomial Logit models of brand choice by nonparametric modeling," Computational Statistics, Springer, vol. 19(4), pages 635-657, December.
- Odening, Martin & Musshoff, Oliver & Huettel, Silke, 2003. "Empirische Validierung von Realoptionsmodellen," Working Paper Series 18825, Humboldt University Berlin, Department of Agricultural Economics.
- Lissitsa, Alexej & Odening, Martin & Babycheva, Tamara, 2003. "10 years of transition in Ukraine agriculture: An analysis of productivity and efficiency of enterprises," IAMO Discussion Papers 92168, Institute of Agricultural Development in Transition Economies (IAMO).
- Oliver Musshoff & Martin Odening & Alfons Balmann & Norbert Hirschauer, 2003. "Is the myopic investor right? Numerical evidence for systematic overestimation of investment reluctance for real options," Computing in Economics and Finance 2003 305, Society for Computational Economics.
2002
- Carsten Schmidt & Axel Werwatz, 2002.
"How accurate do markets predict the outcome of an event? The Euro 2000 soccer championships experiment,"
Papers on Strategic Interaction
2002-09, Max Planck Institute of Economics, Strategic Interaction Group.
- Schmidt, Carsten & Werwatz, Axel, 2002. "How accurate do markets predict the outcome of an event? The Euro 2000 soccer championships experiment," SFB 373 Discussion Papers 2002,29, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Slama, Rémy & Werwatz, Axel & Boutou, Odile & Ducot, Béatrice & Spira, Alfred & Härdle, Wolfgang, 2002. "Does male age have an influence on the risk of spontaneous abortion? An approach combining semiparametric and parametric regression," SFB 373 Discussion Papers 2002,31, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Schulz, Rainer & Werwatz, Axel, 2002. "A simple state space model of house prices," SFB 373 Discussion Papers 2002,39, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Klinke, Sigbert & Witzel, Rodrigo, 2002. "MD*Book online: A tool for creating interactive documents," SFB 373 Discussion Papers 2002,21, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Odening, Martin & Hinrichs, Jan, 2002. "Assessment Of Market Risk In Hog Production Using Value-At-Risk And Extreme Value Theory," 2002 Annual meeting, July 28-31, Long Beach, CA 19907, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Odening, Martin & Hinrichs, Jan, 2002.
"Die Quantifizierung von Marktrisiken in der Tierproduktion mittels Value-at-Risk und Extreme-Value-Theory,"
Working Paper Series
18826, Humboldt University Berlin, Department of Agricultural Economics.
- Odening, Martin & Hinrichs, Jan, 2003. "Die Quantifizierung von Marktrisiken in der Tierproduktion mittels Value-at-Risk und Extreme-Value-Theory," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 52(02), pages 1-11.
- Horst, Ulrich, 2002. "Stability of linear stochastic difference equations in controlled random environments," SFB 373 Discussion Papers 2002,74, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Horst, Ulrich, 2002.
"Stationary equilibria in discounted stochastic games with weakly interacting players,"
SFB 373 Discussion Papers
2002,77, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Horst, Ulrich, 2005. "Stationary equilibria in discounted stochastic games with weakly interacting players," Games and Economic Behavior, Elsevier, vol. 51(1), pages 83-108, April.
2001
- Schulz, Rainer & Werwatz, Axel, 2001. "A state space model for Berlin house prices," SFB 373 Discussion Papers 2001,58, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Lissitsa, Alexej & Odening, Martin, 2001. "Effizienz und totale Faktor-produktivitat in der ukrainischen Landwirtschaft im Transformationsprozess," Working Paper Series 7391, Humboldt University Berlin, Department of Agricultural Economics.
- Föllmer, Hans & Horst, Ulrich, 2001.
"Convergence of locally and globally interacting Markov chains,"
SFB 373 Discussion Papers
2001,21, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Föllmer, Hans & Horst, Ulrich, 2001. "Convergence of locally and globally interacting Markov chains," Stochastic Processes and their Applications, Elsevier, vol. 96(1), pages 99-121, November.
- Horst, Ulrich, 2001. "Asymptotics of locally interacting Markov chains with global signals," SFB 373 Discussion Papers 2001,29, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Horst, Ulrich, 2001.
"Financial price fluctuations in a stock market model with many interacting agents,"
SFB 373 Discussion Papers
2001,36, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Ulrich Horst, 2005. "Financial price fluctuations in a stock market model with many interacting agents," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 25(4), pages 917-932, June.
2000
- Sofyan, Hizir & Werwatz, Axel, 2000.
"Analyzing XploRe download profiles with intelligent miner,"
SFB 373 Discussion Papers
2000,100, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Hizir Sofyan & Axel Werwatz, 2001. "Analyzing XploRe Download Profiles with Intelligent Miner," Computational Statistics, Springer, vol. 16(3), pages 465-479, September.
- Werwatz, Axel & Müller, Christian, 2000. "Simultaneous-equations models," SFB 373 Discussion Papers 2000,55, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Kolb, Jürgen & Werwatz, Axel, 2000. "Marginal employment - a dead end? A survival analysis based on West German spelldata," SFB 373 Discussion Papers 2000,81, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Klemelä, Jussi & Klinke, Sigbert & Sofyan, Hizir, 2000. "Classification and regression trees," SFB 373 Discussion Papers 2000,62, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Odening, Martin, 2000. "Der Optionswert von Sachinvestitionen - Theoretischer Hintergrund und Bewertungsmethoden," Working Paper Series 18828, Humboldt University Berlin, Department of Agricultural Economics.
- Balmann, Alfons & Czasch, Britta & Odening, Martin, 2000.
"Employment and Efficiency of Farms in Transition: an Empirical Analysis for Brandenburg,"
2000 Conference, August 13-18, 2000, Berlin, Germany
197229, International Association of Agricultural Economists.
- Balmann, Alfons & Czasch, Britta & Odening, Martin, 1997. "Employment and Efficiency of Farms in Transition: an Empirical Analysis for Brandenburg," 1997 Conference, August 10-16, 1997, Sacramento, California 197079, International Association of Agricultural Economists.
- Odening, Martin & Wesseler, Justus & Weikard, Hans-Peter, 2000. "New Investment Theory in Agricultural Economics: Its Implications for Farm Management, Environmental Policy and Development," 2000 Conference, August 13-18, 2000, Berlin, Germany 197253, International Association of Agricultural Economists.
- Horst, Ulrich, 2000. "The stochastic equation P(t+1)=A(t)P(t)+B(t) with non-stationary coefficients," SFB 373 Discussion Papers 2000,5, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
1999
- Bingley, P. & Eriksson, T. & Werwatz, A. & Westergard-Nielsen, N., 1999.
"Beyond "Manucentrism" - Some Fresh Facts about Job and Worker Flows,"
Papers
99-09, Centre for Labour Market and Social Research, Danmark-.
- Bingley, Paul & Eriksson, Tor & Werwatz, Axel & Westergård-Nielsen, Niels, 1999. "Beyond manucentrism: Some fresh facts about job and worker flows," SFB 373 Discussion Papers 1999,74, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Härdle, Wolfgang & Klinke, Sigbert & Marron, J. S., 1999. "Connected teaching of statistics," SFB 373 Discussion Papers 1999,24, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Britta Czasch & Alfons Balmann & Martin Odening, 1999. "Organisation und Effizienz landwirtschaftlicher Unternehmen während der Umstrukturierung des Agrarsektors : eine empirische Analyse für Brandenburg," Finanzwissenschaftliche Diskussionsbeiträge : Specials series: Industrial and social policies in countries in transition S-11, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät.
- Horst, Ulrich, 1999. "Ergodic fluctuations in a stock market model with interacting agents: The mean field case," SFB 373 Discussion Papers 1999,106, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
1998
- Symanzik, J. & Cook, D. & Klinke, S. & Lewin, N., 1998. "Exploration of Satellite Images in the Dynamically Linked ArcView/XGobi/XploRe Environment," SFB 373 Discussion Papers 1998,16, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Klinke, S. & Grassmann, J., 1998. "Projection pursuit regression and neural networks," SFB 373 Discussion Papers 1998,17, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Britta Czasch & Alfons Balmann & Martin Odening & Tomasz Sobczak & Michael Switlyk, 1998. "Die Umstrukturierung landwirtschaftlicher Unternehmen beim Übergang zur Marktwirtschaft unter besonderer Berücksichtigung des Faktors Arbeit," Finanzwissenschaftliche Diskussionsbeiträge : Specials series: Industrial and social policies in countries in transition S-03, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät.
1997
- Liang, Hua & Härdle, Wolfgang & Werwatz, Axel, 1997. "Asymptotic properties of the nonparametric part in partial linear heteroscedastic regression models," SFB 373 Discussion Papers 1997,55, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Werwatz, A., 1997. "A Consistent Test for Misspecification in Polychotomous Response Models," SFB 373 Discussion Papers 1997,74, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Werwatz, A., 1997. "Mobility after Apprenticeship- How effective is the German apprenticeship system?," SFB 373 Discussion Papers 1997,75, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Burda, Michael C. & Härdle, Wolfgang & Müller, Marlene & Werwatz, Axel, 1997.
"Semiparametric analysis of German East-West migration intentions: Facts and theory,"
SFB 373 Discussion Papers
1998,3, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Michael C. Burda & Wolfgang Härdle & Marlene Müller & Axel Werwatz, 1998. "Semiparametric analysis of German East-West migration intentions: facts and theory," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(5), pages 525-541.
- Klinke, Sigbert & Golubev, Yuri & Härdle, Wolfgang & Neumann, Michael H., 1997. "Teaching wavelets in XploRe," SFB 373 Discussion Papers 1997,1, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Symanzik, J. & Kötter, T. & Schmelzer, S. & Klinke, S., 1997. "Spatial Data Analysis in the Dynamically Linked ArcView/XGobi/XploRe Environment," SFB 373 Discussion Papers 1997,49, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Symanzik, J. & Klinke, S. & Schmelzer, S. & Cook, D., 1997. "The ArcView/XGobi/XploRe Environment: Technical Details and Applications for Spatial Data Analysis," SFB 373 Discussion Papers 1997,87, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
1996
- Werwatz, A., 1996. "How firm-specific is German apprenticeship training?," SFB 373 Discussion Papers 1996,12, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Werwatz, A. & Helmchen, L., 1996. "What can we learn from intentions data about future behavior- the case of East-Germany after reunification," SFB 373 Discussion Papers 1996,56, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Schmelzer, S. & Kötter, T. & Klinke, S. & Härdle, Wolfgang, 1996. "A New Generation of a Statistical Computing Environment on the Net," SFB 373 Discussion Papers 1996,52, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Klinke, S. & Grassmann, J., 1996. "Visualization and Implementation of Feedforward Neural Networks," SFB 373 Discussion Papers 1996,92, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
1995
- Proen, I. & Werwatz, A., 1995. "Comparing Parametric and Semiparametric Binary Response Models," SFB 373 Discussion Papers 1995,36, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Polzehl, J. & Klinke, S., 1995. "Experiences with Bivariate Projection Pursuit Indices," SFB 373 Discussion Papers 1995,33, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Klinke, S. & Cook, D., 1995. "Kernel-based Projection Pursuit Indices in XGobi," SFB 373 Discussion Papers 1995,47, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Klinke, S., 1995. "Exploratory Projection Pursuit: The Multivariate and Discrete Case," SFB 373 Discussion Papers 1995,70, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
1993
- Balmann, Alfons & Odening, Martin & Weikard, Hans-Peter & Brandes, Wilhelm, 1993.
"Path-Dependence Without Increasing Returns To Scale And Network Externalities,"
Staff Papers
13402, University of Minnesota, Department of Applied Economics.
- Balmann, Alfons & Odening, Martin & Weikard, Hans-Peter & Brandes, Wilhelm, 1996. "Path-dependence without increasing returns to scale and network externalities," Journal of Economic Behavior & Organization, Elsevier, vol. 29(1), pages 159-172, January.
Journal articles
2024
- Jing Zou & Martin Odening & Ostap Okhrin, 2024. "Data-driven determination of plant growth stages for improved weather index insurance design," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 84(4/5), pages 297-319, August.
- Marlene Kionka & Oliver Mußhoff & Matthias Ritter & Jan-Philip Rado Uhlemann & Martin Odening, 2024. "Optimal reserve prices for land auctions in Eastern Germany," Applied Economics Letters, Taylor & Francis Journals, vol. 31(6), pages 574-578, March.
2023
- Schulz, Rainer & Watson, Verity & Wersing, Martin, 2023. "Teleworking and housing demand," Regional Science and Urban Economics, Elsevier, vol. 101(C).
- Heckelei, Thomas & Hüttel, Silke & Odening, Martin & Rommel, Jens, 2023. "The p-Value Debate and Statistical (Mal)practice – Implications for the Agricultural and Food Economics Community," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 72(01), January.
- Zou, Jing & Odening, Martin & Okhrin, Ostap, 2023. "Plant growth stages and weather index insurance design," Annals of Actuarial Science, Cambridge University Press, vol. 17(3), pages 438-458, November.
- Filiptseva, Anna & Filler, Günther & Odening, Martin, 2023. "Compensation schemes for plant quarantine pest costs: A case study for Germany," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 1381-1395.
2022
- Feicheng Wang & Chris Milner & Juliane Scheffel, 2022.
"Export destination and the skill premium: Evidence from Chinese manufacturing industries,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(2), pages 1057-1094, May.
- Feicheng Wang & Chris Milner & Juliane Scheffel, 2019. "Export destinations and skill premium: Evidence from chinese manufacturing industries," Discussion Papers 2019-07, University of Nottingham, GEP.
- Odening, Martin & Hüttel, Silke, 2022. "The Russia-Ukraine Conflict – Implications for Farms and Agricultural Markets," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 71(03), January.
- Schmidt, Lorenz & Odening, Martin & Schlanstein, Johann & Ritter, Matthias, 2022. "Exploring the weather-yield nexus with artificial neural networks," Agricultural Systems, Elsevier, vol. 196(C).
- Plogmann, Jana & Mußhoff, Oliver & Odening, Martin & Ritter, Matthias, 2022. "Farmland sales under returns and price uncertainty," Economic Modelling, Elsevier, vol. 117(C).
- Plogmann, Jana & Mußhoff, Oliver & Odening, Martin & Ritter, Matthias, 2022.
"Farm growth and land concentration,"
Land Use Policy, Elsevier, vol. 115(C).
- Plogmann, Jana & Mußhoff, Oliver & Odening, Martin & Ritter, Matthias, 2020. "Farm growth and land concentration," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304514, Agricultural and Applied Economics Association.
- Plogmann, Jana & Mußhoff, Oliver & Odening, Martin & Ritter, Matthias, 2020. "Farm growth and land concentration," FORLand Working Papers 24 (2020), Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation".
2021
- Jens Kolbe & Rainer Schulz & Martin Wersing & Axel Werwatz, 2021. "Real estate listings and their usefulness for hedonic regressions," Empirical Economics, Springer, vol. 61(6), pages 3239-3269, December.
- Rainer Schulz & Martin Wersing, 2021. "Automated Valuation Services: A case study for Aberdeen in Scotland," Journal of Property Research, Taylor & Francis Journals, vol. 38(2), pages 154-172, April.
- Wang, Feicheng & Milner, Chris & Scheffel, Juliane, 2021. "Labour market reform and firm-level employment adjustment: Evidence from the hukou reform in China," Journal of Development Economics, Elsevier, vol. 149(C).
- Balmann, Alfons & Graubner, Marten & Müller, Daniel & Hüttel, Silke & Seifert, Stefan & Odening, Martin & Plogmann, Jana & Ritter, Matthias, 2021.
"Market Power in Agricultural Land Markets: Concepts and Empirical Challenges,"
German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 70(04), January.
- Balmann, Alfons & Graubner, Marten & Müller, Daniel & Hüttel, Silke & Seifert, Stefan & Odening, Martin & Plogmann, Jana & Ritter, Matthias, 2021. "Market Power in Agricultural Land Markets: Concepts and Empirical Challenges," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 70(4), pages 213-235.
- Marlene Kionka & Martin Odening & Jana Plogmann & Matthias Ritter, 2021.
"Measuring liquidity in agricultural land markets,"
Agricultural Finance Review, Emerald Group Publishing Limited, vol. 82(4), pages 690-713, September.
- Kionka, Marlene & Odening, Martin & Plogmann, Jana & Ritter, Matthias, 2021. "Measuring Liquidity in Agricultural Land Markets," 2021 Conference, August 17-31, 2021, Virtual 315234, International Association of Agricultural Economists.
- Kionka, Marlene & Odening, Martin & Plogmann, Jana & Ritter, Matthias, 2020. "Measuring liquidity in agricultural land markets," FORLand Working Papers 25 (2020), Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation".
- Martin Odening & Silke Hüttel, 2021. "Introduction to the special issue ‘agricultural land markets – recent developments, efficiency and regulation’," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 48(1), pages 4-7.
2020
- Plogmann, Jana & Mußhoff, Oliver & Odening, Martin & Ritter, Matthias, 2020.
"What Moves the German Land Market? A Decomposition of the Land Rent-Price Ratio,"
German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 69(01).
- Plogmann, Jana & Mußhoff, Oliver & Odening, Martin & Ritter, Matthias, 2019. "What Moves the German Land Market? A Decomposition of the Land Rent-Price Ratio," 165th Seminar, April 4-5, 2019, Berlin, Germany 288444, European Association of Agricultural Economists.
- Plogmann, Jana & Mußhoff, Oliver & Odening, Martin & Ritter, Matthias, 2018. "What moves the German land market? A decomposition of the land rent-price ratio," FORLand Working Papers 05 (2018), Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation".
- Ritter, Matthias & Hüttel, Silke & Odening, Martin & Seifert, Stefan, 2020. "Revisiting the relationship between land price and parcel size in agriculture," Land Use Policy, Elsevier, vol. 97(C).
- Steffen Volkenand & Günther Filler & Martin Odening, 2020. "Price Discovery and Market Reflexivity in Agricultural Futures Contracts with Different Maturities," Risks, MDPI, vol. 8(3), pages 1-17, July.
- Carsten Croonenbroeck & Martin Odening & Silke Hüttel, 2020.
"Farmland values and bidder behaviour in first-price land auctions [Identification of standard auction models],"
European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 47(2), pages 558-590.
- Odening, Martin & Huettel, Silke & Croonenbroeck, Carsten, 2018. "Farmland values and bidder behavior in first-price land auctions," 2018 Annual Meeting, August 5-7, Washington, D.C. 274114, Agricultural and Applied Economics Association.
- Croonenbroeck, Carsten & Odening, Martin & Hüttel, Silke, 2018. "Farmland values and bidder behavior in first-price land auctions," FORLand Working Papers 02 (2018), Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation".
- Croonenbroeck, Carsten & Odening, Martin & Hüttel, Silke, 2018. "Farmland Values and Bidder Behavior in First-Price Land Auctions," FORLand Project Publications 275486, University of Natural Resources and Applied Life Sciences, Vienna, Department of Economics and Social Sciences.
- Steffen Volkenand & Guenther Filler & Marlene Kionka & Martin Odening, 2020. "Duration dependence among agricultural futures with different maturities," Applied Economics Letters, Taylor & Francis Journals, vol. 27(2), pages 150-155, January.
- Aaron Grau & Martin Odening & Matthias Ritter, 2020.
"Land price diffusion across borders – the case of Germany,"
Applied Economics, Taylor & Francis Journals, vol. 52(50), pages 5446-5463, October.
- Grau, Aaron & Odening, Martin & Ritter, Matthias, 2018. "Land price diffusion across borders: The case of Germany," FORLand Project Publications 275487, University of Natural Resources and Applied Life Sciences, Vienna, Department of Economics and Social Sciences.
- Grau, Aaron & Odening, Martin & Ritter, Matthias, 2018. "Land price diffusion across borders: The case of Germany," FORLand Working Papers 03 (2018), Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation".
- Grau, Aaron & Odening, Martin & Ritter, Matthias, 2019. "Land price diffusion across borders – The case of Germany," 165th Seminar, April 4-5, 2019, Berlin, Germany 288296, European Association of Agricultural Economists.
- Burda Michael C. & Seele Stefanie, 2020.
"Reevaluating the German labor market miracle,"
German Economic Review, De Gruyter, vol. 21(2), pages 139-179, June.
- Burda Michael C. & Seele Stefanie, 2017. "Das deutsche Arbeitsmarktwunder: Eine Bilanz," Perspektiven der Wirtschaftspolitik, De Gruyter, vol. 18(3), pages 179-204, October.
- Burda, Michael C. & Seele, Stefanie, 2017. "Das deutsche Arbeitsmarktwunder: Eine Bilanz," IZA Standpunkte 89, Institute of Labor Economics (IZA).
2019
- Chen, Shi & Karl Härdle, Wolfgang & López Cabrera, Brenda, 2019. "Regularization approach for network modeling of German power derivative market," Energy Economics, Elsevier, vol. 83(C), pages 180-196.
- Jens Kolbe & Rainer Schulz & Martin Wersing & Axel Werwatz, 2019. "Bodenwertermittlung mit statistischen Methoden [Land value appraisal using statistical methods]," Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research), Springer;Gesellschaft für Immobilienwirtschaftliche Forschung e. V., vol. 5(1), pages 131-154, November.
- Juliane Scheffel & Yiwei Zhang, 2019.
"How does internal migration affect the emotional health of elderly parents left-behind?,"
Journal of Population Economics, Springer;European Society for Population Economics, vol. 32(3), pages 953-980, July.
- Scheffel, Juliane & Zhang, Yiwei, 2016. "How Does Internal Migration Affect the Emotional Health of Elderly Parents Left-Behind?," VfS Annual Conference 2016 (Augsburg): Demographic Change 145663, Verein für Socialpolitik / German Economic Association.
- Olena Myrna & Martin Odening & Matthias Ritter, 2019. "The Influence of Wind Energy and Biogas on Farmland Prices," Land, MDPI, vol. 8(1), pages 1-14, January.
- Xinyue Yang & Martin Odening & Matthias Ritter, 2019.
"The Spatial and Temporal Diffusion of Agricultural Land Prices,"
Land Economics, University of Wisconsin Press, vol. 95(1), pages 108-123.
- Yang, Xinyue & Odening, Martin & Ritter, Matthias, 2018. "The Spatial and Temporal Diffusion of Agricultural Land Prices," FORLand Project Publications 275485, University of Natural Resources and Applied Life Sciences, Vienna, Department of Economics and Social Sciences.
- Yang, Xinyue & Odening, Martin & Ritter, Matthias, 2018. "The spatial and temporal diffusion of agricultural land prices," FORLand Working Papers 01 (2018), Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation".
- Ritter, M. & Yang, X. & Odening, M., 2018. "The Spatial and Temporal Diffusion of Agricultural Land Prices," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277414, International Association of Agricultural Economists.
- Tran, Ngoc M. & Burdejová, Petra & Ospienko, Maria & Härdle, Wolfgang K., 2019.
"Principal component analysis in an asymmetric norm,"
Journal of Multivariate Analysis, Elsevier, vol. 171(C), pages 1-21.
- Petra Burdejová & Wolfgang K. Härdle, 2019. "Dynamic semi-parametric factor model for functional expectiles," Computational Statistics, Springer, vol. 34(2), pages 489-502, June.
- Tran, Ngoc Mai & Burdejová, Petra & Osipenko, Maria & Härdle, Wolfgang Karl, 2016. "Principal component analysis in an asymmetric norm," SFB 649 Discussion Papers 2016-040, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
2018
- Hong Lan, 2018.
"Comparing Solution Methods for DSGE Models with Labor Market Search,"
Computational Economics, Springer;Society for Computational Economics, vol. 51(1), pages 1-34, January.
- Lan, Hong, 2014. "Comparing solution methods for DSGE models with labor market search," SFB 649 Discussion Papers 2014-049, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Schulz, Rainer & Wersing, Martin, 2018. "The revival of East Berlin’s land market after the German reunification," Journal of Housing Economics, Elsevier, vol. 42(C), pages 19-29.
- Feicheng Wang & Chris Milner & Juliane Scheffel, 2018.
"Globalization and inter‐industry wage differentials in China,"
Review of International Economics, Wiley Blackwell, vol. 26(2), pages 404-437, May.
- Chris Milner & Juliane Scheffel & Feicheng Wang, 2016. "Globalisation and Inter-Industry Wage Differentials in China," Discussion Papers 2016-02, University of Nottingham, GEP.
- Martin Odening & Carsten Croonenbroeck & Rainer Kühl & Jörg Müller & Norbert Hirschauer & Oliver Mußhoff & Frank Offermann, 2018. "Extremwetterlage und Dürreschäden: Sind staatliche Hilfen für die Landwirtschaft erforderlich?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 71(20), pages 03-15, October.
- Steffen Volkenand & Guenther Filler & Martin Odening, 2018. "The impact of order imbalance on returns, liquidity, and volatility in agricultural commodity markets," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 78(5), pages 571-591, July.
- 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.
- Xu, Xiu & Mihoci, Andrija & Härdle, Wolfgang Karl, 2018.
"lCARE - localizing conditional autoregressive expectiles,"
Journal of Empirical Finance, Elsevier, vol. 48(C), pages 198-220.
- Xu, Xiu & Mihoci, Andrija & Härdle, Wolfgang Karl, 2015. "lCARE: Localizing conditional autoregressive expectiles," SFB 649 Discussion Papers 2015-052, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
2017
- Brenda López Cabrera & Franziska Schulz, 2017.
"Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(517), pages 127-136, January.
- López Cabrera, Brenda & Schulz, Franziska, 2014. "Forecasting generalized quantiles of electricity demand: A functional data approach," SFB 649 Discussion Papers 2014-030, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Helbing, Georg & Shen, Zhiwei & Odening, Martin & Ritter, Matthias, 2017.
"Estimating Location Values of Agricultural Land,"
German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 66(3), September.
- Ritter, Matthias & Helbing, Georg & Shen, Zhiwei & Odening, Martin, 2017. "Estimating Location Values of Agricultural Land," 57th Annual Conference, Weihenstephan, Germany, September 13-15, 2017 261985, German Association of Agricultural Economists (GEWISOLA).
- Helbing, Georg & Shen, Zhiwei & Odening, Martin & Ritter, Matthias, 2017. "Estimating location values of agricultural land," SFB 649 Discussion Papers 2017-002, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Matthias Ritter & Simone Pieralli & Martin Odening, 2017. "Neighborhood Effects in Wind Farm Performance: A Regression Approach," Energies, MDPI, vol. 10(3), pages 1-16, March.
- Silke Hüttel & Rashmi Narayana & Christina Wagner & Martin Odening, 2017. "Dynamic efficiency of German dairy farms under uncertainty," International Journal of Business Performance Management, Inderscience Enterprises Ltd, vol. 18(4), pages 427-458.
- Simone Pieralli & Silke Hüttel & Martin Odening, 2017. "Abandonment of milk production under uncertainty and inefficiency: the case of western German Farms," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 44(3), pages 425-454.
- Shih-Kang Chao & Katharina Proksch & Holger Dette & Wolfgang Karl Härdle, 2017.
"Confidence Corridors for Multivariate Generalized Quantile Regression,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(1), pages 70-85, January.
- Chao, Shih-kang & Proksch, Katharina & Dette, Holger & Härdle, Wolfgang Karl, 2014. "Confidence corridors for multivariate generalized quantile regression," SFB 649 Discussion Papers 2014-028, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Burdejova, P. & Härdle, W. & Kokoszka, P. & Xiong, Q., 2017.
"Change point and trend analyses of annual expectile curves of tropical storms,"
Econometrics and Statistics, Elsevier, vol. 1(C), pages 101-117.
- Petra Burdejová & Wolfgang K. Härdle, 2019. "Dynamic semi-parametric factor model for functional expectiles," Computational Statistics, Springer, vol. 34(2), pages 489-502, June.
- Burdejova, Petra & Härdle, Wolfgang Karl & Kokoszka, Piotr & Xiong, Q., 2015. "Change point and trend analyses of annual expectile curves of tropical storms," SFB 649 Discussion Papers 2015-029, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
2016
- López Cabrera, Brenda & Schulz, Franziska, 2016.
"Volatility linkages between energy and agricultural commodity prices,"
Energy Economics, Elsevier, vol. 54(C), pages 190-203.
- López Cabrera, Brenda & Schulz, Franziska, 2013. "Volatility linkages between energy and agricultural commodity prices," SFB 649 Discussion Papers 2013-042, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Groll, Andreas & López-Cabrera, Brenda & Meyer-Brandis, Thilo, 2016.
"A consistent two-factor model for pricing temperature derivatives,"
Energy Economics, Elsevier, vol. 55(C), pages 112-126.
- Groll, Andreas & López-Cabrera, Brenda & Meyer-Brandis, Thilo, 2014. "A consistent two-factor model for pricing temperature derivatives," SFB 649 Discussion Papers 2014-006, 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.
- Kersting, Stefan & Hüttel, Silke & Odening, Martin, 2016. "Industry dynamics under production constraints — The case of the EU dairy sector," Economic Modelling, Elsevier, vol. 55(C), pages 135-151.
- Silke Hüttel & Matthias Ritter & Viacheslav Esaulov & Martin Odening, 2016. "Is there a term structure in land lease rates?," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 43(1), pages 165-187.
- 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.
- Françoise Forges & Ulrich Horst & Antoine Salomon, 2016.
"Feasibility and individual rationality in two-person Bayesian games,"
International Journal of Game Theory, Springer;Game Theory Society, vol. 45(1), pages 11-36, March.
- Francoise Forges & Ulrich Horst & Antoine Salomon, 2014. "Feasibility and individual rationality in two-person Bayesian games," Working Papers hal-01094061, HAL.
- Francoise Forges & Ulrich Horst & Antoine Salomon, 2016. "Feasibility and individual rationality in two-person Bayesian games," Post-Print hal-02276751, HAL.
- Shen, Zhiwei & Ritter, Matthias, 2016.
"Forecasting volatility of wind power production,"
Applied Energy, Elsevier, vol. 176(C), pages 295-308.
- Shen, Zhiwei & Ritter, Matthias, 2016. "Forecasting volatility of wind power production," Applied Energy, Elsevier, vol. 176(C), pages 295-308.
- Shen, Zhiwei & Ritter, Matthias, 2015. "Forecasting volatility of wind power production," SFB 649 Discussion Papers 2015-026, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
2015
- Karl Härdle, Wolfgang & López-Cabrera, Brenda & Teng, Huei-Wen, 2015.
"State price densities implied from weather derivatives,"
Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 106-125.
- Härdle, Wolfgang Karl & López-Cabrera, Brenda & Teng, Huei-wen, 2013. "State Price Densities implied from weather derivatives," SFB 649 Discussion Papers 2013-026, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Ritter, Matthias & Shen, Zhiwei & López Cabrera, Brenda & Odening, Martin & Deckert, Lars, 2015.
"Designing an index for assessing wind energy potential,"
Renewable Energy, Elsevier, vol. 83(C), pages 416-424.
- Ritter, Matthias & Shen, Zhiwei & López Cabrera, Brenda & Odening, Martin & Deckert, Lars, 2014. "Designing an index for assessing wind energy potential," SFB 649 Discussion Papers 2014-052, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Jens Kolbe & Rainer Schulz & Martin Wersing & Axel Werwatz, 2015.
"Identifying Berlin’s land value map using adaptive weights smoothing,"
Computational Statistics, Springer, vol. 30(3), pages 767-790, September.
- Kolbe, Jens & Schulz, Rainer & Wersing, Martin & Werwatz, Axel, 2014. "Identifying Berlin's land value map using adaptive weights smoothing," SFB 649 Discussion Papers 2015-003, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Silke Hüttel & Martin Odening & Vanessa von Schlippenbach, 2015. "Steigende landwirtschaftliche Bodenpreise: Anzeichen für eine Spekulationsblase?," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 82(3), pages 37-43.
- Pieralli, Simone & Ritter, Matthias & Odening, Martin, 2015.
"Efficiency of wind power production and its determinants,"
Energy, Elsevier, vol. 90(P1), pages 429-438.
- Pieralli, Simone & Ritter, Matthias & Odening, Martin, 2015. "Efficiency of wind power production and its determinants," SFB 649 Discussion Papers 2015-004, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Pieralli, Simone & Ritter, Matthias & Odening, Martin, 2015. "Efficiency of Wind Power Production and its Determinants," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205415, Agricultural and Applied Economics Association.
- Maria Osipenko & Zhiwei Shen & Martin Odening, 2015.
"Is there a demand for multi-year crop insurance?,"
Agricultural Finance Review, Emerald Group Publishing Limited, vol. 75(1), pages 92-102, May.
- Osipenko, Maria & Shen, Zhiwei & Odening, Martin, 2014. "Is there a demand for multi-year crop insurance?," SFB 649 Discussion Papers 2014-025, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Martin Odening, 2015. "The Oxford Handbook of Land Economics," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 42(2), pages 367-369.
- 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.
- Cebiroğlu, Gökhan & Horst, Ulrich, 2015. "Optimal order display in limit order markets with liquidity competition," Journal of Economic Dynamics and Control, Elsevier, vol. 58(C), pages 81-100.
- Wolfgang K. Härdle & Nikolaus Hautsch & Andrija Mihoci, 2015.
"Local Adaptive Multiplicative Error Models for High‐Frequency Forecasts,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 529-550, June.
- Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2012. "Local adaptive multiplicative error models for high-frequency forecasts," SFB 649 Discussion Papers 2012-031, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
2014
- Lan, Hong & Meyer-Gohde, Alexander, 2014. "Solvability of perturbation solutions in DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 366-388.
- Rainer Schulz & Martin Wersing & Axel Werwatz, 2014. "Renting versus Owning and the Role of Human Capital: Evidence from Germany," The Journal of Real Estate Finance and Economics, Springer, vol. 48(4), pages 754-788, May.
- Rainer Schulz & Martin Wersing & Axel Werwatz, 2014.
"Automated valuation modelling: a specification exercise,"
Journal of Property Research, Taylor & Francis Journals, vol. 31(2), pages 131-153, June.
- Schulz, Rainer & Wersing, Martin & Werwatz, Axel, 2013. "Automated valuation modelling: A specification exercise," SFB 649 Discussion Papers 2013-046, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Barbara Choroś-Tomczyk & Wolfgang Karl H�rdle & Ludger Overbeck, 2014.
"Copula dynamics in CDOs,"
Quantitative Finance, Taylor & Francis Journals, vol. 14(9), pages 1573-1585, September.
- Choros-Tomczyk, Barbara & Härdle, Wolfgang Karl & Overbeck, Ludger, 2012. "Copula dynamics in CDOs," SFB 649 Discussion Papers 2012-032, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Martin Odening & Zhiwei Shen, 2014. "Challenges of insuring weather risk in agriculture," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 74(2), pages 188-199, July.
- M. Ritter & O. Mußhoff & M. Odening, 2014.
"Minimizing Geographical Basis Risk of Weather Derivatives Using A Multi-Site Rainfall Model,"
Computational Economics, Springer;Society for Computational Economics, vol. 44(1), pages 67-86, June.
- Ritter, Matthias & Musshoff, Oliver & Odening, Martin, 2012. "Minimizing geographical basis risk of weather derivatives using a multi-site rainfall model," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122527, European Association of Agricultural Economists.
- Silke Hüttel & Simon Jetzinger & Martin Odening, 2014.
"Forced Sales and Farmland Prices,"
Land Economics, University of Wisconsin Press, vol. 90(3), pages 395-410.
- Huttel, Silke & Jetzinger, Simon & Odening, Martin, 2012. "Forced Sales and Farmland Prices," Structural Change in Agriculture/Strukturwandel im Agrarsektor (SiAg) Working Papers 129063, Humboldt University Berlin, Department of Agricultural Economics.
- Odening, Martin & Jetzinger, Simon & Huettel, Silke, 2013. "Forced Sales and Farmland Prices," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150274, Agricultural and Applied Economics Association.
- Huttel, Silke & Jetzinger, Simon & Odening, Martin, 2012. "Forced Sales And Farmland Prices," 52nd Annual Conference, Stuttgart, Germany, September 26-28, 2012 133413, German Association of Agricultural Economists (GEWISOLA).
- Alena Bömmel & Song Song & Piotr Majer & Peter Mohr & Hauke Heekeren & Wolfgang Härdle, 2014. "Risk Patterns and Correlated Brain Activities. Multidimensional Statistical Analysis of fMRI Data in Economic Decision Making Study," Psychometrika, Springer;The Psychometric Society, vol. 79(3), pages 489-514, July.
- Horst, Ulrich & Hu, Ying & Imkeller, Peter & Réveillac, Anthony & Zhang, Jianing, 2014.
"Forward–backward systems for expected utility maximization,"
Stochastic Processes and their Applications, Elsevier, vol. 124(5), pages 1813-1848.
- Horst, Ulrich & Hu, Ying & Imkeller, Peter & Réveillac, Anthony & Zhang, Jianing, 2011. "Forward-backward systems for expected utility maximization," SFB 649 Discussion Papers 2011-061, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
2013
- Lan, Hong & Meyer-Gohde, Alexander, 2013.
"Solving DSGE models with a nonlinear moving average,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2643-2667.
- Lan, Hong & Meyer-Gohde, Alexander, 2011. "Solving DSGE models with a nonlinear moving average," SFB 649 Discussion Papers 2011-087, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- López Cabrera, Brenda & Odening, Martin & Ritter, Matthias, 2013. "Pricing rainfall futures at the CME," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4286-4298.
- Taleb Ahmad & Wolfgang Härdle & Sigbert Klinke & Shafiqah Alawadhi, 2013.
"Using wiki to build an e-learning system in statistics in the Arabic language,"
Computational Statistics, Springer, vol. 28(2), pages 481-491, April.
- Ahmad, Taleb & Härdle, Wolfgang Karl & Klinke, Sigbert, 2007. "Using Wiki to build an e-learning system in statistics in Arabic language," SFB 649 Discussion Papers 2007-031, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- 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.
- Huettel, Silke & Odening, Martin & Kataria, Karin & Balmann, Alfons, 2013.
"Price Formation on Land Market Auctions in East Germany – An Empirical Analysis,"
German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 62(02), pages 1-17, May.
- Hüttel, Silke & Odening, Martin & Kataria, Karin & Balmann, Alfons, 2013. "Price Formation on Land Market Auctions in East Germany - An Empirical Analysis," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 62(2), pages 99-115.
- Zhiwei Shen & Martin Odening, 2013.
"Coping with systemic risk in index-based crop insurance,"
Agricultural Economics, International Association of Agricultural Economists, vol. 44(1), pages 1-13, January.
- Shen, Zhiwei & Odening, Martin, 2012. "Coping with Systemic Risk in Index-based Crop Insurance," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122555, European Association of Agricultural Economists.
- 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.
- Xiaoliang Liu & Guenther Filler & Martin Odening, 2013.
"Testing for speculative bubbles in agricultural commodity prices: a regime switching approach,"
Agricultural Finance Review, Emerald Group Publishing Limited, vol. 73(1), pages 179-200, May.
- Liu, Xiaoliang & Filler, Gunther & Odening, Martin, 2012. "Testing for Speculative Bubbles in Agricultural Commodity Prices: A Regime Switching Approach," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122554, European Association of Agricultural Economists.
- Oliver Musshoff & Martin Odening & Christian Schade & Syster Christin Maart-Noelck & Serena Sandri, 2013. "Inertia in disinvestment decisions: experimental evidence," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 40(3), pages 463-485, July.
- Ulrich Horst & Michael Kupper & Andrea Macrina & Christoph Mainberger, 2013.
"Continuous equilibrium in affine and information-based capital asset pricing models,"
Annals of Finance, Springer, vol. 9(4), pages 725-755, November.
- Ulrich Horst & Michael Kupper & Andrea Macrina & Christoph Mainberger, 2012. "Continuous Equilibrium in Affine and Information-Based Capital Asset Pricing Models," Papers 1201.1840, arXiv.org, revised Oct 2012.
2012
- Wolfgang Karl Hardle and Maria Osipenko, 2012.
"Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity,"
The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
- Härdle, Wolfgang Karl & Osipenko, Maria, 2011. "Spatial risk premium on weather derivatives and hedging weather exposure in electricity," SFB 649 Discussion Papers 2011-013, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Akdeniz Duran, Esra & Härdle, Wolfgang Karl & Osipenko, Maria, 2012.
"Difference based ridge and Liu type estimators in semiparametric regression models,"
Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 164-175.
- Duran, Esra Akdeniz & Härdle, Wolfgang Karl & Osipenko, Maria, 2011. "Difference based ridge and Liu type estimators in semiparametric regression models," SFB 649 Discussion Papers 2011-014, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Wolfgang Karl Härdle & Brenda López Cabrera, 2012.
"The Implied Market Price of Weather Risk,"
Applied Mathematical Finance, Taylor & Francis Journals, vol. 19(1), pages 59-95, February.
- Härdle, Wolfgang Karl & López Cabrera, Brenda, 2009. "Implied market price of weather risk," SFB 649 Discussion Papers 2009-001, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Günther Filler & Christian Franke & Martin Odening & Kay Schweppe & Xiaoliang Liu, 2012. "Spekulation mit Agrarrohstoffen: zuviel des Guten?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 81(4), pages 9-28.
- Martin Odening & Harald Grethe, 2012. "Introduction," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 39(1), pages 1-4, February.
- Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2012.
"Modelling and forecasting liquidity supply using semiparametric factor dynamics,"
Journal of Empirical Finance, Elsevier, vol. 19(4), pages 610-625.
- Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2009. "Modelling and forecasting liquidity supply using semiparametric factor dynamics," CFS Working Paper Series 2009/18, Center for Financial Studies (CFS).
- Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2009. "Modelling and forecasting liquidity supply using semiparametric factor dynamics," SFB 649 Discussion Papers 2009-044, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
2011
- Schulz, Rainer & Werwatz, Axel, 2011. "Is there an equilibrating relationship between house prices and replacement cost? Empirical evidence from Berlin," Journal of Urban Economics, Elsevier, vol. 69(3), pages 288-302, May.
- Kunz, Werner & Schmitt, Bernd & Meyer, Anton, 2011.
"How does perceived firm innovativeness affect the consumer?,"
Journal of Business Research, Elsevier, vol. 64(8), pages 816-822, August.
- Werner Kunz, 2007. "Visualization of competitive market structure by means of choice data," Computational Statistics, Springer, vol. 22(4), pages 521-531, December.
- Liu, X. & Xu, W. & Odening, M., 2011.
"Lassen sich Ertragsrisiken in der Landwirtschaft global diversifizieren?,"
Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 46, March.
- Liu, Xiaoliang & Xu, Wei & Odening, Martin, 2010. "Lassen Sich Ertragsrisiken In Der Landwirtschaft Global Diversifizieren?," 50th Annual Conference, Braunschweig, Germany, September 29-October 1, 2010 93955, German Association of Agricultural Economists (GEWISOLA).
- Artavia, M. & Deppermann, A. & Filler, G. & Grethe, H. & Häger, A. & Kirschke, D. & Odening, M., 2011.
"Ertrags- und Preisinstabilität auf Agrarmärkten in Deutschland und der EU,"
Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 46, March.
- Artavia, Marco & Deppermann, Andre & Filler, Gunther & Grethe, Harald & Haeger, Astrid & Kirschke, Dieter & Odening, Martin, 2010. "Ertrags- Und Preisinstabilität Auf Agrarmärkten In Deutschland Und Der Eu," 50th Annual Conference, Braunschweig, Germany, September 29-October 1, 2010 93956, German Association of Agricultural Economists (GEWISOLA).
- Maart, S.C. & Mußhoff, O. & Odening, M. & Schade, C., 2011. "Zum Desinvestitionsverhalten landwirtschaftlicher Unternehmer: Ergebnisse einer experimentellen Unternehmung," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 46, March.
- Ulrich Horst & Felix Naujokat, 2011. "On derivatives with illiquid underlying and market manipulation," Quantitative Finance, Taylor & Francis Journals, vol. 11(7), pages 1051-1066.
2010
- Wolfgang Karl Härdle & Brenda López Cabrera, 2010.
"Calibrating CAT Bonds for Mexican Earthquakes,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 77(3), pages 625-650, September.
- Haerdle, Wolfgang & Cabrera, Brenda Lopez, 2007. "Calibrating CAT bonds for Mexican earthquakes," 101st Seminar, July 5-6, 2007, Berlin Germany 9265, European Association of Agricultural Economists.
- Härdle, Wolfgang Karl & Cabrera, Brenda López, 2007. "Calibrating CAT bonds for Mexican earthquakes," SFB 649 Discussion Papers 2007-037, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Bernd Gorzig & Martin Gornig & Ramona Voshage & Axel Werwatz, 2010. "Eastern Germany on the brink of closing the productivity gap? Firm level evidence from manufacturing," Post-Communist Economies, Taylor & Francis Journals, vol. 22(4), pages 499-511.
- Rommel, J. & Neuenfeldt, S. & Odening, M., 2010. "Markteffekte medienwirksamer Lebensmittelskandale – eine Ergebnisstudie," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 45, March.
- Günther Filler & Martin Odening & Harald Grethe & Dieter Kirschke, 2010. "Preis- und Ertragsrisiken auf Agrarmärkten in Deutschland," Journal of Socio-Economics in Agriculture (Until 2015: Yearbook of Socioeconomics in Agriculture), Swiss Society for Agricultural Economics and Rural Sociology, vol. 3(1), pages 77-108.
- Sandri, Serena & Schade, Christian & Mußhoff, Oliver & Odening, Martin, 2010.
"Holding on for too long? An experimental study on inertia in entrepreneurs' and non-entrepreneurs' disinvestment choices,"
Journal of Economic Behavior & Organization, Elsevier, vol. 76(1), pages 30-44, October.
- Serena Sandri & Christian Schade & Oliver Musshoff & Martin Odening, 2010. "Holding on for too long? An experimental study on inertia in entrepreneurs' and non-entrepreneurs' disinvestment choices," Post-Print hal-00856602, HAL.
- Sandri, Serena & Schade, Christian & Musshoff, Oliver & Odening, Martin, 2010. "Holding on for too long? An experimental study on inertia in entrepreneurs’ and non-entrepreneurs’ disinvestment choices," Structural Change in Agriculture/Strukturwandel im Agrarsektor (SiAg) Working Papers 59518, Humboldt University Berlin, Department of Agricultural 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.
- Silke Hüttel & Oliver Mußhoff & Martin Odening, 2010. "Investment reluctance: irreversibility or imperfect capital markets?," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 37(1), pages 51-76, March.
- Joachim Gassen & Kristina Schwedler, 2010. "The Decision Usefulness of Financial Accounting Measurement Concepts: Evidence from an Online Survey of Professional Investors and their Advisors," European Accounting Review, Taylor & Francis Journals, vol. 19(3), pages 495-509.
- Horst, Ulrich, 2010.
"Dynamic systems of social interactions,"
Journal of Economic Behavior & Organization, Elsevier, vol. 73(2), pages 158-170, February.
- Ulrich Horst, 2010. "Dynamic Systems of Social Interactions," Post-Print hal-00781340, HAL.
- Horst, Ulrich, 2010. "Dynamic systems of social interactions," SFB 649 Discussion Papers 2010-012, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
2009
- Giacomini, Enzo & Härdle, Wolfgang & Spokoiny, Vladimir, 2009.
"Inhomogeneous Dependence Modeling with Time-Varying Copulae,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 27(2), pages 224-234.
- Giacomini, Enzo & Härdle, Wolfgang Karl & Ignatieva, Ekaterina & Spokoiny, Vladimir, 2006. "Inhomogeneous dependency modelling with time varying copulae," SFB 649 Discussion Papers 2006-075, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Enzo Giacomini & Wolfgang Härdle & Volker Krätschmer, 2009.
"Dynamic semiparametric factor models in risk neutral density estimation,"
AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 93(4), pages 387-402, December.
- Giacomini, Enzo & Härdle, Wolfgang Karl & Krätschmer, Volker, 2008. "Dynamic semiparametric factor models in risk neutral density estimation," SFB 649 Discussion Papers 2008-038, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Nataliya Zinych & Martin Odening, 2009. "Capital market imperfections in economic transition: empirical evidence from Ukrainian agriculture," Agricultural Economics, International Association of Agricultural Economists, vol. 40(6), pages 677-689, November.
- Oliver Musshoff & Martin Odening & Wei Xu, 2009. "Management of climate risks in agriculture-will weather derivatives permeate?," Applied Economics, Taylor & Francis Journals, vol. 43(9), pages 1067-1077.
- Joachim Gassen, 2009. "Finanzkrise: die Rolle der Rechnungslegung," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 78(1), pages 83-95.
- Horst, Ulrich & Scheinkman, José A., 2009. "A limit theorem for systems of social interactions," Journal of Mathematical Economics, Elsevier, vol. 45(9-10), pages 609-623, September.
2008
- Wolfgang Karl Härdle & Brenda López Cabrera, 2008. "Calibration of Parametric CAT bonds. A case study of Mexican earthquakes," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, vol. 128(4), pages 615-630.
- Bernd Görzig & Martin Gornig & Axel Werwatz, 2008. "Firm wage differentiation in Eastern Germany A non‐parametric analysis of the wage spread," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 16(2), pages 273-292, April.
- Heike Belitz & Marius Clemens & Jens Schmidt-Ehmcke & Stephanie Schneider & Axel Werwatz, 2008. "Rückstand bei der Bildung gefährdet Deutschlands Innovationsfähigkeit," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 75(46), pages 716-724.
- Heike Belitz & Marius Clemens & Jens Schmidt-Ehmcke & Stephanie Schneider & Axel Werwatz, 2008. "Deficits in Education Endanger Germany's Innovative Capacity," Weekly Report, DIW Berlin, German Institute for Economic Research, vol. 4(14), pages 86-93.
- Hanisch Markus & Filler Günther & Odening Martin, 2008. "Zur Ableitung von Entwicklungsstrategien für Warengenossenschaften," Zeitschrift für das gesamte Genossenschaftswesen, De Gruyter, vol. 58(1), pages 24-39, March.
- Oliver Musshoff & Norbert Hirschauer & Martin Odening, 2008. "Portfolio effects and the willingness to pay for weather insurances," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 68(1), pages 83-97, May.
- Oliver Musshoff, 2008. "Indifference Pricing of Weather Derivatives," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 90(4), pages 979-993.
- Jan Hinrichs & Oliver Musshoff & Martin Odening, 2008. "Economic hysteresis in hog production," Applied Economics, Taylor & Francis Journals, vol. 40(3), pages 333-340.
- Horst, Ulrich & Rothe, Christian, 2008. "Queuing, Social Interactions, And The Microstructure Of Financial Markets," Macroeconomic Dynamics, Cambridge University Press, vol. 12(2), pages 211-233, April.
- Ulrich Horst & Jan Wenzelburger, 2008. "On non-ergodic asset prices," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 34(2), pages 207-234, February.
2007
- Heike Belitz & Marius Clemens & Tanja Kirn & Jens Schmidt-Ehmcke & Stephanie Schneider & Axel Werwatz, 2007. "Innovationsfähigkeit: Deutschland weiterhin nur im Mittelfeld," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 74(48), pages 729-736.
- Heike Belitz & Marius Clemens & Tanja Kirn & Jens Schmidt-Ehmcke & Stephanie Schneider & Axel Werwatz, 2007. "Deutschland im Langzeittrend: langsames Aufholen, aber Absturz bei der Bildung," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 74(48), pages 737-743.
- Bernd Görzig & Martin Gornig & Axel Werwatz, 2007. "Produktvielfalt und Produktivität der IKT-Produzenten:Eine Analyse unter Nutzung verbundener amtlicher Unternehmensdaten," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 1(2), pages 145-161, October.
- Helga Christians & Ralf Mytzek-Zühlke & Axel Werwatz, 2007. "Unternehmen und Arbeitsmarkt in Bewegung – Was gewinnt die Forschung durch amtliche Mikrodaten?," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 1(3), pages 165-167, December.
- Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen, 2007.
"On the Utility of E‐Learning in Statistics,"
International Statistical Review, International Statistical Institute, vol. 75(3), pages 355-364, December.
- Härdle, Wolfgang Karl & Klinke, Sigbert & Ziegenhagen, Uwe, 2007. "On the utility of e-learning in statistics," SFB 649 Discussion Papers 2007-050, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Sigbert Klinke, 2007. "Special issue: workshop data and information visualisation 2006," Computational Statistics, Springer, vol. 22(4), pages 497-497, December.
- Odening, Martin & Mu[ss]hoff, Oliver & Hirschauer, Norbert & Balmann, Alfons, 2007. "Investment under uncertainty--Does competition matter?," Journal of Economic Dynamics and Control, Elsevier, vol. 31(3), pages 994-1014, March.
- Martin Odening & Oliver Musshoff & Wei Xu, 2007. "Analysis of rainfall derivatives using daily precipitation models: opportunities and pitfalls," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 67(1), pages 135-156, May.
- Horst, Ulrich, 2007. "Stochastic cascades, credit contagion, and large portfolio losses," Journal of Economic Behavior & Organization, Elsevier, vol. 63(1), pages 25-54, May.
- Ulrich Horst, 2007. "BookReview," Quantitative Finance, Taylor & Francis Journals, vol. 7(1), pages 17-18.
2006
- Heike Belitz & Tanja Kirn & Axel Werwatz, 2006. "Innovationsfähigkeit: Deutschland braucht mehr Schwung," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 73(45), pages 633-641.
- Heike Belitz & Tanja Kirn & Axel Werwatz, 2006. "Zu wenig Frauen in Forschung und Innovation," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 73(45), pages 643-648.
- Heike Belitz & Tanja Kirn & Axel Werwatz, 2006. "Verhaltensweisen und Einstellungen der Bevölkerung hemmen die Innovationsfähigkeit in Deutschland," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 73(8), pages 89-98.
- Heike Belitz & Axel Werwatz, 2006. "Capacity for Innovation: Among Leading Industrial Countries, Germany Only Manages a Middle Rank," Weekly Report, DIW Berlin, German Institute for Economic Research, vol. 2(1), pages 1-10.
- Hinrichs, J. & Mußhoff, O. & Odening, M., 2006. "Ökonomische Hysterese in der deutschen Veredlungsproduktion," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 41, March.
- Joachim Gassen & Rolf Uwe Fulbier & Thorsten Sellhorn, 2006. "International Differences in Conditional Conservatism - The Role of Unconditional Conservatism and Income Smoothing," European Accounting Review, Taylor & Francis Journals, vol. 15(4), pages 527-564.
- Bisin, Alberto & Horst, Ulrich & Ozgur, Onur, 2006. "Rational expectations equilibria of economies with local interactions," Journal of Economic Theory, Elsevier, vol. 127(1), pages 74-116, March.
- Horst, Ulrich & Scheinkman, Jose A., 2006.
"Equilibria in systems of social interactions,"
Journal of Economic Theory, Elsevier, vol. 130(1), pages 44-77, September.
- J. Scheinkman & U. Horst, 2003. "Equilibria in Systems of Social Interactions," Princeton Economic Theory Working Papers d5a39039d26e0b08775b915bf, David K. Levine.
- U. Horst & Jose A. Scheinkman, 2010. "Equilibria in Systems of Social Interactions," Levine's Working Paper Archive 506439000000000119, David K. Levine.
2005
- Dorothea Schäfer & Axel Werwatz & Volker Zimmermann, 2005. "Kredit- und Beteiligungsfinanzierung in jungen innovativen kleinen und mittleren Unternehmen in Deutschland," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 72(40), pages 577-583.
- Heike Belitz & Axel Werwatz, 2005. "Innovationsfähigkeit: Deutschland unter den führenden Industrieländern nur im Mittelfeld," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 72(49), pages 735-744.
- Dorothea Schäfer & Axel Werwatz & Volker Zimmermann, 2005. "Credit and Private Equity Financing in Young Innovative Small and Medium-sized Companies in Germany," Weekly Report, DIW Berlin, German Institute for Economic Research, vol. 1(36), pages 431-435.
- Kirman, Alan & Schulz, Rainer & Hardle, Wolfgang & Werwatz, Axel, 2005.
"Transactions that did not happen and their influence on prices,"
Journal of Economic Behavior & Organization, Elsevier, vol. 56(4), pages 567-591, April.
- Kirman, Alan & Wolfgang Hardle & Rainer Schulz & Axel Werwatz, 2003. "Transactions That Did Not Happen and Their Influence on Prices," Royal Economic Society Annual Conference 2003 123, Royal Economic Society.
- Kirman, Alan P. & Härdle, Wolfgang & Schulz, Rainer & Werwatz, Axel, 2002. "Transactions that did not happen and their influence on prices," SFB 373 Discussion Papers 2002,45, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Bernd Gorzig & Martin Gornig & Axel Werwatz, 2005. "Explaining Eastern Germany's Wage Gap: The Impact of Structural Change," Post-Communist Economies, Taylor & Francis Journals, vol. 17(4), pages 449-464.
- Bent Jesper Christensen & Rasmus Lentz & Dale T. Mortensen & George R. Neumann & Axel Werwatz, 2005.
"On-the-Job Search and the Wage Distribution,"
Journal of Labor Economics, University of Chicago Press, vol. 23(1), pages 31-58, January.
- Bent Jesper Christensen & Rasmus Lentz & Dale T. Mortensen & George R. Neumann & Axel Werwatz, 2003. "On the Job Search and the Wage Distribution," CAM Working Papers 2004-09, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
- Christensen, Bent Jesper & Mortensen, Dale & Neumann, George R. & Werwatz, Axel, 2000. "On the job search and the wage distribution," SFB 373 Discussion Papers 2000,108, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Musshoff, Oliver & Odening, Martin & Xu, Wei, 2005. "Zur Bewertung von Wetterderivaten als innovative Risikomanagementinstrumente in der Landwirtschaft," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 54(04), pages 1-13.
- Martin Odening & Oliver Mußhoff & Alfons Balmann, 2005. "Investment decisions in hog finishing: an application of the real options approach," Agricultural Economics, International Association of Agricultural Economists, vol. 32(1), pages 47-60, January.
- Sébastien Chaumont & Peter Imkeller & Matthias Müller & Ulrich Horst, 2005. "A Simple Model for Trading Climate Risk," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 74(2), pages 175-195.
- Horst, Ulrich, 2005.
"Stationary equilibria in discounted stochastic games with weakly interacting players,"
Games and Economic Behavior, Elsevier, vol. 51(1), pages 83-108, April.
- Horst, Ulrich, 2002. "Stationary equilibria in discounted stochastic games with weakly interacting players," SFB 373 Discussion Papers 2002,77, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Follmer, Hans & Horst, Ulrich & Kirman, Alan, 2005. "Equilibria in financial markets with heterogeneous agents: a probabilistic perspective," Journal of Mathematical Economics, Elsevier, vol. 41(1-2), pages 123-155, February.
- Ulrich Horst, 2005.
"Financial price fluctuations in a stock market model with many interacting agents,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 25(4), pages 917-932, June.
- Horst, Ulrich, 2001. "Financial price fluctuations in a stock market model with many interacting agents," SFB 373 Discussion Papers 2001,36, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
2004
- Michael Fritsch & Andreas Stephan & Axel Werwatz, 2004. "Regionalisierte Innovationspolitik sinnvoll," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 71(27), pages 383-386.
- Bernd Görzig & Martin Gornig & Axel Werwatz, 2004. "Ostdeutschland: strukturelle Niedriglohnregion?," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 71(44), pages 685-691.
- Dorothea Schafer & Axel Werwatz & Volker Zimmermann, 2004.
"The Determinants of Debt and (Private) Equity Financing: The Case of Young, Innovative SMEs from Germany,"
Industry and Innovation, Taylor & Francis Journals, vol. 11(3), pages 225-248.
- Schäfer, Dorothea & Werwatz, Axel & Zimmermann, Volker, 2004. "The Determinants of Debt and (Private) Equity Financing : The Case of Young, Innovative SMEs from Germany," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 11(3), pages 225-248.
- Grunert, Klaus G. & Hildebrandt, Lutz, 2004. "Success factors, competitive advantage and competence development," Journal of Business Research, Elsevier, vol. 57(5), pages 459-461, May.
- Annacker, Dirk & Hildebrandt, Lutz, 2004. "Unobservable effects in structural models of business performance," Journal of Business Research, Elsevier, vol. 57(5), pages 507-517, May.
- Odening, Martin & Musshoff, Oliver & Utesch, Volker, 2004. "Der Wechsel vom konventionellen zum ökologischen Landbau: Eine investitionstheoretische Betrachtung," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 53(06), pages 1-10.
2003
- Michael Kvasnicka & Axel Werwatz, 2003. "Arbeitsbedingungen und Perspektiven von Zeitarbeitern," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 70(46), pages 717-725.
- Odening, Martin & Hinrichs, Jan, 2003.
"Die Quantifizierung von Marktrisiken in der Tierproduktion mittels Value-at-Risk und Extreme-Value-Theory,"
German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 52(02), pages 1-11.
- Odening, Martin & Hinrichs, Jan, 2002. "Die Quantifizierung von Marktrisiken in der Tierproduktion mittels Value-at-Risk und Extreme-Value-Theory," Working Paper Series 18826, Humboldt University Berlin, Department of Agricultural Economics.
2002
- Michael Kvasnicka & Axel Werwatz, 2002. "Lohneffekte der Zeitarbeit," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 69(49), pages 847-854.
- Martin Odening & Jan Hinrichs, 2002. "Using extreme value theory to estimate value‐at‐risk," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 63(1), pages 55-73, December.
2001
- Jürgen Kolb & Axel Werwatz, 2001. "The Duration of Marginal Employment in West Germany: A Survival Analysis Based on Spell Data," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 70(1), pages 95-101.
- Odening, M. & Mußhoff, O., 2001. "Value at Risk – ein nützliches Instrument des Risikomanagement in Agrarbetrieben?," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 37.
- Odening, Martin & Musshoff, Oliver, 2001. "Reale Optionen und Landwirtschaftliche Betriebslehre – oder: Kann man mit der Optionspreistheorie arbitrieren?," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 50(08), pages 1-10.
- Föllmer, Hans & Horst, Ulrich, 2001.
"Convergence of locally and globally interacting Markov chains,"
Stochastic Processes and their Applications, Elsevier, vol. 96(1), pages 99-121, November.
- Föllmer, Hans & Horst, Ulrich, 2001. "Convergence of locally and globally interacting Markov chains," SFB 373 Discussion Papers 2001,21, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
2000
- Hirschauer, Norbert & Forstner, Bernhard & Odening, Martin, 2000. "Die Wirkungen der Besserungsscheinregelung auf die Kapitalkosten der Altkredite - Eine modelltheoretische Analyse," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 49(02).
1998
- Michael C. Burda & Wolfgang Härdle & Marlene Müller & Axel Werwatz, 1998.
"Semiparametric analysis of German East-West migration intentions: facts and theory,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(5), pages 525-541.
- Burda, Michael C. & Härdle, Wolfgang & Müller, Marlene & Werwatz, Axel, 1997. "Semiparametric analysis of German East-West migration intentions: Facts and theory," SFB 373 Discussion Papers 1998,3, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Odening, Martin, 1998. "Rainer Doluschitz - Unternehmensführung in der Landwirtschaft," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 47(03-04).
1997
- Klinke, Sigbert & Cook, Dianne, 1997. "Binning of kernel-based projection pursuit indices in XGobi," Computational Statistics & Data Analysis, Elsevier, vol. 25(3), pages 363-369, August.
- Odening, M. & Balmann, A., 1997. "Probleme einer Politikoptimierung – Konsequenzen für die Konstruktion von Agrarsektormodellen," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 33.
1996
- Balmann, Alfons & Odening, Martin & Weikard, Hans-Peter & Brandes, Wilhelm, 1996.
"Path-dependence without increasing returns to scale and network externalities,"
Journal of Economic Behavior & Organization, Elsevier, vol. 29(1), pages 159-172, January.
- Balmann, Alfons & Odening, Martin & Weikard, Hans-Peter & Brandes, Wilhelm, 1993. "Path-Dependence Without Increasing Returns To Scale And Network Externalities," Staff Papers 13402, University of Minnesota, Department of Applied Economics.
1994
- Odening, Martin, 1994. "Zur Bedeutung von Prinzipal-Agenten-Modellen in der agrarökonomischen Forschung," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 43(07).
1993
- Odening, M. & Balmann, A. & Peter, G., 1993. "Modellrechnung zur landwirtschaftlichen Betriebsstruktur in den neuen Bundesländern unter besonderer Berücksichtigung administrativer Rahmenbedingungen," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 29.
1991
- Odening, Martin, 1991. "Zur Bestimmung des optimalen Verschuldungsgrades," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 40(05).
1990
- Odening, Martin & Brandes, Wilhelm, 1990. "Zum Problem von Abschreibung und Wertentwicklung von Anlagegütern," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 39(04).
1988
- Hildebrandt, Lutz, 1988. "Store image and the prediction of performance in retailing," Journal of Business Research, Elsevier, vol. 17(1), pages 91-100, August.
1987
- Hildebrandt, Lutz, 1987. "Consumer retail satisfaction in rural areas: A reanalysis of survey data," Journal of Economic Psychology, Elsevier, vol. 8(1), pages 19-42, March.
Books
2008
- Axel Werwatz & Heike Belitz & Marius Clemens & Jens Schmidt-Ehmcke & Stephanie Schneider & Petra Zloczysti, 2008. "Innovationsindikator Deutschland 2008: Forschungsprojekt im Auftrag der Deutsche Telekom Stiftung und des Bundesverbandes der Deutschen Industrie," DIW Berlin: Politikberatung kompakt, DIW Berlin, German Institute for Economic Research, volume 45, number pbk45.
2007
- Kurt Geppert & Martin Gornig & Axel Werwatz, 2007. "Position Hessens im sektoralen Strukturwandel: gibt es Grenzen der Entindustrialisierung?; Gutachten im Auftrag des Hessischen Ministeriums für Wirtschaft, Verkehr und Landesentwicklung," DIW Berlin: Politikberatung kompakt, DIW Berlin, German Institute for Economic Research, volume 32, number pbk32.
- Axel Werwatz & Heike Belitz & Marius Clemens & Tanja Kirn & Jens Schmidt-Ehmcke & Stephanie Schneider, 2007. "Innovationsindikator Deutschland 2007: Forschungsprojekt im Auftrag der Deutsche Telekom Stiftung und des Bundesverbandes der Deutschen Industrie," DIW Berlin: Politikberatung kompakt, DIW Berlin, German Institute for Economic Research, volume 33, number pbk33.
2006
- Axel Werwatz & Heike Belitz & Tanja Kirn & Jens Schmidt-Ehmcke, 2006. "Innovationsindikator Deutschland 2006," DIW Berlin: Politikberatung kompakt, DIW Berlin, German Institute for Economic Research, volume 22, number pbk22.
2005
- Axel Werwatz (Projektltg.) & Heike Belitz & Tanja Kirn & Jens Schmidt-Ehmcke & Rainer Voßkamp, 2005. "Innovationsindikator Deutschland: Bericht 2005 ; Forschungsprojekt im Auftrag der Deutsche Telekom Stiftung und des Bundesverbandes der Deutschen Industrie," DIW Berlin: Politikberatung kompakt, DIW Berlin, German Institute for Economic Research, volume 11, number pbk11.
Chapters
2017
- Andrija Mihoci, 2017. "Modelling Limit Order Book Volume Covariance Structures," Chapters, in: Tsukasa Hokimoto (ed.), Advances in Statistical Methodologies and Their Application to Real Problems, IntechOpen.
Software components
2013
- Hong Lan & Alexander Meyer-Gohde, 2013.
"Dynare add-on for "Pruning in Perturbation DSGE Models","
QM&RBC Codes
196, Quantitative Macroeconomics & Real Business Cycles.
- Hong Lan & Alexander Meyer-Gohde, 2013.
"Dynare add-on for "Decomposing Risk in Dynamic Stochastic General Equilibrium","
QM&RBC Codes
197, Quantitative Macroeconomics & Real Business Cycles.
2011
- Hong Lan & Alexander Meyer-Gohde, 2011.
"Dynare add-on for "Solving DSGE Models with a Nonlinear Moving Average","
QM&RBC Codes
192, Quantitative Macroeconomics & Real Business Cycles, revised 2013.
2010
- Szymon Borak & Rafal Weron, 2010. "STABLEREG: MATLAB function to estimate stable distribution parameters using the regression method of Koutrouvelis," Statistical Software Components M429005, Boston College Department of Economics.
- Szymon Borak & Rafal Weron, 2010. "STABLECULL: MATLAB function to estimate stable distribution parameters using the quantile method of McCulloch," Statistical Software Components M429004, Boston College Department of Economics.
- Szymon Borak & Rafal Weron, 2010. "STABLEREGKW: MATLAB function to estimate stable distribution parameters using the regression method of Kogon and Williams," Statistical Software Components M429004, Boston College Department of Economics.