Content
Undated material is presented at the end, although it may be more recent than other items
2018
- SFB649DP2018-001 How to Measure a Performance of a Collaborative Research Centre
by Alona Zharova & Janine Tellinger-Rice & Wolfgang Karl Härdle
2017
- SFB649DP2017-027 Dynamic semi-parametric factor model for functional expectiles
by Petra Burdejová & Wolfgang K. Härdle - SFB649DP2017-026 Dynamic Semiparametric Factor Model with a Common Break
by Likai Chen & Weining Wang & Wei Biao Wu - SFB649DP2017-025 Realized volatility of CO2 futures
by Thijs Benschop & Brenda López Cabrera - SFB649DP2017-024 Spatial Functional Principal Component Analysis with Applications to Brain Image Data
by Yingxing Li & Chen Huang & Wolfgang Karl Härdle - SFB649DP2017-023 Penalized Adaptive Method in Forecasting with Large Information Set and Structure Change
by Xinjue Li & Lenka Zbonakova & Wolfgang Karl Härdle - SFB649DP2017-022 Das deutsche Arbeitsmarktwunder: Eine Bilanz
by Michael C. Burda & Stefanie Seele - SFB649DP2017-021 The systemic risk of central SIFIs
by Cathy Yi-Hsuan Chen & Sergey Nasekin - SFB649DP2017-020 Pricing Green Financial Products
by Awdesch Melzer & Wolfgang K. Härdle & Brenda López Cabrera - SFB649DP2017-019 Racial/Ethnic Differences In Non-Work At Work
by Daniel S. Hamermesh & Katie R. Genadek & Michael C. Burda - SFB649DP2017-018 Social Security Contributions and the Business Cycle
by Alexander Meyer-Gohde - SFB649DP2017-017 Generalized Entropy and Model Uncertainty
by Alexander Meyer-Gohde - SFB649DP2017-016 Conditional moment restrictions and the role of density information in estimated structural models
by Andreas Tryphonides - SFB649DP2017-015 (Un)expected Monetary Policy Shocks and Term Premia
by Martin Kliem & Alexander Meyer-Gohde - SFB649DP2017-014 Investing with cryptocurrencies - A liquidity constrained investment approach
by Simon Trimborn & Mingyang Li & Wolfgang Karl Härdle - SFB649DP2017-013 Adaptive weights clustering of research papers
by Larisa Adamyan & Kirill Efimov & Wolfgang Karl Härdle & Cathy Yi-Hsuan Chen - SFB649DP2017-012 Industry Interdependency Dynamics in a Network Context
by Ya Qian & Wolfgang Karl Härdle & Cathy Yi-Hsuan Chen - SFB649DP2017-011 The impact of news on US household inflation expectations
by Wolfgang Karl Härdle & Shih-Kang Chao & Jeffrey Sheen & Stefan Trück & Ben Zhe Wang - SFB649DP2017-010 Data Science & Digital Society
by Wolfgang Karl Härdle & Cathy Yi-Hsuan Chen - SFB649DP2017-009 The Economics of German Unification after Twenty-five Years: Lessons for Korea
by Michael C. Burda & Mark Weder - SFB649DP2017-008 GitHub API based QuantNet Mining infrastructure in R
by Wolfgang Karl Härdle & Lukas Borke - SFB649DP2017-007 Testing Missing at Random using Instrumental Variables
by Christoph Breunig - SFB649DP2017-006 RiskAnalytics: an R package for real time processing of Nasdaq and Yahoo finance data and parallelized quantile lasso regression methods
by Lukas Borke - SFB649DP2017-005 Dynamic Valuation of Weather Derivatives under Default Risk
by CMaria Osipenko & Wolfgang Karl Härdle - SFB649DP2017-004 Tail event driven networks of SIFIs
by Cathy Yi-Hsuan Chen & Wolfgang Karl Härdle & Yarema Okhrin - SFB649DP2017-003 FRM: a Financial Risk Meter based on penalizing tail events occurrence
by Lining Yu & Wolfgang Karl Härdle & Lukas Borke & Thijs Benschop - SFB649DP2017-002 Estimating location values of agricultural land
by Georg Helbing & Zhiwei Shen & Martin Odening & Matthias Ritter - SFB649DP2017-001 Fake Alpha
by Marcel Müller & Tobias Rosenberger & Marliese Uhrig-Homburg
2016
- SFB649DP2016-059 Dynamic credit default swaps curves in a network topology
by Xiu Xu & Wolfgang K. Härdle & Cathy Yi-Hsuan Chen - SFB649DP2016-058 Multivariate Factorisable Sparse Asymmetric Least Squares Regression
by Shih-Kang Chao & Wolfgang K. Härdle & Chen Huang - SFB649DP2016-057 Factorisable Multi-Task Quantile Regression
by Shih-Kang Chao & Wolfgang K. Härdle & Ming Yuan - SFB649DP2016-056 The Effect of House Price on Stock Market Participation in China: Evidence from the CHFS Micro-Data
by Xiaoyu Chen & Xiaohao Ji - SFB649DP2016-055 Effect of Particulate Air Pollution on Coronary Heart Disease in China: Evidence from Threshold GAM and Bayesian Hierarchical Model
by Xiaoyu Chen - SFB649DP2016-054 Labor Market Frictions and Monetary Policy Design
by Anna Almosova - SFB649DP2016-053 Central Bank Reputation, Cheap Talk and Transparency as Substitutes for Commitment: Experimental Evidence
by John Duffy & Frank Heinemann - SFB649DP2016-052 Beta-boosted ensemble for big credit scoring data
by Maciej Zieba & Wolfgang K. Härdle - SFB649DP2016-051 Dynamic Topic Modelling for Cryptocurrency Community Forums
by Marco Linton & Wolfgang K. Härdle & Ernie Gin Swee Teo & Elisabeth Bommes & Cathy Yi-Hsuan Chen - SFB649DP2016-050 Network Quantile Autoregression
by Xuening Zhu & Wolfgang K. Härdle & Weining Wang & Hangsheng Wang - SFB649DP2016-049 Q3-D3-Lsa
by Lukas Borke & Wolfgang K. Härdle - SFB649DP2016-048 Unraveling of Cooperation in Dynamic Collaboration
by Suvi Vasama - SFB649DP2016-047 Time Varying Quantile Lasso
by Lenka Zbonakova & Wolfgang Karl Härdle & Weining Wang - SFB649DP2016-046 Credit Rating Score Analysis
by Wolfgang Karl Härdle & Phoon Kok Fai & David Lee Kuo Chuen - SFB649DP2016-045 Information Acquisition and Liquidity Dry-Ups
by Philipp Koenig & David Pothier - SFB649DP2016-044 Dynamic Contracting with Long-Term Consequences: Optimal CEO Compensation and Turnover
by Suvi Vasama - SFB649DP2016-043 Implications of Shadow Bank Regulation for Monetary Policy at the Zero Lower Bound
by Falk Mazelis - SFB649DP2016-042 The Impact of a Negative Labor Demand Shock on Fertility - Evidence from the Fall of the Berlin Wall
by Hannah Liepmann - SFB649DP2016-041 Forward Guidance under Disagreement - Evidence from the Fed's Dot Projections
by Gunda-Alexandra Detmers - SFB649DP2016-040 Principal Component Analysis in an Asymmetric Norm
by Ngoc M. Tran & Petra Burdejová & Maria Osipenko & Wolfgang K. Härdle - SFB649DP2016-039 Disinflation and the Phillips Curve: Israel 1986-2015
by Rafi Melnick & Till Strohsal - SFB649DP2016-038 The Cross-Section of Crypto-Currencies as Financial Assets: An Overview
by Hermann Elendner & Simon Trimborn & Bobby Ong & Teik Ming Lee - SFB649DP2016-037 Cognitive Ability and Games of School Choice
by Christian Basteck & Marco Mantovani - SFB649DP2016-036 Protecting Unsophisticated Applicants in School Choice through Information Disclosure
by Christian Basteck & Marco Mantovani - SFB649DP2016-035 Time-Adaptive Probabilistic Forecasts of Electricity Spot Prices with Application to Risk Management
by Brenda López Cabrera & Franziska Schulz - SFB649DP2016-034 Blooming Landscapes in the West? - German reunification and the price of land
by Raphael Schoettler & Nikolaus Wolf - SFB649DP2016-033 Functional Principal Component Analysis for Derivatives of Multivariate Curves
by Maria Grith & Wolfgang K. Härdle & Alois Kneip & Heiko Wagner - SFB649DP2016-032 Specification Testing in Nonparametric Instrumental Quantile Regression
by Christoph Breunig - SFB649DP2016-031 A first econometric analysis of the CRIX family
by Shi Chen & Cathy Yi-Hsuan Chen & Wolfgang Karl Härdle & TM Lee & Bobby Ong - SFB649DP2016-030 Do voluntary payments to advisors improve the quality of financial advice? An experimental sender-receiver game
by Vera Angelova & Tobias Regner - SFB649DP2016-029 What renders financial advisors less treacherous? On commissions and reciprocity
by Vera Angelova - SFB649DP2016-028 Relative Performance of Liability Rules: Experimental Evidence
by Vera Angelova & Giuseppe Attanasi & Yolande Hiriart - SFB649DP2016-027 Can a Bonus Overcome Moral Hazard? An Experiment on Voluntary Payments, Competition, and Reputation in Markets for Expert Services
by Vera Angelova & Tobias Regner - SFB649DP2016-026 VAT multipliers and pass-through dynamics
by Simon Voigts - SFB649DP2016-025 Forecasting Limit Order Book Liquidity Supply-Demand Curves with Functional AutoRegressive Dynamics
by Ying Chen & Wolfgang K. Härdle & Wee Song Chua - SFB649DP2016-024 Simultaneous Inference for the Partially Linear Model with a Multivariate Unknown Function when the Covariates are Measured with Errors
by Kun Ho Kim & Wolfgang K. Härdle & Shih-Kang Chao - SFB649DP2016-023 A Mortality Model for Multi-populations A Semi-Parametric Approach
by Lei Fang & Wolfgang K. Härdle & Juhyun Park - SFB649DP2016-022 Towards a national indicator for urban green space provision and environmental inequalities in Germany: Method and findings
by Henry Wüstemann & Dennis Kalisch - SFB649DP2016-021 CRIX or evaluating blockchain based currencies
by Simon Trimborn & Wolfgang Karl Härdle - SFB649DP2016-020 Academic Ranking Scales in Economics: Prediction and Imputation
by Alona Zharova & Andrija Mihoci & Wolfgang Karl Härdle - SFB649DP2016-019 International dynamics of inflation expectations
by Aleksei Netšunajev & Lars Winkelmann - SFB649DP2016-018 Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions
by Wolfgang K. Härdle & Chen Huang & Shih-Kang Chao - SFB649DP2016-017 Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions
by Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker - SFB649DP2016-016 Irrational Exuberance and Herding in Financial Markets
by Christopher Boortz - SFB649DP2016-015 Aggregate Employment, Job Polarization and Inequalities: A Transatlantic Perspective
by Dieter Nautz & Aleksei Netsunajev & Till Strohsal - SFB649DP2016-014 Aggregate Employment, Job Polarization and Inequalities: A Transatlantic Perspective
by Julien Albertini & Jean Olivier Hairault & Francois Langot & Thepthida Sopraseuth - SFB649DP2016-013 The importance of time-varying parameters in new Keynesian models with zero lower bound
by Julien Albertini & Hong Lan - SFB649DP2016-012 Neighborhood Effects in Wind Farm Performance: An Econometric Approach
by Matthias Ritter & Simone Pieralli & HMartin Odening - SFB649DP2016-011 Cognitive Load Increases Risk Aversion
by Holger Gerhardt & Guido P. Biele & Hauke R. Heekeren & Harald Uhlig - SFB649DP2016-010 No Role for the Hartz Reforms? Demand and Supply Factors in the German Labor Market, 1993-2014
by Michael C. Burda - SFB649DP2016-009 Solving DSGE Portfolio Choice Models with Asymmetric Countries
by Grzegorz R. Dlugoszek - SFB649DP2016-008 Measuring the benefit from reducing income inequality in terms of GDP
by Simon Voigts - SFB649DP2016-007 Budget-neutral fiscal rules targeting inflation differentials
by Maren Brede - SFB649DP2016-006 What Derives the Bond Portfolio Value-at-Risk: Information Roles of Macroeconomic and Financial Stress Factors
by Anthony H. Tu & Cathy Yi-Hsuan Chen - SFB649DP2016-005 The German Labor Market Miracle, 2003 -2015: An Assessment
by Michael C. Burda - SFB649DP2016-004 Leveraged ETF options implied volatility paradox: a statistical study
by Wolfgang Karl Härdle & Sergey Nasekin & Zhiwu Hong - SFB649DP2016-003 College Admissions with Entrance Exams: Centralized versus Decentralized
by Isa E. Hafalir & Rustamdjan Hakimov & Dorothea Kübler & Morimitsu Kurino - SFB649DP2016-002 Uncertainty and Employment Dynamics in the Euro Area and the US
by Aleksei Netsunajev & Katharina Glass - SFB649DP2016-001 Downside risk and stock returns: An empirical analysis of the long-run and short-run dynamics from the G-7 Countries
by Cathy Yi-Hsuan Chen & Thomas C. Chiang & Wolfgang Karl Härdle
2015
- SFB649DP2015-048 CRIX or evaluating Blockchain based currencies
by Simon Trimborn & Wolfgang Karl Härdle - SFB649DP2015-047 TERES - Tail Event Risk Expectile based Shortfall
by Philipp Gschöpf & Wolfgang Karl Härdle & Andrija Mihoci - SFB649DP2015-046 Site assessment, turbine selection, and local feed-in tariffs through the wind energy index
by Matthias Ritter & Lars Deckert - SFB649DP2015-044 The (De-)Anchoring of Inflation Expectations: New Evidence from the Euro Area
by Laura Pagenhardt & Dieter Nautz & Till Strohsal & Strohsal - SFB649DP2015-043 On the Long-run Neutrality of Demand Shocks
by Wenjuan Chen & Aleksei Netsunajev - SFB649DP2015-042 Copula-Based Factor Model for Credit Risk Analysis
by Lu, Meng-Jou & Chen, Cathy Yi-Hsuan & Härdle, Karl Wolfgang & Härdle - SFB649DP2015-041 Forecasting the oil price using house prices Mechanism and the Business Cycle
by Rainer Schulz & Martin Wersing - SFB649DP2015-040 The Role of Shadow Banking in the Monetary Transmission Mechanism and the Business Cycle
by Falk Mazelis - SFB649DP2015-039 Dynamics of Real Per Capita GDP
by Daniel Neuhoff - SFB649DP2015-038 Conditional Systemic Risk with Penalized Copula
by Ostap Okhrin & Alexander Ristig & Jeffrey Sheen & Stefan Trück - SFB649DP2015-036 Crowdfunding, demand uncertainty, and moral hazard - a mechanism design approach
by Roland Strausz - SFB649DP2015-035 Price discovery in the markets for credit risk: A Markov switching approach
by Thomas Dimpfl & Franziska J. Peter - SFB649DP2015-034 Factorisable Sparse Tail Event Curves
by Shih-Kang Chao & Wolfgang K. Härdle & Ming Yuan - SFB649DP2015-033 Not Working at Work: Loafing, Unemployment and Labor Productivity
by Michael C. Burda & Katie Genadek & Daniel S. Hamermesh - SFB649DP2015-032 Government Bond Liquidity and Sovereign-Bank Interlinkages
by Sören Radde & Cristina Checherita-Westphal & Wei Cui - SFB649DP2015-031 Simultaneous likelihood-based bootstrap confidence sets for a large number of models
by Mayya Zhilova - SFB649DP2015-030 Testing for Identification in SVAR-GARCH Models
by Helmut Luetkepohl & George Milunovich - SFB649DP2015-029 Change point and trend analyses of annual expectile curves of tropical storms
by P. Burdejova & W.K. Härdle & Kokoszka & Q.Xiong - SFB649DP2015-028 The Time-Varying Degree of Inflation Expectations Anchoring
by Till Strohsal & Rafi Melnick & Dieter Nautz - SFB649DP2015-027 The Information Content of Monetary Statistics for the Great Recession: Evidence from Germany
by Wenjuan Chen & Dieter Nautz - SFB649DP2015-026 Forecasting volatility of wind power production
by Zhiwei Shen & Matthias Ritter - SFB649DP2015-025 Employment Polarization and Immigrant Employment Opportunities
by Hanna Wielandt - SFB649DP2015-024 How Do Financial Cycles Interact? Evidence from the US and the UK
by Till Strohsal & Christian R. Proaño & Jürgen Wolters - SFB649DP2015-023 An Adaptive Approach to Forecasting Three Key Macroeconomic Variables for Transitional China
by Linlin Niu & Xiu Xu & Ying Chen - SFB649DP2015-022 Risk Related Brain Regions Detected with 3D Image FPCA
by Ying Chen & Wolfgang K. Härdle & Qiang He & Piotr Majer - SFB649DP2015-021 Characterizing the Financial Cycle: Evidence from a Frequency Domain Analysis
by Till Strohsal & Christian R. Proaño & Jürgen Wolters - SFB649DP2015-020 Is There an Asymmetric Impact of Housing on Output?
by Tsung-Hsien Michael Lee & Wenjuan Chen - SFB649DP2015-019 Measuring Connectedness of Euro Area Sovereign Risk
by Rebekka Gätjen & Melanie Schienle - SFB649DP2015-018 Manager Characteristics and Credit Derivative Use by U.S. Corporate Bond Funds
by Dominika Paula Gałkiewicz - SFB649DP2015-017 Loss Potential and Disclosures Related to Credit Derivatives – A Cross-Country Comparison of Corporate Bond Funds under U.S. and German Regulation
by Dominika Paula Gałkiewicz - SFB649DP2015-016 Testing Missing at Random using Instrumental Variables
by Christoph Breunig - SFB649DP2015-015 Structural Vector Autoregressions with Heteroskedasticy
by Helmut Lütkepohl & Aleksei Netšunajev - SFB649DP2015-014 Generalized Exogenous Processes in DSGE: A Bayesian Approach
by Alexander Meyer-Gohde & Daniel Neuhoff - SFB649DP2015-013 Pitfalls and Perils of Financial Innovation: The Use of CDS by Corporate Bond Funds
by Tim Adam & Andre Guettler - SFB649DP2015-012 The Impact of Credit Default Swap Trading on Loan Syndication
by Daniel Streitz - SFB649DP2015-011 Competitors In Merger Control: Shall They Be Merely Heard Or Also Listened To?
by Thomas Giebe & Miyu Lee - SFB649DP2015-010 Estimation of NAIRU with Inflation Expectation Data
by Wei Cui & Wolfgang K. Härdle & Weining Wang - SFB649DP2015-009 From Galloping Inflation to Price Stability in Steps: Israel 1985–2013
by Rafi Melnick & Till Strohsal - SFB649DP2015-008 Nonparametric change-point analysis of volatility
by Markus Bibinger & Moritz Jirak & Mathias Vetter - SFB649DP2015-007 Stochastic Population Analysis: A Functional Data Approach
by Lei Fang & Wolfgang K. Härdle - SFB649DP2015-006 Cognitive Bubbles
by Ciril Bosch-Rosa & Thomas Meissner & Antoni Bosch-Domènech - SFB649DP2015-005 Distillation of News Flow into Analysis of Stock Reactions
by Junni L. Zhang & Wolfgang K. Härdle & Cathy Y. Chen & Elisabeth Bommes - SFB649DP2015-004 Efficiency of Wind Power Production and its Determinants
by Simone Pieralli & Matthias Ritter & Martin Odening - SFB649DP2015-003 Identifying Berlin's land value map using Adaptive Weights Smoothing
by Jens Kolbe & Rainer Schulz & Martin Wersing & Axel Werwatz - SFB649DP2015-002 Estimating the Value of Urban Green Space: A hedonic Pricing Analysis of the Housing Market in Cologne, Germany
by Jens Kolbe & Henry Wüstemann - SFB649DP2015-001 Pricing Kernel Modeling
by Denis Belomestny & Shujie Ma & Wolfgang Karl Härdle
2014
- SFB649DP2014-070 The Politics of Related Lending
by Michael Halling & Pegaret Pichler & Alex Stomper - SFB649DP2014-069 When the Taylor principle is insufficient - A benchmark for the fiscal theory of the price level in a monetary union
by Maren Brede - SFB649DP2014-068 Estimation and Determinants of Chinese Banks’ Total Factor Efficiency: A New Vision Based on Unbalanced Development of Chinese Banks and Their Overall Risk
by Shiyi Chen & Wolfgang K. Härdle & Li Wang - SFB649DP2014-067 Bootstrap confidence sets under model misspecification
by Vladimir Spokoiny & Mayya Zhilova - SFB649DP2014-066 TENET: Tail-Event driven NETwork risk
by Wolfgang Karl Härdle & Natalia Sirotko-Sibirskaya & Weining Wang - SFB649DP2014-065 A Theory of Price Adjustment under Loss Aversion
by Steffen Ahrens & Inske Pirschel & Dennis J. Snower - SFB649DP2014-064 Whom are you talking with? An experiment on credibility and communication structure
by Gilles Grandjean & Marco Mantovani & Ana Mauleon & Vincent Vannetelbosch - SFB649DP2014-063 The Influence of Oil Price Shocks on China’s Macroeconomy : A Perspective of International Trade
by Shiyi Chen & Dengke Chen & Wolfgang K. Härdle - SFB649DP2014-062 Do Tax Cuts Increase Consumption? An Experimental Test of Ricardian Equivalence
by Thomas Meissner & Davud Rostam-Afschar - SFB649DP2014-061 Why the split of payroll taxation between firms and workers matters for macroeconomic stability
by Simon Voigts - SFB649DP2014-060 Are US Inflation Expectations Re-Anchored?
by Dieter Nautz & Till Strohsal - SFB649DP2014-059 Expectile Treatment Effects: An efficient alternative to compute the distribution of treatment effects
by Stephan Stahlschmidt & Matthias Eckardt & Wolfgang K. Härdle - SFB649DP2014-058 Boiling the frog optimally: nan experiment on survivor curve shapes and internet revenue
by Christina Aperjis & Ciril Bosch-Rosa & Daniel Friedman & Bernardo A. Huberman - SFB649DP2014-057 A Tale of Two Tails: Preferences of neutral third-parties in three-player ultimatum games
by Ciril Bosch-Rosa - SFB649DP2014-056 Monetary Policy Effects on Financial Intermediation via the Regulated and the Shadow Banking Systems
by Falk Mazelis - SFB649DP2014-055 Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence
by Markus Bibinger & Markus Reiss & Nikolaus Hautsch & Peter Malec - SFB649DP2014-054 Strategic Complementarities and Nominal Rigidities
by Philipp König & Alexander Meyer-Gohde - SFB649DP2014-053 Improved Volatility Estimation Based On Limit Order Books
by Markus Bibinger & Moritz Jirak & Markus Reiss - SFB649DP2014-052 Designing an Index for Assessing Wind Energy Potential
by Matthias Ritter & Zhiwei Shen & Brenda López Cabrera & Martin Odening & Lars Deckert - SFB649DP2014-051 Corporate Cash Hoarding in a Model with Liquidity Constraints
by Falk Mazelis - SFB649DP2014-050 Volatility Modelling of CO2 Emission Allowance Spot Prices with Regime-Switching GARCH Models
by Thijs Benschopa & Brenda López Cabrera - SFB649DP2014-049 Comparing Solution Methods for DSGE Models with Labor Market Search
by Hong Lan - SFB649DP2014-048 That's how we roll: an experiment on rollover risk
by Ciril Bosch-Rosa - SFB649DP2014-047 Similarities and Differences between U.S. and German Regulation of the Use of Derivatives and Leverage by Mutual Funds – What Can Regulators Learn from Each Other?
by Dominika Paula Gałkiewicz - SFB649DP2014-046 Ex post information rents in sequential screening
by Daniel Krähmer & Roland Strausz & Melanie - SFB649DP2014-045 Optimal Sales Contracts with Withdrawal Rights
by Daniel Krähmer & Roland Strausz & Melanie - SFB649DP2014-044 On the Timing of Climate Agreements
by Robert C. Schmidt & Roland Strausz & Melanie - SFB649DP2014-043 Semiparametric Estimation with Generated Covariates
by Enno Mammen & Christoph Rothe & Melanie Schienle - SFB649DP2014-042 Beyond dimension two: A test for higher-order tail risk
by Carsten Bormann & Melanie Schienle & Julia Schaumburg - SFB649DP2014-041 Certification and Market Transparency
by Konrad Stahl & Roland Strausz - SFB649DP2014-040 Localising Forward Intensities for Multiperiod Corporate Default
by Dedy Dwi Prastyo & Wolfgang Karl Härdle - SFB649DP2014-039 The integration of credit default swap markets in the pre and post-subprime crisis in common stochastic trends
by Cathy Yi-Hsuan Chen & Wolfgang Karl Härdle & Hien Pham-Thu - SFB649DP2014-038 Spatial Wage Inequality and Technological Change
by Charlotte Senftleben-Koenig & Hanna Wielandt - SFB649DP2014-037 Common price and volatility jumps in noisy high-frequency data
by Markus Bibinger & Lars Winkelmann - SFB649DP2014-036 Portfolio Decisions and Brain Reactions via the CEAD method
by Piotr Majer & Peter Mohr & Hauke Heekeren & Wolfgang Karl Härdle - SFB649DP2014-035 Adaptive Order Flow Forecasting with Multiplicative Error Models
by Wolfgang Karl Härdle & Andrija Mihoci & Christopher Hian-Ann Ting - SFB649DP2014-034 Risky Linear Approximations
by Alexander Meyer-Gohde - SFB649DP2014-033 Discount Factor Shocks and Labor Market Dynamics
by Julien Albertini & Arthur Poirier - SFB649DP2014-032 TEDAS - Tail Event Driven ASset Allocation
by Wolfgang Karl Härdle & Sergey Nasekin & David Lee Kuo Chuen & Phoon Kok Fai - SFB649DP2014-031 Structural Vector Autoregressions with Smooth Transition in Variances - The Interaction Between U.S. Monetary Policy and the Stock Market
by Helmut Lütkepohl & Aleksei Netsunajev - SFB649DP2014-030 Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach
by Brenda Lopez Cabrera & Franziska Schulz - SFB649DP2014-029 Information Risk, Market Stress and Institutional Herding in Financial Markets: New Evidence Through the Lens of a Simulated Model
by Christopher Boortz & Stephanie Kremer & Simon Jurkatis & Dieter Nautz - SFB649DP2014-028 Confidence Corridors for Multivariate Generalized Quantile Regression
by Shih-Kang Chao & Katharina Proksch & Holger Dette & Wolfgang Härdle - SFB649DP2014-027 Stale Forward Guidance
by Gunda-Alexandra Detmers & Dieter Nautz - SFB649DP2014-026 Credit Risk Calibration based on CDS Spreads
by Shih-Kang Chao & Wolfgang Karl Härdle & Hien Pham-Thu - SFB649DP2014-025 Is there a demand for multi-year crop insurance?
by Maria Osipenko & Zhiwei Shen & Martin Odening - SFB649DP2014-024 Peer Effects and Students’ Self-Control
by Berno Buechel & Lydia Mechtenberg & Julia Petersen - SFB649DP2014-023 Inflation Expectations Spillovers between the United States and Euro Area
by Aleksei Netšunajev & Lars Winkelmann - SFB649DP2014-022 Nonparametric Test for a Constant Beta over a Fixed Time Interval
by Markus Reiß & Viktor Todorov & George Tauchen - SFB649DP2014-021 Do Maternal Health Problems Influence Child's Worrying Status? Evidence from British Cohort Study
by Xianhua Dai & Wolfgang Karl Härdle & Keming Yu - SFB649DP2014-020 Modelling spatiotemporal variability of temperature
by Xiaofeng Cao & Ostap Okhrin & Martin Odening & Matthias Ritter - SFB649DP2014-019 Unemployment benefits extensions at the zero lower bound on nominal interest rate
by Julien Albertini & Arthur Poirier - SFB649DP2014-018 Interacting Product and Labor Market Regulation and the Impact of Immigration on Native Wages
by Susanne Prantl & Alexandra Spitz-Oener - SFB649DP2014-017 The composition of government spending and the multiplier at the Zero Lower Bound
by Julien Albertini & Arthur Poirier & Jordan Roulleau-Pasdeloup - SFB649DP2014-016 An Application of Principal Component Analysis on Multivariate Time-Stationary Spatio-Temporal Data
by Stephan Stahlschmidt & Wolfgang Karl Härdle & Helmut Thome - SFB649DP2014-015 Ladislaus von Bortkiewicz - statistician, economist, and a European intellectual
by Wolfgang Karl Härdle & Annette B. Vogt - SFB649DP2014-014 Estimation procedures for exchangeable Marshall copulas with hydrological application
by Fabrizio Durante & Ostap Okhrin - SFB649DP2014-013 Product Market Deregulation and Employment Outcomes: Evidence from the German Retail Sector
by Charlotte Senftleben-König - SFB649DP2014-012 Nonparametric Estimates for Conditional Quantiles of Time Series
by Jürgen Franke & Peter Mwita & Weining Wang - SFB649DP2014-011 Fiscal Devaluation in a Monetary Union
by Philipp Engler & Giovanni Ganelli & Juha Tervala & Simon Voigts - SFB649DP2014-010 Efficient Iterative Maximum Likelihood Estimation of High-Parameterized Time Series Models
by Nikolaus Hautsch & Ostap Okhrin & Alexander Ristig - SFB649DP2014-009 Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity
by Helmut Lütkepohl & Anton Velinov - SFB649DP2014-008 Simultaneous Confidence Corridors and Variable Selection for Generalized Additive Models
by Shuzhuan Zheng & Rong Liu & Lijian Yang & Wolfgang Karl Härdle - SFB649DP2014-007 Confidence Bands for Impulse Responses: Bonferroni versus Wald
by Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker - SFB649DP2014-006 A consistent two-factor model for pricing temperature derivatives
by Andreas Groll & Brenda López-Cabrera & Thilo Meyer-Brandis - SFB649DP2014-005 Functional stable limit theorems for efficient spectral covolatility estimators
by Randolf Altmeyer & Markus Bibinger