Details about Mathias Hoffmann

Access statistics for papers by Mathias Hoffmann.

Last updated 2009-04-07. Update your information in the RePEc Author Service.

Short-id: pho64

Working Papers

2009

1. Consumption Risk Sharing over the Business Cycle: the Role of Small Firms' Access to Credit Markets
   CESifo Working Paper Series, CESifo Group Munich
   Also in IEW - Working Papers, Institute for Empirical Research in Economics - IEW (2008) View citations
2. Real exchange rates and real interest rate differentials: a present value interpretation
   IEW - Working Papers, Institute for Empirical Research in Economics - IEW
3. Securitization of Mortgage Debt, Asset Prices and International Risk Sharing
   CESifo Working Paper Series, CESifo Group Munich
   Also in IEW - Working Papers, Institute for Empirical Research in Economics - IEW (2008) View citations

2008

4. Equity Fund Ownership and the Cross-Regional Diversification of Household Risk
   CESifo Working Paper Series, CESifo Group Munich
   Also in Stirling Economics Discussion Papers, University of Stirling, Department of Economics (2008)

2007

5. Analyzing Strongly Periodic Series in the Frequency Domain: A Comparison of Alternative Approaches with Applications
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
6. Declining Home Bias and the Increase in International Risk Sharing: Lessons from European Integration
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
7. Financial Globalization, International Business Cycles, and Consumption Risk Sharing
   IEW - Working Papers, Institute for Empirical Research in Economics - IEW View citations
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations
   See also Journal Article in Scandinavian Journal of Economics (2008)
8. Harmonic Regression Models: A Comparative Review with Applications
   IEW - Working Papers, Institute for Empirical Research in Economics - IEW
9. The Consumption - Real Exchange Rate Anomaly: an Asset Pricing Perspective
   IEW - Working Papers, Institute for Empirical Research in Economics - IEW
10. The Home Bias and Capital Income Flows between Countries and Regions
    IEW - Working Papers, Institute for Empirical Research in Economics - IEW View citations
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations

2006

11. A Re-examination of the link between Real Exchange Rates and Real Interest Rate Differentials
    Working Papers, Department of Economics, University of Glasgow
    Also in CESifo Working Paper Series, CESifo Group Munich (2003) View citations
12. Proprietary Income, Entrepreneurial Risk, and the Predictability of U.S. Stock Returns
    CESifo Working Paper Series, CESifo Group Munich View citations
    Also in Computing in Economics and Finance 2005, Society for Computational Economics (2005)

2005

13. Consumption, Wealth and Business Cycles in Germany
    CESifo Working Paper Series, CESifo Group Munich View citations
    See also Journal Article in Empirical Economics (2008)
14. Consumption, wealth and business cycles: why is Germany different?
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre View citations

2004

15. The detection of hidden periodicities: A comparison of alternative methods
    Economics Working Papers, European University Institute

2003

16. Home Bias and the Structure of International and Regional Business Cycles
    Economics Working Papers, European University Institute View citations
17. Intra-and International Risk-Sharing in the Short Run and the Long Run
    CESifo Working Paper Series, CESifo Group Munich View citations
    See also Journal Article in European Economic Review (2006)

2001

18. A Real Differential View of Equilibrium Real Exchange Rate
    Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences View citations
19. International Risk Sharing in the Short Run and in the Long Run
    Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences View citations
    Also in Economics Working Papers, European University Institute (2001) View citations

2000

20. Long Run Recursive VAR Models and QR Decompositions
    Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences
    See also Journal Article in Economics Letters (2001)
21. The Relative Dynamics of Investment and the Current Account in the G-7 Economies
    Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences View citations
    See also Journal Article in Economic Journal (2001)

1999

22. Current Accounts and the Persistence of Global and Country-Specific Shocks: Is Investment really too Volatile?
    Economics Working Papers, European University Institute View citations
23. International Macroeconomic Fluctuations and the Current Account
    Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences View citations
    See also Journal Article in Canadian Journal of Economics (2003)
24. National Stochastic Trends and International Macroeconomic Fluctuations: the Role of the Current Account
    Economics Working Papers, European University Institute
25. The Feldstein-Horioka Puzzle and a New Measure of International Capital Mobility
    Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences View citations

Journal Articles

2008

1. Consumption, wealth and business cycles in Germany
   Empirical Economics, 2008, 34, (3), 451-476
   See also Working Paper (2005)
2. Financial Globalization, International Business Cycles and Consumption Risk Sharing
   Scandinavian Journal of Economics, 2008, 110, (3), 447-471 View citations
   See also Working Paper (2007)
3. The Lack of International Consumption Risk Sharing: Can Inflation Differentials and Trading Costs Help Explain the Puzzle?
   Open Economies Review, 2008, 19, (2), 183-201 View citations

2006

4. Intra- and international risk-sharing in the short run and the long run
   European Economic Review, 2006, 50, (3), 777-806 View citations
   See also Working Paper (2003)

2004

5. International capital mobility in the long run and the short run: can we still learn from saving-investment data?
   Journal of International Money and Finance, 2004, 23, (1), 113-131 View citations

2003

6. International macroeconomic fluctuations and the current account
   Canadian Journal of Economics, 2003, 36, (2), 401-420 View citations
   See also Working Paper (1999)

2001

7. Long run recursive VAR models and QR decompositions
   Economics Letters, 2001, 73, (1), 15-20 View citations
   See also Working Paper (2000)
8. The Relative Dynamics of Investment and the Current Account in the G7-Economies
   Economic Journal, 2001, 111, (471), C148-63 View citations
   See also Working Paper (2000)