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Details about Mathias Hoffmann

E-mail:
Homepage:http://www.econ.uzh.ch/faculty/hoffmann.html
Phone:++41-(0)44634-5258
Postal address:University of Zurich, Department of Economics, International Trade and Finance Group, Zuerichbergstrasse 14, CH-8032 Zurich
Workplace:Institut für Volkswirtschaftslehre (Department of Economics), Wirtschaftswissenschaftliche Fakutät (Faculty of Economics), Universität Zürich (University of Zurich), (more information at EDIRC)
CESifo, (more information at EDIRC)

Access statistics for papers by Mathias Hoffmann.

Last updated 2014-05-05. Update your information in the RePEc Author Service.

Short-id: pho64


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Working Papers

2014

  1. A provincial view of global imbalances: regional capital flows in China
    ECON - Working Papers, Department of Economics - University of Zurich Downloads

2013

  1. 'By a Silken Thread': Regional Banking Integration and Pathways to Financial Development in Japan's Great Recession
    CESifo Working Paper Series, CESifo Group Munich Downloads
    Also in Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) (2012) Downloads
    Keio/Kyoto Joint Global COE Discussion Paper Series, Keio/Kyoto Joint Global COE Program (2012) Downloads
    ECON - Working Papers, Department of Economics - University of Zurich (2012) Downloads View citations (1)
  2. Systematic consumption risk in currency returns
    ECON - Working Papers, Department of Economics - University of Zurich Downloads View citations (2)

2011

  1. Emerging from the war: Gold Standard mentality, current accounts and the international business cycle 1885-1939
    ECON - Working Papers, Department of Economics - University of Zurich Downloads
  2. The Cross-Section of Country News, Decoupling Expectations, and Global Business Cycles
    Working Papers, Hong Kong Institute for Monetary Research Downloads

2010

  1. What Drives China's Current Account?
    Working Papers, Hong Kong Institute for Monetary Research Downloads
    See also Journal Article in Journal of International Money and Finance (2013)

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 Downloads
    Also in IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich (2008) Downloads View citations (11)

    See also Journal Article in The Review of Economics and Statistics (2011)
  2. Real exchange rates and real interest rate differentials: a present value interpretation
    IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich Downloads
    See also Journal Article in European Economic Review (2009)
  3. Securitization of Mortgage Debt, Asset Prices and International Risk Sharing
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (1)
    Also in IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich (2008) Downloads View citations (2)

2008

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

    See also Journal Article in Journal of Banking & Finance (2010)
  2. The Impact of the Euro on International Stability and Volatility
    European Economy - Economic Papers, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission Downloads View citations (5)

2007

  1. Analyzing Strongly Periodic Series in the Frequency Domain: A Comparison of Alternative Approaches with Applications
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  2. Declining Home Bias and the Increase in International Risk Sharing: Lessons from European Integration
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (10)
  3. Financial Globalization, International Business Cycles, and Consumption Risk Sharing
    IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich Downloads View citations (10)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (1)

    See also Journal Article in Scandinavian Journal of Economics (2008)
  4. Harmonic Regression Models: A Comparative Review with Applications
    IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich Downloads
  5. The Consumption - Real Exchange Rate Anomaly: an Asset Pricing Perspective
    IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich Downloads
  6. The Home Bias and Capital Income Flows between Countries and Regions
    IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich Downloads View citations (1)
    Also in Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen (2006) Downloads View citations (12)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (13)

2006

  1. A Re-examination of the link between Real Exchange Rates and Real Interest Rate Differentials
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (2)
    Also in CESifo Working Paper Series, CESifo Group Munich (2003) Downloads View citations (5)
  2. Balanced Growth and Empirical Proxies of the Consumption-Wealth Ratio
    Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen Downloads View citations (2)
  3. Proprietary Income, Entrepreneurial Risk, and the Predictability of U.S. Stock Returns
    Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen Downloads
    Also in CESifo Working Paper Series, CESifo Group Munich (2006) Downloads View citations (5)
    Computing in Economics and Finance 2005, Society for Computational Economics (2005) Downloads

2005

  1. Consumption, Wealth and Business Cycles in Germany
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (5)
    See also Journal Article in Empirical Economics (2008)
  2. Consumption, wealth and business cycles: why is Germany different?
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre Downloads View citations (6)

2004

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

2003

  1. Home Bias and the Structure of International and Regional Business Cycles
    Economics Working Papers, European University Institute Downloads View citations (1)
  2. Intra-and International Risk-Sharing in the Short Run and the Long Run
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (1)
    See also Journal Article in European Economic Review (2006)

2001

  1. 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 Downloads View citations (6)
  2. International Risk-Sharing in the Short Run and in the Long Run
    Economics Working Papers, European University Institute Downloads
    Also in Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences (2001) Downloads View citations (1)

2000

  1. Long run recursive VAR models and QR decompositions
    Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences Downloads
    See also Journal Article in Economics Letters (2001)
  2. 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 Downloads View citations (1)
    See also Journal Article in Economic Journal (2001)

1999

  1. Current Accounts and the Persistence of Global and Country-Specific Shocks: Is Investment really too Volatile?
    Economics Working Papers, European University Institute View citations (2)
  2. International macroeconomic fluctuations and the current account
    Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences Downloads View citations (3)
    See also Journal Article in Canadian Journal of Economics (2003)
  3. National Stochastic Trends and International Macroeconomic Fluctuations: the Role of the Current Account
    Economics Working Papers, European University Institute View citations (1)
  4. 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 Downloads View citations (2)

Journal Articles

2013

  1. What drives China's current account?
    Journal of International Money and Finance, 2013, 32, (C), 856-883 Downloads
    See also Working Paper (2010)

2012

  1. SPECIAL SECTION ON ‘ASIA'S REGIONAL BUSINESS CYCLE: IS IT FOR REAL? – GUEST EDITOR'S PREFACE’
    Pacific Economic Review, 2012, 17, (1), 104-105 Downloads
  2. Securitization of mortgage debt, domestic lending, and international risk sharing
    Canadian Journal of Economics, 2012, 45, (2), 493-508 Downloads View citations (1)

2011

  1. Consumption Risk Sharing over the Business Cycle: The Role of Small Firms' Access to Credit Markets
    The Review of Economics and Statistics, 2011, 93, (4), 1403-1416 Downloads View citations (2)
    See also Working Paper (2009)

2010

  1. Equity fund ownership and the cross-regional diversification of household risk
    Journal of Banking & Finance, 2010, 34, (1), 90-102 Downloads View citations (1)
    See also Working Paper (2008)
  2. The Swiss Franc Exchange Rate and Deviations from Uncovered Interest Parity: Global vs Domestic Factors
    Swiss Journal of Economics and Statistics (SJES), 2010, 146, (I), 349-371 Downloads View citations (3)

2009

  1. Real exchange rates and real interest rate differentials: A present value interpretation
    European Economic Review, 2009, 53, (8), 952-970 Downloads View citations (1)
    See also Working Paper (2009)

2008

  1. Consumption, wealth and business cycles in Germany
    Empirical Economics, 2008, 34, (3), 451-476 Downloads View citations (12)
    See also Working Paper (2005)
  2. Financial Globalization, International Business Cycles and Consumption Risk Sharing
    Scandinavian Journal of Economics, 2008, 110, (3), 447-471 Downloads View citations (15)
    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 Downloads View citations (4)

2006

  1. Intra- and international risk-sharing in the short run and the long run
    European Economic Review, 2006, 50, (3), 777-806 Downloads View citations (34)
    See also Working Paper (2003)

2004

  1. 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 Downloads View citations (8)

2003

  1. International macroeconomic fluctuations and the current account
    Canadian Journal of Economics, 2003, 36, (2), 401-420 Downloads View citations (15)
    See also Working Paper (1999)

2001

  1. Long run recursive VAR models and QR decompositions
    Economics Letters, 2001, 73, (1), 15-20 Downloads View citations (10)
    See also Working Paper (2000)
  2. The Relative Dynamics of Investment and the Current Account in the G7-Economies
    Economic Journal, 2001, 111, (471), C148-63 Downloads View citations (10)
    See also Working Paper (2000)
 
Page updated 2014-09-17