SFB 649 Discussion Papers

from Humboldt University, Collaborative Research Center 649
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SFB649DP2005-046: Paternal Uncertainty and the Economics of Mating, Marriage, and Parental Investment in Children

Dirk Bethmann and Michael Kvasnicka

SFB649DP2005-009: Predicting Bankruptcy with Support Vector Machines

Wolfgang Karl Härdle, Rouslan Moro and Dorothea Schäfer

SFB649DP2008-064: A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structure

Oliver Blaskowitz and Helmut Herwartz

SFB649DP2008-003: The Bayesian Additive Classification Tree Applied to Credit Risk Modelling

Junni L. Zhang and Wolfgang Karl Härdle

SFB649DP2008-057: Measuring changes in preferences and perception due to the entry of a new brand with choice data

Lutz Hildebrandt and Lea Kalweit

SFB649DP2007-059: LONG-TERM ORIENTATION IN FAMILY AND NON-FAMILY FIRMS: A BAYESIAN ANALYSIS

Joern H. Block and Andreas Thams

SFB649DP2009-020: Putting Up a Good Fight: The Galí-Monacelli Model versus “The Six Major Puzzles in International Macroeconomics”

Stefan Ried

SFB649DP2009-008: Mortality modeling: Lee-Carter and the macroeconomy

Katja Hanewald

SFB649DP2006-033: Varying coefficient GARCH versus local constant volatility modeling. Comparison of the predictive power

Jörg Polzehl and Vladimir Spokoiny

SFB649DP2009-033: TFP Growth in Old and New Europe

Michael Christopher Burda and Battista Severgnini

SFB649DP2006-073: Real Balance Effects, Timing and Equilibrium Determination

Christian A. Stoltenberg

SFB649DP2006-027: Institutional Competition, Political Process and Holdup

Bruno Deffains and Dominique Demougin

SFB649DP2007-024: From Animal Baits to Investors’ Preference: Estimating and Demixing of the Weight Function in Semiparametric Models for Biased Samples

Ritov, Ya'acov and Wolfgang Karl Härdle

SFB649DP2007-001: Trade Liberalisation, Process and Product Innovation, and Relative Skill Demand

Sebastian Braun

SFB649DP2005-005: An optimal stopping problem in a diffusion-type model with delay

Pavel Gapeev and Markus Reiß

SFB649DP2006-064: Common and Uncommon Sources of Growth in Asia Pacific

Enzo Weber

SFB649DP2005-056: Stock Markets and Business Cycle Comovement in Germany before World War I: Evidence from Spectral Analysis

Albrecht Ritschl and Martin Uebele

SFB649DP2006-088: Imitation with Intention and Memory: an Experiment

Astrid Matthey

SFB649DP2008-041: Unionization, Stochastic Dominance, and Compression of the Wage Distribution: Evidence from Germany

Michael Christopher Burda, Bernd Fitzenberger, Alexander Constantin Lembcke and Thorsten Vogel

SFB649DP2006-070: The Welfare Enhancing Effects of a Selfish Government in the Presence of Uninsurable, Idiosyncratic Risk

Anton Braun and Harald Uhlig

SFB649DP2009-004: New recipes for estimating default intensities

Alexander Baranovski, Carsten von Lieres and André Wilch

SFB649DP2007-021: Ideology Without Ideologists

Lydia Mechtenberg

SFB649DP2008-024: Skill Specific Unemployment with Imperfect Substitution of Skills

Runli Xie

SFB649DP2005-018: Yxilon – a Modular Open-Source Statistical Programming Language

Sigbert Klinke, Uwe Ziegenhagen and Yuval Guri

SFB649DP2007-036: Yxilon – A Client/Server Based Statistical Environment

Wolfgang Karl Härdle, Sigbert Klinke and Uwe Ziegenhagen

SFB649DP2006-037: A jump-diffusion Libor model and its robust calibration

Denis Belomestny and John Schoenmakers

SFB649DP2009-017: The Importance of Two-Sided Heterogeneity for the Cyclicality of Labour Market Dynamics

Ronald Bachmann and Peggy David

SFB649DP2008-045: Measuring and Modeling Risk Using High-Frequency Data

Wolfgang Karl Härdle, Nikolaus Hautsch and Uta Pigorsch

SFB649DP2006-053: Governance: Who Controls Matters

Bruno Deffains and Dominique Demougin

SFB649DP2009-016: Men, Women, and the Ballot Woman Suffrage in the United States

Sebastian Braun and Michael Kvasnicka

SFB649DP2007-015: Who Leads Financial Markets?

Enzo Weber

SFB649DP2005-015: Robust estimation of dimension reduction space

Pavel Cizek and Wolfgang Karl Härdle

SFB649DP2005-038: Discretisation of Stochastic Control Problems for Continuous Time Dynamics with Delay

Markus Fischer and Markus Reiss

SFB649DP2007-051: Mergers & Acquisitions and Innovation Performance in the Telecommunications Equipment Industry

Tseveen Gantumur and Andreas Stephan

SFB649DP2006-036: Spatial aggregation of local likelihood estimates with applications to classification

Denis Belomestny and Vladimir Spokoiny

SFB649DP2005-024: Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach

Oliver Blaskowitz, Helmut Herwartz and Gonzalo de Cadenas Santiago

SFB649DP2009-021: Spectral estimation of the fractional order of a Lévy process

Denis Belomestny

SFB649DP2005-048: Zeitarbeit in Deutschland: Trends und Perspektiven

Michael Christopher Burda and Michael Kvasnicka

SFB649DP2008-072: Common Influences, Spillover and Integration in Chinese Stock Markets

Enzo Weber and Yanqun Zhang

SFB649DP2005-033: Notes on an Endogenous Growth Model with two Capital Stocks II: The Stochastic Case

Dirk Bethmann

SFB649DP2008-038: Dynamic Semiparametric Factor Models in Risk Neutral Density Estimation

Enzo Giacomini, Wolfgang Karl Härdle and Volker Krätschmer

SFB649DP2008-008: Do Legal Standards Affect Ethical Concerns of Consumers?

Dirk Engelmann and Dorothea Kübler

SFB649DP2008-017: Adaptive Forecasting of the EURIBOR Swap Term Structure

Oliver Blaskowitz and Helmut Herwatz

SFB649DP2006-007: Robust Utility Maximization in a Stochastic Factor Model

Hernandez–Hernandez, Daniel and Alexander Schied

SFB649DP2006-004: Regional Labor Markets, Network Externalities and Migration: The Case of German Reunification

Harald Uhlig

SFB649DP2006-049: The Influence of Information Costs on the Integration of Financial Markets: Northern Europe, 1350-1560

Oliver Volckart

SFB649DP2009-052: On economic evaluation of directional forecasts

Oliver Blaskowitz and Helmut Herwartz

SFB649DP2006-023: How Far Are We From The Slippery Slope? The Laffer Curve Revisited

Mathias Trabandt and Harald Uhlig

SFB649DP2008-058: Statistics E-learning Platforms Evaluation: Case Study

Taleb Ahmad and Wolfgang Karl Härdle

SFB649DP2009-046: Pricing of Asian temperature risk

Fred Benth, Wolfgang Karl Härdle and Brenda López Cabrera