SFB 649 Discussion Papers

from Humboldt University, Collaborative Research Center 649
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SFB649DP2010-024: The optimal industry structure in a vertically related market

Raffaele Fiocco

SFB649DP2005-037: New Evidence on the Puzzles. Results from Agnostic Identification on Monetary Policy and Exchange Rates

Almuth Scholl and Harald Uhlig

SFB649DP2010-031: Modeling Asset Prices

James E. Gentle and Wolfgang Karl Härdle

SFB649DP2008-052a: Modeling and Forecasting Age-Specific Mortality: A Bayesian Approach

Wolfgang Reichmuth and Samad Sarferaz

SFB649DP2005-049: Courtesy and Idleness: Gender Differences in Team Work and Team Competition

Radosveta Ivanova-Stenzel and Dorothea Kübler

SFB649DP2005-050: Do Factor Shares Reflect Technology?

Benjamin Bental and Dominique Demougin

SFB649DP2007-034: A Note on the Effect of Outsourcing on Union Wages

Sebastian Braun and Juliane Scheffel

SFB649DP2009-025: Measuring the effects of geographical distance on stock market correlation

Stefanie Eckel, Gunter Löffler, Alina Maurer and Volker Schmidt

SFB649DP2012-014: On the Dark Side of the Market: Identifying and Analyzing Hidden Order Placements

Nikolaus Hautsch and Ruihong Huang

SFB649DP2011-079: Martingale approach in pricing and hedging European options under regime-switching

Grigori N. Milstein and Vladimir Spokoiny

SFB649DP2012-015: Existence and Uniqueness of Perturbation Solutions to DSGE Models

Hong Lan and Alexander Meyer-Gohde

SFB649DP2005-057: An empirical test of theories of price valuation using a semiparametric approach, reference prices, and accounting for heterogeneity

Yasemin Boztug and Lutz Hildebrandt

SFB649DP2006-008: Economic Growth of Agglomerations and Geographic Concentration of Industries – Evidence for Germany

Kurt Geppert, Martin Gornig and Axel Werwatz

SFB649DP2006-079: Do Individuals Recognize Cascade Behavior of Others? - An Experimental Study -

Tim Grebe, Julia Schmid and Andreas Stiehler

SFB649DP2011-069: The Labor Share: A Review of Theory and Evidence

Dorothee Schneider

SFB649DP2013-019: The European Debt Crisis: How did we get into this mess? How can we get out of it?

Michael C. Burda

SFB649DP2006-015: Graphical Data Representation in Bankruptcy Analysis

Wolfgang Karl Härdle, Rouslan Moro and Dorothea Schäfer

SFB649DP2008-065: When, How Fast and by How Much do Trade Costs change in the Euro Area?

Helmut Herwartz and Henning Weber

SFB649DP2005-014: Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary, and Poland

Ralf Brüggemann and Carsten Trenkler

SFB649DP2008-063: Discrete-Time Stochastic Volatility Models and MCMC-Based Statistical Inference

Nikolaus Hautsch and Yangguoyi Ou

SFB649DP2010-032: Learning Machines Supporting Bankruptcy Prediction

Wolfgang Karl Härdle, Rouslan Moro and Linda Hoffmann

SFB649DP2011-056: Limit Order Flow, Market Impact and Optimal Order Sizes: Evidence from NASDAQ TotalView-ITCH Data

Nikolaus Hautsch and Ruihong Huang

SFB649DP2013-010: Composite Quantile Regression for the Single-Index Model

Yan Fan, Wolfgang Karl Härdle, Weining Wang and Lixing Zhu

SFB649DP2007-058: Total Work, Gender and Social Norms

Michael Christopher Burda, Daniel Hamermesh and Philippe Weil

SFB649DP2006-046: Produktdiversifizierung: Haben die ostdeutschen Unternehmen den Anschluss an den Westen geschafft? – Eine vergleichende Analyse mit Mikrodaten der amtlichen Statistik

Bernd Görzig, Martin Gornig and Axel Werwatz

SFB649DP2007-040: Optimal Policy Under Model Uncertainty: A Structural-Bayesian Estimation Approach

Alexander Kriwoluzky and Christian A. Stoltenberg

SFB649DP2008-031: Beyond the business cycle - factors driving aggregate mortality rates

Katja Hanewald

SFB649DP2006-022: Barrier Option Hedging under Constraints: A Viscosity Approach

Imen Bentahar and Bruno Bouchard

SFB649DP2006-057: Discounted Optimal Stopping for Maxima in Diffusion Models with Finite Horizon

Pavel V. Gapeev

SFB649DP2013-025: The ‘Celtic Crisis’: Guarantees, transparency, and systemic liquidity risk

Philipp König, Kartik Anand and Frank Heinemann

SFB649DP2013-002: Statistical properties and stability of ratings in a subset of US firms

Alexander B. Matthies

SFB649DP2007-003a: Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model

Harald Uhlig

SFB649DP2005-004: Value-at-Risk Calculations with Time Varying Copulae

Enzo Giacomini and Wolfgang Karl Härdle

SFB649DP2009-039: Regulation and Investment in Network Industries: Evidence from European Telecoms

Michal Grajek and Lars-Hendrik Röller

SFB649DP2011-087: Solving DSGE Models with a Nonlinear Moving Average

Hong Lan and Alexander Meyer-Gohde

SFB649DP2005-062: The Impact of Industry Classification Schemes on Financial Research

Christian Weiner

SFB649DP2008-027: The Stochastic Fluctuation of the Quantile Regression Curve

Wolfgang Karl Härdle and Song Song

SFB649DP2007-023: Time Series Modelling with Semiparametric Factor Dynamics

Szymon Borak, Wolfgang Karl Härdle, Enno Mammen and Byeong U. Park

SFB649DP2013-009: ‘I'll do it by myself as I knew it all along’: On the failure of hindsight-biased principals to delegate optimally

David Danz, Frank Hüber, Dorothea Kübler, Lydia Mechtenberg and Julia Schmid

SFB649DP2008-005: The Default Risk of Firms Examined with Smooth Support Vector Machines

Wolfgang Karl Härdle, Yuh-Jye Lee, Dorothea Schäfer and Yi-Ren Yeh

SFB649DP2007-033: Does International Outsourcing Depress Union Wages?

Sebastian Braun and Juliane Scheffel

SFB649DP2007-003: Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model

Harald Uhlig

SFB649DP2006-063: Robust Optimization of Consumption with Random Endowment

Wiebke Wittmüß

SFB649DP2005-035: Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe

Ralf Brüggemann and Helmut Lütkepohl

SFB649DP2011-074: Time-Varying Occupational Contents: An Additional Link between Occupational Task Profiles and Individual Wages

Alexandra Fedorets

SFB649DP2005-020: A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics

Matthias R. Fengler, Wolfgang Karl Härdle and Enno Mammen

SFB649DP2011-025: How do Unusual Working Schedules Affect Social Life?

Juliane Scheffel

SFB649DP2012-009: Comparability Effects of Mandatory IFRS Adoption

Stefano Cascino and Joachim Gassen

SFB649DP2007-041: QuantNet – A Database-Driven Online Repository of Scientific Information

Anton Andriyashin and Wolfgang Karl Härdle

SFB649DP2008-056: Lumpy Labor Adjustment as a Propagation Mechanism of Business Cycles

Fang Yao