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FAU Discussion Papers in Economics

From Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics
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05/2016: Pairs trading with partial cointegration Downloads
Matthew Clegg and Christopher Krauss
04/2016: Fertility effects of child benefits Downloads
Regina T. Riphahn and Frederik Wiynck
03/2016: Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 Downloads
Christopher Krauss, Xuan Anh Do and Nicolas Huck
02/2016: Labor selection over the business cycle: An empirical assessment Downloads
Brigitte Hochmuth, Hermann Gartner, Britta Kohlbrecher and Christian Merkl
01/2016: Business cycle asymmetries and the labor market Downloads
Britta Kohlbrecher and Christian Merkl
15/2015: Nonlinear dependence modeling with bivariate copulas: Statistical arbitrage pairs trading on the S&P 100 Downloads
Christopher Krauss and Johannes Stübinger
14/2015: Economic integration and interdependence of tax policy Downloads
Carolin Holzmann and Axel von Schwerin
13/2015: The Piotroski F-Score: A fundamental value strategy revisited from an investor's perspective Downloads
Christopher Krauss, Tom Krüger and Daniel Beerstecher
12/2015: Feasible earnings momentum in the U.S. stock market: An investor's perspective Downloads
Christopher Krauss, Daniel Beerstecher and Tom Krüger
11/2015: On the power and size properties of cointegration tests in the light of high-frequency stylized facts Downloads
Christopher Krauss, Klaus Herrmann and Stefan Teis
10/2015: A multivariate linear rank test of independence based on a multiparametric copula with cubic sections Downloads
Benedikt Mangold
09/2015: Statistical arbitrage pairs trading strategies: Review and outlook Downloads
Christopher Krauss
08/2015: Tax planning of married couples in East and West Germany Downloads
Katharina Erbe
07/2015: Cumulative paired Phi-entropy Downloads
Ingo Klein and Benedikt Mangold
06/2015: Weight loss and sexual activity in adult obese individuals: Establishing a causal link Downloads
Arndt Reichert, Harald Tauchmann and Ansgar Wübker
05/2015: In-group favoritism and discrimination among multiple out-groups Downloads
Veronika Grimm, Verena Utikal and Lorenzo Valmasoni
04/2015: Trust and beliefs among Europeans: Cross-country evidence on perceptions and behavior Downloads
Anja Dieckmann, Urs Fischbacher, Veronika Grimm, Matthias Unfried, Verena Utikal and Lorenzo Valmasoni
03/2015: United, yet apart? A note on persistent labour market differences between Western and Eastern Germany Downloads
Claus Schnabel
02/2015: How health plan enrollees value prices relative to supplemental benefits and service quality Downloads
Christian Bünnings, Hendrik Schmitz, Harald Tauchmann and Nicolas Ziebarth
01/2015: Does direct democracy foster efficient policies? An experimental investigation of costly initiatives Downloads
Michael Seebauer
15/2014: Components of intraday volatility and their prediction at different sampling frequencies with application to DAX and BUND futures Downloads
Klaus Herrmann, Stefan Teis and Weijun Yu
14/2014: Employment protection in dual labor markets: Any amplification of macroeconomic shocks? Downloads
Benjamin Lochner
13/2014: Fostering the best execution regime: An experiment about pecuniary sanctions and accountability in fiduciary money management Downloads
Sandro Casal, Matteo Ploner and Alec N. Sproten
12/2014: Intergenerational transmission of unemployment: Evidence for German sons Downloads
Miriam Mäder, Steffen Müller, Regina Riphahn and Caroline Schwientek
11/2014: Phillips curve shocks and real exchange rate fluctuations: SVAR evidence Downloads
Britta Gehrke and Fang Yao
10/2014: Fiscal rules and unemployment Downloads
Britta Gehrke
09/2014: Plausible prior estimation Downloads
Benedikt Mangold
08/2014: The levelling effect of product market competition on gender wage discrimination Downloads
Boris Hirsch, Michael Oberfichtner and Claus Schnabel
07/2014: Strictness of tax compliance norms: A factorial survey on the acceptance of inheritance tax evasion in Germany Downloads
Martin Abraham, Kerstin Lorek, Friedemann Richter and Matthias Wrede
06/2014: Where and when to pray? Optimal mass planning and efficient resource allocation in the church Downloads
Alexander Martin and Martin Weibelzahl
05/2014: Teenage pregnancies and births in Germany: Patterns and developments Downloads
Kamila Cygan-Rehm and Regina Riphahn
04/2014: Transmission and generation investment in electricity markets: The effects of market splitting and network fee regimes Downloads
Veronika Grimm, Alexander Martin, Martin Weibenzahl and Gregor Zoettl
03/2014: An experimental study of corporate social responsibility through charitable giving in Bertrand markets Downloads
Robert Feicht, Veronika Grimm and Michael Seebauer
02/2014: Are taxes beautiful? A survey experiment on information, tax choice and perceived adequacy of the tax burden Downloads
Lorenzo Abbiati, Armenak Antinyan and Luca Corazzini
01/2014: Learning cost sensitive binary classification rules accounting for uncertain and unequal misclassification costs Downloads
Lydia Rybizki
10/2013: Who opts out of the statutory health insurance? A discrete time hazard model for Germany Downloads
Christian Bünnings and Harald Tauchmann
09/2013: Absence from work of the self-employed: A comparison with paid employees Downloads
Daniel S. Lechmann and Claus Schnabel
08/2013: Wage posting or wage bargaining? Evidence from the employers' side Downloads
Hanna Brenzel, Hermann Gartner and Claus Schnabel
07/2013: Do female mayors make a difference? Evidence from Bavaria Downloads
Christopher Schild
06/2013: Survival of spinoffs and other startups: First evidence for the private sector in Germany, 1976 - 2008 Downloads
Daniel Fackler and Claus Schnabel
05/2013: Outliers & predicting time series: A comparative study Downloads
Vlad Ardelean and Thomas Pleier
04/2013: Do immigrants follow their home country's fertility norms? Downloads
Kamila Cygan-Rehm
03/2013: Quasi-maximum likelihood estimation in generalized polynomial autoregressive conditional heteroscedasticity models Downloads
Fabian Tinkl
02/2013: Fair inheritance taxation in the presence of tax planning Downloads
Matthias Wrede
01/2013: Rational choice of itemized deductions Downloads
Matthias Wrede
05/2012: Detecting outliers in time series Downloads
Vlad Ardelean
04/2012: Heterogeneous skills and homogeneous land: Segmentation and agglomeration Downloads
Matthias Wrede
03/2012: A skew and leptokurtic distribution with polynomial tails and characterizing functions in closed form Downloads
Matthias Fischer
02/2012: Generalized trust and regional innovation activity Downloads
Christopher Schild
01/2012: Wages, rents, unemployment, and the quality of life
Matthias Wrede
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