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Details about Joscha Beckmann

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Workplace:Wirtschaftswissenschaften (Economics and Management), Ernst-Moritz-Arndt-Universität Greifswald (University of Greifswald), (more information at EDIRC)
Institut für Weltwirtschaft (IfW) (Kiel Institute for the World Economy), (more information at EDIRC)

Access statistics for papers by Joscha Beckmann.

Last updated 2019-01-26. Update your information in the RePEc Author Service.

Short-id: pbe644


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Working Papers

2018

  1. An intuitive method to improve the estimation of output gaps
    Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association Downloads
  2. Exchange rate predictability and dynamic Bayesian learning
    Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association Downloads View citations (1)
    Also in Essex Finance Centre Working Papers, University of Essex, Essex Business School (2017) Downloads
  3. Information Rigidities and Exchange Rate Expectations
    Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association Downloads
  4. Monetary policy shocks, expectations and information rigidities
    Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association Downloads
    Also in Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology (2018) Downloads

    See also Journal Article in Economic Inquiry (2018)
  5. What drives updates of inflation expectations? A Bayesian VAR analysis for the G-7 countries
    Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association Downloads

2017

  1. Capital Flows and GDP in Emerging Economies and the Role of Global Spillovers
    Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology Downloads View citations (2)
    See also Journal Article in Journal of Economic Behavior & Organization (2017)
  2. Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven
    Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association Downloads View citations (3)
    See also Journal Article in Journal of International Money and Finance (2017)
  3. Gold Price Dynamics and the Role of Uncertainty
    Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology Downloads View citations (9)
  4. Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication
    Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology Downloads
  5. The Relative Valuation of Gold
    Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology Downloads
    Also in Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen (2016) Downloads

2016

  1. Effective exchange rates, current accounts and global imbalances
    Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen Downloads View citations (1)
    Also in Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association (2014) Downloads

    See also Journal Article in Review of International Economics (2017)
  2. The impact of uncertainty on professional exchange rate forecasts
    Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen Downloads View citations (1)
    See also Journal Article in Journal of International Money and Finance (2017)

2015

  1. The Relevance of International Spillovers and Asymmetric Effects in the Taylor Rule
    CEPS Papers, Centre for European Policy Studies Downloads
    Also in FIW Working Paper series, FIW (2015) Downloads
    ROME Working Papers, ROME Network (2014) Downloads
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2014) Downloads

    See also Journal Article in The Quarterly Review of Economics and Finance (2017)

2014

  1. Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach
    Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen Downloads View citations (11)
    See also Journal Article in Economic Modelling (2015)
  2. Does the foreign interest rate matter for monetary policy? Evidence from nonlinear Taylor rules
    Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association Downloads
  3. Forecasting Equity Premia using Bayesian Dynamic Model Averaging
    CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster Downloads View citations (3)
  4. Forecasting Exchange Rates under Model and Parameter Uncertainty
    CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster Downloads View citations (4)
  5. Gold Price Forecasts in a Dynamic Model Averaging Framework – Have the Determinants Changed Over Time?
    Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen Downloads View citations (7)
  6. Government activity and economic growth: One size fits all?
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (1)
    See also Journal Article in International Economics and Economic Policy (2016)
  7. Large-scale Transformations of Socio-economic Institutions
    WWWforEurope Working Papers series, WWWforEurope Downloads

2013

  1. Exchange Rate Pass-Through into German Import Prices – A Disaggregated Perspective
    ROME Working Papers, ROME Network Downloads
    Also in Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen (2013) Downloads
    Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association (2013) Downloads View citations (4)

    See also Journal Article in Applied Economics (2014)
  2. Foreign Exchange Market Interventions and the $-¥ Exchange Rate in the Long Run*
    ROME Working Papers, ROME Network Downloads
    Also in Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen (2013) Downloads

    See also Journal Article in Applied Economics (2015)
  3. Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?
    Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen Downloads View citations (39)
    See also Journal Article in Energy Economics (2013)

2012

  1. Gold as an Infl ation Hedge in a Time-Varying Coefficient Framework
    Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen Downloads View citations (5)
    See also Journal Article in The North American Journal of Economics and Finance (2013)
  2. Interest Rate Pass-Through in the EMU – New Evidence from Nonlinear Cointegration Techniques for Fully Harmonized Data
    Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen Downloads View citations (8)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2012) Downloads View citations (6)
    ROME Working Papers, ROME Network (2012) Downloads View citations (5)

    See also Journal Article in Journal of International Money and Finance (2013)

2011

  1. Cross-Section Dependence and the Monetary Exchange Rate Model: A Panel Analysis
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (11)
    Also in Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen (2011) Downloads View citations (1)

    See also Journal Article in The North American Journal of Economics and Finance (2012)
  2. Nonlinear Adjustment, Purchasing Power Parity and the Role of Nominal Exchange Rates and Prices
    Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen Downloads
    See also Journal Article in The North American Journal of Economics and Finance (2013)

2010

  1. Global Integration of Central and Eastern European Financial Markets – The Role of Economic Sentiments
    Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen Downloads
    Also in EcoMod2010, EcoMod Downloads
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2009) Downloads

    See also Journal Article in Review of International Economics (2011)

2009

  1. How Stable Are Monetary Models of the Dollar-Euro Exchange Rate? - A Time-varying Coefficient Approach
    Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen Downloads View citations (1)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2009) Downloads View citations (2)

Journal Articles

2019

  1. An empirical assessment of recent challenges in today's financial markets
    Scottish Journal of Political Economy, 2019, 66, (1), 1-4 Downloads

2018

  1. MONETARY POLICY SHOCKS, EXPECTATIONS, AND INFORMATION RIGIDITIES
    Economic Inquiry, 2018, 56, (4), 2158-2176 Downloads
    See also Working Paper (2018)
  2. Special issue of applied economics on ‘Finance and the real economy’
    Applied Economics, 2018, 50, (34-35), 3645-3646 Downloads
  3. The dollar–euro exchange rate and monetary fundamentals
    Empirical Economics, 2018, 54, (4), 1389-1410 Downloads
  4. The macroeconomic role of currency reserve accumulation in emerging markets—The Asian experience
    The World Economy, 2018, 41, (1), 77-99 Downloads

2017

  1. Capital flows and GDP in emerging economies and the role of global spillovers
    Journal of Economic Behavior & Organization, 2017, 142, (C), 140-163 Downloads View citations (2)
    See also Working Paper (2017)
  2. Effective Exchange Rates, Current Accounts and Global Imbalances
    Review of International Economics, 2017, 25, (3), 500-533 Downloads View citations (1)
    See also Working Paper (2016)
  3. Exchange rate expectations and economic policy uncertainty
    European Journal of Political Economy, 2017, 47, (C), 148-162 Downloads View citations (13)
  4. Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven
    Journal of International Money and Finance, 2017, 74, (C), 283-300 Downloads View citations (3)
    See also Working Paper (2017)
  5. The Role for Long-run Target Values of the Exchange Rate in the Bank of Japan's Policy Reaction Function
    The World Economy, 2017, 40, (9), 1836-1865 Downloads
  6. The impact of uncertainty on professional exchange rate forecasts
    Journal of International Money and Finance, 2017, 73, (PB), 296-316 Downloads View citations (6)
    See also Working Paper (2016)
  7. The political economy of the impossible trinity
    European Journal of Political Economy, 2017, 47, (C), 103-123 Downloads View citations (2)
  8. The relevance of international spillovers and asymmetric effects in the Taylor rule
    The Quarterly Review of Economics and Finance, 2017, 64, (C), 162-170 Downloads View citations (2)
    See also Working Paper (2015)

2016

  1. A melting pot — Gold price forecasts under model and parameter uncertainty
    International Review of Financial Analysis, 2016, 48, (C), 282-291 Downloads View citations (5)
  2. Forecasting exchange rates under parameter and model uncertainty
    Journal of International Money and Finance, 2016, 60, (C), 267-288 Downloads View citations (8)
  3. Government activity and economic growth – one size fits All?
    International Economics and Economic Policy, 2016, 13, (3), 429-450 Downloads View citations (1)
    See also Working Paper (2014)
  4. Oil price and FX-rates dependency
    Quantitative Finance, 2016, 16, (3), 477-488 Downloads View citations (10)

2015

  1. Causality and volatility patterns between gold prices and exchange rates
    The North American Journal of Economics and Finance, 2015, 34, (C), 292-300 Downloads View citations (9)
  2. Does gold act as a hedge or a safe haven for stocks? A smooth transition approach
    Economic Modelling, 2015, 48, (C), 16-24 Downloads View citations (57)
    See also Working Paper (2014)
  3. Foreign exchange market interventions and the $-¥ exchange rate in the long run
    Applied Economics, 2015, 47, (38), 4037-4055 Downloads
    See also Working Paper (2013)
  4. Monetary policy and stock prices – Cross-country evidence from cointegrated VAR models
    Journal of Banking & Finance, 2015, 54, (C), 254-265 Downloads View citations (7)
  5. Productivity Shocks and Real Effective Exchange Rates
    Review of Development Economics, 2015, 19, (3), 502-515 Downloads View citations (2)

2014

  1. Does global liquidity drive commodity prices?
    Journal of Banking & Finance, 2014, 48, (C), 224-234 Downloads View citations (25)
  2. Exchange rate pass-through into German import prices - a disaggregated perspective
    Applied Economics, 2014, 46, (34), 4164-4177 Downloads View citations (5)
    See also Working Paper (2013)
  3. Non-linearities in the relationship of agricultural futures prices
    European Review of Agricultural Economics, 2014, 41, (1), 1-23 Downloads View citations (8)
  4. Regime shifts and the Canada/US exchange rate in a multivariate framework
    Economics Letters, 2014, 123, (2), 206-211 Downloads
  5. Regime-dependent adjustment in energy spot and futures markets
    Economic Modelling, 2014, 40, (C), 400-409 Downloads View citations (10)
  6. The Importance of Global Shocks for National Policymakers – Rising Challenges for Sustainable Monetary Policies
    The World Economy, 2014, 37, (8), 1101-1127 Downloads View citations (16)
  7. Volatility transmission in agricultural futures markets
    Economic Modelling, 2014, 36, (C), 541-546 Downloads View citations (28)

2013

  1. Gold as an inflation hedge in a time-varying coefficient framework
    The North American Journal of Economics and Finance, 2013, 24, (C), 208-222 Downloads View citations (68)
    See also Working Paper (2012)
  2. Interest rate pass-through in the EMU – New evidence from nonlinear cointegration techniques for fully harmonized data
    Journal of International Money and Finance, 2013, 37, (C), 1-24 Downloads View citations (51)
    See also Working Paper (2012)
  3. Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?
    Energy Economics, 2013, 40, (C), 665-678 Downloads View citations (41)
    See also Working Paper (2013)
  4. Nonlinear Exchange Rate Adjustment and the Monetary Model
    Review of International Economics, 2013, 21, (4), 654-670 Downloads View citations (2)
  5. Nonlinear adjustment, purchasing power parity and the role of nominal exchange rates and prices
    The North American Journal of Economics and Finance, 2013, 24, (C), 176-190 Downloads View citations (10)
    See also Working Paper (2011)
  6. Oil and gold price dynamics in a multivariate cointegration framework
    International Economics and Economic Policy, 2013, 10, (3), 453-468 Downloads View citations (20)
  7. Oil prices and effective dollar exchange rates
    International Review of Economics & Finance, 2013, 27, (C), 621-636 Downloads View citations (38)
  8. Taylor rule equilibrium exchange rates and nonlinear mean reversion
    Applied Financial Economics, 2013, 23, (13), 1097-1107 Downloads View citations (1)
  9. The U.S. Current Account and Real Effective Dollar Exchange Rates
    Credit and Capital Markets, 2013, 46, (2), 213-232
  10. The forward pricing function of industrial metal futures -- evidence from cointegration and smooth transition regression analysis
    International Review of Applied Economics, 2013, 27, (4), 472-490 Downloads View citations (5)

2012

  1. Cross-section dependence and the monetary exchange rate model – A panel analysis
    The North American Journal of Economics and Finance, 2012, 23, (1), 38-53 Downloads View citations (16)
    See also Working Paper (2011)
  2. Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test
    Economics Bulletin, 2012, 32, (2), 1695-1707 Downloads View citations (2)
  3. The cross-country importance of global sentiments—evidence for smaller EU countries
    International Economics and Economic Policy, 2012, 9, (3), 245-264 Downloads View citations (1)

2011

  1. Cointegration, structural breaks and monetary fundamentals of the Dollar/Yen Exchange
    International Advances in Economic Research, 2011, 17, (4), 397-412 Downloads View citations (2)
  2. Global Integration of Central and Eastern European Financial Markets—The Role of Economic Sentiments
    Review of International Economics, 2011, 19, (1), 137-157 View citations (7)
    See also Working Paper (2010)
  3. The dollar-euro exchange rate and macroeconomic fundamentals: a time-varying coefficient approach
    Review of World Economics (Weltwirtschaftliches Archiv), 2011, 147, (1), 11-40 Downloads View citations (34)

Books

2014

  1. Large-scale Transformations of Socio-economic Institutions. WWWforEurope Working Paper No. 75
    WIFO Studies, WIFO Downloads
 
Page updated 2019-05-18