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Details about Mathias Hoffmann

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 Fakutält (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 2023-03-10. Update your information in the RePEc Author Service.

Short-id: pho64


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Working Papers

2023

  1. Growing like Germany: local public debt, local banks, low private investment
    ECON - Working Papers, Department of Economics - University of Zurich Downloads View citations (4)

2021

  1. 'By a Silken Thread': regional banking integration and credit reallocation during Japan’s Lost Decade
    ECON - Working Papers, Department of Economics - University of Zurich Downloads View citations (5)
  2. Comparative advantage and pathways to financial development: evidence from Japan’s silk-reeling industry
    ECON - Working Papers, Department of Economics - University of Zurich Downloads
    Also in IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich (2021) Downloads View citations (1)
  3. Small firms and domestic bank dependence in Europe’s Great Recession
    ECON - Working Papers, Department of Economics - University of Zurich Downloads
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2019) Downloads View citations (2)
    European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission (2015) Downloads View citations (9)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) Downloads View citations (2)
  4. Softening the Blow: U.S. State-Level Banking Deregulation and Sectoral Reallocation after the China Trade Shock
    CESifo Working Paper Series, CESifo Downloads
    Also in ECON - Working Papers, Department of Economics - University of Zurich (2021) Downloads

2020

  1. Non-US global banks and dollar (co-)dependence: how housing markets became internationally synchronized
    ECON - Working Papers, Department of Economics - University of Zurich Downloads
    Also in BIS Working Papers, Bank for International Settlements (2020) Downloads
    IHEID Working Papers, Economics Section, The Graduate Institute of International Studies (2020) Downloads

2019

  1. Branch Banking and Regional Financial Markets: Evidence from Prewar Japan
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
    Also in Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University (2019) Downloads

2018

  1. Are Banking and Capital Markets Union Complements? Evidence from Channels of Risk Sharing in the Eurozone
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (8)
    Also in ECON - Working Papers, Department of Economics - University of Zurich (2018) Downloads View citations (10)

2017

  1. Welcome to the Real Estate Derivatives Summit
    ERES, European Real Estate Society (ERES) Downloads

2016

  1. A provincial view of global imbalances: regional capital flows in China
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    Also in ECON - Working Papers, Department of Economics - University of Zurich (2014) Downloads View citations (3)

    See also Journal Article A provincial view of global imbalances: regional capital flows in China, Review of World Economics (Weltwirtschaftliches Archiv), Springer (2017) Downloads View citations (3) (2017)
  2. Holes in the Dike: the global savings glut, U.S. house prices and the long shadow of banking deregulation
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (1)
    Also in ECON - Working Papers, Department of Economics - University of Zurich (2014) Downloads View citations (4)
    VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association (2015) Downloads View citations (4)
    HIT-REFINED Working Paper Series, Institute of Economic Research, Hitotsubashi University (2015) Downloads View citations (1)
    CESifo Working Paper Series, CESifo (2015) Downloads View citations (11)

    See also Journal Article Holes in the Dike: The Global Savings Glut, U.S. House Prices, and the Long Shadow of Banking Deregulation, Journal of the European Economic Association, European Economic Association (2020) Downloads View citations (5) (2020)

2014

  1. By a Silken Thread: regional banking integration and pathways to financial development in Japan s Great Recession
    VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association Downloads
    Also in Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) (2012) Downloads View citations (1)
    Keio/Kyoto Joint Global COE Discussion Paper Series, Keio/Kyoto Joint Global COE Program (2012) Downloads View citations (1)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2013) Downloads View citations (2)
    CESifo Working Paper Series, CESifo (2013) Downloads View citations (2)

2013

  1. Systematic Consumption Risk in Currency Returns
    CESifo Working Paper Series, CESifo Downloads View citations (2)
    Also in ECON - Working Papers, Department of Economics - University of Zurich (2013) Downloads View citations (2)

    See also Journal Article Systematic consumption risk in currency returns, Journal of International Money and Finance, Elsevier (2017) Downloads View citations (6) (2017)

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 View citations (4)
  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 What drives China's current account?, Journal of International Money and Finance, Elsevier (2013) Downloads View citations (13) (2013)

2009

  1. Consumption Risk Sharing over the Business Cycle: the Role of Small Firms' Access to Credit Markets
    CESifo Working Paper Series, CESifo Downloads View citations (1)
    Also in IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich (2008) Downloads View citations (15)

    See also Journal Article Consumption Risk Sharing over the Business Cycle: The Role of Small Firms' Access to Credit Markets, The Review of Economics and Statistics, MIT Press (2011) Downloads View citations (28) (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 View citations (31)
    See also Journal Article Real exchange rates and real interest rate differentials: A present value interpretation, European Economic Review, Elsevier (2009) Downloads View citations (31) (2009)
  3. Securitization of Mortgage Debt, Asset Prices and International Risk Sharing
    CESifo Working Paper Series, CESifo Downloads View citations (4)
    Also in IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich (2008) Downloads View citations (8)

2008

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

    See also Journal Article Equity fund ownership and the cross-regional diversification of household risk, Journal of Banking & Finance, Elsevier (2010) Downloads View citations (5) (2010)
  2. The Impact of the Euro on International Stability and Volatility
    European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission Downloads View citations (6)

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 (16)
  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 (12)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (6)

    See also Journal Article Financial Globalization, International Business Cycles and Consumption Risk Sharing*, Scandinavian Journal of Economics, Wiley Blackwell (2008) Downloads View citations (41) (2008)
  4. Harmonic Regression Models: A Comparative Review with Applications
    IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich Downloads View citations (2)
  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 (7)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (24)
    Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen (2006) Downloads View citations (23)

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 (4)
    Also in CESifo Working Paper Series, CESifo (2003) Downloads View citations (8)
  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 (3)
  3. Proprietary Income, Entrepreneurial Risk, and the Predictability of U.S. Stock Returns
    CESifo Working Paper Series, CESifo Downloads View citations (7)
    Also in Computing in Economics and Finance 2005, Society for Computational Economics (2005) Downloads
    Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen (2006) Downloads View citations (3)

2005

  1. Consumption, Wealth and Business Cycles in Germany
    CESifo Working Paper Series, CESifo Downloads View citations (57)
    See also Journal Article Consumption, wealth and business cycles in Germany, Empirical Economics, Springer (2008) Downloads View citations (36) (2008)
  2. Consumption, wealth and business cycles: why is Germany different?
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank Downloads View citations (49)

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 Downloads View citations (7)
    See also Journal Article Intra- and international risk-sharing in the short run and the long run, European Economic Review, Elsevier (2006) Downloads View citations (66) (2006)

2001

  1. International Risk-Sharing in the Short Run and in the Long Run
    Economics Working Papers, European University Institute Downloads

2000

  1. A real differential view of equilibrium real exchange rates and misalignments
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (7)

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 (3)
  2. National Stochastic Trends and International Macroeconomic Fluctuations: the Role of the Current Account
    Economics Working Papers, European University Institute View citations (1)

Journal Articles

2020

  1. Holes in the Dike: The Global Savings Glut, U.S. House Prices, and the Long Shadow of Banking Deregulation
    Journal of the European Economic Association, 2020, 18, (4), 2013-2055 Downloads View citations (5)
    See also Working Paper Holes in the Dike: the global savings glut, U.S. house prices and the long shadow of banking deregulation, CAMA Working Papers (2016) Downloads View citations (1) (2016)

2019

  1. Channels of Risk Sharing in the Eurozone: What Can Banking and Capital Market Union Achieve?
    IMF Economic Review, 2019, 67, (3), 443-495 Downloads View citations (14)

2017

  1. A provincial view of global imbalances: regional capital flows in China
    Review of World Economics (Weltwirtschaftliches Archiv), 2017, 153, (3), 573-599 Downloads View citations (3)
    See also Working Paper A provincial view of global imbalances: regional capital flows in China, CAMA Working Papers (2016) Downloads (2016)
  2. Systematic consumption risk in currency returns
    Journal of International Money and Finance, 2017, 74, (C), 187-208 Downloads View citations (6)
    See also Working Paper Systematic Consumption Risk in Currency Returns, CESifo Working Paper Series (2013) Downloads View citations (2) (2013)

2014

  1. The Consumption–Income Ratio, Entrepreneurial Risk, and the U.S. Stock Market
    Journal of Money, Credit and Banking, 2014, 46, (6), 1259-1292 Downloads View citations (1)

2013

  1. What drives China's current account?
    Journal of International Money and Finance, 2013, 32, (C), 856-883 Downloads View citations (13)
    See also Working Paper What Drives China's Current Account?, Working Papers (2010) Downloads (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 (7)
    Also in Canadian Journal of Economics/Revue canadienne d'économique, 2012, 45, (2), 493-508 (2012) Downloads View citations (4)

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 (28)
    See also Working Paper Consumption Risk Sharing over the Business Cycle: the Role of Small Firms' Access to Credit Markets, CESifo Working Paper Series (2009) Downloads View citations (1) (2009)
  2. The Home Bias, Capital Income Flows and Improved Long-Term Consumption Risk Sharing between Industrialized Countries
    International Finance, 2011, 14, (3), 481-505 Downloads View citations (12)

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 (5)
    See also Working Paper Equity Fund Ownership and the Cross-Regional Diversification of Household Risk, CESifo Working Paper Series (2008) Downloads (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 (27)

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 (31)
    See also Working Paper Real exchange rates and real interest rate differentials: a present value interpretation, IEW - Working Papers (2009) Downloads View citations (31) (2009)

2008

  1. Consumption, wealth and business cycles in Germany
    Empirical Economics, 2008, 34, (3), 451-476 Downloads View citations (36)
    See also Working Paper Consumption, Wealth and Business Cycles in Germany, CESifo Working Paper Series (2005) Downloads View citations (57) (2005)
  2. Financial Globalization, International Business Cycles and Consumption Risk Sharing*
    Scandinavian Journal of Economics, 2008, 110, (3), 447-471 Downloads View citations (41)
    See also Working Paper Financial Globalization, International Business Cycles, and Consumption Risk Sharing, IEW - Working Papers (2007) Downloads View citations (12) (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 (9)

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 (66)
    See also Working Paper Intra-and International Risk-Sharing in the Short Run and the Long Run, CESifo Working Paper Series (2003) Downloads View citations (7) (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 (21)

2003

  1. International macroeconomic fluctuations and the current account
    Canadian Journal of Economics, 2003, 36, (2), 401-420 Downloads View citations (24)
    Also in Canadian Journal of Economics/Revue canadienne d'économique, 2003, 36, (2), 401-420 (2003) Downloads View citations (19)

2001

  1. Long run recursive VAR models and QR decompositions
    Economics Letters, 2001, 73, (1), 15-20 Downloads View citations (12)
  2. The Relative Dynamics of Investment and the Current Account in the G7-Economies
    Economic Journal, 2001, 111, (471), C148-63 View citations (17)
 
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