Details about Frieder Mokinski

Access statistics for papers by Frieder Mokinski.

Last updated 2023-10-09. Update your information in the RePEc Author Service.

Short-id: pmo659

Working Papers

2020

1. On adjusting the one-sided Hodrick-Prescott filter
   Discussion Papers, Deutsche Bundesbank View citations (4)

2017

2. A severity function approach to scenario selection
   Discussion Papers, Deutsche Bundesbank

2014

3. The impact of fundamental and financial traders on the term structure of oil
   Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management
   See also Journal Article The impact of fundamental and financial traders on the term structure of oil, Energy Economics, Elsevier (2015) View citations (13) (2015)

2013

4. The effect of regulatory scrutiny asymmetric cost pass-through in power wholesale and its end
   ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research View citations (1)
   See also Journal Article The effect of regulatory scrutiny: Asymmetric cost pass-through in power wholesale and its end, Journal of Regulatory Economics, Springer (2014) View citations (10) (2014)

Journal Articles

2016

1. Forecasting with Bayesian Vector Autoregressions Estimated Using Professional Forecasts
   Journal of Applied Econometrics, 2016, 31, (6), 1083-1099 View citations (10)
2. Using time-stamped survey responses to measure expectations at a daily frequency
   International Journal of Forecasting, 2016, 32, (2), 271-282 View citations (2)

2015

3. Measuring Disagreement in Qualitative Expectations
   Journal of Forecasting, 2015, 34, (5), 405-426 View citations (33)
4. The impact of fundamental and financial traders on the term structure of oil
   Energy Economics, 2015, 48, (C), 276-287 View citations (13)
   See also Working Paper The impact of fundamental and financial traders on the term structure of oil, Frankfurt School - Working Paper Series (2014) (2014)

2014

5. The effect of regulatory scrutiny: Asymmetric cost pass-through in power wholesale and its end
   Journal of Regulatory Economics, 2014, 45, (2), 175-193 View citations (10)
   See also Working Paper The effect of regulatory scrutiny asymmetric cost pass-through in power wholesale and its end, ZEW Discussion Papers (2013) View citations (1) (2013)

2011

6. Combining Survey Forecasts and Time Series Models: The Case of the Euribor
   Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2011, 231, (1), 63-81 View citations (3)