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Details about Christian Pierdzioch

Homepage:http://www.hsu-hh.de/monecon/index_Rd7PY5mZEeDgQJIb.html
Workplace:Fächergruppe Volkswirtschaftslehre (Economics Group), Helmut Schmidt Universität Hamburg (Helmut Schmidt University), (more information at EDIRC)

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Last updated 2019-10-04. Update your information in the RePEc Author Service.

Short-id: ppi123


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Working Papers

2019

  1. Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks?
    Working Papers, University of Pretoria, Department of Economics
  2. Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss
    Working Papers, University of Pretoria, Department of Economics
  3. Forecasting realized volatility of bitcoin returns: Tail events and asymmetric loss
    Working Papers, University of Pretoria, Department of Economics
  4. Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests
    Working Papers, University of Pretoria, Department of Economics Downloads
  5. Time-Varying Risk Aversion and the Predictability of Bond Premia
    Working Papers, University of Pretoria, Department of Economics View citations (2)
  6. Wer "verdient" was warum? Das Oaxaca/Blinder-Dekompositions-Verfahren zur Analyse des Gender Pay Gap
    Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics Downloads

2018

  1. Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis?
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  2. Forecasting Changes of Economic Inequality: A Boosting Approach
    Working Papers, University of Pretoria, Department of Economics
  3. The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article in Finance Research Letters (2019)
  4. Time-Varying Risk Aversion and Realized Gold Volatility
    Working Papers, University of Pretoria, Department of Economics View citations (2)

2017

  1. Auswirkungen einer Importsteuer in den USA - Wer zahlt für die "Mauer"?
    Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics Downloads
  2. Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model
    Working Papers, University of Pretoria, Department of Economics View citations (4)
  3. Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in International Review of Economics & Finance (2019)
  4. Uncertainty and Forecasts of U.S. Recessions
    Working Papers, University of Pretoria, Department of Economics View citations (2)

2016

  1. Animal Spirits, the Stock Market, and the Unemployment Rate: Some Evidence for German Data
    Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics Downloads View citations (2)
    See also Journal Article in Economics Bulletin (2017)
  2. Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis
    Working Papers, University of Pretoria, Department of Economics View citations (2)
  3. Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach
    Working Papers, University of Pretoria, Department of Economics View citations (3)
    See also Journal Article in The Quarterly Review of Economics and Finance (2017)
  4. Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Resources Policy (2018)
  5. On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees
    Working Papers, University of Pretoria, Department of Economics View citations (4)
    See also Journal Article in Finance Research Letters (2019)
  6. Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries
    Working Papers, University of Pretoria, Department of Economics View citations (6)
    See also Journal Article in The European Journal of Finance (2018)

2015

  1. Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test
    Working Papers, University of Pretoria, Department of Economics View citations (4)
    See also Journal Article in Resources Policy (2016)
  2. Heteroeneous forecasters and nonlinear expectation formation in US stock market
    FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents Downloads
    Also in Kiel Working Papers, Kiel Institute for the World Economy (IfW) (2014) Downloads View citations (1)
    FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2014) Downloads View citations (1)
  3. Nonlinear Expectation Formation in the U.S. Stock Market
    Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association Downloads
  4. Nonlinear expectation formation in the U.S. stock market: Empirical evidence from the Livingston survey
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads
  5. On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in International Economics and Economic Policy (2017)
  6. On International Uncertainty Links: BART-Based Empirical Evidence for Canada
    Working Papers, University of Pretoria, Department of Economics View citations (3)
    See also Journal Article in Economics Letters (2016)
  7. Predicting Recessions With Boosted Regression Trees
    Working Papers, The George Washington University, Department of Economics, Research Program on Forecasting Downloads
    See also Journal Article in International Journal of Forecasting (2017)
  8. Predicting Recessions in Germany With Boosted Regression Trees
    Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics Downloads View citations (1)

2014

  1. Fluctuations of the Real Exchange Rate, Real Interest Rates, and the Dynamics of the Price of Gold in a Small Open Economy
    Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association Downloads View citations (1)
    See also Journal Article in Empirical Economics (2016)
  2. Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality
    Working Papers, University of Pretoria, Department of Economics
    Also in Working Papers, Stellenbosch University, Department of Economics (2014) Downloads

    See also Journal Article in Economic Systems (2016)
  3. Government Forecasts of Budget Balances Under Asymmetric Loss: International Evidence
    Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association Downloads
  4. Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data
    Working Papers, Stellenbosch University, Department of Economics Downloads View citations (2)
    Also in Working Papers, University of Pretoria, Department of Economics (2014) View citations (2)

    See also Journal Article in Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics) (2016)
  5. On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    Also in Working Papers, Stellenbosch University, Department of Economics (2014) Downloads View citations (2)

    See also Journal Article in Journal of Applied Statistics (2018)

2013

  1. Using forecasts to uncover the loss function of FOMC members
    MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) Downloads View citations (3)
  2. Zwischen Ermessensfreiheit und diskretionären Spielräumen: Die Finanzierung des bundesdeutschen Spitzensports – eine Wiederholungsstudie
    Working Paper, Helmut Schmidt University, Hamburg Downloads

2012

  1. A Note on the International Coordination of Anti-Doping Policies
    Working Paper, Helmut Schmidt University, Hamburg Downloads
    See also Journal Article in Journal of Sports Economics (2015)
  2. A note on forecasting emerging market exchange rates: Evidence of anti-herding
    Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics Downloads View citations (5)
    See also Journal Article in Review of International Economics (2012)
  3. Fixing im deutschen Fußball: Eine empirische Analyse mittels der Randomized-Response-Technik
    Working Paper, Helmut Schmidt University, Hamburg Downloads
  4. Forecasting U.S. Housing Starts Under Asymmetric Loss
    Working Paper, Helmut Schmidt University, Hamburg Downloads
    See also Journal Article in Applied Financial Economics (2013)
  5. Forecasting metal prices: Do forecasters herd?
    Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics Downloads
    See also Journal Article in Journal of Banking & Finance (2013)
  6. Forecasting the Brazilian Real and the Mexican Peso: Asymmetric Loss, Forecast Rationality, and Forecaster Herding
    Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics Downloads View citations (1)
    See also Journal Article in International Journal of Forecasting (2015)
  7. Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function?
    Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics Downloads
  8. House price forecasts in times of crisis: Do forecasters herd?
    Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics Downloads
  9. Housing starts in Canada, Japan, and the United States: Do forecasters herd?
    Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics Downloads View citations (3)
    See also Journal Article in The Journal of Real Estate Finance and Economics (2012)
  10. Oil price forecasting under asymmetric loss
    Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics Downloads
    See also Journal Article in Applied Economics (2013)
  11. Zum zeitlichen Umfang ehrenamtlichen Engagements in Sportvereinen – sozioökonomische Modellbildung und empirische Prüfung
    Working Paper, Helmut Schmidt University, Hamburg Downloads View citations (1)

2011

  1. Experimentelle Evidenz zur Wirkung der Teilnahme an E-Learning-Veranstaltungen auf den Klausurerfolg
    Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics Downloads
  2. Krieg der Währungen
    Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics Downloads
  3. On the Internal Consistency of Short-Term, Medium-Term, and Long-Term Oil Price Forecasts
    Post-Print, HAL Downloads
    Also in WHU Working Paper Series - Economics Group, WHU - Otto Beisheim School of Management (2011) Downloads

    See also Journal Article in Applied Economics (2012)
  4. Wojna walutowa
    Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics Downloads

2010

  1. Fly with the eagles or scratch with the chickens? Zum Herdenverhalten von Wechselkursprognostikern
    Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics Downloads
    See also Journal Article in Credit and Capital Markets (2011)
  2. New Evidence of Anti-Herding of Oil-Price Forecasters
    WHU Working Paper Series - Economics Group, WHU - Otto Beisheim School of Management Downloads View citations (4)
    See also Journal Article in Energy Economics (2010)

2009

  1. Low Skill but High Volatility?
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (3)

2006

  1. Economic and Financial Crises and the Predictability of U.S. Stock Returns
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in Journal of Empirical Finance (2008)
  2. Forecasting stock market volatility with macroeconomic variables in real time
    Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank Downloads View citations (5)
    See also Journal Article in Journal of Economics and Business (2008)
  3. International Equity Flows and the Predictability of U.S. Stock Returns
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Journal of Forecasting (2007)
  4. Nonlinear Links between Stock Returns and Exchange Rate Movements
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  5. Real-time forecasting and political stock market anomalies: evidence for the U.S
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank Downloads
  6. Real-time macroeconomic data and ex ante predictability of stock returns
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank Downloads View citations (4)

2005

  1. Investing in European Stock Markets for High-Technology Firms
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads
    See also Journal Article in Global Finance Journal (2008)
  2. Sources of Predictability of European Stock Markets for High-Technology Firms
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads
    See also Journal Article in The European Journal of Finance (2007)
  3. Underpricing and Index Excess Returns
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (1)

2004

  1. Business Cycle Fluctuations and International Financial Integration
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads
  2. Feedback Trading and Predictability of Stock Returns in Germany, 1880?1913
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (1)
  3. On the Hump-Shaped Output Effect of Monetary Policy in an Open Economy
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads
    See also Journal Article in International Economics and Economic Policy (2007)
  4. On the Welfare Effects of Monetary Policy When Households Try to Keep Up with the Rest of the World
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (2)
  5. Politics and the Stock Market: Evidence from Germany
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (1)
    See also Journal Article in European Journal of Political Economy (2006)
  6. Productivity Shocks and Delayed Exchange-Rate Overshooting
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads

2003

  1. Capital Mobility and the Effectiveness of Fiscal Policy in Open Economies
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads
    See also Journal Article in Journal of Macroeconomics (2004)
  2. Home-Product Bias, Capital Mobility, and the Effects of Monetary Policy Shocks in Open Economies
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (1)
  3. Keeping Up with the Joneses: Implications for the Welfare Effects of Monetary Policy in Open Economies
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (3)
  4. Noise Trading and the Effects of Monetary Policy Shocks on Nominal and Real Exchange Rates
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads
  5. The Effects of Japanese Foreign Exchange Market Interventions on the Yen/U.S. Dollar Exchange Rate Volatility
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (2)
    See also Journal Article in International Review of Economics & Finance (2005)
  6. The Integration of Imperfect Financial Markets: Implications for Business Cycle Volatility
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (6)
    See also Journal Article in Journal of Policy Modeling (2005)
  7. The effectiveness of the interventions of the Swiss National Bank: an event-study analysis
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (3)
    See also Journal Article in Swiss Journal of Economics and Statistics (SJES) (2004)

2002

  1. Business Cycle Volatility in Germany
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (3)
    See also Journal Article in German Economic Review (2004)
  2. Capital Mobility, Consumption Substitutability, and the Effectiveness of Monetary Policy in Open Economies
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads
  3. Consumer preferences and the reliability of Euler equation tests of capital mobility: some simulation-based evidence
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads
  4. Exchange Rate Expectations Redux and Monetary Policy
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads
  5. Financial Market Integration and Business Cycle Volatility in a Monetary Union
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads
    See also Journal Article in Scottish Journal of Political Economy (2004)
  6. Financial Openness and Business Cycle Volatility
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (32)
    See also Journal Article in Journal of International Money and Finance (2005)
  7. Geldpolitik und vorausschauende Taylor-Regeln: Theorie und Empirie am Beispiel der Deutschen Bundesbank
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (4)
  8. Monetary Policy Rules and Oil Price Shocks
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (8)
  9. The Accuracy of Press Reports Regarding the Foreign Exchange Interventions of the Bank of Japan
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (1)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2004)

2001

  1. Globalisierung der Finanzmärkte: Freier Kapitalverkehr oder Tobin-Steuer?
    Kiel Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads
  2. Inflation and the Skewness of the Distribution of Relative Price Changes: Empirical Evidence for Germany
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (1)
  3. The interventions of the European Central Bank: Effects, effectiveness, and policy implications
    Research Notes, Deutsche Bank Research Downloads View citations (2)

2000

  1. Noise Traders? Trigger Rates, FX Options, and Smiles
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads
  2. Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (2)
    See also Journal Article in Swiss Journal of Economics and Statistics (SJES) (2000)
  3. The Effectiveness of the FX Market Interventions of the Bundesbank During the Louvre Period: An Options-Based Analysis
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads

1999

  1. Financial market volatility and inflation uncertainty: An empirical investigation
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads
  2. Komplexe Aktien- und Wechselkursdynamik in einem makroökonomischen Modell mit heterogener Erwartungsbildung
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads
  3. What can the ECB learn from Bundesbank interventions? Evidence on the link between exchange rate volatility and interventions
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (2)

1998

  1. Brokers and business cycles: Does financial market volatility cause real fluctuations?
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads
  2. Irreversibility, endogenous mean reversion, and the investment decision of a foreign firm
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads
  3. Taxing short-term capital flows - An option for transition economies?
    Kiel Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (8)
  4. The value of waiting: Russia's integration into the international capital markets
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads
    See also Journal Article in Journal of Comparative Economics (1999)

Journal Articles

2019

  1. On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees
    Finance Research Letters, 2019, 30, (C), 160-169 Downloads
    See also Working Paper (2016)
  2. Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
    International Review of Economics & Finance, 2019, 59, (C), 458-467 Downloads View citations (2)
    See also Working Paper (2017)
  3. The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests
    Finance Research Letters, 2019, 29, (C), 315-322 Downloads
    See also Working Paper (2018)

2018

  1. A machine‐learning analysis of the rationality of aggregate stock market forecasts
    International Journal of Finance & Economics, 2018, 23, (4), 642-654 Downloads View citations (1)
  2. A test of the joint efficiency of macroeconomic forecasts using multivariate random forests
    Journal of Forecasting, 2018, 37, (5), 560-572 Downloads
  3. Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆
    The North American Journal of Economics and Finance, 2018, 43, (C), 87-96 Downloads View citations (4)
  4. Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach
    Resources Policy, 2018, 57, (C), 196-212 Downloads View citations (1)
    See also Working Paper (2016)
  5. On the directional accuracy of inflation forecasts: evidence from South African survey data
    Journal of Applied Statistics, 2018, 45, (5), 884-900 Downloads
    See also Working Paper (2014)
  6. Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries
    The European Journal of Finance, 2018, 24, (4), 333-346 Downloads View citations (1)
    See also Working Paper (2016)
  7. Testing the optimality of inflation forecasts under flexible loss with random forests
    Economic Modelling, 2018, 72, (C), 270-277 Downloads

2017

  1. Animal spirits, the stock market, and the unemployment rate: Some evidence for German data
    Economics Bulletin, 2017, 37, (1), 204-213 Downloads
    See also Working Paper (2016)
  2. Are Forfeitures of Olympic Medals Predictable? – A Test of the Efficiency of the International Anti-Doping System
    Economics Bulletin, 2017, 37, (3), 1620-1623 Downloads
  3. Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach
    The Quarterly Review of Economics and Finance, 2017, 65, (C), 276-284 Downloads View citations (2)
    See also Working Paper (2016)
  4. On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test
    International Economics and Economic Policy, 2017, 14, (4), 691-700 Downloads View citations (3)
    See also Working Paper (2015)
  5. On the short-term predictability of stock returns: A quantile boosting approach
    Finance Research Letters, 2017, 22, (C), 35-41 Downloads View citations (1)
  6. Predicting recessions with boosted regression trees
    International Journal of Forecasting, 2017, 33, (4), 745-759 Downloads View citations (4)
    See also Working Paper (2015)

2016

  1. A boosting approach to forecasting gold and silver returns: economic and statistical forecast evaluation
    Applied Economics Letters, 2016, 23, (5), 347-352 Downloads View citations (3)
  2. A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss
    Resources Policy, 2016, 47, (C), 95-107 Downloads View citations (3)
  3. A quantile-boosting approach to forecasting gold returns
    The North American Journal of Economics and Finance, 2016, 35, (C), 38-55 Downloads View citations (10)
  4. A quantile-regression test of economic models of volunteer labor supply
    Economics Bulletin, 2016, 36, (1), 198-204 Downloads
  5. Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees
    The North American Journal of Economics and Finance, 2016, 38, (C), 27-38 Downloads View citations (7)
  6. Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test
    Resources Policy, 2016, 49, (C), 74-80 Downloads View citations (30)
    See also Working Paper (2015)
  7. Fluctuations of the real exchange rate, real interest rates, and the dynamics of the price of gold in a small open economy
    Empirical Economics, 2016, 51, (4), 1481-1499 Downloads View citations (4)
    See also Working Paper (2014)
  8. Forecasting the South African inflation rate: On asymmetric loss and forecast rationality
    Economic Systems, 2016, 40, (1), 82-92 Downloads View citations (1)
    See also Working Paper (2014)
  9. Inflation forecasts and forecaster herding: Evidence from South African survey data
    Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), 2016, 62, (C), 42-50 Downloads View citations (1)
    See also Working Paper (2014)
  10. On international uncertainty links: BART-based empirical evidence for Canada
    Economics Letters, 2016, 143, (C), 24-27 Downloads View citations (14)
    See also Working Paper (2015)
  11. Public Goods, Private Consumption, and Human Capital: Using Boosted Regression Trees to Model Volunteer Labour Supply
    Review of Economics, 2016, 67, (3), 263-283 Downloads
  12. USING FORECASTS TO UNCOVER THE LOSS FUNCTION OF FEDERAL OPEN MARKET COMMITTEE MEMBERS
    Macroeconomic Dynamics, 2016, 20, (03), 791-818 Downloads View citations (2)
  13. Using ROC techniques to measure the effectiveness of foreign exchange market interventions
    Applied Economics Letters, 2016, 23, (6), 389-393 Downloads View citations (1)

2015

  1. A Note on the International Coordination of Antidoping Policies
    Journal of Sports Economics, 2015, 16, (3), 312-321 Downloads
    See also Working Paper (2012)
  2. A note on the directional accuracy of interest-rate forecasts
    Applied Economics Letters, 2015, 22, (13), 1073-1077 Downloads
  3. A real-time quantile-regression approach to forecasting gold returns under asymmetric loss
    Resources Policy, 2015, 45, (C), 299-306 Downloads View citations (6)
  4. Central banks’ inflation forecasts under asymmetric loss: Evidence from four Latin-American countries
    Economics Letters, 2015, 129, (C), 66-70 Downloads View citations (2)
  5. Cointegration of the prices of gold and silver: RALS-based evidence
    Finance Research Letters, 2015, 15, (C), 133-137 Downloads View citations (6)
  6. Forecasting gold-price fluctuations: a real-time boosting approach
    Applied Economics Letters, 2015, 22, (1), 46-50 Downloads View citations (11)
  7. Forecasting the Brazilian real and the Mexican peso: Asymmetric loss, forecast rationality, and forecaster herding
    International Journal of Forecasting, 2015, 31, (1), 130-139 Downloads View citations (12)
    See also Working Paper (2012)
  8. Gender and generosity in charitable giving: empirical evidence for the German Red Cross
    Applied Economics Letters, 2015, 22, (13), 1041-1045 Downloads
  9. On the directional accuracy of forecasts of emerging market exchange rates
    International Review of Economics & Finance, 2015, 38, (C), 369-376 Downloads View citations (8)
  10. Skewed exchange-rate forecasts
    The European Journal of Finance, 2015, 21, (13-14), 1161-1175 Downloads
  11. Sports and (real) business cycles
    Applied Economics Letters, 2015, 22, (3), 233-238 Downloads
  12. Testing economic models of volunteer labour supply: some empirical evidence for the German Red Cross
    Applied Economics, 2015, 47, (40), 4247-4259 Downloads View citations (1)

2014

  1. A Note on Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function?
    International Economic Journal, 2014, 28, (2), 333-343 Downloads View citations (3)
  2. Central banks’ interest rate projections and forecast coordination
    The North American Journal of Economics and Finance, 2014, 28, (C), 130-137 Downloads View citations (1)
  3. Change of editorial assistant
    International Economics and Economic Policy, 2014, 11, (3), 451-451 Downloads
  4. LABOR MARKET VOLATILITY, SKILLS, AND FINANCIAL GLOBALIZATION
    Macroeconomic Dynamics, 2014, 18, (05), 1018-1047 Downloads View citations (2)
  5. The international business cycle and gold-price fluctuations
    The Quarterly Review of Economics and Finance, 2014, 54, (2), 292-305 Downloads View citations (18)
  6. Zur empirischen Prüfbarkeit des homo oeconomicus anhand der Messung der Motive ehrenamtlichen Engagements in Sportvereinen
    Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, 2014, 134, (4), 451-475 Downloads

2013

  1. A Note on Corruption and National Olympic Success
    Atlantic Economic Journal, 2013, 41, (4), 405-411 Downloads View citations (2)
  2. A Note on Forecasting the Rate of Change of the Price of Oil: Asymmetric Loss and Forecast Rationality
    Economies, 2013, 1, (1), 1-8 Downloads
  3. A note on decoupling, recoupling and speculative bubble: some empirical evidence for Latin America
    Applied Financial Economics, 2013, 23, (13), 1057-1065 Downloads
  4. A note on forecasting the prices of gold and silver: Asymmetric loss and forecast rationality
    The Quarterly Review of Economics and Finance, 2013, 53, (3), 294-301 Downloads View citations (1)
  5. A note on the anti-herding instinct of interest rate forecasters
    Empirical Economics, 2013, 45, (2), 665-673 Downloads View citations (3)
  6. Currency crises, uncertain fundamentals and private-sector forecasts
    Applied Economics Letters, 2013, 20, (5), 489-494 Downloads View citations (1)
  7. Do inflation targets anchor inflation expectations?
    Economic Modelling, 2013, 35, (C), 214-223 Downloads View citations (12)
  8. Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market
    International Review of Financial Analysis, 2013, 28, (C), 166-173 Downloads
  9. Forecasting Changes in House Prices Under Asymmetric Loss: Evidence from the WSJ Forecast Poll
    Credit and Capital Markets, 2013, 46, (4), 495-521
  10. Forecasting Eurozone real-estate returns
    Applied Financial Economics, 2013, 23, (14), 1185-1196 Downloads View citations (1)
  11. Forecasting US housing starts under asymmetric loss
    Applied Financial Economics, 2013, 23, (6), 505-513 Downloads View citations (2)
    See also Working Paper (2012)
  12. Forecasting metal prices: Do forecasters herd?
    Journal of Banking & Finance, 2013, 37, (1), 150-158 Downloads View citations (15)
    See also Working Paper (2012)
  13. Joining the international fight against doping
    Applied Economics Letters, 2013, 20, (15), 1379-1382 Downloads View citations (1)
  14. Oil price forecasting under asymmetric loss
    Applied Economics, 2013, 45, (17), 2371-2379 Downloads View citations (3)
    See also Working Paper (2012)
  15. On the Linkages of the Stock Markets of the NAFTA Countries: Fundamentals or Speculative Bubbles?
    International Economic Journal, 2013, 27, (3), 415-440 Downloads
  16. On the directional accuracy of survey forecasts: the case of gold and silver
    Applied Economics Letters, 2013, 20, (12), 1127-1129 Downloads View citations (4)
  17. On the internal consistency of the term structure of forecasts of housing starts
    Applied Economics Letters, 2013, 20, (9), 847-851 Downloads View citations (5)

2012

  1. A Note on Forecasting Emerging Market Exchange Rates: Evidence of Anti-herding
    Review of International Economics, 2012, 20, (5), 974-984 Downloads View citations (5)
    See also Working Paper (2012)
  2. Do banks’ buy and sell recommendations influence stock market volatility? Evidence from the German DAX30
    The European Journal of Finance, 2012, 18, (1), 29-39 Downloads View citations (1)
  3. Exchange-rate forecasts and asymmetric loss: empirical evidence for the yen/dollar exchange rate
    Applied Economics Letters, 2012, 19, (18), 1759-1763 Downloads View citations (6)
  4. Forecasting Housing Approvals in Australia: Do Forecasters Herd?
    Australian Economic Review, 2012, 45, (2), 191-201 Downloads
  5. Forecasting stock prices: Do forecasters herd?
    Economics Letters, 2012, 116, (3), 326-329 Downloads View citations (7)
  6. Forecasting the Dollar/British Pound Exchange Rate: Asymmetric Loss and Forecast Rationality
    Economics Bulletin, 2012, 32, (3), A213 Downloads
  7. House Price Forecasts, Forecaster Herding, and the Recent Crisis
    International Journal of Financial Studies, 2012, 1, (1), 1-14 Downloads
  8. Housing Starts in Canada, Japan, and the United States: Do Forecasters Herd?
    The Journal of Real Estate Finance and Economics, 2012, 45, (3), 754-773 Downloads View citations (3)
    See also Working Paper (2012)
  9. Is there a Core of Macroeconomics that Euro Area Forecasters Believe In?
    German Economic Review, 2012, 13, (1), 103-115 Downloads View citations (4)
  10. Macroeconomic Factors and the German Real Estate Market: A Stock-Market-Based Forecasting Experiment
    Review of Economics & Finance, 2012, 2, 87-96 Downloads
  11. On the determinants of sporting success – A note on the Olympic Games
    Economics Bulletin, 2012, 32, (3), 1890-1901 Downloads View citations (2)
  12. On the internal consistency of short-term, medium-term and long-term oil price forecasts
    Applied Economics, 2012, 44, (21), 2757-2765 Downloads View citations (1)
    See also Working Paper (2011)
  13. On the loss function of the Bank of Canada: A note
    Economics Letters, 2012, 115, (2), 155-159 Downloads View citations (7)
  14. Prognosen von Metallpreisen: Asymmetrische Verlustfunktionen und Rationalität
    Credit and Capital Markets, 2012, 45, (3), 407-440 View citations (1)
  15. Who believes in the Taylor principle? Evidence from the Livingston survey
    Economics Letters, 2012, 117, (1), 96-98 Downloads
  16. Why do speculative bubbles gather steam? Some international evidence
    Applied Economics Letters, 2012, 19, (11), 1089-1093 Downloads View citations (3)

2011

  1. Bedingungen und Auswirkungen direkter monetärer Subventionen in Sportvereinen
    Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, 2011, 131, (4), 599-623 Downloads
  2. Contagious speculative bubbles: A note on the Greek sovereign debt crisis
    Economics Bulletin, 2011, 31, (4), A296 Downloads View citations (4)
  3. DOES THE ECB HAVE A TIME‐INCONSISTENCY PROBLEM? A NOTE
    Scottish Journal of Political Economy, 2011, 58, (2), 189-199 View citations (3)
  4. Do exchange-rate forecasters herd?
    Applied Economics Letters, 2011, 18, (8), 739-741 Downloads View citations (2)
  5. Do professional economists' forecasts reflect Okun's law? Some evidence for the G7 countries
    Applied Economics, 2011, 43, (11), 1365-1373 Downloads View citations (11)
  6. Editorial
    International Economics and Economic Policy, 2011, 8, (1), 1-2 Downloads
  7. Fly with the Eagles or Scratch with the Chickens? – Zum Herdenverhalten von Wechselkursprognostikern
    Credit and Capital Markets, 2011, 44, (4), 465-490
    See also Working Paper (2010)
  8. Forecasting U.S. car sales and car registrations in Japan: Rationality, accuracy and herding
    Japan and the World Economy, 2011, 23, (4), 253-258 Downloads
  9. Scattered Fiscal Forecasts
    Economics Bulletin, 2011, 31, (3), 2558-2568 Downloads View citations (1)
  10. Survey Forecasts and Money Demand Functions: Some International Evidence
    Applied Economics Quarterly (formerly: Konjunkturpolitik), 2011, 57, (1), 5-14 Downloads View citations (1)
  11. The Financial Crisis and the Stock Markets of the CEE Countries
    Czech Journal of Economics and Finance (Finance a uver), 2011, 61, (2), 153-172 Downloads View citations (7)
  12. The changing sensitivity of realized portfolio betas to U.S. output growth: An analysis based on real-time data
    Journal of Economics and Business, 2011, 63, (3), 168-186 Downloads

2010

  1. Capital mobility and labor market volatility
    International Economics and Economic Policy, 2010, 7, (4), 391-409 Downloads View citations (3)
  2. Do local analysts have an informational advantage in forecasting stock returns? Evidence from the German DAX30
    Financial Markets and Portfolio Management, 2010, 24, (2), 137-158 Downloads
  3. Editorial
    International Economics and Economic Policy, 2010, 7, (1), 1-2 Downloads
  4. Financial Market Integration, Costs of Adjusting Hours Worked and Monetary Policy
    Economic Notes, 2010, 39, (1-2), 1-25 Downloads View citations (1)
  5. Herdenverhalten von Wechselkursprognostikern? / Herd Behavior of Exchange Rate Forecasters?
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2010, 230, (4), 436-453 Downloads View citations (1)
  6. New evidence of anti-herding of oil-price forecasters
    Energy Economics, 2010, 32, (6), 1456-1459 Downloads View citations (26)
    See also Working Paper (2010)
  7. Periodically collapsing bubbles in the German stock market, 1876-1913
    Applied Economics Letters, 2010, 17, (9), 907-908 Downloads View citations (3)
  8. Sources of time-varying exchange rate exposure
    International Economics and Economic Policy, 2010, 7, (4), 371-390 Downloads View citations (4)
  9. The business cycle and the equity risk premium in real time
    International Review of Economics & Finance, 2010, 19, (4), 711-722 Downloads View citations (4)

2009

  1. Changes in the international comovement of stock returns and asymmetric macroeconomic shocks
    Journal of International Financial Markets, Institutions and Money, 2009, 19, (2), 289-305 Downloads View citations (34)
  2. Efficiency wages, financial market integration, and the fiscal multiplier
    Journal of International Money and Finance, 2009, 28, (5), 853-867 Downloads View citations (1)
  3. Labor‐Market Search, Financial Market Integration, and the Fiscal Multiplier
    Review of International Economics, 2009, 17, (5), 986-1000 Downloads View citations (1)

2008

  1. Economic and financial crises and the predictability of U.S. stock returns
    Journal of Empirical Finance, 2008, 15, (3), 468-480 Downloads View citations (11)
    See also Working Paper (2006)
  2. Financial market integration, labor markets, and macroeconomic policies
    International Review of Economics & Finance, 2008, 17, (3), 467-476 Downloads
  3. Forecasting stock market volatility with macroeconomic variables in real time
    Journal of Economics and Business, 2008, 60, (3), 256-276 Downloads View citations (6)
    See also Working Paper (2006)
  4. Investing in European stock markets for high-technology firms
    Global Finance Journal, 2008, 18, (3), 400-415 Downloads
    See also Working Paper (2005)
  5. Real-time macroeconomic data and ex ante stock return predictability
    International Review of Financial Analysis, 2008, 17, (2), 274-290 Downloads View citations (3)
  6. Real‐Time Forecasting and Political Stock Market Anomalies: Evidence for the United States
    The Financial Review, 2008, 43, (3), 323-335 Downloads View citations (5)

2007

  1. Exchange Rates, Expectations, and Monetary Policy: a NOEM Perspective*
    Review of International Economics, 2007, 15, (2), 252-268 Downloads View citations (1)
  2. Exchange rates, interventions, and the predictability of stock returns in Japan
    Journal of Multinational Financial Management, 2007, 17, (2), 155-172 Downloads View citations (1)
  3. Households' Preferences and Exchange Rate Overshooting
    International Economic Journal, 2007, 21, (2), 297-316 Downloads View citations (1)
  4. International equity flows and the predictability of US stock returns
    Journal of Forecasting, 2007, 26, (8), 583-599 Downloads View citations (3)
    See also Working Paper (2006)
  5. On the hump-shaped output effect of monetary policy in an open economy
    International Economics and Economic Policy, 2007, 4, (1), 1-13 Downloads
    See also Working Paper (2004)
  6. Sources of Predictability of European Stock Markets for High-technology Firms
    The European Journal of Finance, 2007, 13, (1), 1-27 Downloads View citations (1)
    See also Working Paper (2005)
  7. Stock returns, exchange rate movements and central bank interventions
    Applied Financial Economics Letters, 2007, 3, (3), 191-195 Downloads
  8. Time-varying nonlinear exchange rate exposure
    Applied Financial Economics Letters, 2007, 3, (6), 385-389 Downloads View citations (4)

2006

  1. Business-cycle fluctuations and international equity correlations
    Global Finance Journal, 2006, 17, (2), 252-270 Downloads View citations (10)
  2. Politics and the stock market: Evidence from Germany
    European Journal of Political Economy, 2006, 22, (4), 925-943 Downloads View citations (21)
    See also Working Paper (2004)
  3. The transparency of the ECB policy: What can we learn from its foreign exchange market interventions?
    Journal of Policy Modeling, 2006, 28, (2), 141-156 Downloads View citations (4)

2005

  1. Capital Mobility, Consumption Substitutability and the Effects of Monetary Policy in Open Economies
    German Economic Review, 2005, 6, (1), 79-94 Downloads View citations (5)
  2. Financial openness and business cycle volatility
    Journal of International Money and Finance, 2005, 24, (5), 744-765 Downloads View citations (77)
    See also Working Paper (2002)
  3. Japanese and U.S. interventions in the yen/U.S. dollar market: estimating the monetary authorities' reaction functions
    The Quarterly Review of Economics and Finance, 2005, 45, (4-5), 680-698 Downloads View citations (7)
  4. Noise trading and delayed exchange rate overshooting
    Journal of Economic Behavior & Organization, 2005, 58, (1), 133-156 Downloads View citations (3)
  5. The effects of Japanese foreign exchange market interventions on the yen/U.S. dollar exchange rate volatility
    International Review of Economics & Finance, 2005, 14, (1), 27-39 Downloads View citations (50)
    See also Working Paper (2003)
  6. The integration of imperfect financial markets: Implications for business cycle volatility
    Journal of Policy Modeling, 2005, 27, (7), 789-804 Downloads View citations (15)
    See also Working Paper (2003)

2004

  1. Business Cycle Volatility in Germany
    German Economic Review, 2004, 5, (4), 451-479 Downloads View citations (14)
    See also Working Paper (2002)
  2. Capital mobility and the effectiveness of fiscal policy in open economies
    Journal of Macroeconomics, 2004, 26, (3), 465-479 Downloads View citations (10)
    See also Working Paper (2003)
  3. Der Rückgang konjunktureller Schwankungen in Deutschland: Bessere Geldpolitik oder nur Glück gehabt?
    Zeitschrift für Wirtschaftspolitik, 2004, 53, (1), 81-94 Downloads
  4. FINANCIAL MARKET INTEGRATION AND BUSINESS CYCLE VOLATILITY IN A MONETARY UNION
    Scottish Journal of Political Economy, 2004, 51, (3), 422-442 Downloads View citations (1)
    See also Working Paper (2002)
  5. Globalisierung und Konjunkturzyklen
    Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007), 2004, 84, (1), 59-64 Downloads
  6. Modeling coordinated foreign exchange market interventions: The case of the Japanese and U.S. interventions in the 1990s
    Review of World Economics (Weltwirtschaftliches Archiv), 2004, 140, (3), 709-729 Downloads View citations (1)
    Also in Review of World Economics (Weltwirtschaftliches Archiv), 2003, 139, (4), 709-729 (2003) Downloads View citations (3)
  7. Modeling the intensity of foreign exchange intervention activity
    Economics Letters, 2004, 85, (3), 347-351 Downloads View citations (6)
  8. On the determinants of "small" and "large" foreign exchange market interventions: The case of the Japanese interventions in the 1990s
    Review of Financial Economics, 2004, 13, (3), 231-243 Downloads View citations (3)
  9. The Effectiveness of the Interventions of the Swiss National Bank - An Event-Study Analysis
    Swiss Journal of Economics and Statistics (SJES), 2004, 140, (II), 229-244 Downloads View citations (3)
    See also Working Paper (2003)
  10. The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan
    Journal of International Financial Markets, Institutions and Money, 2004, 14, (1), 25-36 Downloads View citations (18)
    See also Working Paper (2002)

2003

  1. Inflation and the Skewness of the Distribution of Relative Price Changes: Empirical Evidence for Germany / Inflation und die Schiefe der Verteilung relativer Preisänderungen: Empirische Evidenz für Deutschland
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2003, 223, (2), 136-158 Downloads View citations (7)

2002

  1. Devisenmarktoperationen und Informationspolitik der Europäischen Zentralbank
    Perspektiven der Wirtschaftspolitik, 2002, 3, (1), 49-68 Downloads View citations (1)

2001

  1. Book reviews
    Review of World Economics (Weltwirtschaftliches Archiv), 2001, 137, (3), 549-560 Downloads
  2. NON-SEPARABLE CONSUMPTION-LABOR CHOICE AND THE INTERNATIONAL TRANSMISSION OF MONETARY POLICY SHOCKS: A NOTE
    International Economic Journal, 2001, 17, (2), 55-64 Downloads View citations (1)

2000

  1. Book reviews
    Review of World Economics (Weltwirtschaftliches Archiv), 2000, 136, (3), 560-571 Downloads
  2. Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle
    Swiss Journal of Economics and Statistics (SJES), 2000, 136, (IV), 531-555 Downloads View citations (2)
    See also Working Paper (2000)

1999

  1. Exchange Rate Target Zones and Stock Price Volatility
    International Journal of Finance & Economics, 1999, 4, (4), 297-311 Downloads
  2. The Value of Waiting: Russia's Integration into the International Capital Markets
    Journal of Comparative Economics, 1999, 27, (2), 209-230 Downloads
    See also Working Paper (1998)
  3. The term structure of interest rates in a sticky-price target zone model
    Journal of International Money and Finance, 1999, 18, (5), 817-834 Downloads View citations (4)

1998

  1. Rezensionen
    Review of World Economics (Weltwirtschaftliches Archiv), 1998, 134, (4), 741-754 Downloads

1997

  1. An analytical approximation of target zone exchange rate functions: the technique of collocation
    Economics Letters, 1997, 57, (3), 339-343 Downloads View citations (4)

Editor

  1. International Economics and Economic Policy
    Springer
 
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