Details about Enzo Weber

Access statistics for papers by Enzo Weber.

Last updated 2019-10-08. Update your information in the RePEc Author Service.

Short-id: pwe115

Working Papers

2018

1. Identifying Asymmetric Effects of Labor Market Reforms
   Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association View citations (3)
   Also in IAB Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany] (2017) View citations (7)
   See also Journal Article in European Economic Review (2018)
2. Robots worldwide the impact of automation on employment and trade
   ILO Working Papers, International Labour Organization View citations (2)
3. Setting out for Digital Social Security
   ILO Working Papers, International Labour Organization

2017

4. Forecasting labour supply and population: an integrated stochastic model
   IAB Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany] View citations (1)
5. Labour market effects of wage inequality and skill-biased technical change in Germany
   IAB Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany] View citations (4)
6. The Trend in Labour Income Share: the Role of Technological Change and Imperfect Labour Markets
   Working Papers, Bavarian Graduate Program in Economics (BGPE)
   Also in IAB Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany] (2017) View citations (1)
7. The creation and resolution of working hour discrepancies over the life course
   IAB Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany] View citations (1)
8. The effects of skill-biased technical change on productivity flattening and hours worked
   IAB Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany] View citations (2)
9. The role of employer, job and employee characteristics for flexible working time: An empirical analysis of overtime work and flexible working hours' arrangements
   IAB Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany]

2016

10. EU 4.0 - Die Debatte zu Digitalisierung und Arbeitsmarkt in Europa
    IAB Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany] View citations (1)
11. Economy 4.0 and its labour market and economic impacts: Scenario calculations in line with the BIBB-IAB qualification and occupational field projections
    IAB-Forschungsbericht, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany]
12. Ein integriertes Modell zur Schätzung von Arbeitskräfteangebot und Bevölkerung
    IAB-Forschungsbericht, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany]
13. Identifying macroeconomic effects of refugee migration to Germany
    Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association View citations (1)
    Also in IAB Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany] (2016) View citations (1)
    See also Journal Article in Economics Bulletin (2018)
14. Industry 4.0 – job-producer or employment-destroyer?
    MPRA Paper, University Library of Munich, Germany View citations (1)
15. Revision der IAB-Stellenerhebung: Hintergründe, Methode und Ergebnisse
    IAB-Forschungsbericht, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany]
16. Revision of the IAB job vacancy survey: backgrounds, methods and results (Revision der IAB-Stellenerhebung: Hintergründe, Methode und Ergebnisse)
    IAB-Forschungsbericht, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany]
17. Wirtschaft 4.0 und die Folgen für Arbeitsmarkt und Ökonomie: Szenario-Rechnungen im Rahmen der BIBB-IAB-Qualifikations- und Berufsfeldprojektionen (Economy 4.0 and its labour market and economic impacts: Scenario calculations in line with the BIBB-IAB qualification and occupational field projections)
    IAB-Forschungsbericht, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany]

2015

18. Detecting unemployment hysteresis: a simultaneous unobserved components model with Markov switching
    IAB Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany] View citations (1)
    See also Journal Article in Economics Letters (2016)
19. GDP-Employment Decoupling and the Productivity Puzzle in Germany
    University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics View citations (8)
20. Industrie 4.0 und die Folgen für Arbeitsmarkt und Wirtschaft: Szenario-Rechnungen im Rahmen der BIBB-IAB-Qualifikations- und Berufsfeldprojektionen
    IAB-Forschungsbericht, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany] View citations (1)
21. Industry 4.0 and the consequences for labour market and economy: scenario calculations in line with the BIBB-IAB qualifications and occupational field projections (Industrie 4.0 und die Folgen für Arbeitsmarkt und Wirtschaft: Szenario-Rechnungen im Rahmen der BIBB-IAB-Qualifikations- und Berufsfeldprojektionen)
    IAB-Forschungsbericht, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany]
22. Long-term unemployment and labor force participation: a decomposition of unemployment to test for the discouragement and added worker hypotheses
    IAB Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany] View citations (1)
    See also Journal Article in Applied Economics (2017)
23. On the identification of multivariate correlated unobserved components models
    Working Papers, University of Mannheim, Department of Economics View citations (1)
    See also Journal Article in Economics Letters (2016)

2014

24. Capturing the Interaction of Trend, Cycle, Expectations and Risk Premia in the US Term Structure
    University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics
25. Decomposing Beveridge curve dynamics by correlated unobserved components
    University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics View citations (6)
    Also in IAB Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany] (2012) View citations (12)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2016)
26. Decomposing Beveridge curve dynamics by correlated unobserved components: The impact of labour market reforms in Germany
    Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association View citations (1)
27. Forecasting with a mismatch-enhanced labor market matching function
    IAB Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany] View citations (1)
28. Job Recruitment and Vacany Durations in Germany
    University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics
29. Long- versus medium-run identification in fractionally integrated VAR models
    University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics
    Also in University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics (2013) View citations (1)
    See also Journal Article in Economics Letters (2014)
30. On GDP-employment decoupling in Germany
    IAB Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany] View citations (6)

2013

31. A new look at the discouragement and the added worker hypotheses: applying a trend-cycle decomposition to unemployment
    IAB Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany] View citations (6)
    See also Journal Article in Applied Economics Letters (2013)
32. Conditional Patterns of Unemployment Dynamics in Germany
    Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association View citations (3)
33. Constructing a new leading indicator for unemployment from a survey among German employment agencies
    IAB Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany] View citations (1)
    See also Journal Article in Applied Economics (2015)
34. Fractionally Integrated VAR Models with a Fractional Lag Operator and Deterministic Trends: Finite Sample Identification and Two-step Estimation
    University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics View citations (2)
35. Identifying Volatility Signals from Time-Varying Simultaneous Stock Market Interaction
    Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association
36. Labour market forecasting: is disaggregation useful?
    IAB Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany] View citations (13)
37. Measuring Persistence in Volatility Spillovers
    University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics View citations (7)
    Also in Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association (2013) View citations (6)
    Working Papers, University of Heidelberg, Department of Economics (2013) View citations (6)
38. Patterns of unemployment dynamics in Germany
    IAB Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany] View citations (1)
    See also Journal Article in Macroeconomic Dynamics (2019)

2012

39. Codependent VAR Models and the Pseudo-Structural Form
    Working Papers, University of Mannheim, Department of Economics View citations (3)
    Also in University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics (2012) View citations (1)
    See also Journal Article in AStA Advances in Statistical Analysis (2013)
40. Identifying the Shocks behind Business Cycle Asynchrony in Euroland
    University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics
    Also in Working Papers, University of Mannheim, Department of Economics (2012)
41. Identifying the Substitution Effect of Temporary Agency Employment
    University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics View citations (2)
    Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2012) View citations (3)
    See also Journal Article in Macroeconomic Dynamics (2016)
42. The Signal of Volatility
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (8)
43. Trend-Cycle Interactions and the Subprime Crisis: Analysis of US and Canadian Output
    University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics

2011

44. Bigger Fish in Small Pond: The Interaction between Foreigners' Trading and Emerging Stock Market Returns under the Microscope
    Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies)
    Also in University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics (2011)
45. Mean-Variance Cointegration and the Expectations Hypothesis
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (34)
    Also in University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics (2010)
    See also Journal Article in Quantitative Finance (2014)
46. Non-Stationary Interest Rate Differentials and the Role of Monetary Policy
    Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) View citations (1)
    Also in University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics (2010)
    See also Journal Article in International Economic Journal (2014)
47. Regional and Outward Economic Integration in South-East Asia
    Post-Print, HAL
    Also in SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2007) View citations (1)
    MPRA Paper, University Library of Munich, Germany (2007) View citations (2)
    See also Journal Article in Applied Economics (2012)

2010

48. Foreign and Domestic Growth Drivers in Eastern Europe
    Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) View citations (1)
    Also in University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics (2010) View citations (1)
    See also Journal Article in Economic Systems (2011)
49. Long-run Identification in a Fractionally Integrated System
    University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics View citations (3)
    See also Journal Article in Journal of Business & Economic Statistics (2013)
50. On the Identification of Codependent VAR and VEC Models
    University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics View citations (1)
51. On the Sources of U.S. Stock Market Comovement
    University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics View citations (1)
52. Risk and Policy Shocks on the US Term Structure
    University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics
    See also Journal Article in Scottish Journal of Political Economy (2013)
53. Testing for Codependence of Non-Stationary Variables
    University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics View citations (3)

2009

54. A Simultaneous Unobserved Components Analysis of US Output and the Great Moderation
    University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics
55. Codependence and Cointegration
    University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics
56. Financial Contagion, Vulnerability and Information Flow: Empirical Identification
    University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics
57. Structural Conditional Correlation
    University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics
    See also Journal Article in Journal of Financial Econometrics (2010)
58. The US Term Structure and Central Bank Policy
    University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics
    See also Journal Article in Applied Economics Letters (2012)

2008

59. Common Influences, Spillover and Integration in Chinese Stock Markets
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (1)
    See also Journal Article in Journal of Empirical Finance (2012)
60. Macro Wine in Financial Skins: The Oil-FX Interdependence
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (3)
61. Simultaneous Stochastic Volatility Transmission Across American Equity Markets
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649
    See also Journal Article in The Quarterly Review of Economics and Finance (2013)
62. Structural Constant Conditional Correlation
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (2)
63. Structural Dynamic Conditional Correlation
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (2)

2007

64. Common and uncommon sources of growth in Asia Pacific
    MPRA Paper, University Library of Munich, Germany View citations (1)
    Also in SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2006)
    See also Journal Article in Journal of the Japanese and International Economies (2009)
65. Correlation vs. Causality in Stock Market Comovement
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (1)
66. Economic Integration and the Foreign Exchange
    MPRA Paper, University Library of Munich, Germany
    Also in SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2007) View citations (2)
    See also Journal Article in International Economics and Economic Policy (2013)
67. Simultaneous Causality in International Trade
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (2)
68. Volatility and Causality in Asia Pacific Financial Markets
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (12)
    See also Journal Article in Applied Financial Economics (2010)
69. What Happened to the Transatlantic Capital Market Relations?
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (3)
    See also Journal Article in Economic Modelling (2011)
70. Who Leads Financial Markets?
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2007) View citations (1)

2006

71. British Interest Rate Convergence between the US and Europe: A Recursive Cointegration Analysis
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (1)
    See also Journal Article in The IUP Journal of Monetary Economics (2006)
72. Macroeconomic Integration in Asia Pacific: Common Stochastic Trends and Business Cycle Coherence
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (1)
    See also Journal Article in The IUP Journal of Applied Economics (2009)
73. The Euro and the Transatlantic Capital Market Leadership: A Recursive Cointegration Analysis
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649

1997

74. Wandelbarkeit von Produktionsnetzen: Auswirkungen auf die Gestaltung des interorganisatorischen Logistiksystems
    Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)

Undated

75. EU 4.0 - The debate on digitalisation and the labour market in Europe
    IAB Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany]

Journal Articles

2019

1. A note on the effects of skill-biased technical change on productivity flattening
   Economics Bulletin, 2019, 39, (2), 772-784
2. Deutschland – Nebenjobberland
   WSI-Mitteilungen, 2019, 72, (4), 247-259
3. PATTERNS OF UNEMPLOYMENT DYNAMICS IN GERMANY
   Macroeconomic Dynamics, 2019, 23, (01), 322-357 View citations (1)
   See also Working Paper (2013)
4. Regionalausgleich der Arbeitslosenversicherung
   (Regional equalisation of unemployment insurance)
   Wirtschaftsdienst, 2019, 99, (8), 592-594
5. Special Issue: Digitalisation and the Labor Market
   Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2019, 239, (3), 361-362
6. Zeitarbeitsbranche: rückläufige Beschäftigung
   (Reasons for Shrinking Temporary Employment in Germany)
   Wirtschaftsdienst, 2019, 99, (6), 401-403

2018

7. Der große Trend zur Freizeit?
   (Growing Trend Towards More Leisure Time?)
   Wirtschaftsdienst, 2018, 98, (4), 296-298
8. Forecasting seasonal time series data: a Bayesian model averaging approach
   Computational Statistics, 2018, 33, (4), 1733-1765
9. Identifying asymmetric effects of labor market reforms
   European Economic Review, 2018, 110, (C), 18-40 View citations (3)
   See also Working Paper (2018)
10. Identifying macroeconomic effects of refugee migration to Germany
    Economics Bulletin, 2018, 38, (2), 852-862
    See also Working Paper (2016)
11. Stochastic Forecasting of Labor Supply and Population: An Integrated Model
    Population Research and Policy Review, 2018, 37, (1), 33-58 View citations (2)

2017

12. Bayesian analysis of periodic unit roots in the presence of a break
    Applied Economics, 2017, 49, (38), 3841-3862 View citations (1)
13. Digitalisierung als Herausforderung für eine Weiterbildungspolitik
    (Digitization: a Challenge for Training and Continuing Education Policy)
    Wirtschaftsdienst, 2017, 97, (5), 372-374 View citations (4)
14. Investitionen in die Integration der Flüchtlinge lohnen sich
    DIW Wochenbericht, 2017, 84, (3), 47-58 View citations (1)
15. Kurz kommentiert
    (Concise Comments)
    Wirtschaftsdienst, 2017, 97, (10), 684-686
    Also in Wirtschaftsdienst, 2016, 96, (5), 304-306 (2016)
16. Long-term unemployment and labour force participation: a decomposition of unemployment to test for the discouragement and added worker hypotheses
    Applied Economics, 2017, 49, (60), 5971-5982 View citations (1)
    See also Working Paper (2015)
17. Mismatch and the Forecasting Performance of Matching Functions
    Oxford Bulletin of Economics and Statistics, 2017, 79, (1), 101-123 View citations (1)
18. Refugee Integration: A Worthwile Investment
    DIW Economic Bulletin, 2017, 7, (3/4), 33-43 View citations (2)
19. Schwaches Produktivitätswachstum — zyklisches oder strukturelles Phänomen?
    (Weak Productivity Growth — A Cyclical or Structural Phenomenon?)
    Wirtschaftsdienst, 2017, 97, (2), 83-102 View citations (1)
20. Ziel »Vollbeschäftigung«: Erreichbar oder eine Illusion?
    ifo Schnelldienst, 2017, 70, (16), 03-15

2016

21. Decomposing Beveridge Curve Dynamics By Correlated Unobserved Components
    Oxford Bulletin of Economics and Statistics, 2016, 78, (6), 877-894 View citations (11)
    See also Working Paper (2014)
22. Detecting unemployment hysteresis: A simultaneous unobserved components model with Markov switching
    Economics Letters, 2016, 144, (C), 115-118 View citations (9)
    See also Working Paper (2015)
23. IDENTIFYING THE SUBSTITUTION EFFECT OF TEMPORARY AGENCY EMPLOYMENT
    Macroeconomic Dynamics, 2016, 20, (05), 1264-1281 View citations (1)
    See also Working Paper (2012)
24. Industrie 4.0: Wirkungen auf den Arbeitsmarkt und politische Herausforderungen
    Zeitschrift für Wirtschaftspolitik, 2016, 65, (1), 066-074 View citations (1)
25. Labour market forecasting in Germany: is disaggregation useful?
    Applied Economics, 2016, 48, (23), 2183-2198
26. On the identification of multivariate correlated unobserved components models
    Economics Letters, 2016, 138, (C), 15-18 View citations (6)
    See also Working Paper (2015)
27. The effect of temporary help jobs on employment volatility
    Canadian Journal of Economics, 2016, 49, (1), 412-427 View citations (4)
28. Trade and labor market dynamics: What do we learn from the data?
    Economics Letters, 2016, 145, (C), 206-209 View citations (1)
29. Warum sinkt die Zahl der Selbständigen?
    (Why Is the Number of Self-employed Dropping?)
    Wirtschaftsdienst, 2016, 96, (9), 696-698

2015

30. Arbeitsmarkt weiterhin robust gegen Krisen?
    Wirtschaftsdienst, 2015, 95, (8), 553-555 View citations (3)
31. Constructing a new leading indicator for unemployment from a survey among German employment agencies
    Applied Economics, 2015, 47, (33), 3540-3558 View citations (2)
    See also Working Paper (2013)
32. Industrie 4.0 – Wirkungen auf Wirtschaft und Arbeitsmarkt
    Wirtschaftsdienst, 2015, 95, (11), 722-723
33. Rente mit 63 aus betrieblicher Sicht: Betroffenheit und Reaktionen
    Wirtschaftsdienst, 2015, 95, (10), 716-718
34. The Labour Market in Germany: Reforms, Recession and Robustness
    De Economist, 2015, 163, (4), 461-472 View citations (5)
35. Time-varying international stock market interaction and the identification of volatility signals
    Journal of Banking & Finance, 2015, 56, (C), 28-36 View citations (4)

2014

36. Geplante Rentenreform: Größere Gerechtigkeit oder falsches Signal?
    ifo Schnelldienst, 2014, 67, (05), 03-25
37. Identifying the Interaction between Foreign Investor Flows and Emerging Stock Market Returns
    Review of Finance, 2014, 18, (4), 1541-1581 View citations (3)
38. Long- versus medium-run identification in fractionally integrated VAR models
    Economics Letters, 2014, 122, (2), 299-302
    See also Working Paper (2014)
39. Mean-variance cointegration and the expectations hypothesis
    Quantitative Finance, 2014, 14, (11), 1983-1997 View citations (4)
    See also Working Paper (2011)
40. Non-stationary Interest Rate Differentials and the Role of Monetary Policy
    International Economic Journal, 2014, 28, (3), 497-512
    See also Working Paper (2011)
41. Seit der Großen Rezession: schwächerer Zusammenhang von Konjunktur und Beschäftigung
    Wirtschaftsdienst, 2014, 94, (10), 756-758 View citations (2)

2013

42. A new look at the discouragement and the added worker hypotheses: applying a trend--cycle decomposition to unemployment
    Applied Economics Letters, 2013, 20, (15), 1374-1378 View citations (1)
    See also Working Paper (2013)
43. Codependent VAR models and the pseudo-structural form
    AStA Advances in Statistical Analysis, 2013, 97, (3), 287-295
    See also Working Paper (2012)
44. Decomposing U.S. Stock Market Comovement into spillovers and common factors
    The North American Journal of Economics and Finance, 2013, 26, (C), 106-118 View citations (1)
45. Economic integration and the foreign exchange
    International Economics and Economic Policy, 2013, 10, (2), 201-215
    See also Working Paper (2007)
46. Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data
    Journal of Banking & Finance, 2013, 37, (8), 2733-2749 View citations (4)
47. Long-Run Identification in a Fractionally Integrated System
    Journal of Business & Economic Statistics, 2013, 31, (4), 438-450 View citations (11)
    See also Working Paper (2010)
48. Risk and Policy Shocks on the US Term Structure
    Scottish Journal of Political Economy, 2013, 60, (1), 101-119 View citations (3)
    See also Working Paper (2010)
49. Simultaneous stochastic volatility transmission across American equity markets
    The Quarterly Review of Economics and Finance, 2013, 53, (1), 53-60 View citations (9)
    See also Working Paper (2008)
50. Testing for codependence of cointegrated variables
    Applied Economics, 2013, 45, (15), 1953-1964 View citations (1)

2012

51. Common influences, spillover and integration in Chinese stock markets
    Journal of Empirical Finance, 2012, 19, (3), 382-394 View citations (4)
    See also Working Paper (2008)
52. Regional and outward economic integration in South-East Asia
    Applied Economics, 2012, 44, (10), 1271-1283 View citations (6)
    See also Working Paper (2011)
53. The US term structure and central bank policy
    Applied Economics Letters, 2012, 19, (1), 41-45 View citations (4)
    See also Working Paper (2009)

2011

54. Analyzing U.S. Output and the Great Moderation by Simultaneous Unobserved Components
    Journal of Money, Credit and Banking, 2011, 43, (8), 1579-1597 View citations (9)
55. Foreign and domestic growth drivers in Eastern Europe
    Economic Systems, 2011, 35, (4), 512-522 View citations (4)
    See also Working Paper (2010)
56. What happened to the transatlantic capital market relations?
    Economic Modelling, 2011, 28, (3), 877-884 View citations (3)
    See also Working Paper (2007)

2010

57. Structural Conditional Correlation
    Journal of Financial Econometrics, 2010, 8, (3), 392-407 View citations (26)
    See also Working Paper (2009)
58. Volatility and causality in Asia Pacific financial markets
    Applied Financial Economics, 2010, 20, (16), 1269-1292 View citations (6)
    See also Working Paper (2007)

2009

59. Common and uncommon sources of growth in Asia Pacific
    Journal of the Japanese and International Economies, 2009, 23, (1), 20-36 View citations (6)
    See also Working Paper (2007)
60. Macroeconomic Integration in Asia-Pacific: Common Stochastic Trends and Business Cycle Coherence
    The IUP Journal of Applied Economics, 2009, VIII, (3-4), 84-106 View citations (2)
    See also Working Paper (2006)

2006

61. BRITISH INTEREST RATE CONVERGENCE BETWEEN THE US AND EUROPE: A RECURSIVE COINTEGRATION ANALYSIS
    The IUP Journal of Monetary Economics, 2006, IV, (4), 29-47 View citations (1)
    See also Working Paper (2006)

Books

2017

1. Abschätzung von Effekten der Integration von Flüchtlingen: Kurzexpertise für das Bundesministerium für Arbeit und Soziales, vol 117
   DIW Berlin: Politikberatung kompakt, DIW Berlin, German Institute for Economic Research