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CQE Working Papers

From Center for Quantitative Economics (CQE), University of Muenster
Am Stadtgraben 9, 48143 Münster, Germany.
Contact information at EDIRC.

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6918: Human Capital, Growth, and Asset Prices Downloads
Fabian Goessling
6818: An approach to increasing forecast-combination accuracy through VAR error modeling Downloads
Till Weigt and Bernd Wilfling
6717: Volatility Transmission in Overlapping Trading Zones Downloads
Andreas Masuhr
6617: Forecasting Market Risk of Portfolios: Copula-Markov Switching Multifractal Approach Downloads
Mawuli Segnon and Mark Trede
6517: Propagation of economic shocks from Russia and Western European countries to CEE-Baltic countries: a comparative analysis Downloads
Nazmus Khan
6417: Semi-parametric Bayesian Forecasting with an Application to Stochastic Volatility Downloads
Fabian Goessling and Martina Danielova Zaharieva
6317: Examining the Common Dynamics of Commodity Futures Prices Downloads
Christian Gross
6217: Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements Downloads
Martina Danielova Zaharieva, Mark Trede and Bernd Wilfling
6117: Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data Downloads
Mawuli Segnon, Chi Keung Lau, Bernd Wilfling and Rangan Gupta
6017: Investors' favourite - A different look at valuing individual labour income Downloads
Jan Voelzke, Jeanne Diesteldorf, Fabian Goessling and Till Weigt
5917: Computing the Substantial-Gain-Loss-Ratio Downloads
Jan Voelzke and Sebastian Mentemeier
5817: A new stock-price bubble with stochastically deflating trajectories Downloads
Benedikt Rotermann and Bernd Wilfling
5716: Should We Like it? - A Social Welfare Based Quantification of Policy Attractiveness Downloads
Jan Voelzke and Fabian Goessling
5616: The political economy of interregional competition for firms Downloads
Daniel Hopp and Michael Kriebel
5516: Classifying Industries Into Types of Relative Concentration Downloads
Ludwig von Auer, Andranik Stepanyan and Mark Trede
5416: Exact expectations - Efficient calculation of DSGE models Downloads
Fabian Goessling
5316: On shock symmetry in South America: New evidence from intra-Brazilian real exchange rates Downloads
Christian Rohe
5216: Committing to Fiscal Policy: The Influence of the U.S. President on Consumer Confidence and Output Downloads
Philipp Adämmer and T. Philipp Dybowski
5116: The Role of Emerging Economies in the Global Price Formation Process of Commodities: Evidence from Brazilian and U.S. Coffee Markets Downloads
Martin T. Bohl, Christian Gross and Waldemar Souza
5016: New evidence for explosive behavior of commodity prices Downloads
Jeanne Diesteldorf, Sarah Meyer and Jan Voelzke
4916: The Economic Effects of U.S. Presidential Tax Communication Downloads
T. Philipp Dybowski, J. Nikolaj Dybowski and Philipp Adämmer
4816: A Note on the Success of Media Investments: No Predictability, Pure Luck Downloads
Martin T. Bohl and Thomas Ehrmann
4716: Explosive earnings dynamics: Whoever has will be given more Downloads
Sarah Meyer and Mark Trede
4616: A new combination approach to reducing forecast errors with an application to volatility forecasting Downloads
Till Weigt and Bernd Wilfling
4516: Short selling constraints and stock returns volatility: empirical evidence from the German stock market Downloads
Martin T. Bohl, Gerrit Reher and Bernd Wilfling
4415: Price Discovery in European Agricultural Markets: When Do Futures Contracts Matter? Downloads
Philipp Adämmer and Martin T. Bohl
4315: Higher-order statistics for DSGE models Downloads
Willi Mutschler
4215: The role of external shocks for monetary policy in Colombia and Brazil: A Bayesian SVAR analysis Downloads
Christian Rohe and Matthias Hartermann
4115: Management Compensation, Monitoring and Aggressive Corporate Tax Planning Downloads
Melanie Steinhoff
4015: Estimating rational stock-market bubbles with sequential Monte Carlo methods Downloads
Benedikt Rotermann and Bernd Wilfling
3915: Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin? Downloads
Philipp Adämmer, Martin T. Bohl and Christian Gross
3815: Price Transmissions During Financialization and Turmoil: New Evidence from North American and European Agricultural Futures Downloads
Philipp Adämmer, Martin T. Bohl and Ernst-Oliver Ledebur
3715: The Case of Herding ist Stronger than You Think Downloads
Martin T. Bohl, Nicole Branger and Mark Trede
3614: The Effect of Index Futures Trading on Volatility: Three Markets for Chinese Stocks Downloads
Martin T. Bohl, Jeanne Diesteldorf and Pierre Siklos
3514: Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach Downloads
Martin T. Bohl, Jeanne Diesteldorf, Christian A. Salm and Bernd Wilfling
3414: Time-varying equilibrium rates in small open economies: Evidence for Canada Downloads
Tino Berger and Bernd Kempa
3314: Identification of DSGE Models - the Effect of Higher-Order Approximation and Pruning Downloads
Willi Mutschler
3214: Forecasting Exchange Rates under Model and Parameter Uncertainty Downloads
Joscha Beckmann and Rainer Schüssler
3114: Weakening the Gain-Loss-Ratio measure to make it stronger Downloads
Jan Voelzke
3014: Markets with Technological Progress: Pricing Quality, and Novelty Downloads
Ludwig von Auer and Mark Trede
2914: Forecasting Equity Premia using Bayesian Dynamic Model Averaging Downloads
Joscha Beckmann and Rainer Schüssler
2813: Periodically collapsing Evans bubbles and stock-price volatility Downloads
Benedikt Rotermann and Bernd Wilfling
2713: Gibrat, Zipf, Fisher and Tippett: City Size and Growth Distributions Reconsidered Downloads
Christian Schluter and Mark Trede
2613: King's law and food storage in Saxony, c. 1790-1830 Downloads
Martin Uebele, Tim Grünebaum and Michael Kopsidis
2512: Economic Reforms and the Indirect Role of Monetary Policy Downloads
Andrea Beccarini
2412: From Hero to Zero: Evidence of Performance Reversal and Speculative Bubbles in German Renewable Energy Stocks Downloads
Martin Bohl, Philipp Kaufmann and Patrick Stephan
2312: Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach Downloads
Marc Lammerding, Patrick Stephan, Mark Trede and Bernd Wilfling
2212: Verifying Time Inconsistency of the ECB Monetary Policy bya Regime-Switching Approach Downloads
Andrea Beccarini
2111: Weak convergence to the t-distribution Downloads
Christian Schluter and Mark Trede
2011: The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis Downloads
Max Meulemann, Martin Uebele and Bernd Wilfling
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