Economics at your fingertips  

CQE Working Papers

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

Bibliographic data for series maintained by Susanne Deckwitz ().

Access Statistics for this working paper series.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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
Page updated 2020-09-26
Sorted by number, 2d-year left (9)