Macroeconomics and Finance Series

From University of Hamburg, Department of Socioeconomics
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202001: Sharks and minnows in a shoal of words: Measuring latent ideological positions of German economic research institutes based on text mining techniques: Sami Diaf, Jörg Döpke, Ulrich Fritsche and Ida Rockenbach
201901: Oil Price Shocks and Protest: Can Shadow Economy Mitigate?: Phoebe W. Ishak and Ulrich Fritsche
201804: Deciphering Professional Forecasters’ Stories - Analyzing a Corpus of Textual Predictions for the German Economy: Ulrich Fritsche and Johannes Puckelwald
201803: Has Macroeconomic Forecasting changed after the Great Recession? - Panel-based Evidence on Accuracy and Forecaster Behaviour from Germany: Jörg Döpke, Ulrich Fritsche and Karsten Müller
201802: A Microfounded Model of Money Demand Under Uncertainty, and some Empirical Evidence: Ingrid Groessl and Artur Tarassow
201801: Predictability of Euro Area Revisions: Katharina Glass
201702: Forecasting growth of U.S. aggregate and household-sector M2 after 2000 using economic uncertainty measures: Artur Tarassow
201701: Theories, techniques and the formation of German business cycle forecasts: Evidence from a survey of professional forecasters: Jörg Döpke, Ulrich Fritsche and Gabi Waldhof
201605: Are Consumers Planning Consumption According to an Euler Equation?: Lena Dräger
201604: Labor Productivity Slowdown in the Developed Economies. Another Productivity Puzzle?: Georg Erber, Ulrich Fritsche and Patrick Harms
201603: Household Debt and Macrodynamics - How do Income Distribution and Insolvency Regulations interact?: Nadja König
201602: Personal Insolvency Dynamics in Germany and the UK -- A SUR-TAR Approach: Nadja König
201601: Animal Spirits, the Stock Market, and the Unemployment Rate: Some Evidence for German Data: Ulrich Fritsche and Christian Pierdzioch
201505: Predicting Recessions in Germany With Boosted Regression Trees: Jörg Döpke, Ulrich Fritsche and Christian Pierdzioch
201504: A Microfounded Model of Money Demand Under Uncertainty, and some Empirical Evidence: Ingrid Groessl and Artur Tarassow
201503: Disagreement à la Taylor: Evidence from Survey Microdata: Lena Dräger and Michael Lamla
201502: Market Discipline Across Bank Governance Models. Empirical Evidence from German Depositors: Eva A. Arnold, Ingrid Größl and Philipp Koziol
201501: Cross-Border Banking and Business Cycles in Asymmetric Currency Unions: Lena Dräger and Christian Proaño
201406: Real-time Macroeconomic Data and Uncertainty: Katharina Glass and Ulrich Fritsche
201405: Financial Investment Constraints. A Panel Threshold Application to German Firm Level Data: Artur Tarassow
201404: Catching up with the Joneses and Borrowing Constraints: An Agent-based Analysis of Household Debt: Nadja König and Ingrid Größl
201403: A money-based indicator for deflation risk: Gianni Amisano, Roberta Colavecchio and Gabriel Fagan
201402: Evaluating the Link between Consumers' Savings Portfolio Decisions, their Inflation Expectations and Economic News: Eva Arnold, Lena DrÃ¤ger and Ulrich Fritsche
201401: Are Consumer Expectations Theory-Consistent? The Role of Macroeconomic Determinants and Central Bank Communication: Lena Dräger, Michael Lamla and Damjan Pfajfar
201309: The Real Income Shares of Labor, Human and Physical Capital from Micro- and Macro-Data: Peter E.J. Steffen
201308: Don't Worry, Be Right! Survey Wording Effects on In flation Perceptions and Expectations: Lena Dräger and Ulrich Fritsche
201307: Genesis and Persistence of Trust in Banks: Ingrid Groessl, Rolf von Luede and Jan Fleck
201306: A Macroeconometric Assessment of Minsky’s Financial Instability Hypothesis: Matthew Greenwood-Nimmo and Artur Tarassow
201305: Anchoring of Consumers’ Inflation Expectations: Evidence from Microdata: Lena Dräger and Michael Lamla
201304: Money Growth and Inflation: evidence from a Markov Switching Bayesian VAR: Gianni Amisano and Roberta Colavecchio
201303: The Role of Data Revisions and Disagreement in Professional Forecasts: Eva A. Arnold
201302: The Real Income Shares of Labor, Human and Physical Capital: Determination Method and First Results for Germany: Peter E.J. Steffen
201301: Imperfect Information and Inflation Expectations: Evidence from Microdata: Lena Dräger and Michael Lamla
201203: International Similarities of Bank Lending Practices and Varieties of Insolvency Laws: a Comparative Analysis of France and Germany: Ingrid Groessl and Nadine Levratto
201202: Forecasting the Brazilian Real and the Mexican Peso: Asymmetric Loss, Forecast Rationality, and Forecaster Herding: Ulrich Fritsche, Christian Pierdzioch, Jan-Christoph Ruelke and Georg Stadtmann
201201: Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function?: Ulrich Fritsche, Christian Pierdzioch, Jan-Christoph Ruelke and Georg Stadtmann
201106: The Collective Risk of Inequality: a Social Dilemma calling for a Solution?: Philipp Poppitz
201105: Perceived Inflation under Loss Aversion: DrÃ¤ger Lena, Jan-Oliver Menz and Ulrich Fritsche
201104: Does an expanding low-pay sector decrease structural unemployment? Evidence from Germany: Marcel Garz and Artur Tarassow
201103: Endogenous Persistence with Recursive Inattentiveness: Lena Dräger
201102: Inflation Inequality in Europe: Roberta Colavecchio, Ulrich Fritsche and Michael Graff
201101: Inflation Perceptions and Expectations in Sweden - Are Media Reports the `Missing Link'?: Lena Dräger
201002: Why don't people pay attention? Endogenous Sticky Information in a DSGE Model: Lena Dräger
201001: Too Many Cooks? The German Joint Diagnosis and Its Production: Ulrich Fritsche and Ullrich Heilemann
200907: Adjustment in EMU: Is Convergence Assured?: Sebastian Dullien, Ulrich Fritsche, Ingrid Groessl and Michael Paetz
200906: Disagreement among Forecasters in G7 Countries: Jonas Dovern, Ulrich Fritsche and Jiri Slacalek
200905: Evaluating German Business Cycle Forecasts Under an Asymmetric Loss Function: Joerg Doepke, Ulrich Fritsche and Boriss Siliverstovs
200904: Do Prices in the EMU Converge (Non-linearly)?: Ulrich Fritsche, Sarah Lein and Sebastian Weber
200903: Prospect Theory and Inflation Perceptions - An Empirical Assessment: Lena Vogel, Jan-Oliver Menz and Ulrich Fritsche
200902: A Detailed Derivation of the Sticky Price and Sticky Information New Keynesian DSGE Model: Jan-Oliver Menz and Lena Vogel
200901: Uncertainty, Social Norms and Consumption Theory: Post and New Keynesian Approaches: Jan-Oliver Menz
200804: Behavioral Macroeconomics and the New Keynesian Model: Jan-Oliver Menz
200803: The Relationship between the Hybrid New Keynesian Phillips Curve and the NAIRU over Time: Lena Vogel
200802: Analysing Convergence in Europe Using a Non-linear Single Factor Model: Ulrich Fritsche and Vladimir Kuzin
200801: Estimating fundamental cross-section dispersion from fixed event forecasts: Jonas Dovern and Ulrich Fritsche
200705: Default Option, Risk-Aversion and Household Borrowing Behaviour: Ingrid Groessl and Ulrich Fritsche
200704: The Endogeneity of the Natural Rate of Growth – an Empirical Study for Latin-American Countries: Lena Vogel
200703: Unit labor cost growth differentials in the Euro area, Germany, and the US: lessons from PANIC and cluster analysis: Ulrich Fritsche and Vladimir Kuzin
200702: Does the Dispersion of Unit Labor Cost Dynamics in the EMU Imply Long-run Divergence? Results from a Comparison with the United States of America and Germany: Sebastian Dullien and Ulrich Fritsche
200701: Makroökonomische Bedingungen für die Rückkehr zur Vollbeschäftigung: Plädoyer für einen mehrdimensionalen Ansatz: Ulrich Fritsche, Erik Klaer, Jiri Slacalek and Florian Zinsmeister
200606: The Store-of-Value-Function of Money as a Component of Household Risk Management: Ingrid Groessl and Ulrich Fritsche
200605: How bad is Divergence in the Euro-Zone? Lessons from the United States of America and Germany: Sebastian Dullien and Ulrich Fritsche
200604: Sticky Information Phillips Curves: European Evidence: Jonas Dovern, Joerg Doepke, Ulrich Fritsche and Jiri Slacalek
200603: The Dynamics of European Inflation Expectations: Jonas Dovern, Joerg Doepke, Ulrich Fritsche and Jiri Slacalek
200602: Forecast errors and the macroeconomy — a non-linear relationship?: Ulrich Fritsche and Joerg Doepke
200601: The New Keynesian Model and the Long-run Vertical Phillips Curve: Does it hold for Germany?: Ulrich Fritsche and Jan Gottschalk