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FAU Discussion Papers in Economics

From Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics
Contact information at EDIRC.

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17/2017: Optimal trading strategies for Lévy-driven Ornstein-Uhlenbeck processes Downloads
Sylvia Endres and Johannes Stübinger
16/2017: Machine learning to improve experimental design Downloads
Tobias Aufenanger
15/2017: Bargaining over waiting time in gain and loss framed ultimatum games Downloads
Monika Doll, Michael Seebauer and Maren Tonn
14/2017: Treatment allocation for linear models Downloads
Tobias Aufenanger
13/2017: Exploiting social media with higher-order Factorization Machines: Statistical arbitrage on high-frequency data of the S&P 500 Downloads
Julian Knoll, Johannes Stübinger and Michael Grottke
12/2017: Health effects of instruction intensity: Evidence from a natural experiment in German high-schools Downloads
Johanna Sophie Quis and Simon Reif
11/2017: Deep learning with long short-term memory networks for financial market predictions Downloads
Thomas Fischer and Christopher Krauss
10/2017: Pairs trading with a mean-reverting jump-diffusion model on high-frequency data Downloads
Johannes Stübinger and Sylvia Endres
09/2017: The German labor market during the Great Recession: Shocks and institutions Downloads
Britta Gehrke, Wolfgang Lechthaler and Christian Merkl
08/2017: The effects of productivity and benefits on unemployment: Breaking the link Downloads
Alessio Brown, Britta Kohlbrecher, Christian Merkl and Dennis J. Snower
07/2017: Is it good to be too light? Birth weight thresholds in hospital reimbursement systems Downloads
Simon Reif, Sebastian Wichert and Amelie Wuppermann
06/2017: New concepts of symmetry for copulas Downloads
Benedikt Mangold
05/2017: partialCI: An R package for the analysis of partially cointegrated time series Downloads
Matthew Clegg, Christopher Krauss and Jonas Rende
04/2017: A general class of entropy based control charts Downloads
Benedikt Mangold and Jens Konopik
03/2017: Value added, wages, and labor market flows at the establishment level Downloads
Christian Merkl and Heiko Stüber
02/2017: Job and worker flows: New stylized facts for Germany Downloads
Ruediger Bachmann, Christian Bayer, Christian Merkl, Stefan Seth, Heiko Stüber and Felix Wellschmied
01/2017: Administrative Wage and Labor Market Flow Panel (AWFP) 1975-2014 Downloads
Stefan Seth and Heiko Stüber
12/2016: Wage cyclicalities and labor market dynamics at the establishment level: Theory and evidence Downloads
Christian Merkl and Heiko Stüber
11/2016: Statistical arbitrage with vine copulas Downloads
Johannes Stübinger, Benedikt Mangold and Christopher Krauss
10/2016: Operating a swing option on today's gas markets: How least squares Monte Carlo works and why it is beneficial Downloads
Marc Hanfeld and Stephan Schlüter
09/2016: Whistleblowing: Incentives and situational determinants Downloads
Klaus Ulrich Schmolke and Verena Utikal
08/2016: Personality, ability, marriage and the gender wage gap: Evidence from Germany Downloads
Matthias Collischon
07/2016: Are immigrants overeducated in Germany? Determinants and wage effects of educational mismatch Downloads
Caroline Schwientek
06/2016: Revisiting the matching function Downloads
Britta Kohlbrecher, Christian Merkl and Daniela Nordmeier
05/2016: Pairs trading with partial cointegration Downloads
Matthew Clegg and Christopher Krauss
04/2016: Fertility effects of child benefits Downloads
Regina Riphahn and Frederik Wiynck
03/2016: Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 Downloads
Christopher Krauss, Xuan Anh Do and Nicolas Huck
02/2016: Labor selection over the business cycle: An empirical assessment Downloads
Brigitte Hochmuth, Hermann Gartner, Britta Kohlbrecher and Christian Merkl
01/2016: Business cycle asymmetries and the labor market Downloads
Britta Kohlbrecher and Christian Merkl
15/2015: Nonlinear dependence modeling with bivariate copulas: Statistical arbitrage pairs trading on the S&P 100 Downloads
Christopher Krauss and Johannes Stübinger
14/2015: Economic integration and interdependence of tax policy Downloads
Carolin Holzmann and Axel von Schwerin
13/2015: The Piotroski F-Score: A fundamental value strategy revisited from an investor's perspective Downloads
Christopher Krauss, Tom Krüger and Daniel Beerstecher
12/2015: Feasible earnings momentum in the U.S. stock market: An investor's perspective Downloads
Christopher Krauss, Daniel Beerstecher and Tom Krüger
11/2015: On the power and size properties of cointegration tests in the light of high-frequency stylized facts Downloads
Christopher Krauss, Klaus Herrmann and Stefan Teis
10/2015: A multivariate rank test of independence based on a multiparametric polynomial copula Downloads
Benedikt Mangold
09/2015: Statistical arbitrage pairs trading strategies: Review and outlook Downloads
Christopher Krauss
08/2015: Tax planning of married couples in East and West Germany Downloads
Katharina Erbe
07/2015: Cumulative Paired 𝜙-Entropy
Ingo Klein and Benedikt Mangold
06/2015: Weight loss and sexual activity in adult obese individuals: Establishing a causal link Downloads
Arndt Reichert, Harald Tauchmann and Ansgar Wübker
05/2015: In-group favoritism and discrimination among multiple out-groups Downloads
Veronika Grimm, Verena Utikal and Lorenzo Valmasoni
04/2015: Trust and beliefs among Europeans: Cross-country evidence on perceptions and behavior Downloads
Anja Dieckmann, Urs Fischbacher, Veronika Grimm, Matthias Unfried, Verena Utikal and Lorenzo Valmasoni
03/2015: United, yet apart? A note on persistent labour market differences between Western and Eastern Germany Downloads
Claus Schnabel
02/2015: How health plan enrollees value prices relative to supplemental benefits and service quality Downloads
Christian Bünnings, Hendrik Schmitz, Harald Tauchmann and Nicolas Ziebarth
01/2015: Does direct democracy foster efficient policies? An experimental investigation of costly initiatives Downloads
Michael Seebauer
15/2014: Components of intraday volatility and their prediction at different sampling frequencies with application to DAX and BUND futures Downloads
Klaus Herrmann, Stefan Teis and Weijun Yu
14/2014: Employment protection in dual labor markets: Any amplification of macroeconomic shocks? Downloads
Benjamin Lochner
13/2014: Fostering the best execution regime: An experiment about pecuniary sanctions and accountability in fiduciary money management Downloads
Sandro Casal, Matteo Ploner and Alec N. Sproten
12/2014: Intergenerational transmission of unemployment: Evidence for German sons Downloads
Miriam Mäder, Steffen Müller, Regina Riphahn and Caroline Schwientek
11/2014: Phillips curve shocks and real exchange rate fluctuations: SVAR evidence Downloads
Britta Gehrke and Fang Yao
10/2014: Fiscal rules and unemployment Downloads
Britta Gehrke
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