FAU Discussion Papers in Economics

From Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics
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102017: Pairs trading with a mean-reverting jump-diffusion model on high-frequency data

Johannes Stübinger and Sylvia Endres

102016: Operating a swing option on today's gas markets: How least squares Monte Carlo works and why it is beneficial

Marc Hanfeld and Stephan Schlüter

102015: A multivariate rank test of independence based on a multiparametric polynomial copula

Benedikt Mangold

102014: Fiscal rules and unemployment

Britta Gehrke

102013: Who opts out of the statutory health insurance? A discrete time hazard model for Germany

Christian Bünnings and Harald Tauchmann

102011: Let's take bargaining models seriously: The decline in union power in Germany, 1992 - 2009

Boris Hirsch and Claus Schnabel

102009: Getting beer during commercials: adverse effects of Ad-Avoidance

Torben Stuehmeier and Tobias Wenzel

092019: Fixed-effects estimation of the linear discrete-time hazard model: An adjusted first-differences estimator

Harald Tauchmann

092018: Do startups provide employment opportunities for disadvantaged workers?

Daniel Fackler, Michaela Fuchs, Lisa Hölscher and Claus Schnabel

092017: The German labor market during the Great Recession: Shocks and institutions

Britta Gehrke, Wolfgang Lechthaler and Christian Merkl

092016: Whistleblowing: Incentives and situational determinants

Klaus Ulrich Schmolke and Verena Utikal

092015: Statistical arbitrage pairs trading strategies: Review and outlook

Christopher Krauss

092014: Plausible prior estimation

Benedikt Mangold

092013: Absence from work of the self-employed: A comparison with paid employees

Daniel S. Lechmann and Claus Schnabel

092011: Dynamic copula-based Markov chains at work: Theory, testing and performance in modeling daily stock returns

Fabian Tinkl and Katja Reichert

092010: Asymptotic theory for M estimators for martingale differences with applications to GARCH models

Fabian Tinkl

092009: Indirect network effects with two salop circles: the example of the music industry

Ralf Dewenter, Justus Haucap and Tobias Wenzel

082019: Can market competition reduce anomalous behaviours

Lawrence Choo and Xiaoyu Zhou

082018: Simar and Wilson two-stage efficiency analysis for Stata

Oleg Badunenko and Harald Tauchmann

082017: The effects of productivity and benefits on unemployment: Breaking the link

Alessio Brown, Britta Kohlbrecher, Christian Merkl and Dennis J. Snower

082016: Personality, ability, marriage and the gender wage gap: Evidence from Germany

Matthias Collischon

082015: Tax planning of married couples in East and West Germany

Katharina Erbe

082014: The levelling effect of product market competition on gender wage discrimination

Boris Hirsch, Michael Oberfichtner and Claus Schnabel

082013: Wage posting or wage bargaining? Evidence from the employers' side

Hanna Brenzel, Hermann Gartner and Claus Schnabel

082011: Van Zwet ordering for Fechner asymmetry

Ingo Klein

082010: A note on Hadamard differentiability and differentiability in quadratic mean

Fabian Tinkl

082009: Product differentiation and welfare in a mixed duopoly with regulated prices: the case of a public and a private hospital

Annika Herr

072021: Personnel adjustments during the Covid-19 pandemic: Did co-determination make a difference?

Daniel Fackler, Claus Schnabel and Jens Stegmaier

072020: Measuring workers' financial incentives

Daniel Bias, Chen Lin, Benjamin Lochner and Thomas Schmid

072019: The (ir)relevance of real wage rigidity for optimal monetary policy

Britta Kohlbrecher

072018: A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns

Sylvia Endres and Johannes Stübinger

072017: Is it good to be too light? Birth weight thresholds in hospital reimbursement systems

Simon Reif, Sebastian Wichert and Amelie Wuppermann

072016: Are immigrants overeducated in Germany? Determinants and wage effects of educational mismatch

Caroline Schwientek

072015: Cumulative Paired 𝜙-Entropy

Ingo Klein and Benedikt Mangold

072014: Strictness of tax compliance norms: A factorial survey on the acceptance of inheritance tax evasion in Germany

Martin Abraham, Kerstin Lorek, Friedemann Richter and Matthias Wrede

072013: Do female mayors make a difference? Evidence from Bavaria

Christopher Schild

072011: Teacher experience and the class size effect - experimental evidence

Steffen Mueller

072010: Wage cyclicality under different regimes of industrial relations

Hermann Gartner, Thorsten Schank and Claus Schnabel

072009: Non-Extensitivity versus informative moments for financial models: a unifying framework and empirical results

Klaus Herrmann

072008: On J.M. Keynes' The principal averages and the laws of error which lead to them: refinement and generalisation

Ingo Klein and Michael Grottke

062021: Wage and employment cyclicalities at the establishment level

Christian Merkl and Heiko Stüber

062020: Union membership and collective bargaining: Trends and determinants

Claus Schnabel

062019: Rent control, market segmentation, and misallocation: Causal evidence from a large-scale policy intervention

Andreas Mense, Claus Michelsen and Konstantin Cholodilin

062018: Habit formation, obesity, and cash rewards

Boris Augurzky, Thomas Bauer, Arndt Reichert, Christoph Schmidt and Harald Tauchmann

062017: New concepts of symmetry for copulas

Benedikt Mangold

062016: Revisiting the matching function

Britta Kohlbrecher, Christian Merkl and Daniela Nordmeier

062015: Weight loss and sexual activity in adult obese individuals: Establishing a causal link

Arndt Reichert, Harald Tauchmann and Ansgar Wübker

062014: Where and when to pray? Optimal mass planning and efficient resource allocation in the church

Alexander Martin and Martin Weibelzahl

062013: Survival of spinoffs and other startups: First evidence for the private sector in Germany, 1976 - 2008

Daniel Fackler and Claus Schnabel

062011: How important is cultural background for the level of intergenerational mobility?

Daniel Schnitzlein