FAU Discussion Papers in Economics

From Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics
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062010: Women move differently: Job separations and gender

Boris Hirsch and Claus Schnabel

062009: The impacts of outliers on different estimators for GARCH processes: an empirical study

Vlad Ardelean

062008: Models for time-varying moments using maximum entropy applied to a generalized measure of volatility

Klaus Herrmann

052023: Inflation news coverage, expectations and risk premium

Daniel Perico Ortiz

052022: Extending the procedure of Engelberg et al. (2009) to surveys with varying interval-widths

Christoph Becker, Peter Dürsch, Thomas A. Eife and Alexander Glas

052021: Secondary housing supply

Andreas Mense

052020: Deep reinforcement learning for the optimal placement of cryptocurrency limit orders

Matthias Schnaubelt

052019: History dependence in wages and cyclical selection: Evidence from Germany

Anja Bauer and Benjamin Lochner

052018: Sample size analysis for two-sample linear rank tests

Monika Doll and Ingo Klein

052017: partialCI: An R package for the analysis of partially cointegrated time series

Matthew Clegg, Christopher Krauss and Jonas Rende

052016: Pairs trading with partial cointegration

Matthew Clegg and Christopher Krauss

052015: In-group favoritism and discrimination among multiple out-groups

Veronika Grimm, Verena Utikal and Lorenzo Valmasoni

052014: Teenage pregnancies and births in Germany: Patterns and developments

Kamila Cygan-Rehm and Regina Riphahn

052013: Outliers & predicting time series: A comparative study

Vlad Ardelean and Thomas Pleier

052012: Detecting outliers in time series

Vlad Ardelean

052011: How important is the family? Evidence from sibling correlations in permanent earnings in the US, Germany and Denmark

Daniel Schnitzlein

052010: Complete closed-form solution to a stochastic growth model and corresponding speed of economic recovery

Robert Feicht and Wolfgang Stummer

052009: A tail quantile approximation formula for the student t and the symmetric generalized hyperbolic distribution

Stephan Schlüter and Matthias J. Fischer

052008: On the incentives to form strategic coalitions in ATM markets

Tobias Wenzel

042023: A topic modeling perspective on investor uncertainty

Daniel Perico Ortiz, Matthias Schnaubelt and Oleg Seifert

042022: Gender-specific application behavior, matching, and the residual gender earnings gap

Benjamin Lochner and Christian Merkl

042021: Digging into the digital divide: Workers' exposure to digitalization and its consequences for individual employment

Sabrina Genz and Claus Schnabel

042020: Valuation ratios, surprises, uncertainty or sentiment: How does financial machine learning predict returns from earnings announcements?

Matthias Schnaubelt and Oleg Seifert

042019: A note on recruiting intensity and hiring practices: Cross-sectional and time-series evidence

Benjamin Lochner, Christian Merkl, Heiko Stüber and Nicole Gürtzgen

042018: Loan supply and bank capital: A micro-macro linkage

Thomas Kick, Swetlana Kreiser and Christian Merkl

042017: A general class of entropy based control charts

Benedikt Mangold and Jens Konopik

042016: Fertility effects of child benefits

Regina Riphahn and Frederik Wiynck

042015: Trust and beliefs among Europeans: Cross-country evidence on perceptions and behavior

Anja Dieckmann, Urs Fischbacher, Veronika Grimm, Matthias Unfried, Verena Utikal and Lorenzo Valmasoni

042014: Transmission and generation investment in electricity markets: The effects of market splitting and network fee regimes

Veronika Grimm, Alexander Martin, Martin Weibenzahl and Gregor Zoettl

042013: Do immigrants follow their home country's fertility norms?

Kamila Cygan-Rehm

042012: Heterogeneous skills and homogeneous land: Segmentation and agglomeration

Matthias Wrede

042011: Families of copulas closed under the construction of generalized linear means

Ingo Klein and Florian Christa

042010: Using wavelets for time series forecasting: Does it pay off?

Stephan Schlüter and Carola Deuschle

042009: A two-factor model for electricity prices with dynamic volatility

Stephan Schlüter

042008: The aging of the unions in West Germany, 1980-2006

Claus Schnabel and Joachim Wagner

032023: Forecasting realized volatility in turbulent times using temporal fusion transformers

Johannes Frank

032022: Business cycle asymmetries and the labor market

Britta Kohlbrecher and Christian Merkl

032021: Linear fixed-effects estimation with non-repeated outcomes

Helmut Farbmacher and Harald Tauchmann

032020: Does working at a start-up pay off?

Daniel Fackler, Lisa Hölscher, Claus Schnabel and Antje Weyh

032019: In sickness and in health? Health shocks and relationship breakdown: Empirical evidence from Germany

Christian Bünnings, Lucas Hafner, Simon Reif and Harald Tauchmann

032018: Tests on asymmetry for ordered categorical variables

Ingo Klein and Monika Doll

032017: Value added, wages, and labor market flows at the establishment level

Christian Merkl and Heiko Stüber

032016: Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500

Christopher Krauss, Xuan Anh Do and Nicolas Huck

032015: United, yet apart? A note on persistent labour market differences between Western and Eastern Germany

Claus Schnabel

032014: An experimental study of corporate social responsibility through charitable giving in Bertrand markets

Robert Feicht, Veronika Grimm and Michael Seebauer

032013: Quasi-maximum likelihood estimation in generalized polynomial autoregressive conditional heteroscedasticity models

Fabian Tinkl

032012: A skew and leptokurtic distribution with polynomial tails and characterizing functions in closed form

Matthias Fischer

032011: Convergence or divergence? Immigrant wage assimilation patterns in Germany

Michael Zibrowius

032010: Volatility models with innovations from new maximum entropy densities at work

Matthias J. Fischer, Yang Gao and Klaus Herrmann

032009: Product variety, price elasticity of demand and fixed cost in spatial models

Yiquan Gu and Tobias Wenzel