SFB 649 Discussion Papers
From Humboldt University Berlin, Collaborative Research Center 649: Economic Risk Contact information at EDIRC. Bibliographic data for series maintained by ZBW - Leibniz Information Centre for Economics (). Access Statistics for this working paper series.
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- 2018-001: How to measure a performance of a Collaborative Research Centre

- Alona Zharova, Janine Tellinger-Rice and Wolfgang Härdle
- 2017-028: Is scientific performance a function of funds?

- Alona Zharova, Wolfgang Härdle and Stefan Lessmann
- 2017-027: Dynamic semi-parametric factor model for functional expectiles

- Petra Burdejová and Wolfgang Härdle
- 2017-026: Dynamic semiparametric factor model with a common break

- Likai Chen, Weining Wang and Wei Biao Wu
- 2017-025: Realized volatility of CO2 futures

- Thijs Benschop and Brenda López Cabrera
- 2017-024: Smooth principal component analysis for high dimensional data

- Yingxing Li, Wolfgang Härdle and Chen Huang
- 2017-023: Penalized adaptive method in forecasting with large information set and structure change

- Xinjue Li, Lenka Zbonakova and Wolfgang Härdle
- 2017-022: Das deutsche Arbeitsmarktwunder: Eine Bilanz

- Michael Burda and Stefanie Seele
- 2017-021: The systemic risk of central SIFIs

- Cathy Yi-Hsuan Chen and Sergey Nasekin
- 2017-020: Pricing Green Financial Products

- Awdesch Melzer, Wolfgang Härdle and Brenda López Cabrera
- 2017-019: Racial/Ethnic Differences In Non-Work At Work

- Daniel Hamermesh, Katie R. Genadek and Michael Burda
- 2017-018: Social Security Contributions and the Business Cycle

- Anna Almosova, Michael Burda and Simon Voigts
- 2017-017: Generalized Entropy and Model Uncertainty

- Alexander Meyer-Gohde
- 2017-016: Conditional moment restrictions and the role of density information in estimated structural models

- Andreas Tryphonides
- 2017-015: (Un)expected Monetary Policy Shocks and Term Premia

- Martin Kliem and Alexander Meyer-Gohde
- 2017-014: Investing with cryptocurrencies - A liquidity constrained investment approach

- Simon Trimborn, Mingyang Li and Wolfgang Härdle
- 2017-013: Adaptive weights clustering of research papers

- Larisa Adamyan, Kirill Efimov, Cathy Yi-hsuan Chen and Wolfgang Härdle
- 2017-012: Industry Interdependency Dynamics in a Network Context

- Ya Qian, Wolfgang Härdle and Cathy Yi-Hsuan Chen
- 2017-011: The impact of news on US household inflation expectations

- Shih-Kang Chao, Wolfgang Härdle, Jeffrey R. Sheen, Stefan Trück and Ben Wang
- 2017-010: Data Science & Digital Society

- Cathy Yi-Hsuan Chen and Wolfgang Härdle
- 2017-009: The Economics of German Unification after Twenty-five Years: Lessons for Korea

- Michael Burda and Mark Weder
- 2017-008: GitHub API based QuantNet Mining infrastructure in R

- Lukas Borke and Wolfgang Härdle
- 2017-007: Testing missing at random using instrumental variables

- Christoph Breunig
- 2017-006: RiskAnalytics: An R package for real time processing of Nasdaq and Yahoo finance data and parallelized quantile lasso regression methods

- Lukas Borke
- 2017-005: Dynamic valuation of weather derivatives under default risk

- Wolfgang Härdle and Maria Osipenko
- 2017-004: Tail event driven networks of SIFIs

- Cathy Yi-Hsuan Chen, Wolfgang Härdle and Yarema Okhrin
- 2017-003: FRM: A financial risk meter based on penalizing tail events occurrence

- Lining Yu, Wolfgang Härdle, Lukas Borke and Thijs Benschop
- 2017-002: Estimating location values of agricultural land

- Georg Helbing, Zhiwei Shen, Martin Odening and Matthias Ritter
- 2017-001: Fake alpha

- Marcel Müller, Tobias Rosenberger and Marliese Uhrig-Homburg
- 2016-059: Dynamic credit default swaps curves in a network topology

- Xiu Xu, Cathy Yi-Hsuan Chen and Wolfgang Härdle
- 2016-058: Multivariate factorisable sparse asymmetric least squares regression

- Shih-Kang Chao, Wolfgang Härdle and Chen Huang
- 2016-057: Factorisable multi-task quantile regression

- Shih-Kang Chao, Wolfgang Härdle and Ming Yuan
- 2016-056: How does rising house price influence stock market participation in China? A micro-household perspective

- Xiaoyu Chen and Xiaohao Ji
- 2016-055: A multicity study of association between air pollution and CHD mortality in China by using time series threshold poisson regression model

- Xiaoyu Chen
- 2016-054: Labor market frictions and monetary policy design

- Anna Almosova
- 2016-053: Central bank reputation, cheap talk and transparency as substitutes for commitment: Experimental evidence

- John Michael Duffy and Frank Heinemann
- 2016-052: Beta-boosted ensemble for big credit scoring data

- Maciej Zieba and Wolfgang Härdle
- 2016-051: Dynamic topic modelling for cryptocurrency community forums

- Marco Linton, Ernie Teo, Elisabeth Bommes, Cathy Yi-Hsuan Chen and Wolfgang Härdle
- 2016-050: Network quantile autoregression

- Xuening Zhu, Weining Wang, Hangsheng Wang and Wolfgang Härdle
- 2016-049: Q3-D3-LSA

- Lukas Borke and Wolfgang Härdle
- 2016-048: Unraveling of cooperation in dynamic collaboration

- Suvi Vasama
- 2016-047: Time varying quantile Lasso

- Lenka Zbonakova, Wolfgang Härdle and Weining Wang
- 2016-046: Credit rating score analysis

- Wolfgang Härdle, Phoon-kok Fai and David Kuo Chuen Lee
- 2016-045: Information acquisition and liquidity dry-ups

- Philipp Koenig and David Pothier
- 2016-044: Dynamic contracting with long-term consequences: Optimal CEO compensation and turnover

- Suvi Vasama
- 2016-043: Implications of shadow ban regulation for monetary policy at the zero lower bound

- Falk Mazelis
- 2016-042: The impact of a negative labor demand shock on fertility: Evidence from the fall of the Berlin Wall

- Hannah Liepmann
- 2016-041: Forward guidance under disagreement: Evidence from the Fed's dot projections

- Gunda-Alexandra Detmers
- 2016-040: Principal component analysis in an asymmetric norm

- Ngoc Mai Tran, Petra Burdejová, Maria Osipenko and Wolfgang Härdle
- 2016-039: Disinflation and the Phillips Curve: Israel 1986-2015

- Rafi Melnick and Till Strohsal
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