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 (econstor@zbw-workspace.eu).

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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