SFB 649 Discussion Papers

From Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
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2016-038: The cross-section of crypto-currencies as financial assets: An overview

Hermann Elendner, Simon Trimborn, Bobby Ong and Teik Ming Lee

2016-037: Cognitive ability and games of school choice

Christian Basteck and Marco Mantovani

2016-036: Protecting unsophisticated applicants in school choice through information disclosure

Christian Basteck and Marco Mantovani

2016-035: Time-adaptive probabilistic forecasts of electricity spot prices with application to risk management

Brenda López Cabrera and Franziska Schulz

2016-034: Blooming landscapes in the West? German reunification and the price of land

Raphael Schoettler and Nikolaus Wolf

2016-033: Functional principal component analysis for derivatives of multivariate curves

Maria Grith, Wolfgang Härdle, Alois Kneip and Heiko Wagner

2016-032: Specification testing in nonparametric instrumental quantile regression

Christoph Breunig

2016-031: A first econometric analysis of the CRIX family

Shi Chen, Cathy Yi-Hsuan Chen, Wolfgang Härdle, Tm Lee and Bobby Ong

2016-030: Do voluntary payments to advisors improve the quality of financial advice? An experimental sender-receiver game

Vera Angelova and Tobias Regner

2016-029: What renders financial advisors less treacherous? On commissions and reciprocity

Vera Angelova

2016-028: Relative performance of liability rules: Experimental evidence

Vera Angelova, Giuseppe Attanasi and Yolande Hiriart

2016-027: Can a bonus overcome moral hazard? An experiment on voluntary payments, competition, and reputation in markets for expert services

Vera Angelova and Tobias Regner

2016-026: VAT multipliers and pass-through dynamics

Simon Voigts

2016-025: Forecasting limit order book liquidity supply-demand curves with functional AutoRegressive dynamics

Ying Chen, Wee Song Chua and Wolfgang Härdle

2016-024: Simultaneous inference for the partially linear model with a multivariate unknown function when the covariates are measured with errors

Kun Ho Kim, Shih-Kang Chao and Wolfgang Härdle

2016-023: A mortality model for multi-populations: A semi-parametric approach

Lei Fang, Wolfgang Härdle and Juhyun Park

2016-022: Towards a national indicator for urban green space provision and environmental inequalities in Germany: Method and findings

Henry Wüstemann and Dennis Kalisch

2016-021: CRIX or evaluating blockchain based currencies

Simon Trimborn and Wolfgang Härdle

2016-020: Academic ranking scales in economics: Prediction and imputation

Alona Zharova, Andrija Mihoci and Wolfgang Härdle

2016-019: International dynamics of inflation expectations

Aleksei Netésunajev and Lars Winkelmann

2016-018: Factorisable sparse tail event curves with expectiles

Wolfgang Härdle, Chen Huang and Shih-Kang Chao

2016-017: Calculating joint confidence bands for impulse response functions using highest density regions

Helmut Lütkepohl, Anna Staszewska-Bystrova and Peter Winker

2016-016: Irrational exuberance and herding in financial markets

Christopher Boortz

2016-015: The anchoring of inflation expectations in the short and in the long run

Dieter Nautz, Aleksei Netšunajev and Till Strohsal

2016-014: Aggregate employment, job polarization and inequalities: A transatlantic perspective

Julien Albertini and Jean-Olivier Hairault

2016-013: The importance of time-varying parameters in new Keynesian models with zero lower bound

Julien Albertini and Hong Lan

2016-012: Neighborhood effects in wind farm performance: An econometric approach

Matthias Ritter, Simone Pieralli and Martin Odening

2016-011: Cognitive load increases risk aversion

Holger Gerhardt, Guido P. Biele, Hauke Heekeren and Harald Uhlig

2016-010: No role for the Hartz reforms? Demand and supply factors in the German labor market, 1993-2014

Michael Burda and Stefanie Seele

2016-009: Solving DSGE portfolio choice models with asymmetric countries

Grzegorz Długoszek

2016-008: Measuring the benefit from reducing income inequality in terms of GDP

Simon Voigts

2016-007: Budget-neutral fiscal rules targeting inflation differentials

Maren Brede

2016-006: What derives the bond portfolio value-at-risk: Information roles of macroeconomic and financial stress factors

Anthony H. Tu and Cathy Yi-Hsuan Chen

2016-005: The German labor market miracle, 2003-2015: An assessment

Michael Burda

2016-004: Leveraged ETF options implied volatility paradox: A statistical study

Wolfgang Härdle, Sergey Nasekin and Zhiwu Hong

2016-003: College admissions with entrance exams: Centralized versus decentralized

Isa E. Hafalir, Rustamdjan Hakimov, Dorothea Kübler and Morimitsu Kurino

2016-002: Uncertainty and employment dynamics in the euro area and the US

Aleksei Netésunajev and Katharina Glass

2016-001: Downside risk and stock returns: An empirical analysis of the long-run and short-run dynamics from the G-7 Countries

Cathy Yi-Hsuan Chen, Thomas C. Chiang and Wolfgang Härdle

2015-054: TFP convergence in German states since reunification: Evidence and explanations

Michael Burda and Battista Severgnini

2015-053: Specification testing in random coefficient models

Christoph Breunig and Stefan Hoderlein

2015-052: lCARE: Localizing conditional autoregressive expectiles

Xiu Xu, Andrija Mihoci and Wolfgang Härdle

2015-051: Frictions or deadlocks? Job polarization with search and matching frictions

Julien Albertini, Jean-Olivier Hairault, Francois Langot and Thepthida Sopraseuth

2015-050: Nonparametric estimation in case of endogenous selection

Christoph Breunig, Enno Mammen and Anna Simoni

2015-049: Inflation co-movement across countries in multi-maturity term structure: An arbitrage-free approach

Shi Chen, Wolfgang Härdle and Weining Wang

2015-048: CRIX or evaluating blockchain based currencies

Wolfgang Härdle and Simon Trimborn

2015-047: TERES: Tail event risk expectile based shortfall

Philipp Gschöpf, Wolfgang Härdle and Andrija Mihoci

2015-046: Site assessment, turbine selection, and local feed-in tariffs through the wind energy index

Matthias Ritter and Lars Deckert

2015-045: Tail event driven ASset allocation: Evidence from equity and mutual funds' markets

Wolfgang Härdle, David Kuo Chuen Lee, Sergey Nasekin, Xinwen Ni and Alla Petukhina

2015-044: The (de-)anchoring of inflation expectations: New evidence from the Euro area

Laura Pagenhardt, Dieter Nautz and Till Strohsal

2015-043: On the long-run neutrality of demand shocks

Wenjuan Chen and Aleksei Netšunajev