SFB 649 Discussion Papers

From Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
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2009-043: Evidence on unemployment, market work and household production

Michael Burda and Daniel Hamermesh

2009-042: The cost of tractability and the Calvo pricing assumption

Fang Yao

2009-041: Shape invariant modelling pricing kernels and risk aversion

Maria Grith, Wolfgang Härdle and Juhyun Park

2009-040: The political economy of regulatory risk

Roland Strausz

2009-039: Regulation and investment in network industries: Evidence from European telecoms

Michal Grajek and Lars-Hendrik Röller

2009-038: CDO and HAC

Barbara Choros-Tomczyk, Wolfgang Härdle and Ostap Okhrin

2009-037: The impact of the European Monetary Union on inflation persistence in the Euro area

Barbara Meller and Dieter Nautz

2009-036: Inflation and growth: New evidence from a dynamic panel threshold analysis

Stephanie Kremer, Alexander Bick and Dieter Nautz

2009-035: Trade-off between consumption growth and inequality: Theory and evidence for Germany

Runli Xie

2009-034: How does entry regulation influence entry into self-employment and occupational mobility?

Susanne Prantl and Alexandra Spitz-Oener

2009-033: TFP growth in old and new Europe

Michael Burda and Battista Severgnini

2009-032: Weather-based estimation of wildfire risk

Joanne Ho and Martin Odening

2009-031: De copulis non est disputandum - Copulae: An overview

Wolfgang Härdle and Ostap Okhrin

2009-030: Non-constant hazard function and inflation dynamics

Fang Yao

2009-029: Controllability and persistence of money Market rates along the yield curve: Evidence from the Euro area

Ulrike Busch and Dieter Nautz

2009-028: Optimal smoothing for a computationally and statistically efficient single index estimator

Yingcun Xia, Wolfgang Härdle and Oliver Linton

2009-027: Unionisation structures, productivity, and firm performance

Sebastian Braun

2009-026: Regression methods for stochastic control problems and their convergence analysis

Denis Belomestny, Anastasia Kolodko and John G. M. Schoenmakers

2009-025: Measuring the effects of geographical distance on stock market correlation

Stefanie Eckel, Gunter Löffler, Alina Maurer and Volker Schmidt

2009-024: Incorporating the dynamics of leverage into default prediction

Gunter Löffler and Alina Maurer

2009-023: Pricing Bermudan options using regression: Optimal rates of convergence for lower estimates

Denis Belomestny

2009-022: Individual welfare gains from deferred life-annuities under stochastic Lee-Carter mortality

Thomas Post

2009-021: Spectral estimation of the fractional order of a Lévy process

Denis Belomestny

2009-020: Putting up a good fight: The Galí-Monacelli model versus "The six major puzzles in international macroeconomics"

Stefan Ried

2009-019: A joint analysis of the KOSPI 200 option and ODAX option markets dynamics

Ji Cao, Wolfgang Härdle and Julius Mungo

2009-018: Transparency through financial claims with fingerprints: A free market mechanism for preventing mortgage securitization induced financial crises

Helmut Gründl and Thomas Post

2009-017: The importance of two-sided heterogeneity for the cyclicality of labour market dynamics

Ronald Bachmann and Peggy Bechara (née David)

2009-016: Men, women, and the ballot woman suffrage in the United States

Sebastian Braun and Michael Kvasnicka

2009-015: Stochastic mortality, macroeconomic risks, and life insurer solvency

Katja Hanewald, Thomas Post and Helmut Gründl

2009-014: Properties of hierarchical Archimedean copulas

Ostap Okhrin, Yarema Okhrin and Wolfgang Schmid

2009-013: CDO pricing with copulae

Barbara Choros-Tomczyk, Wolfgang Härdle and Ostap Okhrin

2009-012: On the existence of the moments of the asymptotic trace statistic

Deniz Dilan Karaman Örsal and Bernd Droge

2009-011: Defending against speculative attacks

Tijmen Daniëls, Henk Jager and Franc Klaassen

2009-010: A microeconomic explanation of the EPK paradox

Wolfgang Härdle, Volker Krätschmer and Rouslan A. Moro

2009-009: Stochastic population forecast for Germany and its consequence for the German pension system

Wolfgang Härdle and Alena Myšičková

2009-008: Lee-Carter and the macroeconomy

Katja Hanewald

2009-007: Combination of multivariate volatility forecasts

Alessandra Amendola and Giuseppe Storti

2009-006: Regulatory risk under optimal incentive regulation

Roland Strausz

2009-005: Panel cointegration testing in the presence of a time trend

Bernd Droge and Deniz Dilan Karaman Örsal

2009-004: New recipes for estimating default intensities

Alexander Baranovski, Carsten von Lieres und Wilkau and André Wilch

2009-003: Localized realized volatility modelling

Ying Chen, Wolfgang Härdle and Uta Pigorsch

2009-002: On the systemic nature of weather risk

Guenther Filler, Martin Odening, Ostap Okhrin and Wei Xu

2009-001: Implied market price of weather risk

Wolfgang Härdle and Brenda López Cabrera

2008-074: A model of reciprocity: Explaining cooperation in groups

Jörg Rieskamp, Uwe Czienskowski and Guido Biele

2008-073: Testing directional forecast value in the presence of serial correlation

Oliver J. Blaskowitz and Helmut Herwartz

2008-072: Common influences, spillover and integration in Chinese stock markets

Enzo Weber and Yanqun Zhang

2008-071: Winners and losers of early elections: On the welfare implications of political blockades and early elections

Felix Bierbrauer and Lydia Mechtenberg

2008-070: A brand specific investigation of international cost shock threats on price and margin with a manufacturer-wholesaler-retailer model

Till Dannewald and Lutz Hildebrandt

2008-069: Structural dynamic conditional correlation

Enzo Weber

2008-068: Understanding West German economic growth in the 1950s

Barry Eichengreen and Albrecht Ritschl