SFB 649 Discussion Papers

From Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
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2008-067: Testing multiplicative error models using conditional moment tests

Nikolaus Hautsch

2008-066: The U.S. business cycle, 1867-1995: Dynamic factor analysis vs. reconstructed national accounts

Albrecht Ritschl, Samad Sarferaz and Martin Uebele

2008-065: When, how fast and by how much do trade costs change in the Euro area?

Helmut Herwartz and Henning Weber

2008-064: A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structure

Oliver J. Blaskowitz and Helmut Herwartz

2008-063: Discrete-time stochastic volatility models and MCMC-based statistical inference

Nikolaus Hautsch and Yangguoyi Ou

2008-062: Nonlinear modeling of target leverage with latent determinant variables: New evidence on the trade-off theory

Ralf Sabiwalsky

2008-061: Eine Analyse der Dimensionen des Fortune-Reputationsindex

Lutz Hildebrandt, Henning Kreis and Joachim Schwalbach

2008-060: Matching theory and data: Bayesian vector autoregression and dynamic stochastic general equilibrium models

Alexander Kriwoluzky

2008-059: The influence of the business cycle on mortality

Wolfgang Reichmuth and Samad Sarferaz

2008-058: Statistics e-learning platforms evaluation: Case study

Taleb Ahmad and Wolfgang Härdle

2008-057: Measuring changes in preferences and perception due to the entry of a new brand with choice data

Lutz Hildebrandt and Lea Kalweit

2008-056: Lumpy labor adjustment as a propagation mechanism of business cycles

Fang Yao

2008-055: Technology sourcing by large incumbents through acquisition of small firms

Marcus Wagner

2008-054: The natural rate hypothesis and real determinacy

Alexander Meyer-Gohde

2008-053: Yield curve factors, term structure volatility, and bond risk premia

Nikolaus Hautsch and Yangguoyi Ou

2008-052a: Modeling and forecasting age-specific mortality: A Bayesian approach

Wolfgang Reichmuth and Samad Sarferaz

2008-052: Bayesian demographic modeling and forecasting: An application to U.S. mortality

Wolfgang Reichmuth and Samad Sarferaz

2008-051: Recurrent support vector regression for a nonlinear ARMA model with applications to forecasting financial returns

Shiyi Chen, Kiho Jeong and Wolfgang Härdle

2008-050: A semiparametric factor model for electricity forward curve dynamics

Szymon Borak and Rafał Weron

2008-049: Simultaneous stochastic volatility transmission across American equity markets

Enzo Weber

2008-048: Macro wine in financial skins: The Oil-FX interdependence

Enzo Weber

2008-047: Modelling high-frequency volatility and liquidity using multiplicative error models

Nikolaus Hautsch and Vahidin Jeleskovic

2008-046: Links between sustainability-related innovation and sustainability management

Marcus Wagner

2008-045: Measuring and modeling risk using high-frequency data

Wolfgang Härdle, Nikolaus Hautsch and Uta Pigorsch

2008-044: Numerics of implied binomial trees

Wolfgang Härdle and Alena Myšičková

2008-043: Modeling dependencies in finance using copulae

Wolfgang Härdle, Ostap Okhrin and Yarema Okhrin

2008-042: Gruppenvergleiche bei hypothetischen Konstrukten: Die Prüfung der Übereinstimmung von Messmodellen mit der Strukturgleichungsmethodik

Dirk Temme and Lutz Hildebrandt

2008-041: Unionization, stochastic dominance, and compression of the wage distribution: Evidence from Germany

Michael Burda, Bernd Fitzenberger, Alexander Lembcke and Thorsten Vogel

2008-040: Solow residuals without capital stocks

Michael Burda and Battista Severgnini

2008-039: Can education save Europe from high unemployment?

Nicole Walter and Runli Xie

2008-038: Dynamic semiparametric factor models in risk neutral density estimation

Enzo Giacomini, Wolfgang Härdle and Volker Krätschmer

2008-037: The impact of individual investment behavior for retirement welfare: Evidence from the United States and Germany

Thomas Post, Helmut Gründl, Joan Schmit and Anja Zimmer

2008-036: Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations?

Maik Schmeling and Andreas Schrimpf

2008-035: Stock picking via nonsymmetrically pruned binary decision trees

Anton Andriyashin

2008-034: JBendge: An object-oriented system for solving, estimating and selecting nonlinear dynamic models

Viktor Winschel and Markus Krätzig

2008-033: Are CEOs in family firms paid like bureaucrats? Evidence from Bayesian and frequentist analyses

Jörn Hendrich Block

2008-032: Against all odds? National sentiment and wagering on European football

Sebastian Braun and Michael Kvasnicka

2008-031: Beyond the business cycle: Factors driving aggregate mortality rates

Katja Hanewald

2008-030: Using R, LaTeX and Wiki for an Arabic e-learning platform

Taleb Ahmad, Wolfgang Härdle, Sigbert Klinke and Shafeeqah Al Awadhi

2008-029: Genetic codes of mergers, post merger technology evolution and why mergers fail

Alexander Cuntz

2008-028: Are stewardship and valuation usefulness compatible or alternative objectives of financial accounting?

Joachim Gassen

2008-027: The stochastic fluctuation of the quantile regression curve

Wolfgang Härdle and Song Song

2008-026: Information and beliefs in a repeated normal-form game

Dietmar Fehr, Dorothea Kübler and David Danz

2008-025: Price adjustment to news with uncertain precision

Nikolaus Hautsch, Dieter E. Hess and Christoph Müller

2008-024: Skill specific unemployment with imperfect substitution of skills

Runli Xie

2008-023: Family management, family ownership and downsizing: Evidence from S&P 500 firms

Jörn Hendrich Block

2008-022: Lumpy labor adjustment as a propagation mechanism of business cycles

Fang Yao

2008-021: Preferences for collective versus individualised wage setting

Tito Boeri and Michael Burda

2008-020: The impact of international outsourcing on labour market dynamics in Germany

Ronald Bachmann and Sebastian Braun

2008-019: The accuracy of long-term real estate valuations

Rainer Schulz, Markus Staiber, Martin Wersing and Axel Werwatz