SFB 649 Discussion Papers

From Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
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2007-038: Economic integration and the foreign exchange

Enzo Weber

2007-037: Calibrating CAT bonds for Mexican earthquakes

Wolfgang Härdle and Brenda López Cabrera

2007-036: Yxilon: A client-server based statistical environment

Wolfgang Härdle, Sigbert Klinke and Uwe Ziegenhagen

2007-035: Estimating probabilities of default with support vector machines

Wolfgang Härdle, Rouslan A. Moro and Dorothea Schäfer

2007-034: A note on the effect of outsourcing on union wages

Sebastian Braun and Juliane Scheffel

2007-033: Does international outsourcing depress union wages?

Sebastian Braun and Juliane Scheffel

2007-032: Visualization of competitive market structure by means of choice data

Werner Kunz

2007-031: Using Wiki to build an e-learning system in statistics in Arabic language

Taleb Ahmad, Wolfgang Härdle and Sigbert Klinke

2007-030: Robust maximization of consumption with logarithmic utility

Daniel Hernández-Hernández and Alexander Schied

2007-029: Comparison of panel cointegration tests

Deniz Dilan Karaman Örsal

2007-028: Macroeconomic policy in a heterogeneous Monetary Union

Oliver Grimm and Stefan Ried

2007-027: Long memory persistence in the factor of Implied volatility dynamics

Wolfgang Härdle and Julius Mungo

2007-026: Robust optimal control for a consumption-investment problem

Alexander Schied

2007-025: Statistics of risk aversion

Enzo Giacomini and Wolfgang Härdle

2007-024: From animal baits to investors' preference: Estimating and demixing of the weight function in semiparametric models for biased samples

Ya'acov Ritov and Wolfgang Härdle

2007-023: Time series modelling with semiparametric factor dynamics

Szymon Borak, Wolfgang Härdle, Enno Mammen and Byeong U. Park

2007-022: A generalized ARFIMA process with Markov-switching fractional differencing parameter

Wen-Jen Tsay and Wolfgang Härdle

2007-021: Ideology without ideologists

Lydia Mechtenberg

2007-020: Computational statistics and data visualization

Antony Unwin, Chun-houh Chen and Wolfgang Härdle

2007-019: Regional and outward economic integration in South-East Asia

Enzo Weber

2007-018: Simultaneous causality in international trade

Enzo Weber

2007-017: Empirical pricing kernels and investor preferences

Kai Detlefsen, Wolfgang Härdle and Rouslan A. Moro

2007-016: Fiscal policy rules in practice

Andreas Thams

2007-015: Who leads financial markets?

Enzo Weber

2007-014: What happened to the transatlantic capital market relations?

Enzo Weber

2007-013: Uncertain paternity, mating market failure, and the institution of marriage

Dirk Bethmann and Michael Kvasnicka

2007-012: Are correlations constant over time? Application of the CC-TRIGt-test to return series from different asset classes

Matthias J. Fischer

2007-011: Media coverage and macroeconomic information processing

Alexandra Niessen-Ruenzi

2007-010: On {sigma}-additive robust representation of convex risk measures for unbounded financial positions in the presence of uncertainty about the market model

Volker Krätschmer

2007-009: Union wage compression in a Right-to-Manage model

Thorsten Vogel

2007-008: Sectoral transformation, turbulence, and labour market dynamics in Germany

Ronald Bachmann and Michael Burda

2007-007: Rules, discretion or reputation? Monetary policies and the efficiency of financial markets in Germany, 14th to 16th centuries

Oliver Volckart

2007-006: Real origins of the Great Depression: Monopolistic competition, union power, and the American business cycle in the 1920s

Monique Ebell and Albrecht Ritschl

2007-005: Quantile sieve estimates for time series

Jürgen Franke, Jean-Pierre Stockis and Joseph Tadjuidje

2007-004: Volatility and causality in Asia Pacific financial markets

Enzo Weber

2007-003a: Explaining asset prices with external habits and wage rigidities in a DSGE model

Harald Uhlig

2007-003: Explaining asset prices with external habits and wage rigidities in a DSGE model

Harald Uhlig

2007-002: Robust risk management: Accounting for nonstationarity and heavy tails

Ying Chen and Vladimir Spokoiny

2007-001: Trade liberalisation, process and product innovation, and relative skill demand

Sebastian Braun

2006-089: Biases in estimates of the smoking wage penalty

Silke Anger and Michael Kvasnicka

2006-088: Imitation with intention and memory: An experiment

Astrid Matthey

2006-087: What kind of shock was it? Regional integration and structural change in Germany after unification

Michael Burda

2006-086: Overreaction and multiple tail dependence at the high-frequency level: The copula rose

Wing Lon Ng

2006-085: Relational contracts and inequity aversion

Jenny Kragl and Julia Schmid

2006-084: PLS path modeling: A software review

Dirk Temme, Henning Kreis and Lutz Hildebrandt

2006-083: Formative measurement models in covariance structure analysis: Specification and identification

Lutz Hildebrandt and Dirk Temme

2006-082: Probleme der Validierung mit Strukturgleichungsmodellen

Lutz Hildebrandt and Dirk Temme

2006-081: Compactness in spaces of inner regular measures and a general Portmanteau lemma

Volker Krätschmer

2006-080: The uniqueness of extremum estimation

Volker Krätschmer

2006-079: Do individuals recognize cascade behavior of others? An experimental study

Tim Grebe, Julia Schmid and Andreas Stiehler