SFB 649 Discussion Papers

From Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
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2014-062: Do tax cuts Increase consumption? An experimental test of Ricardian Equivalence

Thomas Meissner and Davud Rostam-Afschar

2014-061: Why the split of payroll taxation between firms and workers matters for macroeconomic stability

Simon Voigts

2014-060: Are US inflation expectations re-anchored?

Dieter Nautz and Till Strohsal

2014-059: Expectile treatment effects: An efficient alternative to compute the distribution of treatment effects

Stephan Stahlschmidt, Matthias Eckardt and Wolfgang Härdle

2014-058: Boiling the frog optimally: Nan experiment on survivor curve shapes and internet revenue

Christina Aperjis, Ciril Bosch-Rosa, Daniel Friedman and Bernardo A. Huberman

2014-057: A tale of two tails: Preferences of neutral third-parties in three-player ultimatum games

Ciril Bosch-Rosa

2014-056: Monetary policy effects on financial intermediation via the regulated and the shadow banking systems

Falk Mazelis

2014-055: Estimating the spot covariation of asset prices: Statistical theory and empirical evidence

Markus Bibinger, Nikolaus Hautsch, Peter Malec and Markus Reiss

2014-054: Strategic complementarities and nominal rigidities

Philipp König and Alexander Meyer-Gohde

2014-053: Improved volatility estimation based on limit order books

Markus Bibinger, Moritz Jirak and Markus Reiss

2014-052: Designing an index for assessing wind energy potential

Matthias Ritter, Zhiwei Shen, Brenda López Cabrera, Martin Odening and Lars Deckert

2014-051: Corporate cash hoarding in a model with liquidity constraints

Falk Mazelis

2014-050: Volatility modelling of CO2 emission allowance spot prices with regime-switching GARCH models

Thijs Benschopa and Brenda López Cabreraa

2014-049: Comparing solution methods for DSGE models with labor market search

Hong Lan

2014-048: That's how we roll: An experiment on rollover risk

Ciril Bosch-Rosa

2014-047: Similarities and differences between U.S. and German regulation of the use of derivatives and leverage by mutual funds: What can regulators learn from each other?

Dominika Paula Galkiewicz

2014-046: Ex post information rents in sequential screening

Daniel Krähmer and Roland Strausz

2014-045: Optimal sales contracts with withdrawal rights

Daniel Krähmer and Roland Strausz

2014-044: On the timing of climate agreements

Robert Schmidt and Roland Strausz

2014-043: Semiparametric Estimation with Generated Covariates

Enno Mammen, Christoph Rothe and Melanie Schienle

2014-042: Beyond dimension two: A test for higher-order tail risk

Carsten Bormann, Melanie Schienle and Julia Schaumburg

2014-041: Certification and market transparency

Konrad Stahl and Roland Strausz

2014-040: Localising forward intensities for multiperiod corporate default

Dedy Prastyo and Wolfgang Härdle

2014-039: The integration of credit default swap markets in the pre and post-subprime crisis in common stochastic trends

Cathy Yi-hsuan Chen, Wolfgang Härdle and Pham-thu Hien

2014-038: Spatial wage inequality and technological change

Charlotte Senftleben-Koenig and Hanna Wielandt

2014-037: Common price and volatility jumps in noisy high-frequency data

Markus Bibinger and Lars Winkelmann

2014-036: Portfolio decisions and brain reactions via the CEAD method

Piotr Majer, Peter N. C. Mohr, Hauke Heekeren and Wolfgang Härdle

2014-035: Adaptive order flow forecasting with multiplicative error models

Wolfgang Härdle, Andrija Mihoci and Christopher Hian-Ann Ting

2014-034: Risky linear approximations

Alexander Meyer-Gohde

2014-033: Discount factor shocks and labor market dynamics

Julien Albertini and Arthur Poirier

2014-032: TEDAS - Tail Event Driven ASset Allocation

Wolfgang Härdle, Sergey Nasekin, David Kuo Chuen Lee and Phoon Kok Fai

2014-031: Structural vector autoregressions with smooth transition in variances: The interaction between US monetary policy and the stock market

Helmut Lütkepohl and Aleksei Netésunajev

2014-030: Forecasting generalized quantiles of electricity demand: A functional data approach

Brenda López Cabrera and Franziska Schulz

2014-029: Information risk, market stress and institutional herding in financial markets: New evidence through the lens of a simulated model

Christopher Boortz, Stephanie Kremer, Simon Jurkatis and Dieter Nautz

2014-028: Confidence corridors for multivariate generalized quantile regression

Shih-kang Chao, Katharina Proksch, Holger Dette and Wolfgang Härdle

2014-027: Stale forward guidance

Gunda-Alexandra Detmers and Dieter Nautz

2014-026: Credit risk calibration based on CDS spreads

Shih-kang Chao, Wolfgang Härdle and Pham-thu Hien

2014-025: Is there a demand for multi-year crop insurance?

Maria Osipenko, Zhiwei Shen and Martin Odening

2014-024: Peer effects and students' self-control

Berno Buechel, Lydia Mechtenberg and Julia Petersen

2014-023: Inflation expectations spillovers between the United States and euro area

Aleksei Netšunajev and Lars Winkelmann

2014-022: Nonparametric test for a constant beta over a fixed time interval

Markus Reiss, Viktor Todorov and George Tauchen

2014-021: Do maternal health problems influence child's worrying status? Evidence from British cohort study

Xianhua Dai, Wolfgang Härdle and Keming Yu

2014-020: Modelling spatiotemporal variability of temperature

Xiaofeng Cao, Ostap Okhrin, Martin Odening and Matthias Ritter

2014-019: Unemployment benefits extensions at the zero lower bound on nominal interest rate

Julien Albertini and Arthur Poirier

2014-018: Interacting product and labor market regulation and the impact of immigration on native wages

Susanne Prantl and Alexandra Spitz-Oener

2014-017: The composition of government spending and the multiplier at the Zero Lower Bound

Julien Albertini, Arthur Poirier and Jordan Roulleau-Pasdeloup

2014-016: An application of principal component analysis on multivariate time-stationary spatio-temporal data

Stephan Stahlschmidt, Wolfgang Härdle and Helmut Thome

2014-015: Ladislaus von Bortkiewicz: Statistician, economist, and a European intellectual

Wolfgang Härdle and Annette B. Vogt

2014-014: Estimation procedures for exchangeable Marshall copulas with hydrological application

Fabrizio Durante and Ostap Okhrin

2014-013: Product market deregulation and employment outcomes: Evidence from the German retail sector

Charlotte Senftleben-König