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Publications

by members of

Center for Quantitative Economics (CQE)
Wirtschaftswissenschaftliche Fakultät
Universität Münster
Münster, Germany

(School of Business and Economics, University of Munster)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

2024

  1. Nicole Branger & Mark Trede & Bernd Wilfling, 2024. "Extracting stock-market bubbles from dividend futures," CQE Working Papers 10724, Center for Quantitative Economics (CQE), University of Muenster.

2023

  1. Verena Monschang & Mark Trede & Bernd Wilfling, 2023. "Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test," CQE Working Papers 10623, Center for Quantitative Economics (CQE), University of Muenster.

2022

  1. Verena Monschang & Bernd Wilfling, 2022. "A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction," CQE Working Papers 9722, Center for Quantitative Economics (CQE), University of Muenster.
  2. Bjoern Schulte-Tillman & Mawuli Segnon & Bernd Wilfling, 2022. "Financial-market volatility prediction with multiplicative Markov-switching MIDAS components," CQE Working Papers 9922, Center for Quantitative Economics (CQE), University of Muenster.
  3. Mawuli Segnon & Rangan Gupta & Bernd Wilfling, 2022. "Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks," Working Papers 202203, University of Pretoria, Department of Economics.

2020

  1. Ulrich Pfister, 2020. "Urban population in Germany, 1500 - 1850," CQE Working Papers 9020, Center for Quantitative Economics (CQE), University of Muenster.
  2. Burkhard Heer & Mark Trede, 2020. "Age-Specific Entrepreneurship and PAYG Public Pensions in Germany," CQE Working Papers 9120, Center for Quantitative Economics (CQE), University of Muenster.
  3. Mark Trede & Michael Zimmermann, 2020. "Regional labour migration - Stylized facts for Germany," CQE Working Papers 9320, Center for Quantitative Economics (CQE), University of Muenster.

2019

  1. Verena Monschang & Bernd Wilfling, 2019. "Sup-ADF-style bubble-detection methods under test," CQE Working Papers 7819, Center for Quantitative Economics (CQE), University of Muenster.
  2. Martin T. Bohl & Nicole Branger & Mark Trede, 2019. "Measurement Errors in Index Trader Positions Data: Is the Price Pressure Hypothesis Still Invalid?," CQE Working Papers 8019, Center for Quantitative Economics (CQE), University of Muenster.
  3. Christian Schluter & Mark Trede, 2019. "Size distributions reconsidered," Post-Print hal-01994353, HAL.
  4. T. Philipp Dybowski & Bernd Kempa, 2019. "The ECB’s monetary pillar after the financial crisis," CQE Working Papers 8519, Center for Quantitative Economics (CQE), University of Muenster.

2018

  1. Hakon Albers & Ulrich Pfister & Martin Uebele, 2018. "The Great Moderation of Grain Price Volatility: Market Integration vs. Climate Change, Germany, 1650–1790," Working Papers 0135, European Historical Economics Society (EHES).
  2. Till Weigt & Bernd Wilfling, 2018. "An approach to increasing forecast-combination accuracy through VAR error modeling," CQE Working Papers 6818, Center for Quantitative Economics (CQE), University of Muenster.
  3. Mawuli Segnon & Stelios Bekiros & Bernd Wilfling, 2018. "Forecasting Inflation Uncertainty in the G7 Countries," CQE Working Papers 7118, Center for Quantitative Economics (CQE), University of Muenster.

2017

  1. Benedikt Rotermann & Bernd Wilfling, 2017. "A new stock-price bubble with stochastically deflating trajectories," CQE Working Papers 5817, Center for Quantitative Economics (CQE), University of Muenster.
  2. Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta, 2017. "Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data," CQE Working Papers 6117, Center for Quantitative Economics (CQE), University of Muenster.
  3. Martina Danielova Zaharieva & Mark Trede & Bernd Wilfling, 2017. "Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements," CQE Working Papers 6217, Center for Quantitative Economics (CQE), University of Muenster.
  4. Mawuli Segnon & Mark Trede, 2017. "Forecasting Market Risk of Portfolios: Copula-Markov Switching Multifractal Approach," CQE Working Papers 6617, Center for Quantitative Economics (CQE), University of Muenster.
  5. S. H. Ayhan & K. Gatskova & H. Lehmann, 2017. "The impact of non-cognitive skills and risk preferences on rural-to-urban migration: Evidence from Ukraine," Working Papers wp1106, Dipartimento Scienze Economiche, Universita' di Bologna.

2016

  1. Martin T. Bohl & Gerrit Reher & Bernd Wilfling, 2016. "Short selling constraints and stock returns volatility: empirical evidence from the German stock market," CQE Working Papers 4516, Center for Quantitative Economics (CQE), University of Muenster.
  2. Till Weigt & Bernd Wilfling, 2016. "A new combination approach to reducing forecast errors with an application to volatility forecasting," CQE Working Papers 4616, Center for Quantitative Economics (CQE), University of Muenster.
  3. Christian Schluter & Mark Trede, 2016. "Weak convergence to the Student and Laplace distributions," Post-Print hal-01447853, HAL.
  4. Sarah Meyer & Mark Trede, 2016. "Explosive earnings dynamics: Whoever has will be given more," CQE Working Papers 4716, Center for Quantitative Economics (CQE), University of Muenster.
  5. Ludwig von Auer & Andranik Stepanyan & Mark Trede, 2016. "Classifying Industries Into Types of Relative Concentration," CQE Working Papers 5516, Center for Quantitative Economics (CQE), University of Muenster.
  6. Milena Nikolova & Sinem Ayhan, 2016. "Your Spouse Is Fired! How Much Do You Care?," SOEPpapers on Multidisciplinary Panel Data Research 891, DIW Berlin, The German Socio-Economic Panel (SOEP).

2015

  1. Benedikt Rotermann & Bernd Wilfling, 2015. "Estimating rational stock-market bubbles with sequential Monte Carlo methods," CQE Working Papers 4015, Center for Quantitative Economics (CQE), University of Muenster.
  2. Martin T. Bohl & Nicole Branger & Mark Trede, 2015. "The Case of Herding ist Stronger than You Think," CQE Working Papers 3715, Center for Quantitative Economics (CQE), University of Muenster.
  3. Andranik Stepanyan & Ludwig von Auer & Mark Trede, 2015. "Regional Concentration and Confidence Regions," ERSA conference papers ersa15p564, European Regional Science Association.
  4. Ayhan, Sinem H., 2015. "Evidence of Added Worker Effect from the 2008 Economic Crisis," IZA Discussion Papers 8937, Institute of Labor Economics (IZA).
  5. Ayhan, Sinem H. & Pelek, Selin, 2015. "State Dependence in Welfare Benefits in a Non-Welfare Context," IZA Discussion Papers 9551, Institute of Labor Economics (IZA).

2014

  1. Martin T. Bohl & Jeanne Diesteldorf & Christian A. Salm & Bernd Wilfling, 2014. "Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach," CQE Working Papers 3514, Center for Quantitative Economics (CQE), University of Muenster.
  2. Ludwig von Auer & Mark Trede, 2014. "Markets with Technological Progress: Pricing Quality, and Novelty," CQE Working Papers 3014, Center for Quantitative Economics (CQE), University of Muenster.
  3. Tino Berger & Bernd Kempa, 2014. "Time-varying equilibrium rates in small open economies: Evidence for Canada," CQE Working Papers 3414, Center for Quantitative Economics (CQE), University of Muenster.
  4. Ayhan, Sinem H., 2014. "How Do Married Women Respond When Their Husbands Lose Their Jobs? Evidence from Turkey During the Recent Crisis," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100387, Verein für Socialpolitik / German Economic Association.

2013

  1. Michael Kopsidis & Ulrich Pfister, 2013. "Agricultural development during early industrialization in a low-wage economy: Saxony, c. 1790-1830," Working Papers 0039, European Historical Economics Society (EHES).
  2. Benedikt Rotermann & Bernd Wilfling, 2013. "Periodically collapsing Evans bubbles and stock-price volatility," CQE Working Papers 2813, Center for Quantitative Economics (CQE), University of Muenster.
  3. Riedel, Jana, 2013. "Real interest rate convergence among G7 countries," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79928, Verein für Socialpolitik / German Economic Association.
  4. Christian Schluter & Mark Trede, 2013. "Gibrat, Zipf, Fisher and Tippett: City Size and Growth Distributions Reconsidered," CQE Working Papers 2713, Center for Quantitative Economics (CQE), University of Muenster.

2012

  1. Ulrich Pfister & Jana Riedel & Martin Uebele, 2012. "Real Wages and the Origins of Modern Economic Growth in Germany, 16th to 19th Centuries," Working Papers 0017, European Historical Economics Society (EHES).
  2. Marc Lammerding & Patrick Stephan & Mark Trede & Bernd Wilfling, 2012. "Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach," CQE Working Papers 2312, Center for Quantitative Economics (CQE), University of Muenster.
  3. Sarah Meyer & Mark Trede, 2012. "Eliciting earnings risk from labor and capital income," Norface Discussion Paper Series 2012039, Norface Research Programme on Migration, Department of Economics, University College London.

2011

  1. Gerrit Reher & Bernd Wilfling, 2011. "Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market," CQE Working Papers 1711, Center for Quantitative Economics (CQE), University of Muenster.
  2. Max Meulemann & Martin Uebele & Bernd Wilfling, 2011. "The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis," CQE Working Papers 2011, Center for Quantitative Economics (CQE), University of Muenster.
  3. Christian Schluter & Mark Trede, 2011. "Estimating Continuous-Time Income Models," CQE Working Papers 1811, Center for Quantitative Economics (CQE), University of Muenster.
  4. Christian Schluter & Mark Trede, 2011. "Weak convergence to the t-distribution," CQE Working Papers 2111, Center for Quantitative Economics (CQE), University of Muenster.

2010

  1. Ulrich Pfister, 2010. "Consumer prices and wages in Germany, 1500 - 1850," CQE Working Papers 1510, Center for Quantitative Economics (CQE), University of Muenster.
  2. Ulrich Pfister & Georg Fertig, 2010. "The population history of Germany: research strategy and preliminary results," MPIDR Working Papers WP-2010-035, Max Planck Institute for Demographic Research, Rostock, Germany.
  3. Gerrit Reher & Bernd Wilfling, 2010. "An exact pricing formula for European call options on zero-coupon bonds in the run-up to a currency union," CQE Working Papers 1010, Center for Quantitative Economics (CQE), University of Muenster.
  4. Ralf Brüggemann & Jana Riedel, 2010. "Nonlinear Interest Rate Reaction Functions for the UK," Working Paper Series of the Department of Economics, University of Konstanz 2010-15, Department of Economics, University of Konstanz.
  5. Friedrich Geiecke & Mark Trede, 2010. "A Direct Test of Rational Bubbles," CQE Working Papers 1310, Center for Quantitative Economics (CQE), University of Muenster.
  6. Ludwig von Auer & Mark Trede, 2010. "The Dynamics of Brand Equity: A Hedonic Regression Approach to the Laser Printer Market," CQE Working Papers 1210, Center for Quantitative Economics (CQE), University of Muenster.
  7. T. Berger & B. Kempa & -, 2010. "Taylor rules and the Canadian-US equilibrium exchange rate," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 10/643, Ghent University, Faculty of Economics and Business Administration.

2009

  1. Nael Al-Anaswah & Bernd Wilfling, 2009. "Identification of speculative bubbles using state-space models with Markov-switching," CQE Working Papers 0309, Center for Quantitative Economics (CQE), University of Muenster.
  2. Martin T. Bohl & Christian A. Salm & Bernd Wilfling, 2009. "Do Individual Index Futures Investors Destabilize the Underlying Spot Market?," CQE Working Papers 0609, Center for Quantitative Economics (CQE), University of Muenster.
  3. Tino Berger & Bernd Kempa, 2009. "A new approach to estimating equilibrium exchange rates for small open economies: The case of Canada," CQE Working Papers 0509, Center for Quantitative Economics (CQE), University of Muenster.

2006

  1. Hartmann, Daniel & Kempa, Bernd & Pierdzioch, Christian, 2006. "Economic and Financial Crises and the Predictability of U.S. Stock Returns," MPRA Paper 561, University Library of Munich, Germany.
  2. Hoffmann, Mathias & Kempa, Bernd, 2006. "The Poole analysis in the new open economy macroeconomic framework," CFR Working Papers 06-08, University of Cologne, Centre for Financial Research (CFR).

2004

  1. Wilfling, Bernd & Trede, Mark, 2004. "Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data," HWWA Discussion Papers 267, Hamburg Institute of International Economics (HWWA).

2003

  1. Antzoulatos, Angelos A. & Wilfling, Bernd, 2003. "Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany," Discussion Paper Series 26169, Hamburg Institute of International Economics.
  2. Antzoulatos, Angelos A. & Wilfling, Bernd, 2003. "Exchange and Interest Rates prior to EMU: The Case of Greece," Discussion Paper Series 26325, Hamburg Institute of International Economics.
  3. Kempa, Bernd, 2003. "An oversimplified inquiry into the sources of exchange rate variability," IBES Diskussionsbeiträge 129, University of Duisburg-Essen, Institute of Business and Economic Studie (IBES).

2001

  1. Wilfling, Bernd, 2001. "Since When Have FOREX Markets Incorporated EMU into Currency Pricing? Evidence from Four Exchange Rate Series," Discussion Paper Series 26136, Hamburg Institute of International Economics.
  2. Wilfling, Bernd, 2001. "The Convergence of International Interest Rates Prior to Monetary Union," Discussion Paper Series 26165, Hamburg Institute of International Economics.
  3. Wilfling, Bernd, 2001. "Interest Rate Volatility Prior to Monetary Union Under Alternative Pre-Switch Regimes," Discussion Paper Series 26277, Hamburg Institute of International Economics.

1997

  1. Trede, Mark, 1997. "Making mobility visible: A graphical device," Discussion Papers in Econometrics and Statistics 2/97, University of Cologne, Institute of Econometrics and Statistics.

1996

  1. Schmid, Friedrich & Trede, Mark, 1996. "Nonparametric inference for second order stochastic dominance," Discussion Papers in Econometrics and Statistics 2/96, University of Cologne, Institute of Econometrics and Statistics.

1995

  1. Trede, Mark M., 1995. "The age-profile of earnings mobility: Statistical inference for conditional kernel density estimates," Discussion Papers in Econometrics and Statistics 1/95, University of Cologne, Institute of Econometrics and Statistics.

1994

  1. Trede, Mark M., 1994. "Statistical inference in mobility measurement: Sex differences in earnings mobility," Discussion Papers in Econometrics and Statistics 4/94, University of Cologne, Institute of Econometrics and Statistics.

Journal articles

2024

  1. Segnon, Mawuli & Gupta, Rangan & Wilfling, Bernd, 2024. "Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks," International Journal of Forecasting, Elsevier, vol. 40(1), pages 29-43.
  2. Dubbert, Tore & Kempa, Bernd, 2024. "Nowcasting the output gap with shadow rates," Economics Letters, Elsevier, vol. 236(C).
  3. Börger, Carina & Kempa, Bernd, 2024. "Real exchange rate convergence in the euro area: Evidence from a dynamic factor model," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 213-224.

2023

  1. Albers, Hakon & Pfister, Ulrich, 2023. "State formation and market integration: Germany, 1780–1830," Journal of Comparative Economics, Elsevier, vol. 51(2), pages 403-421.
  2. Andrea Beccarini & Bernd Kempa, 2023. "Modelling Time-Varying Heterogeneity in Panel Data as Regime-Switching," Annals of Economics and Statistics, GENES, issue 151, pages 81-120.
  3. Berger, Tino & Kempa, Bernd & Zou, Feina, 2023. "The role of macroeconomic uncertainty in the determination of the natural rate of interest," Economics Letters, Elsevier, vol. 229(C).
  4. Hüpper, Florian & Kempa, Bernd, 2023. "Inflation targeting and inflation communication of the Federal Reserve: Words and deeds," Journal of Macroeconomics, Elsevier, vol. 75(C).

2022

  1. Pfister, Ulrich, 2022. "Economic Growth in Germany, 1500–1850," The Journal of Economic History, Cambridge University Press, vol. 82(4), pages 1071-1107, December.
  2. Segnon Mawuli & Lau Chi Keung & Wilfling Bernd & Gupta Rangan, 2022. "Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(1), pages 73-98, February.

2021

  1. Hakon Albers & Ulrich Pfister, 2021. "Climate change, weather shocks, and price convergence in pre-industrial Germany [Information from markets near and far: mobile phones and agricultural markets in Niger]," European Review of Economic History, European Historical Economics Society, vol. 25(3), pages 467-489.
  2. Hakon Albers & Ulrich Pfister, 2021. "Erratum to: Climate change, weather shocks, and price convergence in pre-industrial Germany," European Review of Economic History, European Historical Economics Society, vol. 25(4), pages 806-806.
  3. Ulrich Pfister, 2021. "Die Bildung des ersten deutschen Nationalstaats und der Übergang zum modernen Wirtschaftswachstum," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 101(4), pages 247-250, April.
  4. Verena Monschang & Bernd Wilfling, 2021. "Sup-ADF-style bubble-detection methods under test," Empirical Economics, Springer, vol. 61(1), pages 145-172, July.
  5. Till Weigt & Bernd Wilfling, 2021. "An approach to increasing forecast‐combination accuracy through VAR error modeling," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(4), pages 686-699, July.

2020

  1. Ulrich Pfister, 2020. "The Crafts–Harley view of German industrialization: an independent estimate of the income side of net national product, 1851–1913," European Review of Economic History, European Historical Economics Society, vol. 24(3), pages 502-521.
  2. Ulrich Pfister & Georg Fertig, 2020. "From Malthusian Disequilibrium to the Post-Malthusian Era: The Evolution of the Preventive and Positive Checks in Germany, 1730–1870," Demography, Springer;Population Association of America (PAA), vol. 57(3), pages 1145-1170, June.
  3. Martina Danielova Zaharieva & Mark Trede & Bernd Wilfling, 2020. "Bayesian semiparametric multivariate stochastic volatility with application," Econometric Reviews, Taylor & Francis Journals, vol. 39(9), pages 947-970, October.
  4. Jana Riedel, 2020. "On real interest rate convergence among G7 countries," Empirical Economics, Springer, vol. 59(2), pages 599-626, August.
  5. Trede, Mark, 2020. "Maximum likelihood estimation of high-dimensional Student-t copulas," Statistics & Probability Letters, Elsevier, vol. 159(C).
  6. Masuhr Andreas & Trede Mark, 2020. "Bayesian estimation of generalized partition of unity copulas," Dependence Modeling, De Gruyter, vol. 8(1), pages 119-131, January.
  7. Dybowski, T. Philipp & Kempa, Bernd, 2020. "The European Central Bank’s monetary pillar after the financial crisis," Journal of Banking & Finance, Elsevier, vol. 121(C).
  8. Sinem H. Ayhan & Selin Pelek, 2020. "State Dependence in Welfare Benefits in a Non‐Welfare Context," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 66(3), pages 711-735, September.
  9. Ayhan, Sinem H. & Gatskova, Kseniia & Lehmann, Hartmut, 2020. "The impact of non-cognitive skills and risk preferences on rural-to-urban migration in Ukraine," Journal of Comparative Economics, Elsevier, vol. 48(1), pages 144-162.

2019

  1. Pfister Ulrich, 2019. "The Inequality of Pay in Pre-modern Germany, Late 15th Century to 1889," Jahrbuch für Wirtschaftsgeschichte / Economic History Yearbook, De Gruyter, vol. 60(1), pages 209-243, May.
  2. Jana Riedel & Anja Slany, 2019. "The potential of African trade integration – Panel data evidence for the COMESA-EAC-SADC Tripartite," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 28(7), pages 843-872, October.
  3. Christian Schluter & Mark Trede, 2019. "Size distributions reconsidered," Econometric Reviews, Taylor & Francis Journals, vol. 38(6), pages 695-710, July.
  4. Ludwig von Auer & Andranik Stepanyan & Mark Trede, 2019. "Classifying industries into types of relative concentration," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 182(3), pages 1017-1037, June.
  5. Bernd Kempa & Nazmus Sadat Khan, 2019. "Global Macroeconomic Repercussions of US Trade Restrictions: Evidence from a GVAR Model," International Economic Journal, Taylor & Francis Journals, vol. 33(4), pages 649-661, October.
  6. Tino Berger & Bernd Kempa, 2019. "Testing for time variation in the natural rate of interest," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(5), pages 836-842, August.
  7. Milena Nikolova & Sinem H. Ayhan, 2019. "Your spouse is fired! How much do you care?," Journal of Population Economics, Springer;European Society for Population Economics, vol. 32(3), pages 799-844, July.

2018

  1. Pfister Ulrich, 2018. "Real Wages in Germany during the First Phase of Industrialization, 1850-1889," Jahrbuch für Wirtschaftsgeschichte / Economic History Yearbook, De Gruyter, vol. 59(2), pages 567-596, May.
  2. Mawuli Segnon & Stelios Bekiros & Bernd Wilfling, 2018. "Forecasting Inflation Uncertainty in the G7 Countries," Econometrics, MDPI, vol. 6(2), pages 1-25, April.
  3. Benedikt Rotermann & Bernd Wilfling, 2018. "A new stock-price bubble with stochastically deflating trajectories," Applied Economics Letters, Taylor & Francis Journals, vol. 25(15), pages 1091-1096, September.
  4. Mawuli Segnon & Mark Trede, 2018. "Forecasting market risk of portfolios: copula-Markov switching multifractal approach," The European Journal of Finance, Taylor & Francis Journals, vol. 24(14), pages 1123-1143, September.
  5. Ludwig von Auer & Mark Trede, 2018. "Markets with technological progress: pricing, quality, and novelty," Journal of Economics, Springer, vol. 124(2), pages 121-137, June.
  6. Bernd Kempa, 2018. "Taylor Rule Reaction Coefficients And Real Exchange Rate Persistence," Bulletin of Economic Research, Wiley Blackwell, vol. 70(1), pages 64-73, January.
  7. T. Philipp Dybowski & Max Hanisch & Bernd Kempa, 2018. "The role of the exchange rate in Canadian monetary policy: evidence from a TVP-BVAR model," Empirical Economics, Springer, vol. 55(2), pages 471-494, September.
  8. Bernd Kempa & Helmut Reisen & Hansjörg Herr & Lukas Menkhoff & Friedrich Thieβen & Tommy Jehmlich, 2018. "Der US-Dollar als Leitwährung – alternativlos? [The US Dollar as the Leading Currency – No Alternative?]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 98(10), pages 691-710, October.
  9. Sinem H. Ayhan, 2018. "Married women’s added worker effect during the 2008 economic crisis—The case of Turkey," Review of Economics of the Household, Springer, vol. 16(3), pages 767-790, September.

2017

  1. Ulrich Pfister, 2017. "The timing and pattern of real wage divergence in pre-industrial Europe: evidence from Germany, c. 1500–1850," Economic History Review, Economic History Society, vol. 70(3), pages 701-729, August.
  2. Chirag Shekhar & Mark Trede, 2017. "Portfolio Optimization Using Multivariate t-Copulas with Conditionally Skewed Margins," Review of Economics & Finance, Better Advances Press, Canada, vol. 9, pages 29-41, August.
  3. Bohl, Martin T. & Branger, Nicole & Trede, Mark, 2017. "The case for herding is stronger than you think," Journal of Banking & Finance, Elsevier, vol. 85(C), pages 30-40.
  4. Hanisch, Max & Kempa, Bernd, 2017. "The international transmission channels of US supply and demand shocks: Evidence from a non-stationary dynamic factor model for the G7 countries," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 70-88.
  5. Berger, Tino & Grabert, Sibylle & Kempa, Bernd, 2017. "Global macroeconomic uncertainty," Journal of Macroeconomics, Elsevier, vol. 53(C), pages 42-56.
  6. Kempa, Bernd & Khan, Nazmus Sadat, 2017. "Spillover effects of debt and growth in the euro area: Evidence from a GVAR model," International Review of Economics & Finance, Elsevier, vol. 49(C), pages 102-111.

2016

  1. Bohl, Martin T. & Reher, Gerrit & Wilfling, Bernd, 2016. "Short selling constraints and stock returns volatility: Empirical evidence from the German stock market," Economic Modelling, Elsevier, vol. 58(C), pages 159-166.
  2. Gerrit Reher & Bernd Wilfling, 2016. "A nesting framework for Markov-switching GARCH modelling with an application to the German stock market," Quantitative Finance, Taylor & Francis Journals, vol. 16(3), pages 411-426, March.
  3. Martin T. Bohl & Jeanne Diesteldorf & Christian A. Salm & Bernd Wilfling, 2016. "Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(1), pages 30-45, January.
  4. Schüssler, Rainer & Trede, Mark, 2016. "Constructing minimum-width confidence bands," Economics Letters, Elsevier, vol. 145(C), pages 182-185.
  5. Tino Berger & Sibylle Grabert & Bernd Kempa, 2016. "Global and Country-Specific Output Growth Uncertainty and Macroeconomic Performance," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(5), pages 694-716, October.
  6. Bernd Kempa & Nazmus Sadat Khan, 2016. "Government debt and economic growth in the G7 countries: are there any causal linkages?," Applied Economics Letters, Taylor & Francis Journals, vol. 23(6), pages 440-443, April.

2015

  1. Ulrich Pfister, 2015. "The quantitative development of Germany’s international trade during the eighteenth and early nineteenth centuries," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(4), pages 175-221.
  2. Ulrich Pfister & Michael Kopsidis, 2015. "Institutions versus demand: determinants of agricultural development in Saxony, 1660–1850," European Review of Economic History, European Historical Economics Society, vol. 19(3), pages 275-293.
  3. Bernd Kempa & Khan, 2015. "On the size of government spending multipliers in Europe," Applied Economics, Taylor & Francis Journals, vol. 47(51), pages 5548-5558, November.

2014

  1. Rotermann, Benedikt & Wilfling, Bernd, 2014. "Periodically collapsing Evans bubbles and stock-price volatility," Economics Letters, Elsevier, vol. 123(3), pages 383-386.
  2. Meulemann, Max & Uebele, Martin & Wilfling, Bernd, 2014. "The restoration of the gold standard after the US Civil War: A volatility analysis," Journal of Financial Stability, Elsevier, vol. 12(C), pages 37-46.
  3. Reher, Gerrit & Wilfling, Bernd, 2014. "The valuation of European call options on zero-coupon bonds in the run-up to a fixed exchange-rate regime," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 483-496.
  4. Berger, Tino & Kempa, Bernd, 2014. "Time-varying equilibrium rates in small open economies: Evidence for Canada," Journal of Macroeconomics, Elsevier, vol. 39(PA), pages 203-214.

2013

  1. Lammerding, Marc & Stephan, Patrick & Trede, Mark & Wilfling, Bernd, 2013. "Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach," Energy Economics, Elsevier, vol. 36(C), pages 491-502.
  2. Kempa, Bernd & Riedel, Jana, 2013. "Nonlinearities in exchange rate determination in a small open economy: Some evidence for Canada," The North American Journal of Economics and Finance, Elsevier, vol. 24(C), pages 268-278.
  3. Mark Trede & Cornelia Savu, 2013. "Do stock returns have an Archimedean copula?," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(8), pages 1764-1778, August.
  4. Sinem Ayhan, 2013. "Do non-wage cost rigidities slow down employment? Evidence from Turkey," IZA Journal of Labor Policy, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 2(1), pages 1-23, December.

2012

  1. L von Auer & M Trede, 2012. "The dynamics of brand equity: a hedonic regression approach to the laser printer market," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 63(10), pages 1351-1362, October.
  2. Berger, Tino & Kempa, Bernd, 2012. "Taylor rules and the Canadian–US equilibrium exchange rate," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1060-1075.
  3. Torben W. Hendricks & Bernd Kempa & Christian Pierdzioch, 2012. "Do banks’ buy and sell recommendations influence stock market volatility? Evidence from the German DAX30," The European Journal of Finance, Taylor & Francis Journals, vol. 18(1), pages 29-39, January.

2011

  1. Al-Anaswah, Nael & Wilfling, Bernd, 2011. "Identification of speculative bubbles using state-space models with Markov-switching," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1073-1086, May.
  2. David Sondermann & Mark Trede & Bernd Wilfling, 2011. "Estimating the degree of interventionist policies in the run-up to EMU," Applied Economics, Taylor & Francis Journals, vol. 43(2), pages 207-218.
  3. Martin T. Bohl & Christian A. Salm & Bernd Wilfling, 2011. "Do individual index futures investors destabilize the underlying spot market?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 31(1), pages 81-101, January.
  4. Brüggemann, Ralf & Riedel, Jana, 2011. "Nonlinear interest rate reaction functions for the UK," Economic Modelling, Elsevier, vol. 28(3), pages 1174-1185, May.
  5. Thorsten Heimann & Mark Trede, 2011. "A Continuous-Time Model of Income Dynamics," Journal of Income Distribution, Ad libros publications inc., vol. 20(1), pages 104-116, March.
  6. Kempa, Bernd & Wilde, Wolfram, 2011. "Sources of exchange rate fluctuations with Taylor rule fundamentals," Economic Modelling, Elsevier, vol. 28(6), pages 2622-2627.
  7. Berger, Tino & Kempa, Bernd, 2011. "Bayesian estimation of the output gap for a small open economy: The case of Canada," Economics Letters, Elsevier, vol. 112(1), pages 107-112, July.
  8. Torben W Hendricks & Bernd Kempa, 2011. "Monetary Policy and the Credit Channel, Broad and Narrow," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 37(3), pages 403-416.

2010

  1. Cornelia Savu & Mark Trede, 2010. "Hierarchies of Archimedean copulas," Quantitative Finance, Taylor & Francis Journals, vol. 10(3), pages 295-304.
  2. Andreas Rees & Markus Taube & Bernd Kempa & Georg Erber, 2010. "USA, China, Indien: Droht ein globaler Abwertungswettlauf?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 63(22), pages 3-17, November.
  3. T. Hendricks & B. Kempa & C. Pierdzioch, 2010. "Do local analysts have an informational advantage in forecasting stock returns? Evidence from the German DAX30," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 24(2), pages 137-158, June.

2009

  1. Gelman, Sergey & Wilfling, Bernd, 2009. "Markov-switching in target stocks during takeover bids," Journal of Empirical Finance, Elsevier, vol. 16(5), pages 745-758, December.
  2. Bohl, Martin T. & Brzeszczynski, Janusz & Wilfling, Bernd, 2009. "Institutional investors and stock returns volatility: Empirical evidence from a natural experiment," Journal of Financial Stability, Elsevier, vol. 5(2), pages 170-182, June.
  3. Wilfling, Bernd, 2009. "Volatility regime-switching in European exchange rates prior to monetary unification," Journal of International Money and Finance, Elsevier, vol. 28(2), pages 240-270, March.
  4. Puzanova, Natalia & Siddiqui, Sikandar & Trede, Mark, 2009. "Approximate value-at-risk calculation for heterogeneous loan portfolios: Possible enhancements of the Basel II methodology," Journal of Financial Stability, Elsevier, vol. 5(4), pages 374-392, December.
  5. Mathias Hoffmann & Bernd Kempa, 2009. "A Poole Analysis in the New Open Economy Macroeconomic Framework," Review of International Economics, Wiley Blackwell, vol. 17(5), pages 1074-1097, November.
  6. Lukas Menkhoff & Stephan Schulmeister & Bernd Kempa & Norbert Walter, 2009. "Internationales Währungssystem: Ist der US-Dollar als Leitwährung überholt?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 62(16), pages 03-18, August.
  7. Hendricks, Torben W. & Kempa, Bernd, 2009. "The credit channel in U.S. economic history," Journal of Policy Modeling, Elsevier, vol. 31(1), pages 58-68.

2008

  1. Schluter, Christian & Trede, Mark, 2008. "Identifying multiple outliers in heavy-tailed distributions with an application to market crashes," Journal of Empirical Finance, Elsevier, vol. 15(4), pages 700-713, September.
  2. Cornelia Savu & Mark Trede, 2008. "Goodness-of-fit tests for parametric families of Archimedean copulas," Quantitative Finance, Taylor & Francis Journals, vol. 8(2), pages 109-116.
  3. Hartmann, Daniel & Kempa, Bernd & Pierdzioch, Christian, 2008. "Economic and financial crises and the predictability of U.S. stock returns," Journal of Empirical Finance, Elsevier, vol. 15(3), pages 468-480, June.
  4. W. Hendricks, Torben & Kempa, Bernd, 2008. "Asymmetric Transmission of Monetary Policy in Europe: a Markov-switching Approach," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 23, pages 873-895.

2007

  1. Mark Trede & Bernd Wilfling, 2007. "Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data," Empirical Economics, Springer, vol. 33(1), pages 23-39, July.
  2. Zeisberger, Stefan & Langer, Thomas & Trede, Mark, 2007. "A note on myopic loss aversion and the equity premium puzzle," Finance Research Letters, Elsevier, vol. 4(2), pages 127-136, June.

2005

  1. Kempa, Bernd, 2005. "An oversimplified inquiry into the sources of exchange rate variability," Economic Modelling, Elsevier, vol. 22(3), pages 439-458, May.
  2. Kempa Bernd, 2005. "How Important are Nominal Shocks in Driving Real Exchange Rates? / Wie bedeutend sind nominale Schocks zur Erklärung realer Wechselkursbewegungen?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 225(2), pages 192-204, April.
  3. Bernd Kempa, 2005. "Exchange Rate Disconnect in a Standard Open-Economy Macro Model," Open Economies Review, Springer, vol. 16(3), pages 283-293, July.

2004

  1. Burkhard Heer & Mark Trede, 2004. "Taxation of labour and capital income in an OLG model with home production and endogenous fertility," International Journal of Global Environmental Issues, Inderscience Enterprises Ltd, vol. 4(1/2/3), pages 73-88.

2003

  1. Pfister Ulrich, 2003. "Die Entstehung der europäischen Weltwirtschaft (ca. 1450-1850): ein endogenes Modell," Jahrbuch für Wirtschaftsgeschichte / Economic History Yearbook, De Gruyter, vol. 44(2), pages 57-82, December.
  2. Bernd Wilfling, 2003. "Interest Rate Volatility Prior to Monetary Union under Alternative Pre‐Switch Regimes," German Economic Review, Verein für Socialpolitik, vol. 4(4), pages 433-457, November.
  3. Christian Schluter & Mark Trede, 2003. "Local versus Global Assessment of Mobility," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(4), pages 1313-1335, November.
  4. Heer, Burkhard & Trede, Mark, 2003. "Efficiency and distribution effects of a revenue-neutral income tax reform," Journal of Macroeconomics, Elsevier, vol. 25(1), pages 87-107, March.
  5. Schmid, Friedrich & Trede, Mark, 2003. "Simple tests for peakedness, fat tails and leptokurtosis based on quantiles," Computational Statistics & Data Analysis, Elsevier, vol. 43(1), pages 1-12, May.

2002

  1. Christian Schluter & Mark Trede, 2002. "Statistical Inference for Inequality and Poverty Measurement with Dependent Data," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 43(2), pages 493-508, May.
  2. Schluter, Christian & Trede, Mark, 2002. "Tails of Lorenz curves," Journal of Econometrics, Elsevier, vol. 109(1), pages 151-166, July.
  3. Mark Trede, 2002. "Bootstrapping inequality measures under the null hypothesis: Is it worth the effort?," Journal of Economics, Springer, vol. 9(1), pages 261-282, December.
  4. Bernd Kempa, 2002. "Is Europe converging to optimality?," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 29(2), pages 109-120, April.

2001

  1. Wilfling, Bernd & Maennig, Wolfgang, 2001. "Exchange rate dynamics in anticipation of time-contingent regime switching: modelling the effects of a possible delay," Journal of International Money and Finance, Elsevier, vol. 20(1), pages 91-113, February.
  2. Esfandiar Maasoumi & Mark Trede, 2001. "Comparing Income Mobility In Germany And The United States Using Generalized Entropy Mobility Measures," The Review of Economics and Statistics, MIT Press, vol. 83(3), pages 551-559, August.

2000

  1. Heer Burkhard & Trede Mark, 2000. "On the Use of Projection Methods in the Computation of OLG Models / Zur Berechnung von OLG-Modellen mit Hilfe von Projektionsmethoden," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 220(1), pages 32-47, February.
  2. Schmid Friedrich & Trede Mark, 2000. "Stochastic Dominance in German Asset Returns: Empirical Evidence from the 1990s / Stochastische Dominanz von Renditen deutscher Aktien: Eine empirische Untersuchung für die 90er Jahre," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 220(3), pages 315-326, June.
  3. Kempa Bernd, 2000. "Zur aktuellen Diskussion der Implikationen elektronischen Geldes für den Geldumlauf und die Geldpolitik," Zeitschrift für Wirtschaftspolitik, De Gruyter, vol. 49(3), pages 250-266, December.
  4. Bernd Kempa, 2000. "Excess volatility of real exchange rates in the EMS: some evidence from structural VARs," Applied Economics, Taylor & Francis Journals, vol. 32(1), pages 73-79.

1999

  1. Wilfling Bernd, 1999. "Wechselkursdynamik im Vorfeld einer Währungsunion / Exchange Rate Dynamics Prior to Monetary Union," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 218(1-2), pages 23-44, February.
  2. Trede Mark, 1999. "Statistical Inference for Measures of Income Mobility / Statistische Inferenz zur Messung der Einkommensmobilität," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 218(3-4), pages 473-490, June.
  3. Bernd Kempa & Michael Nelles, 1999. "The Theory of Exchange Rate Target Zones," Journal of Economic Surveys, Wiley Blackwell, vol. 13(2), pages 173-210, April.
  4. Kempa, Bernd & Nelles, Michael & Pierdzioch, Christian, 1999. "The term structure of interest rates in a sticky-price target zone model," Journal of International Money and Finance, Elsevier, vol. 18(5), pages 817-834, October.
  5. Kempa, Bernd & Nelles, Michael, 1999. "Nonfundamental FX trading and excess volatility in credible target zones Theory and empirical evidence," International Review of Economics & Finance, Elsevier, vol. 8(1), pages 55-70, January.
  6. Kempa, Bernd & Nelles, Michael & Pierdzioch, Christian, 1999. "Exchange Rate Target Zones and Stock Price Volatility," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 4(4), pages 297-311, October.
  7. Bernd Kempa & Michael Nelles, 1999. "Misalignments of real exchange rates and the credibility of nominal currency bands," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 135(4), pages 613-628, December.
  8. Bernd Kempa & Michael Nelles, 1999. "Sticky Prices and Alternative Monetary Feedback Rules: How Robust is the Overshooting Phenomenon?," International Economic Journal, Taylor & Francis Journals, vol. 13(3), pages 1-18.

1998

  1. Pfister Ulrich, 1998. "Proto-industrielles Wachstum: ein theoretisches Modell," Jahrbuch für Wirtschaftsgeschichte / Economic History Yearbook, De Gruyter, vol. 39(2), pages 21-48, December.
  2. Mark M. Trede, 1998. "The age profile of mobility measures: an application to earnings in West Germany," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(4), pages 397-409.
  3. Trede, Mark, 1998. "Making mobility visible: a graphical device," Economics Letters, Elsevier, vol. 59(1), pages 77-82, April.
  4. Schmid, Friedrich & Trede, Mark, 1998. "A Kolmogorov-type test for second-order stochastic dominance," Statistics & Probability Letters, Elsevier, vol. 37(2), pages 183-193, February.
  5. Kempa, Bernd & Nelles, Michael, 1998. "On the Viability of Exchange Rate Target Zones in a Mundell-Fleming Model with Stochastic Output Shocks," Journal of Policy Modeling, Elsevier, vol. 20(5), pages 603-619, October.

1997

  1. Heer, Burkhard & Trede, Mark & Wahrenburg, Mark, 1997. "The Effect of Option Trading at the DTB on the Underlying Stocks' Return Variance," Empirical Economics, Springer, vol. 22(2), pages 233-245.
  2. Kempa, Bernd & Nelles, Michael & Pierdzioch, Christian, 1997. "An analytical approximation of target zone exchange rate functions: the technique of collocation," Economics Letters, Elsevier, vol. 57(3), pages 339-343, December.

1996

  1. Wilfling, Bernd, 1996. "Lorenz ordering of generalized beta-II income distributions," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 381-388.
  2. Wilfling, Bernd, 1996. "Lorenz ordering of power-function order statistics," Statistics & Probability Letters, Elsevier, vol. 30(4), pages 313-319, November.
  3. Schmid, Friedrich & Trede, Mark, 1996. "An L1-variant of the Cramer-von Mises test," Statistics & Probability Letters, Elsevier, vol. 26(1), pages 91-96, January.

1995

  1. Schmid, Friedrich & Trede, Mark, 1995. "A distribution free test for the two sample problem for general alternatives," Computational Statistics & Data Analysis, Elsevier, vol. 20(4), pages 409-419, October.

1993

  1. Wilfling, Bernd & Kramer, Walter, 1993. "The Lorenz-ordering of Singh-Maddala income distributions," Economics Letters, Elsevier, vol. 43(1), pages 53-57.

Chapters

2005

  1. Bernd Kempa, 2005. "Comment on: Equilibrium Exchange Rates in the Transition: The Tradable Price-Based Real Appreciation and Estimation Uncertainty," Springer Books, in: Paul J.J. Welfens & Anna Wziątek-Kubiak (ed.), Structural Change and Exchange Rate Dynamics, pages 241-243, Springer.

1996

  1. Bernd Kempa & Bernd Kempa, 1996. "Industry- versus nation-specific shocks in the EU: evidence from industry data," Chapters, in: Christos C. Paraskevopoulos & Ricardo Grinspun & Theodore Georgakopoulos (ed.), Economic Integration and Public Policy in the European Union, chapter 10, pages 123-132, Edward Elgar Publishing.

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