Auflistung Wirtschaftswissenschaftliche Fakultät nach Titel
Anzeige der Publikationen 675-694 von 1448
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2016-12-12DiskussionspapierLabor Market Frictions and Monetary Policy Design This paper estimates a New Keynesian DSGE model with search frictions and monetary rules augmented with different labor market indicators. In accordance with a theoretical literature I find that a central bank reacts to ...
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2005-09-02DiskussionspapierLabour Market Dynamics in Germany In this paper, we provide a comprehensive overview of labour market dynamics in Western Germany by looking at gross worker flows. To do so, we use a subsample of the registry data collected by the German social security ...
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2014-02-14DiskussionspapierLadislaus von Bortkiewicz - statistician, economist, and a European intellectual Ladislaus von Bortkiewicz (1868 - 1931) was a European statistician. His scientific work covered theoretical economics, stochastics, mathematical statistics and radiology, today we would call him a cross disciplinary ...
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2000-05-12BuchLag Selection in Subset VAR Models with an Application to a U.S. Monetary System
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2005-10-07BuchLangzeiteffekte der "Theory of Games and Economic Behavior"
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1997-04-04BuchLarge Sample Theory in a Semiparametric Partially Linear Errors-in-Variables Models
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2006-06-09BuchLarge Sample Theory of the Estimation of the Error Distribution for a Semiparametric Model
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2011-08-03DiskussionspapierLarge Vector Auto Regressions One popular approach for nonstructural economic and financial forecasting is to include a large number of economic and financial variables, which has been shown to lead to significant improvements for forecasting, for ...
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2015-12-03DiskussionspapierlCARE – localizing Conditional AutoRegressive Expectiles We account for time-varying parameters in the conditional expectile based value at risk (EVaR) model. EVaR appears more sensitive to the magnitude of portfolio losses compared to the quantile-based Value at Risk (QVaR), ...
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2010-06-08DiskussionspapierLearning Machines Supporting Bankruptcy Prediction In many economic applications it is desirable to make future predictions about the financial status of a company. The focus of predictions is mainly if a company will default or not. A support vector machine (SVM) is one ...
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1999-04-25BuchLearning to Bid We examine learning behavior in auctions and Fair division games with independent private values under two different price rules, first and second price. Participants face these four games repeatedly and submit complete ...
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1997-04-15BuchLearning to Like What You Have
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2005-09-29BuchLeast Trimmed Squares
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2000-07-01BuchLeave-k-out Diagnostics in State Space Models The paper derives an algorithm for computing leave-k-out diagnostics for the detection of patches of outliers for stationary and non-stationary state space models with regression effects. The algorithm is based on a reverse ...
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2016-02-02DiskussionspapierLeveraged ETF optionsimplied volatility paradox In this paper, we study the statistical properties of the moneyness scaling transformation by Leung and Sircar (2015). This transformation adjusts the moneyness coordinate of the implied volatility smile in an attempt to ...
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2011-08-25DiskussionspapierLimit Order Flow, Market Impact and Optimal OrderSizes In this paper, we provide new empirical evidence on order submission activity and price impacts of limit orders at NASDAQ. Employing NASDAQ TotalView-ITCH data, we find that market participants dominantly submit limit ...
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2000-09-12BuchLimited depth of reasoning and failure of cascade formation in the laboratory We examine the robustness of information cascades in laboratory experiments. Apart from the situation in which each player can obtain a signal for free (as in the experiment by Anderson and Holt, 1997, American Economic ...
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2005-10-25DiskussionspapierLimited Enforceable International Loans, International Risk Sharing and Trade This paper analyzes the impact of limited enforceable international loans on international risk sharing and trade fluctuations in a two-country two-good endowment economy. Our specification of the punishment threat allows ...
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2013-08-29DiskussionspapierLimited higher order belieft and the welfare effects of public information In games with strategic complementarities, public information about the state of the world has a larger impact on equilibrium actions than private information of the same precision, because the former is more informative ...
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2011-10-19DiskussionspapierLinking corporate reputation and shareholder value using the publication of reputation rankings Good corporate reputation is seen as one of the most valuable assets. It is believed to cause a multitude of favorable impacts within different stakeholder groups. As a consequence, a multitude of studies analyzed the ...