Auflistung Wirtschaftswissenschaftliche Fakultät nach Titel
Anzeige der Publikationen 803-822 von 1448
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2016-03-07DiskussionspapierNeighborhood Effects in Wind Farm Performance The optimization of turbine density in wind farms entails a trade-off between the usage of scarce, expensive land and power losses through turbine wake effects. A quantification and prediction of the wake effect, however, ...
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1999-09-24BuchNeighborhoods as Nuisance Parameters?
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2000-03-25BuchNeighborhoods as Nuisance Parameters?
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2000-05-01BuchNeoclassical Convergence Versus Technological Catch-Up New macro empirical evidence is provided to assess the relative importance of object and idea gaps in explaining the world income distribution dynamics. Formal statistical hypothesis tests allow us to discriminate between ...
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2005-10-28BuchNet Based Spreadsheets in Quantitative Finance
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2016-11-23DiskussionspapierNetwork Quantile Autoregression It is a challenging task to understand the complex dependency structures in an ultra-high dimensional network, especially when one concentrates on the tail dependency. To tackle this problem, we consider a network quantile ...
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1998-09-01BuchNeuere Entwicklungen auf dem Gebiet ökonometrischer Strukturmodelle In diesem Beitrag wird der vergleichsweise neue Ansatz der „Strukturellen Vektorautoregression“ (SVAR) vorgestellt und anhand einfacher Beispiele illustriert. Auf der Basis der Theorie rationaler Erwartungen wird unterschieden, ...
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2005-10-12BuchNeuere Entwicklungen in der ökonometrischen Analyse aggregierter Zeitreihen
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2005-07-11DiskussionspapierNew Evidence on the Puzzles Past empirical research on monetary policy in open economies has found evidence of the "delayed overshooting", the "forward discount" and the "exchange rate" puzzles. We revisit the effects of monetary policy on exchange ...
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2009-01-22DiskussionspapierNew recipes for estimating default intensities This paper presents a new approach to deriving default intensities from CDS or bond spreads that yields smooth intensity curves required e.g. for pricing or risk management purposes. Assuming continuous premium or coupon ...
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2011-07-04DiskussionspapierNews-driven Business Cycles in SVARs Recent studies proposed news about future technology growth as the main driver of macroeconomic fluctuations. The identification of these news through stock prices in SVARs has been criticized in the past. Therefore, I ...
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1998-11-13BuchNicht- und semiparametrische Markenwahlmodelle im Marketing
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2005-09-14BuchNo Free Lunch for Large Investors
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2016-02-29DiskussionspapierNo Role for the HartzReforms? The supply and demand framework of Katz and Murphy (1992) provides new evidence on the source of changes in socially insured full-time and part-time employment in years preceding and following the implementation of the ...
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2005-10-12BuchNoise Induced Oscillation in Solutions of Stochastic Delay Differential Equations This paper studies the oscillatory properties of solutions of linear scalar stochastic delay differential equations with multiplicative noise. It is shown that such noise will induce an oscillation in the solution whenever ...
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2009-05-29DiskussionspapierNon-constant Hazard Function and Inflation Dynamics This paper explores implications of nominal rigidity characterized by a non-constant hazard function for aggregate dynamics. I derive the NKPC under an arbitrary hazard function and parameterize it with the Weibull duration ...
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2010-05-11DiskussionspapierNon-Gaussian Component Analysis In this article, we present new ideas concerning Non-Gaussian Component Analysis (NGCA). We use the structural assumption that a high-dimensional random vector X can be represented as a sum of two components - a lowdimensional ...
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2006-03-16BuchNon-Time Additive Utility Optimization We study the intertemporal utility maximization problem for Hindy-Huang-Kreps utilities. Necessary and sufficient conditions for optimality are given. An explicit solution is provided for a large class of utility functions. ...
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1998-08-21BuchNon-Uniformity of Job-Matching in a Transition Economy We consider problems in modelling job-matching in the Czech Republic during the transition to a market economy. Special interest is devoted to functional form considerations and the analysis of returns to scale of the ...
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1999-08-01BuchNonlinear Error Correction and the Efficient Market Hypothesis