@article{BoergerK2024RealExchange,
  author = {Carina Börger and Bernd Kempa},
  title = {Real exchange rate convergence in the euro area: Evidence from a dynamic factor model},
  journal = {International Review of Economics and Finance},
  year = {2024},
  volume = {89},
  pages = {213--224},
  doi = {10.1016/j.iref.2023.07.071},
  note = {Publication status: Published}
}

@article{Dubbert2024Stochastic,
  author = {T. Dubbert},
  title = {Stochastic debt sustainability analysis using time-varying fiscal reaction functions --- an agnostic approach to fiscal forecasting},
  journal = {Applied Economics},
  year = {2024},
  volume = {56},
  pages = {901--917},
  doi = {10.1080/00036846.2023.2174500},
  url = {https://www.tandfonline.com/doi/abs/10.1080/00036846.2023.2174500},
  note = {Publication status: Published}
}

@article{DubbertK2024Nowcasting,
  author = {Tore Dubbert and Bernd Kempa},
  title = {Nowcasting the output gap with shadow rates},
  journal = {Economics Letters},
  year = {2024},
  volume = {236},
  doi = {10.1016/111583},
  url = {https://doi.org/10.1016/j.econlet.2024.111583},
  note = {Publication status: Published}
}

@article{KanelisS2024TheECBPress,
  author = {Dimitrios Kanelis and Pierre L. Siklos},
  title = {The ECB Press Conference Statement: Deriving a New Sentiment Indicator for the Euro Area},
  journal = {International Journal of Finance and Economics},
  year = {2024},
  doi = {10.1002/ijfe.2940},
  note = {Publication status: accepted / in press (not yet published)}
}

@article{MonschangW2024Formalizing,
  author = {Verena Monschang and Bernd Wilfling},
  title = {Formalizing a postprocessing procedure for linear-convex combination forecasts},
  journal = {Journal of Forecasting},
  year = {2024},
  volume = {Online},
  pages = {1--14},
  doi = {10.1002/for.3229},
  note = {Publication status: Published}
}

@article{SegnonGW2024Forecasting,
  author = {Mawuli Segnon and Rangan Gupta and Bernd Wilfling},
  title = {Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks},
  journal = {International Journal of Forecasting},
  year = {2024},
  volume = {40},
  number = {1},
  pages = {29--43},
  doi = {10.1016/j.ijforecast.2022.11.007},
  url = {https://www.sciencedirect.com/science/article/abs/pii/S0169207022001601},
  note = {Publication status: Published}
}

@techreport{BrangerTW2024Extracting,
  author = {Nicole Branger and Mark Trede and Bernd Wilfling},
  title = {Extracting stock-market bubbles from dividend futures},
  institution = {},
  series = {CQE Working Papers},
  number = {107/2024},
  volume = {107/2024},
  year = {2024},
  address = {Universität Münster},
  note = {Publication status: Published}
}

@article{BeccariniK2023ModellingTimeVarying,
  author = {Andrea Beccarini and Bernd Kempa},
  title = {Modelling time-varying heterogeneity in panel data as regime-switching},
  journal = {Annals of Economics and Statistics (Ann Econ Stat)},
  year = {2023},
  volume = {151},
  pages = {81--120},
  doi = {10.2307/48744151},
  url = {https://doi.org/10.2307/48744151},
  note = {Publication status: Published}
}

@article{BergerKZ2023TheRoleOfMacroeconomic,
  author = {Tino Berger and Bernd Kempa and Feina Zou},
  title = {The role of macroeconomic uncertainty in the determination of the natural rate of interest},
  journal = {Economics Letters},
  year = {2023},
  volume = {229},
  note = {Publication status: Published}
}

@article{BialkowskiBP2023CommodityFutures,
  author = {Jedrzej Bialkowski and Martin T. Bohl and Devmali Perera},
  title = {Commodity Futures Hedge Ratios: A Meta-Analysis},
  journal = {Journal of Commodity Markets},
  year = {2023},
  volume = {30},
  number = {June},
  doi = {10.1016/j.jcomm.2022.100276},
  note = {Publication status: Published}
}

@article{BohlIPS2023TheImpactOf,
  author = {Martin T. Bohl and Scott H. Irwin and Alexander Pütz and Christoph Sulewski},
  title = {The impact of financialization on the efficiency of commodity futures markets},
  journal = {Journal of Commodity Markets},
  year = {2023},
  volume = {31},
  number = {September},
  doi = {10.1016/j.jcomm.2023.100330},
  note = {Publication status: Published}
}

@article{BohlKS2023CentralBank,
  author = {Martin T. Bohl and Dimitrios Kanelis and Pierre L. Siklos},
  title = {Central Bank Mandates: How Differences Can Influence the Content and Tone of Central Bank Communication},
  journal = {Journal of International Money and Finance},
  year = {2023},
  volume = {130},
  doi = {10.1016/j.jimonfin.2022.102752},
  note = {Publication status: Published}
}

@article{HeerT2023AgeSpecific,
  author = {Burkhard Heer and Mark Trede},
  title = {Age-specific entrepreneurship and PAYG: Public pensions in Germany},
  journal = {Journal of Macroeconomics},
  year = {2023},
  volume = {75},
  doi = {10.1016/j.jmacro.2022.103488},
  note = {Publication status: Published}
}

@article{HuepperK2023InflationTargeting,
  author = {Florian Hüpper and Bernd Kempa},
  title = {Inflation targeting and inflation communication of the Federal Reserve: Words and deeds},
  journal = {Journal of Macroeconomics},
  year = {2023},
  volume = {75},
  pages = {1--13},
  note = {Publication status: Published}
}

@article{Schroeder2023DieErkenntnisgrenzen,
  author = {Adrian Schröder},
  title = {Die Erkenntnisgrenzen einer rein monetären Wirtschaftstheorie},
  journal = {Perspektiven der Wirtschaftspolitik},
  year = {2023},
  volume = {24},
  number = {4},
  pages = {457--464},
  doi = {10.1515/pwp-2023-0011},
  url = {https://www.degruyter.com/document/doi/10.1515/pwp-2023-0011/html},
  note = {Publication status: Published}
}

@techreport{MonschangTW2023MultiHorizon,
  author = {Verena Monschang and Mark Trede and Bernd Wilfling},
  title = {Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test},
  institution = {Universität Münster},
  series = {CQE Working Papers},
  number = {106/2023},
  volume = {106/2023},
  year = {2023},
  address = {Münster},
  note = {Publication status: Published}
}

@techreport{SchulteTillmannSW2023AComparison,
  author = {Björn Schulte-Tillmann and Mawuli Segnon and Timo Wiedemann},
  title = {A comparison of high-frequency realized variance measures: Duration- vs. return-based approaches},
  institution = {Universität Münster},
  series = {CQE Working Papers},
  number = {105/2023},
  volume = {105/2023},
  year = {2023},
  address = {Münster},
  note = {Publication status: Published}
}

@article{BialkowskiBP2022IsTheTracking,
  author = {Jedrzej Bialkowski and Martin T. Bohl and Devmali Perera},
  title = {Is the Tracking Error Time Varying? Evidence from Agricultural ETCs},
  journal = {Research in International Business and Finance},
  year = {2022},
  volume = {63},
  number = {December},
  doi = {10.1016/j.ribaf.2022.101738},
  note = {Publication status: Published}
}

@article{BohlBT2022Measurement,
  author = {Martin T. Bohl and Nicole Branger and Mark Trede},
  title = {Measurement Errors in Index Trader Positions Data: Is the Price Pressure Hypothesis Still Invalid?},
  journal = {Applied Economic Perspectives and Policy},
  year = {2022},
  volume = {44},
  number = {3},
  pages = {1534--1553},
  doi = {10.1002/aepp.13186},
  note = {Publication status: Published}
}

@article{SegnonLWG2022AreMultifractal,
  author = {Mawuli Segnon and Chi-Keung Lau and Bernd Wilfling and Rangan Gupta},
  title = {Are multifractal processes suited to forecasting electricity price volatility?
Evidence from Australian intraday data},
  journal = {Studies in Nonlinear Dynamics and Econometrics},
  year = {2022},
  volume = {26},
  number = {1},
  pages = {73--98},
  doi = {10.1515/snde-2019-0009},
  note = {Publication status: Published}
}

@techreport{BergerD2022Government,
  author = {T. Berger and T. Dubbert},
  title = {Government spending effects on the business cycle in times of crisis},
  institution = {},
  series = {CQE working papers},
  number = {100},
  volume = {100},
  year = {2022},
  address = {Münster},
  url = {https://EconPapers.repec.org/RePEc:cqe:wpaper:10022},
  note = {Publication status: Published}
}

@techreport{MonschangW2022AProcedure,
  author = {Verena Monschang and Bernd Wilfling},
  title = {A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction},
  institution = {Center for Quantitative Economics (CQE), University of Muenster},
  series = {CQE-Working-Papers},
  number = {97/2022},
  volume = {97/2022},
  year = {2022},
  address = {University of Muenster},
  note = {Publication status: Published}
}

@techreport{SchulteTillmannSW2022FinancialMarket,
  author = {Björn Schulte-Tillmann and Mawuli Segnon and Bernd Wilfling},
  title = {Financial-market volatility prediction with multiplicative Markov-switching MIDAS components},
  institution = {Universität Münster},
  series = {CQE Working Papers},
  number = {99/2022},
  volume = {99/2022},
  editor = {for Quantitative Economics (CQE) Center},
  year = {2022},
  address = {Münster},
  url = {https://www.wiwi.uni-muenster.de/cqe/de/publikationen/cqe-working-papers},
  note = {Publication status: Published}
}

@techreport{Segnon2022StrictStationarity,
  author = {Mawuli Segnon},
  title = {Strict stationarity of Poisson integer-valued ARCH processes of order infinity},
  institution = {},
  series = {CQE Working Papers},
  number = {102/2022},
  volume = {102/2022},
  editor = {for Quantitative Economics (CQE) Center},
  year = {2022},
  address = {University of Muenster},
  url = {https://www.wiwi.uni-muenster.de/cqe/de/publikationen/cqe-working-papers},
  note = {Publication status: Published}
}

@techreport{IorgulescuPS2022EvilSpeculators,
  author = {EAM Iorgulescu and A Pütz and PL Siklos},
  title = {“Evil” Speculators? Evidence from Grain Futures  Trading in Chicago During the Interwar Period},
  institution = {},
  series = {CQE Working Paper},
  number = {95},
  volume = {95},
  year = {2022},
  url = {https://www.wiwi.uni-muenster.de/cqe/sites/cqe/files/CQE_Paper/cqe_wp_95_2022.pdf},
  note = {Publication status: submitted / under review}
}

@techreport{KanelisS2022EmotionInEuro,
  author = {Dimitrios Kanelis and Pierre L. Siklos},
  title = {Emotion in Euro Area Monetary Policy Communication and Bond Yields: The Draghi Era},
  institution = {},
  year = {2022},
  url = {https://www.wiwi.uni-muenster.de/cqe/sites/cqe/files/CQE_Paper/cqe_wp_103_2022.pdf},
  note = {Publication status: submitted / under review}
}

@article{BohlCDOPS2021FrameworkTo,
  author = {MT Bohl and CH Campani and F {de Oliveira} and R Palazzi and W Souza},
  title = {Framework to Structure the Brazilian Electricity Futures Market},
  journal = {International Journal of Energy Sector Management},
  year = {2021},
  volume = {15},
  number = {5},
  pages = {914--932},
  doi = {10.1108/IJESM-04-2019-0011},
  note = {Publication status: Published}
}

@article{BohlPSS2021Information,
  author = {MT Bohl and A Pütz and PL Siklos and C Sulewski},
  title = {Information Transmission under Increasing Political Tension --- Evidence for the Berlin Produce Exchange 1887-1896},
  journal = {Journal of Futures Markets},
  year = {2021},
  volume = {41},
  number = {2},
  pages = {226--244},
  doi = {10.1002/fut.22172},
  note = {Publication status: Published}
}

@article{BohlPS2021Speculation,
  author = {MT Bohl and A Pütz and C Sulewski},
  title = {Speculation and the Informational Efficiency of Commodity Futures Markets},
  journal = {Journal of Commodity Markets},
  year = {2021},
  volume = {23},
  number = {September, Article 100159},
  doi = {10.1016/j.jcomm.2020.100159},
  note = {Publication status: Published}
}

@article{MonschangW2021SupADFStyle,
  author = {Verena Monschang and Bernd Wilfling},
  title = {Sup-ADF-style bubble-detection methods under test},
  journal = {Empirical Economics},
  year = {2021},
  volume = {61},
  number = {1},
  pages = {145--172},
  doi = {10.1007/s00181-020-01859-7},
  note = {Publication status: Published}
}

@article{SiklosS2021ExchangeRate,
  author = {PL Siklos and M Stefan},
  title = {Exchange rate shocks in multicurrency interbank markets},
  journal = {Journal of Financial Stability},
  year = {2021},
  volume = {55},
  number = {August, Article 100888},
  doi = {10.1016/j.jfs.2021.100888},
  note = {Publication status: Published}
}

@article{Stapper2021CountDataTime,
  author = {Manuel Stapper},
  title = {Count Data Time Series Modelling in Julia --- The CountTimeSeries.jl Package and Applications},
  journal = {Entropy},
  year = {2021},
  volume = {23},
  number = {6},
  doi = {10.3390/e23060666},
  url = {https://www.mdpi.com/1099-4300/23/6/666},
  note = {Publication status: Published}
}

@article{WeigtW2021AnApproach,
  author = {Till Weigt and Bernd Wilfling},
  title = {An approach to increasing forecast-combination accuracy through VAR error modeling},
  journal = {Journal of Forecasting},
  year = {2021},
  volume = {40},
  number = {4},
  pages = {686--699},
  doi = {10.1002/for.2733},
  note = {Publication status: Published}
}

@inbook{Kempa2021Transatlantic,
  author = {Bernd Kempa},
  editor = { Görres-Gesellschaft},
  title = {Transatlantic Economic Partnership (TEP)},
  edition = {8},
  pages = {1099--1101},
  year = {2021},
  publisher = {Herder},
  note = {Publication status: Published}
}

@inbook{Kempa2021Weltwirtschaft,
  author = {Bernd Kempa},
  editor = { Görres-Gesellschaft},
  title = {Weltwirtschaft},
  edition = {8},
  pages = {203--210},
  volume = {6},
  year = {2021},
  publisher = {Herder Verlag},
  address = {Freiburg},
  note = {Publication status: Published}
}

@inbook{Kempa2021Zahlungsverkehr,
  author = {Bernd Kempa},
  editor = { Görres-Gesellschaft},
  title = {Zahlungsverkehr},
  pages = {487--493},
  volume = {6},
  year = {2021},
  publisher = {Herder Verlag},
  address = {Freiburg},
  note = {Publication status: Published}
}

@inbook{Kempa2021Weltwirtschaftskrisen,
  author = {Bernd Kempa},
  editor = { Görres-Gesellschaft},
  title = {Weltwirtschaftskrisen},
  pages = {211--213},
  volume = {6},
  year = {2021},
  publisher = {Herder Verlag},
  address = {Freiburg},
  note = {Publication status: Published}
}

@techreport{BergerDS2021FiscalPrudence,
  author = {T. Berger and T. Dubbert and R. Schoonackers},
  title = {Fiscal prudence: It's all in the timing --- estimating time-varying fiscal policy reaction functions for core EU countries},
  institution = {},
  series = {CeGe discussion paper},
  number = {417},
  volume = {417},
  year = {2021},
  address = {Göttingen},
  doi = {10.2139/ssrn.3810841},
  url = {https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3810841},
  note = {Publication status: Published}
}

@book{BrachtP2020Landpacht,
  author = {Johannes Bracht and Ulrich Pfister},
  title = {Landpacht, Marktgesellschaft und agrarische Entwicklung: Fünf Adelsgüter zwischen Rhein und Weser, 16.–19. Jahrhundert},
  series = {Vierteljahrschrift für Sozial- und Wirtschaftsgeschichte, Beihefte},
  volume = {247},
  year = {2020},
  publisher = {Steiner},
  address = {Stuttgart},
  note = {Publication status: Published}
}

@incollection{Pfister2020EconomicInequality,
  author = {Ulrich Pfister},
  title = {Economic inequality in Germany, c. 1500–1800},
  booktitle = {Disuguaglianza economica nelle società preindustriali: cause ed effetti --- Economic inequality in pre-industrial societies: causes and effects},
  pages = {301--324},
  editor = {Giampiero Nigro},
  year = {2020},
  publisher = {Firenze University Press},
  address = {Firenze},
  doi = {10.36253/978-88-5518-053-5.20},
  url = {https://doi.org/10.36253/978-88-5518-053-5.20},
  note = {Publication status: Published}
}

@incollection{Pfister2020ReligionIn,
  author = {Ulrich Pfister},
  title = {Religion in der langfristigen wirtschaftlichen Entwicklung Europas, 1500–1900: eine Übersicht},
  booktitle = {Die Verwandlung des Heiligen: die Geburt der Moderne aus dem Geist der Religion},
  pages = {428--454},
  editor = {Matthias Pohlig and Detleff Pollack},
  year = {2020},
  publisher = {Berlin University Press},
  address = {Berlin},
  note = {Publication status: Published}
}

@article{BialkowskiPB2020DoesTheTea,
  author = {J Bialkowski and Devmali Perera and MT Bohl},
  title = {Does the Tea Market Require a Futures Contract? Evidence from the Sri Lankan Tea Market},
  journal = {Research in International Business and Finance},
  year = {2020},
  volume = {2020},
  number = {December, Article 101290},
  doi = {10.1016/j.ribaf.2020.101290},
  note = {Publication status: Published}
}

@article{BohlEW2020TheFarReaching,
  author = {MT Bohl and T Ehrmann and C Wellenreuther},
  title = {The Far Reaching Implications of Fama's Efficient Markets Hypothesis: Non-Predictability of Media Investment},
  journal = {Applied Economics Letters},
  year = {2020},
  volume = {27},
  number = {18},
  pages = {1505--1508},
  doi = {10.1080/13504851.2019.1693014},
  note = {Publication status: Published}
}

@article{BohlSSW2020PriceDiscovery,
  author = {MT Bohl and PL Siklos and M Stefan and C Wellenreuther},
  title = {Price Discovery in Agricultural Commodity Markets: Do Speculators Contribute?},
  journal = {Journal of Commodity Markets},
  year = {2020},
  volume = {18},
  number = {June, Article 100092},
  doi = {10.1016/j.jcomm.2019.05.001},
  note = {Publication status: Published}
}

@article{BohlS2020ReturnDynamics,
  author = {MT Bohl and M Stefan},
  title = {Return Dynamics During Periods of High Speculation in a Thinly Traded Commodity Market},
  journal = {Journal of Futures Markets},
  year = {2020},
  volume = {40},
  number = {1},
  pages = {145--159},
  doi = {10.1002/fut.22063},
  note = {Publication status: Published}
}

@article{DanielovaZaharievaTW2020BayesianSemiparametric,
  author = {Martina Danielova-Zaharieva and Mark Trede and Bernd Wilfling},
  title = {Bayesian semiparametric multivariate stochastic volatility with application},
  journal = {Econometric Reviews},
  year = {2020},
  volume = {39},
  number = {9},
  pages = {947--970},
  doi = {10.1080/07474938.2020.1761152},
  url = {https://doi.org/10.1080/07474938.2020.1761152},
  note = {Publication status: Published}
}

@article{DybowskiK2020TheEuropean,
  author = {T. Philipp Dybowski and Bernd Kempa},
  title = {The European Central Bank’s monetary pillar after the financial crisis},
  journal = {Journal of Banking and Finance},
  year = {2020},
  volume = {121},
  note = {Publication status: Published}
}

@article{GrossS2020AnalyzingCredit,
  author = {C Gross and PL Siklos},
  title = {Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach},
  journal = {Journal of Applied Econometrics},
  year = {2020},
  volume = {35},
  number = {1},
  pages = {61--81},
  doi = {10.1002/jae.2726},
  note = {Publication status: Published}
}

@article{HettichT2020Preisalgorithmen,
  author = {Matthias Hettich and Mark Trede},
  title = {Preisalgorithmen und stillschweigende Kollusion: Wie Algorithmen lernen zu kooperieren},
  journal = {WiSt Wirtschaftswissenschaftliches Studium},
  year = {2020},
  volume = {2020},
  note = {Publication status: Published}
}

@article{Khan2020Revisiting,
  author = {NS Khan},
  title = {Revisiting the effects of NAFTA},
  journal = {Economic Analysis and Policy},
  year = {2020},
  volume = {68},
  pages = {1--16},
  note = {Publication status: Published}
}

@article{Khan2020Propagation,
  author = {NS Khan},
  title = {Propagation of economic shocks from Russia and Western European countries to CEE-Baltic countries.},
  journal = {Eurasian Economic Review},
  year = {2020},
  volume = {10},
  pages = {489--512},
  note = {Publication status: Published}
}

@article{Khan2020SpilloverEffects,
  author = {NS Khan},
  title = {Spillover effects of trade shocks in the Central and Eastern European and Baltic countries.},
  journal = {Journal of Economic Integration},
  year = {2020},
  volume = {35(1)},
  pages = {39--68},
  note = {Publication status: Published}
}

@article{MasuhrT2020BayesianEstimation,
  author = {Andreas Masuhr and Mark Trede},
  title = {Bayesian Estimation of Generalized Partition of Unity Copulas},
  journal = {Dependence Modeling},
  year = {2020},
  volume = {8},
  pages = {119--131},
  note = {Publication status: Published}
}

@article{Pfister2020TheCraftsHarley,
  author = {Ulrich Pfister},
  title = {The Crafts-Harley view of German industrialization: an independent estimate of the income side of net national product, 1851–1913},
  journal = {European Review of Economic History},
  year = {2020},
  volume = {24},
  number = {3},
  pages = {502--521},
  doi = {10.1093/ereh/hez009},
  note = {Publication status: Published}
}

@article{Pfister2020GewaltInstitutionelle,
  author = {Ulrich Pfister},
  title = {Gewalt, institutionelle Schocks und Entwicklung: Wirtschaftliche Folgen der Koalitions- und napoleonischen Kriege (1792–1815) in Deutschland},
  journal = {Vierteljahrschrift für Sozial- und Wirtschaftsgeschichte},
  year = {2020},
  volume = {107},
  number = {1},
  pages = {9--46},
  doi = {10.25162/vswg-2020-0001},
  note = {Publication status: Published}
}

@article{PfisterF2020FromMalthusian,
  author = {Ulrich Pfister and Georg Fertig},
  title = {From Malthusian disequilibrium to the post-Malthusian era: The evolution of the preventive and positive checks in Germany, 1730–1870},
  journal = {Demography},
  year = {2020},
  volume = {57},
  number = {3},
  pages = {1145--1170},
  doi = {10.1007/s13524-020-00872-w},
  note = {Publication status: Published}
}

@article{PuetzSS2020NetworksAnd,
  author = {A Pütz and PL Siklos and C Sulewski},
  title = {Networks and trade costs in commodity markets during the late nineteenth century: A new dataset and evidence},
  journal = {European Review of Economic History},
  year = {2020},
  volume = {24},
  number = {4},
  pages = {675--695},
  doi = {10.1093/ereh/hez021},
  note = {Publication status: Published}
}

@article{Riedel2020OnRealInterest,
  author = {Jana Riedel},
  title = {On real interest rate convergence among G7 countries},
  journal = {Empirical Economics},
  year = {2020},
  volume = {59(2)},
  pages = {599--626},
  note = {Publication status: Published}
}

@article{SegnonB2020Forecasting,
  author = {Mawuli Segnon and Stelios Bekiros},
  title = {Forecasting Volatility in Bitcoin Market},
  journal = {Annals of Finance},
  year = {2020},
  volume = {16},
  pages = {435--462},
  note = {Publication status: Published}
}

@article{SegnonGLW2020HighFrequency,
  author = {Mawuli Segnon and Rangan Gupta and Keagile Lesame and Mark E. Wohar},
  title = {High-Frequency Volatility Forecasting of US Housing Markets},
  journal = {Journal of Real Estate Finance and Economics},
  year = {2020},
  volume = {2020},
  doi = {10.1007/s11146-020-09745-w},
  note = {Publication status: Published}
}

@article{SiklosSW2020MetalPrices,
  author = {PL Siklos and M Stefan and C Wellenreuther},
  title = {Metal Prices Made in China? A Network Analysis of Industrial Metal Futures},
  journal = {Journal of Futures Markets},
  year = {2020},
  volume = {40},
  number = {9},
  pages = {1354--1374},
  doi = {10.1002/fut.22125},
  note = {Publication status: Published}
}

@article{StefanW2020LondonVsLeipzig,
  author = {M Stefan and C Wellenreuther},
  title = {London vs. Leipzig: Price Discovery of Carbon Futures during Phase III of the ETS},
  journal = {Economics Letters},
  year = {2020},
  volume = {2020},
  number = {188},
  doi = {10.1016/j.econlet.2020.108990},
  note = {Publication status: Published}
}

@article{Trede2020MaximumLikelihood,
  author = {M Trede},
  title = {Maximum likelihood estimation of high-dimensional Student-t copulas},
  journal = {Statistics and Probability Letters (Statist. Probab. Lett.)},
  year = {2020},
  volume = {159},
  pages = {108678},
  doi = {10.1016/j.spl.2019.108678},
  note = {Publication status: Published}
}

@article{Kempa2020EinLebenOhne,
  author = {Bernd Kempa},
  title = {Ein Leben ohne Münzen und Scheine?},
  journal = {Lautstark --- Mitgliedermagazin der Gewerkschaft Erziehung Wissenschaft NRW},
  year = {2020},
  volume = {2020},
  number = {6},
  note = {Publication status: Published}
}

@inbook{Kempa2020NorthAmerican,
  author = {Bernd Kempa},
  editor = { Görres-Gesellschaft},
  title = {North American Free Trade Agreement (NAFTA)},
  pages = {346--348},
  year = {2020},
  publisher = {Herder},
  note = {Publication status: Published}
}

@techreport{Pfister2020UrbanPopulation,
  author = {Ulrich Pfister},
  title = {Urban population in Germany, 1500–1850},
  institution = {},
  series = {CQE Working paper},
  number = {90},
  volume = {90},
  year = {2020},
  url = {https://www.wiwi.uni-muenster.de/cqe/de/publikationen/cqe-working-papers},
  note = {Publication status: Published}
}

@incollection{Pfister2019LaCroissance,
  author = {Ulrich Pfister},
  title = {La croissance agraire pendant l’époque moderne: méthode et résultats de l’estimation indirecte du produit agricole},
  booktitle = {Histoire rurale de l’Europe, XVIe–XXe siècle},
  pages = {133--151},
  editor = {Laurent Herment},
  year = {2019},
  publisher = {EHESS},
  address = {Paris},
  note = {Publication status: Published}
}

@article{AuerST2019Classifying,
  author = {Ludwig von Auer and Andranik Stepanyan and Mark Trede},
  title = {Classifying Industries into Types of Relative Concentration},
  journal = {Journal of the Royal Statistical Society, Series A},
  year = {2019},
  volume = {182},
  number = {3},
  pages = {1017--1037},
  note = {Publication status: Published}
}

@article{Beccarini2019TestingFor,
  author = {Andrea Beccarini},
  title = {Testing for the omission of relevant variables and regime-switching misspecification},
  journal = {Empirical Economics},
  year = {2019},
  volume = {56},
  pages = {775--796},
  note = {Publication status: Published}
}

@article{BergerK2019TestingFor,
  author = {Tino Berger and Bernd Kempa},
  title = {Testing for time variation in the natural rate of interest},
  journal = {Journal of Applied Econometrics},
  year = {2019},
  volume = {34},
  number = {5},
  pages = {836--842},
  note = {Publication status: Published}
}

@article{BohlBS2019PensionFunds,
  author = {MT Bohl and J Brzeszczynski and D Serwa},
  title = {Pension Funds, Large Capital Inflows and Stock Returns in a Thin Market},
  journal = {Journal of Pension Economics and Finance},
  year = {2019},
  volume = {18},
  number = {3},
  pages = {347--387},
  doi = {10.1017/S147474721800001X},
  note = {Publication status: Published}
}

@article{BohlGS2019TheRoleOfEmerging,
  author = {MT Bohl and C Groß and W Souza},
  title = {The Role of Emerging Economies in the Global Price Formation Process of Commodities: Evidence from Brazilian and U.S. Coffee Markets},
  journal = {International Review of Economics and Finance},
  year = {2019},
  volume = {60},
  number = {March},
  pages = {203--215},
  doi = {10.1016/j.iref.2018.11.002},
  note = {Publication status: Published}
}

@article{BohlS2019TheImpactOf,
  author = {MT Bohl and C Sulewski},
  title = {The Impact of Long-Short Speculators on the Volatility of Agricultural Commodity Futures Prices},
  journal = {Journal of Commodity Markets},
  year = {2019},
  volume = {16},
  number = {December},
  doi = {10.1016/j.jcomm.2019.01.001},
  note = {Publication status: Published}
}

@article{Hanisch2019USMonetary,
  author = {M. Hanisch},
  title = {US monetary policy and the euro area},
  journal = {Journal of Banking and Finance},
  year = {2019},
  volume = {100},
  pages = {77--96},
  note = {Publication status: Published}
}

@article{IvashchenkoM2019TheEffectOf,
  author = {Sergey Ivashchenko and Willi Mutschler},
  title = {The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models},
  journal = {Economic Modelling},
  year = {2019},
  volume = {2019},
  doi = {10.1016/j.econmod.2019.09.039},
  note = {Publication status: online first}
}

@article{KempaK2019GlobalMacroeconomic,
  author = {B Kempa and NS Khan},
  title = {Global macroeconomic repercussions of US trade restrictions: Evidence from a GVAR model},
  journal = {International Economic Journal},
  year = {2019},
  volume = {33},
  number = {4},
  pages = {649--661},
  note = {Publication status: Published}
}

@article{Pfister2019TheInequality,
  author = {Ulrich Pfister},
  title = {The inequality of pay in pre-modern Germany, late 15$^{th}$ century to 1889},
  journal = {Jahrbuch für Wirtschaftsgeschichte},
  year = {2019},
  volume = {60},
  number = {1},
  pages = {209--243},
  doi = {10.1515/jbwg-2019-0009},
  note = {Publication status: Published}
}

@article{Pfister2019Langfristiges,
  author = {Ulrich Pfister},
  title = {Langfristiges Agrarwachstum in Deutschland, ca. 1500–1880: ein Überblick},
  journal = {Zeitschrift für Agrargeschichte und Agrarsoziologie},
  year = {2019},
  volume = {57},
  number = {2},
  pages = {37--68},
  note = {Publication status: Published}
}

@article{RiedelS2019ThePotential,
  author = {Jana Riedel and Anja Slany},
  title = {The potential of African trade integration --- Panel data evidence for the COMESA-EAC-SADC Tripartite},
  journal = {Journal of International Trade & Economic Development},
  year = {2019},
  volume = {28},
  number = {7},
  pages = {843--872},
  doi = {10.1080/09638199.2019.1575457},
  url = {https://www.tandfonline.com/doi/abs/10.1080/09638199.2019.1575457},
  note = {Publication status: Published}
}

@article{SchluterT2019SizeDistributions,
  author = {Christian Schluter and Mark Trede},
  title = {Size Distributions Reconsidered},
  journal = {Econometric Reviews},
  year = {2019},
  volume = {38},
  pages = {695--710},
  doi = {10.1080/07474938.2017.1417732},
  note = {Publication status: Published}
}

@article{SegnonACG2019Revisiting,
  author = {M Segnon and N Antonakakis and J Cunado and R Gupta},
  title = {Revisiting the twin deficits hypothesis: A quantile cointegration analysis over the period 1791 --- 2013},
  journal = {Journal of Applied Economics},
  year = {2019},
  volume = {22},
  pages = {116--130},
  note = {Publication status: Published}
}

@article{WellenreutherV2019Speculation,
  author = {C Wellenreuther and J Voelzke},
  title = {Speculation and Volatility --- A Time-Varying Approach applied on Chinese Commodity Futures Markets},
  journal = {Journal of Futures Markets},
  year = {2019},
  volume = {39},
  number = {4},
  pages = {405--417},
  doi = {10.1002/fut.21984},
  note = {Publication status: Published}
}

@article{Kempa2019Fiskalischer,
  author = {Bernd Kempa},
  title = {Fiskalischer Aktionismus ist fehl am Platz},
  journal = {Weser-Kurier},
  year = {2019},
  volume = {2019},
  note = {Publication status: Published}
}

@inbook{Kempa2019Internationaler,
  author = {B Kempa},
  editor = { Görres-Gesellschaft},
  title = {Internationaler Handel},
  pages = {420--423},
  year = {2019},
  publisher = {Herder},
  note = {Publication status: Published}
}

@techreport{MonschangW2019SupADFStyle,
  author = {Verena Monschang and Bernd Wilfling},
  title = {Sup-ADF-style bubble-detection methods under test},
  institution = {Center for Quantitative Economics (CQE), University of Muenster},
  series = {CQE-Working-Papers},
  number = {78/2019},
  volume = {78/2019},
  year = {2019},
  address = {University of Muenster},
  note = {Publication status: Published}
}

@techreport{BohlSW2019AnIntroduction,
  author = {MT Bohl and M Stefan and C Wellenreuther},
  title = {An Introduction to ESMA’s Commitments of Traders Reports: Do Hedgers Really Hedge?},
  institution = {},
  series = {CQE Working Papers},
  number = {86},
  volume = {86},
  year = {2019},
  url = {https://www.wiwi.uni-muenster.de/cqe/sites/cqe/files/CQE_Paper/cqe_wp_86_2019.pdf},
  note = {Publication status: submitted / under review}
}

@techreport{Kempa2019Ungeloester,
  author = {Bernd Kempa},
  title = {Ungelöster Zielkonflikt zwischen Geldpolitik und Finanzstabilität},
  institution = {},
  series = {Münster Practice and Policy},
  number = {Ausgabe 11},
  volume = {Ausgabe 11},
  year = {2019},
  note = {Publication status: Published}
}

@techreport{SegnonB2019Forecasting,
  author = {Mawuli Segnon and Stelios Bekiros},
  title = {Forecasting Volatility in Cryptocurrency Markets},
  institution = {Center for Quantitative Economics (CQE), University of Muenster},
  series = {CQE-Working-Papers},
  number = {79/2019},
  volume = {79/2019},
  year = {2019},
  address = {University of Muenster},
  url = {https://www.wiwi.uni-muenster.de/cqe/de/publikationen/cqe-working-papers},
  note = {Publication status: Published}
}

@techreport{SegnonS2019LongMemory,
  author = {Mawuli Segnon and Manuel Stapper},
  title = {Long Memory Conditional Heteroscedasticity in Count Data},
  institution = {Center for Quantitative Economics (CQE), University of Muenster},
  series = {CQE-Working-Papers},
  number = {82/2019},
  volume = {82/2019},
  year = {2019},
  address = {University of Muenster},
  url = {https://www.wiwi.uni-muenster.de/cqe/de/publikationen/cqe-working-papers},
  note = {Publication status: Published}
}

@incollection{BohlS2018TheAnatomy,
  author = {MT Bohl and PL Siklos},
  title = {The Anatomy of Inflation: An Economic History Perspective},
  booktitle = {Handbook of the History of Money and Currency},
  pages = {x-x},
  editor = {S Battilossi and Y Cassis and K Yago},
  year = {2018},
  publisher = {Springer},
  address = {Singapore},
  isbn = {978-981-10-0622-7},
  doi = {10.1007/978-981-10-0622-7_35-1},
  note = {Publication status: Published}
}

@incollection{SegnonL2018Multifractal,
  author = {Mawuli Segnon and Thomas Lux},
  title = {Multifractal models in finance: Their origin properties and applications},
  booktitle = {The Oxford Handbook of Computational Economic and Finance},
  pages = {xxx},
  editor = {S H Chen and M Kaboudan and Y R Du},
  year = {2018},
  publisher = {},
  note = {Publication status: Published}
}

@article{AdaemmerB2018PriceDiscovery,
  author = {P Adämmer and MT Bohl},
  title = {Price Discovery Dynamics in European Agricultural Markets},
  journal = {Journal of Futures Markets},
  year = {2018},
  volume = {38},
  number = {5},
  pages = {549--562},
  doi = {10.1002/fut.21891},
  note = {Publication status: Published}
}

@article{BergerG2018International,
  author = {T Berger and S Grabert},
  title = {International output and inflation uncertainty and their impact on countries‘ macroeconomic performance: Evidence from a dynamic GARCH-in-mean model},
  journal = {Macroeconomic Dynamics},
  year = {2018},
  volume = {22},
  number = {5},
  pages = {1113--1133},
  note = {Publication status: Published}
}

@article{BohlES2018ShortSelling,
  author = {MT Bohl and B Essid and PL Siklos},
  title = {Short-Selling Bans and the Global Financial Crisis: Are they Interconnected?},
  journal = {Applied Economics Quarterly},
  year = {2018},
  volume = {64},
  number = {2},
  pages = {159--177},
  doi = {10.3790/aeq.64.2.159},
  note = {Publication status: Published}
}

@article{BohlSW2018Speculative,
  author = {MT Bohl and PL Siklos and C Wellenreuther},
  title = {Speculative Activity and Returns Volatility of Chinese Major Agricultural Commodity Futures},
  journal = {Journal of Asian Economics},
  year = {2018},
  volume = {54},
  number = {February},
  pages = {69--91},
  doi = {10.1016/j.asieco.2017.12.003},
  note = {Publication status: Published}
}

@article{DybowskiHK2018TheRoleOfThe,
  author = {T. P. Dybowski and M. Hanisch and B. Kempa},
  title = {The role of the exchange rate in Canadian monetary policy: Evidence from a TVP-BVAR model},
  journal = {Empirical Economics},
  year = {2018},
  volume = {55},
  number = {2},
  pages = {471--494},
  doi = {10.1007/s00181-017-1305-7},
  note = {Publication status: Published}
}

@article{FertigSGLP2018DasPostmalthusianische,
  author = {Georg Fertig and Christian Schlöder and Rolf Gehrmann and Christina Langfeldt and Ulrich Pfister},
  title = {Das postmalthusianische Zeitalter: Die Bevölkerungsentwicklung in Deutschland, 1815–1871},
  journal = {Vierteljahrschrift für Sozial- und Wirtschaftsgeschichte},
  year = {2018},
  volume = {105},
  number = {1},
  pages = {6--33},
  doi = {10.25162/vswg-2018-0001},
  url = {https://doi.org/10.25162/vswg-2018-0001},
  note = {Publication status: Published}
}

@article{Kempa2018Leitwaehrungsstatus,
  author = {B Kempa},
  title = {Leitwährungsstatus des US-Dollar: Quo vadis?},
  journal = {Wirtschaftsdienst},
  year = {2018},
  volume = {98},
  number = {10},
  pages = {691--694},
  note = {Publication status: Published}
}

@article{Kempa2018TaylorRule,
  author = {Bernd Kempa},
  title = {Taylor rule reaction coefficients and real exchange rate persistence},
  journal = {Bulletin of Economic Research},
  year = {2018},
  volume = {70},
  number = {1},
  pages = {64--73},
  note = {Publication status: Published}
}

@article{Mutschler2018HigherOrder,
  author = {W Mutschler},
  title = {Higher-order statistics for DSGE models},
  journal = {Econometrics and Statistics},
  year = {2018},
  volume = {6},
  pages = {44--56},
  doi = {10.1016/j.ecosta.2016.10.005},
  url = {http://www.sciencedirect.com/science/article/pii/S2452306216300077},
  note = {Publication status: Published}
}

@article{Pfister2018RealWagesIn,
  author = {Ulrich Pfister},
  title = {Real wages in Germany during the first phase of industrialization, 1850–1889},
  journal = {Jahrbuch für Wirtschaftsgeschichte},
  year = {2018},
  volume = {59},
  number = {2},
  pages = {567--596},
  doi = {10.1515/jbwg-2018-0019},
  note = {Publication status: Published}
}

@article{RotermannW2018ANewStockPrice,
  author = {Benedikt Rotermann and Bernd Wilfling},
  title = {A new stock-price bubble with stochastically deflating trajectories},
  journal = {Applied Economics Letters},
  year = {2018},
  volume = {25},
  number = {15},
  pages = {1091--1096},
  doi = {10.1080/13504851.2017.1397846},
  note = {Publication status: Published}
}

@article{SegnonBGW2018Forecasting,
  author = {M Segnon and S Bekiros and R Gupta and M E Wohar},
  title = {Forecasting US GNP Growth: The Role of Uncertainty},
  journal = {Journal of Forecasting},
  year = {2018},
  volume = {37},
  pages = {541--559},
  note = {Publication status: Published}
}

@article{SegnonBW2018Forecasting,
  author = {Mawuli Segnon and Stelios Bekiros and Bernd Wilfling},
  title = {Forecasting inflation uncertainty in the G7 countries},
  journal = {Econometrics},
  year = {2018},
  volume = {6},
  number = {2},
  pages = {1--25},
  doi = {10.3390/econometrics6020023},
  note = {Publication status: Published}
}

@article{SegnonT2018Forecasting,
  author = {Mawuli Segnon and Mark Trede},
  title = {Forecasting market risk of portfolios: copula-Markov switching multifractal
approach},
  journal = {European Journal of Finance},
  year = {2018},
  volume = {24},
  number = {14},
  pages = {1123--1143},
  doi = {10.1080/1351847X.2017.1400453},
  note = {Publication status: Published}
}

@article{VoelzkeM2018ComputingThe,
  author = {Jan Voelzke and Sebastian Mentemeier},
  title = {Computing the Substantial-Gain-Loss-Ratio},
  journal = {Computational Economics},
  year = {2018},
  volume = {2018},
  number = {08},
  pages = {1--13},
  doi = {10.1007/s10614-018-9845-2},
  note = {Publication status: Published}
}

@article{VonAuerT2018MarketsWith,
  author = {Ludwig {von Auer} and Mark Trede},
  title = {Markets with Technological Progress: Pricing, Quality, and Novelty},
  journal = {Journal of Economics},
  year = {2018},
  volume = {124},
  pages = {121--137},
  note = {Publication status: Published}
}

@inbook{Kempa2018Globalisierung,
  author = {B Kempa},
  editor = { Görres-Gesellschaft},
  title = {Globalisierung},
  pages = {1388--1395},
  year = {2018},
  publisher = {Herder},
  note = {Publication status: Published}
}

@techreport{AlbersPU2018TheGreatModeration,
  author = {Hakon Albers and Ulrich Pfister and Martin Uebele},
  title = {The great moderation of grain price volatility: market integration vs. climate change, Germany, 1650–1790},
  institution = {},
  series = {EHES Working Papers in Economic History},
  number = {135},
  volume = {135},
  year = {2018},
  url = {http://www.ehes.org/EHES_135.pdf},
  note = {Publication status: Published}
}

@techreport{SegnonBW2018Forecasting,
  author = {Mawuli Segnon and Stelios Bekiros and Bernd Wilfling},
  title = {Forecasting Inflation Uncertainty in the G7 Countries},
  institution = {Center for Quantitative Economics (CQE), University of Muenster},
  series = {CQE-Working-Papers},
  number = {71/2018},
  volume = {71/2018},
  year = {2018},
  address = {University of Muenster},
  note = {Publication status: Published}
}

@techreport{WeigtW2018AnApproach,
  author = {Till Weigt and Bernd Wilfling},
  title = {An approach to increasing forecast-combination accruacy through VAR error modeling},
  institution = {Center for Quantitative Economics (CQE), University of Muenster},
  series = {CQE-Working-Papers},
  number = {68/2018},
  volume = {68/2018},
  year = {2018},
  address = {University of Muenster},
  note = {Publication status: Published}
}

@article{AdaemmerBVL2017DynamicsBetween,
  author = {P Adämmer and MT Bohl and E-O {von Ledebur}},
  title = {Dynamics Between North American and European Agricultural Futures Prices During Turmoil and Financialization},
  journal = {Bulletin of Economic Research},
  year = {2017},
  volume = {69},
  number = {1},
  pages = {57--76},
  doi = {10.1111/boer.12079},
  note = {Publication status: Published}
}

@article{BergerGK2017GlobalMacroeconomic,
  author = {Tino Berger and Sibylle Grabert and Bernd Kempa},
  title = {Global macroeconomic uncertainty},
  journal = {Journal of Macroeconomics},
  year = {2017},
  volume = {53},
  pages = {42--56},
  note = {Publication status: Published}
}

@article{BohlBT2017TheCaseFor,
  author = {MT Bohl and N Branger and M Trede},
  title = {The Case for Herding is Stronger than You Think},
  journal = {Journal of Banking and Finance},
  year = {2017},
  volume = {85},
  number = {December},
  pages = {30--40},
  doi = {10.1016/j.jbankfin.2017.08.006},
  note = {Publication status: Published}
}

@article{HanischK2017TheInternational,
  author = {M. Hanisch and B. Kempa},
  title = {The international transmission channels of US supply and demand shocks: Evidence from a non-stationary dynamic factor model for the G7 countries},
  journal = {North American Journal of Economics and Finance},
  year = {2017},
  volume = {42},
  pages = {70--88},
  doi = {10.1016/j.najef.2017.07.001},
  note = {Publication status: Published}
}

@article{Hanisch2017TheEffectiveness,
  author = {Max Hanisch},
  title = {The effectiveness of conventional and unconventional monetary policy: Evidence from a structural dynamic factor model for Japan},
  journal = {Journal of International Money and Finance},
  year = {2017},
  volume = {70},
  pages = {110--134},
  doi = {10.1016/j.jimonfin.2016.08.002},
  note = {Publication status: Published}
}

@article{HeeseV2017LabourIncome,
  author = {Carl Heese and Jan Voelzke},
  title = {Labour Income in the Age of Internet Revolution},
  journal = {The Empirical Economics Letters},
  year = {2017},
  volume = {16},
  pages = {73--81},
  note = {Publication status: Published}
}

@article{KempaK2017SpilloverEffects,
  author = {B Kempa and N Khan},
  title = {Spillover effects of debt and growth in the euro area: evidence from a GVAR model},
  journal = {International Review of Economics and Finance},
  year = {2017},
  volume = {49},
  pages = {102--111},
  note = {Publication status: Published}
}

@article{KopsidisPSB2017Agricultural,
  author = {Michael Kopsidis and Ulrich Pfister and Friederike Scholten and Johannes Bracht},
  title = {Agricultural output growth in a proto- and early industrial setting: evidence from sharecropping in Western Westphalia and the Lower Rhineland, c. 1740–1860},
  journal = {Rural History},
  year = {2017},
  volume = {28},
  number = {1},
  pages = {21--46},
  doi = {10.1017/S0956793317000012},
  note = {Publication status: Published}
}

@article{Pfister2017TheTimingAnd,
  author = {Ulrich Pfister},
  title = {The timing and pattern of real wage divergence in pre-industrial Europe: evidence from Germany, c. 1500–1850},
  journal = {Economic History Review},
  year = {2017},
  volume = {70},
  number = {3},
  pages = {701--729},
  doi = {10.1111/ehr.12419},
  note = {Publication status: Published}
}

@article{SegnonLG2017ModelingAnd,
  author = {Mawuli Segnon and Thomas Lux and Rangan Gupta},
  title = {Modeling and Forecasting the Volatility of carbon Dioxide emission Allowance Prices: A Review and Comparison of Modern Volatility Models},
  journal = {Renewable and Sustainable Energy Reviews},
  year = {2017},
  volume = {69},
  pages = {692--704},
  note = {Publication status: Published}
}

@article{ShekharT2017PortfolioOptimization,
  author = {Chirag Shekhar and Mark Trede},
  title = {Portfolio Optimization Using Multivariate t-Copulas with Conditionally Skewed Margins},
  journal = {Review of Economics and Finance},
  year = {2017},
  volume = {9},
  number = {3},
  pages = {71--83},
  note = {Publication status: Published}
}

@techreport{DanielovaTW2017BayesianSemiparameric,
  author = {Zaharieva Martina Danielova and Mark Trede and Bernd Wilfling},
  title = {Bayesian semiparameric multivariate stochastic volatility with an application to international volatility co-movements},
  institution = {Center for Quantitative Economics (CQE), University of Muenster},
  series = {CQE-Working-Papers},
  number = {62/2017},
  volume = {62/2017},
  year = {2017},
  address = {University of Muenster},
  note = {Publication status: Published}
}

@techreport{Pfister2017GreatDivergence,
  author = {Ulrich Pfister},
  title = {Great divergence, consumer revolution and the reorganization of textile markets: evidence from Hamburg’s import trade, eighteenth century},
  institution = {},
  series = {LSE Economic History Working Papers},
  number = {266},
  volume = {266},
  year = {2017},
  note = {Publication status: Published}
}

@techreport{RotermannW2017ANewStockPrice,
  author = {Benedikt Rotermann and Bernd Wilfling},
  title = {A new stock-price bubble with stochastically deflating trajectories},
  institution = {Center for Quantitative Economics (CQE), University of Muenster},
  series = {CQE-Working-Papers},
  number = {58/2017},
  volume = {58/2017},
  year = {2017},
  address = {University of Muenster},
  note = {Publication status: Published}
}

@techreport{SegnonKWG2017AreMultifractal,
  author = {Mawuli Segnon and Lau Chi Keung and Bernd Wilfling and Rangan Gupta},
  title = {Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data},
  institution = {Center for Quantitative Economics (CQE), University of Muenster},
  series = {CQE-Working-Papers},
  number = {61/2017},
  volume = {61/2017},
  year = {2017},
  address = {University of Muenster},
  note = {Publication status: Published}
}

@techreport{BohlGW2017DeutscheMilchproduktFuturekontrakte,
  author = {MT Bohl and C Groß and SA Weber},
  title = {Deutsche Milchprodukt-Futurekontrakte: Qualität der Preissignale und Eignung als Preisabsicherungsinstrument},
  institution = {},
  series = {Thünen Working Paper},
  number = {71},
  volume = {71},
  year = {2017},
  url = {https://www.wiwi.uni-muenster.de/me/de/forschung/forschungsschwerpunkt-agrarrohstoffmaerkte/arbeitspapiere-und-forschungsberichte-des},
  note = {Publication status: submitted / under review}
}

@techreport{Gross2017ExaminingThe,
  author = {C Groß},
  title = {Examining the Common Dynamics of Commodity Futures Prices},
  institution = {},
  series = {CQE Working Paper},
  number = {63},
  volume = {63},
  year = {2017},
  url = {https://www.wiwi.uni-muenster.de/cqe/sites/cqe/files/CQE_Paper/cqe_wp_63_2017.pdf},
  note = {Publication status: submitted / under review}
}

@techreport{VoelzkeDGW2017Investors,
  author = {J Voelzke and J Diesteldorf and F Goessling and T Weigt},
  title = {Investors' favourite --- A different look at valuing individual labour income},
  institution = {},
  series = {CQE Working Paper},
  number = {60},
  volume = {60},
  year = {2017},
  url = {https://www.wiwi.uni-muenster.de/cqe/sites/cqe/files/CQE_Paper/cqe_wp_60_2017.pdf},
  note = {Publication status: submitted / under review}
}

@incollection{PfisterK2016Strukturelle,
  author = {Ulrich Pfister and Michael Kopsidis},
  title = {Strukturelle Transformation hin zum “Industriestaat” unter den Bedingungen der Grundherrschaft: die Entwicklung der sächsischen Landwirtschaft vom späten 17. bis zur Mitte des 19. Jahrhunderts},
  booktitle = {Wissen --- Wolle --- Wandel: Merinoschafzucht und Agrarinnovation in Sachsen im 18. und 19. Jahrhundert},
  pages = {11--41},
  editor = {Jörg Ludwig},
  year = {2016},
  publisher = {Mitteldeutscher Verlag},
  address = {Halle},
  note = {Publication status: Published}
}

@article{AdaemmerBG2016PriceDiscovery,
  author = {P Adämmer and MT Bohl and C Groß},
  title = {Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?},
  journal = {Journal of Futures Markets},
  year = {2016},
  volume = {36},
  number = {9},
  pages = {851--869},
  doi = {10.1002/fut.21760},
  note = {Publication status: Published}
}

@article{BalcilarGS2016TheRoleOfEconomic,
  author = {Mehmet Balcilar and Rangan Gupta and Mawuli Segnon},
  title = {The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-Frequency Markov switching Vector Autoregressive Approach},
  journal = {Economics: The Open-Access, Open-Assessment E-Journal},
  year = {2016},
  volume = {10},
  pages = {1--20},
  doi = {10.5018/economics-ejournal.ja.2016-27},
  url = {http://dx.doi.org/10.5018/economics-ejournal.ja.2016-27},
  note = {Publication status: Published}
}

@article{Beccarini2016VerifyingTime,
  author = {A Beccarini},
  title = {Verifying Time Inconsistency of the ECB Monetary Policy by Means of a Regime-Switching Approach},
  journal = {Empirica. Journal of European Economics.},
  year = {2016},
  volume = {2016},
  note = {Publication status: Published}
}

@article{Beccarini2016BiasCorrection,
  author = {A Beccarini},
  title = {Bias correction through filtering omitted variables and instruments.},
  journal = {Journal of Applied Statistics.},
  year = {2016},
  volume = {2016},
  note = {Publication status: Published}
}

@article{BergerGK2016GlobalAndCountrySpecific,
  author = {Tino Berger and Sibylle Grabert and Bernd Kempa},
  title = {Global and country-specific output growth uncertainty and macroeconomic performance},
  journal = {Oxford Bulletin of Economics and Statistics},
  year = {2016},
  volume = {78},
  number = {5},
  pages = {694--716},
  note = {Publication status: Published}
}

@article{BohlRW2016ShortSelling,
  author = {Martin T. Bohl and Gerrit Reher and Bernd Wilfling},
  title = {Short selling contraints and stock returns volatility: empirical evidence from the German stock market},
  journal = {Economic Modelling},
  year = {2016},
  volume = {58},
  pages = {159--166},
  doi = {10.1016/j.econmod.2016.05.025},
  note = {Publication status: Published}
}

@article{Bohl2016TreibenIndexfonds,
  author = {MT Bohl},
  title = {Treiben Indexfonds Agrarrohstoffpreise? Nein!},
  journal = {Perspektiven der Wirtschaftspolitik},
  year = {2016},
  volume = {17},
  number = {2},
  pages = {1--18},
  doi = {10.1515/pwp-2016-0011},
  note = {Publication status: Published}
}

@article{BohlCK2016MomentumProfits,
  author = {MT Bohl and M-G Czaja and P Kaufmann},
  title = {Momentum Profits, Market Cycles, and Rebounds: Evidene from Germany},
  journal = {The Quarterly Review of Economics and Finance},
  year = {2016},
  volume = {61},
  pages = {139--159},
  doi = {10.1016/j.qref.2016.01.003},
  note = {Publication status: Published}
}

@article{BohlDSW2016SpotMarket,
  author = {MT Bohl and J Diesteldorf and CA Salm and B Wilfling},
  title = {Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach},
  journal = {Journal of Futures Markets},
  year = {2016},
  volume = {36},
  number = {1},
  pages = {30--45},
  doi = {10.1002/fut.21723},
  note = {Publication status: Published}
}

@article{BohlKS2016AMarkovSwitching,
  author = {MT Bohl and AC Klein and PL Siklos},
  title = {A Markov Switching Approach to Herding},
  journal = {Credit and Capital Markets},
  year = {2016},
  volume = {49},
  pages = {193--220},
  note = {Publication status: Published}
}

@article{BohlMS2016AusterityAnd,
  author = {MT Bohl and P Michaelis and PL Siklos},
  title = {Austerity and recovery: Exchange rate regime choice, economic growth and financial crises},
  journal = {Economic Modeling},
  year = {2016},
  volume = {53},
  number = {February},
  pages = {195--207},
  doi = {10.1016/j.econmod.2015.11.017},
  note = {Publication status: Published}
}

@article{Fabian2016ExactExpectations,
  author = {Gößling Fabian},
  title = {Exact expectations --- Efficient calculation of DSGE models},
  journal = {CQE Working Paper},
  year = {2016},
  volume = {54/2016},
  note = {Publication status: submitted / under review}
}

@article{KempaK2016Government,
  author = {Bernd Kempa and Nazmus Sadat Khan},
  title = {Government debt and economic growth in the G7 countries: Are there any causal linkages?},
  journal = {Applied Economics Letters},
  year = {2016},
  volume = {23},
  number = {6},
  pages = {440--443},
  note = {Publication status: Published}
}

@article{Khan2016InSearchOf,
  author = {N.S Khan},
  title = {In search of causality between debt and growth:
A graph theoretic approach},
  journal = {Economics Bulletin},
  year = {2016},
  volume = {36},
  number = {2},
  pages = {677--687},
  note = {Publication status: Published}
}

@article{LuxSG2016Forecasting,
  author = {Thomas Lux and Mawuli Segnon and Rangan Gupta},
  title = {Forecasting Crude Oil Price Volatility and Value-at-Risk: Evidence from Historical and Recent Data},
  journal = {Energy Economics},
  year = {2016},
  volume = {56},
  pages = {117--133},
  doi = {10.1016/j.eneco.2016.03.008},
  url = {http://dx.doi.org/10.1016/j.eneco.2016.03.008},
  note = {Publication status: Published}
}

@article{ReherW2016ANestingFramework,
  author = {Gerrit Reher and Bernd Wilfling},
  title = {A nesting framework for Markov-switching GARCH modelling with an application to the German stock market},
  journal = {Quantitative Finance},
  year = {2016},
  volume = {16},
  number = {16},
  pages = {411--426},
  note = {Publication status: Published}
}

@article{SchluterT2016WeakConvergence,
  author = {Christian Schluter and Mark Trede},
  title = {Weak Convergence to the Student and Laplace Distributions},
  journal = {Journal of Applied Probability (J. Appl. Probab.)},
  year = {2016},
  volume = {53},
  pages = {121--129},
  note = {Publication status: Published}
}

@article{SchuesslerT2016Constructing,
  author = {Rainer Schüssler and Mark Trede},
  title = {Constructing minimum-width confidence bands},
  journal = {Economics Letters},
  year = {2016},
  volume = {145},
  pages = {182--185},
  note = {Publication status: Published}
}

@article{TredeU2016Bandbreiteneinengung,
  author = {Mark Trede and Robert Ullmann},
  title = {Bandbreiteneinengung bei der Ermittlung von Verrechnungspreisen:
Verwendung von Konfidenzintervallen für geschätzte Quantile in der
steuerlichen Einkünfteabgrenzung},
  journal = {DBW},
  year = {2016},
  volume = {76},
  number = {6},
  pages = {477--520},
  note = {Publication status: Published}
}

@article{Voelzke2016Individual,
  author = {Jan Voelzke},
  title = {Individual labour income, stock prices and whom it may concern},
  journal = {Applied Economics Letters},
  year = {2016},
  volume = {2016},
  doi = {10.1080/13504851.2015.1125422},
  note = {Publication status: Published}
}

@techreport{BohlRW2016ShortSelling,
  author = {MT Bohl and G Reher and B Wilfling},
  title = {Short selling constraints and stock returns volatility: empirical evidence from the German stock market},
  institution = {Center for Quantitative Economics (CQE), University of Muenster},
  series = {CQE Working Paper},
  number = {45/2016},
  volume = {45/2016},
  year = {2016},
  address = {University of Muenster},
  url = {https://www.wiwi.uni-muenster.de/cqe/sites/cqe/files/CQE_Paper/CQE_WP_45_2016.pdf},
  note = {Publication status: Published}
}

@techreport{Rohe2016OnShockSymmetry,
  author = {Christian Rohe},
  title = {On shock symmetry in South America: New evidence from intra-Brazilian real exchange rates},
  institution = {},
  series = {CQE Working Papers},
  number = {CQE Working Paper 53/2016},
  volume = {CQE Working Paper 53/2016},
  year = {2016},
  url = {http://www1.wiwi.uni-muenster.de/cqe/forschung/publikationen/cqe-working-papers/CQE_WP_53_2016.pdf},
  note = {Publication status: Published}
}

@techreport{DiesteldorfMV2016NewEvidence,
  author = {J Diesteldorf and S Meyer and J Voelzke},
  title = {New evidence for explosive behavior of commodity prices},
  institution = {},
  series = {CQE Working Paper},
  number = {50},
  volume = {50},
  year = {2016},
  url = {https://www.wiwi.uni-muenster.de/cqe/sites/cqe/files/CQE_Paper/cqe_wp_50_2016.pdf},
  note = {Publication status: submitted / under review}
}

@techreport{VoelzkeG2016ShouldWeLike,
  author = {Jan Voelzke and Fabian Goessling},
  title = {Should We Like it? --- A Social Welfare Based Quantification of Policy Attractiveness},
  institution = {},
  year = {2016},
  note = {Publication status: submitted / under review}
}

@incollection{PfisterBFF2015LifeCourse,
  author = {Ulrich Pfister and Johannes Bracht and Christine Fertig and Georg Fertig},
  title = {Life course strategies, social networks, and market participation in nineteenth-century rural Westphalia: an interpretative essay},
  booktitle = {Social networks, political institutions, and rural societies},
  pages = {89--124},
  series = {Rural History in Europe},
  volume = {11},
  editor = {Georg Fertig},
  year = {2015},
  publisher = {Brepols},
  address = {Turnhout},
  note = {Publication status: Published}
}

@article{AdaemmerB2015Speculative,
  author = {P Adämmer and MT Bohl},
  title = {Speculative Bubbles in Agricultural Prices},
  journal = {Quarterly Review of Economics and Finance},
  year = {2015},
  volume = {55},
  number = {February 2015},
  pages = {67--76},
  doi = {10.1016/j.qref.2014.06.003},
  note = {Publication status: Published}
}

@article{Beccarini2015AnotherLook,
  author = {A Beccarini},
  title = {Another Look at the Boom and Bust of Financial Bubbles.},
  journal = {Annals of Economics and Finance.},
  year = {2015},
  volume = {2015},
  note = {Publication status: Published}
}

@article{BialkowskiBSW2015TheGoldPrice,
  author = {J Białkowski and MT Bohl and PM Stephan and T Wisniewski},
  title = {The gold price in times of crisis},
  journal = {International Review of Financial Analysis},
  year = {2015},
  volume = {41},
  pages = {339},
  doi = {10.1016/j.irfa.2014.07.001},
  note = {Publication status: Published}
}

@article{BohlDS2015TheEffectOf,
  author = {MT Bohl and J Diesteldorf and PL Siklos},
  title = {The Effect of Index Futures Trading on Volatility: Three Markets for Chinese Stocks},
  journal = {China Economic Review},
  year = {2015},
  volume = {34},
  number = {July 2015},
  pages = {207--224},
  doi = {10.1016/j.chieco.2014.11.005},
  note = {Publication status: Published}
}

@article{BohlKS2015WhatDroveThe,
  author = {MT Bohl and P Kaufmann and PL Siklos},
  title = {What Drove the Mid-2000s Explosiveness in Alternative Energy Stock Prices? Evidence from U.S., European and Global Indices},
  journal = {International Review of Financial Analysis},
  year = {2015},
  volume = {40},
  number = {July 2015},
  pages = {194--206},
  doi = {10.1016/j.irfa.2015.05.018},
  note = {Publication status: Published}
}

@article{KempaK2015OnTheSizeOf,
  author = {Bernd Kempa and Nazmus Sadat Khan},
  title = {On the size of government spending multipliers in Europe},
  journal = {Applied Economics},
  year = {2015},
  volume = {47},
  number = {51},
  pages = {5548--5558},
  note = {Publication status: Published}
}

@article{Mutschler2015Identification,
  author = {W Mutschler},
  title = {Identification of DSGE models—The effect of higher-order approximation and pruning},
  journal = {Journal of Economic Dynamics and Control},
  year = {2015},
  volume = {56},
  pages = {34--54},
  doi = {10.1016/j.jedc.2015.04.007},
  url = {http://www.sciencedirect.com/science/article/pii/S0165188915000731},
  note = {Publication status: Published}
}

@article{PfisterK2015Institutions,
  author = {Ulrich Pfister and Michael Kopsidis},
  title = {Institutions vs. demand: determinants of agricultural development in Saxony, 1660–1850},
  journal = {European Review of Economic History},
  year = {2015},
  volume = {19},
  number = {3},
  pages = {275--293},
  doi = {10.1093/ereh/hev005},
  note = {Publication status: Published}
}

@article{Pfister2015TheQuantitative,
  author = {Ulrich Pfister},
  title = {The quantitative development of Germany’s international trade during the eighteenth and early nineteenth century},
  journal = {Revue de l’OFCE},
  year = {2015},
  volume = {140},
  pages = {175--221},
  doi = {10.3917/reof.140.0175},
  note = {Publication status: Published}
}

@article{SegnonHGG2015Forecasting,
  author = {Mawuli Segnon and Hossein Hassani and Zara Ghodsi and Rangan Gupta},
  title = {Forecasting Home Sale in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis},
  journal = {Computational Economics},
  year = {2015},
  volume = {49},
  pages = {83--97},
  note = {Publication status: Published}
}

@article{SegnonHSG2015Forecasting,
  author = {Mawuli Segnon and Hossein Hassani and Emmanuel Sirimal Silva and Rangan Gupta},
  title = {Forecasting the Price of Gold},
  journal = {Applied Economics},
  year = {2015},
  volume = {47},
  number = {39},
  pages = {4141--4152},
  doi = {10.1080/00036846.2015.1026580},
  note = {Publication status: Published}
}

@article{UllmannT2015Interquartilsbandbreiten,
  author = {Robert Ullmann and Mark Trede},
  title = {Interquartilsbandbreiten bei der Ermittlung von Verrechnungspreisen: Average-Methode und Pooling-Methode},
  journal = {zfbf: Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung},
  year = {2015},
  volume = {67},
  pages = {329--366},
  note = {Publication status: Published}
}

@article{Voelzke2015WeakeningThe,
  author = {J. Voelzke},
  title = {Weakening the Gain-Loss-Ratio measure to make it stronger},
  journal = {Finance Research Letters},
  year = {2015},
  volume = {12},
  number = {null},
  pages = {58--66},
  doi = {10.1016/j.frl.2014.11.007},
  url = {http://www.scopus.com/inward/record.url?partnerID=HzOxMe3b&scp=84922880549&origin=inward},
  note = {Publication status: Published}
}

@techreport{RoheH2015TheRoleOfExternal,
  author = {Christian Rohe and Matthias Hartermann},
  title = {The role of external shocks for monetary policy in Colombia and Brazil: A Bayesian SVAR analysis},
  institution = {},
  series = {CQE Working Papers},
  number = {CQE Working Paper 42/2015},
  volume = {CQE Working Paper 42/2015},
  year = {2015},
  url = {http://www1.wiwi.uni-muenster.de/cqe/forschung/publikationen/cqe-working-papers/CQE_WP_42_2015.pdf},
  note = {Publication status: Published}
}

@techreport{RotermannW2015Estimating,
  author = {Benedikt Rotermann and Bernd Wilfling},
  title = {Estimating rational stock-market bubbles with sequential Monte Carlo methods},
  institution = {Center for Quantitative Economics (CQE), University of Muenster},
  series = {CQE Working Paper},
  number = {40/2015},
  volume = {40/2015},
  year = {2015},
  address = {University of Muenster},
  note = {Publication status: Published}
}

@article{Beccarini2014SolvingThe,
  author = {A Beccarini},
  title = {Solving the liquidity constraint by options on futures.},
  journal = {Journal of Mathematical Economics.},
  year = {2014},
  volume = {2014},
  note = {Publication status: Published}
}

@article{BergerK2014TimeVarying,
  author = {Tino Berger and Bernd Kempa},
  title = {Time-varying equilibrium rates in small open economies: Evidence for Canada},
  journal = {Journal of Macroeconomics},
  year = {2014},
  volume = {39},
  pages = {203--214},
  note = {Publication status: Published}
}

@article{BohlKS2014ShortSelling,
  author = {MT Bohl and AC Klein and PL Siklos},
  title = {Short-Selling Bans and Institutional Investors' Herding Behaviour: Evidence from the Global Financial Crisis},
  journal = {International Review of Economics and Finance},
  year = {2014},
  volume = {33},
  number = {May 2014},
  pages = {262--269},
  doi = {10.1016/j.irfa.2014.03.004},
  note = {Publication status: Published}
}

@article{MeulemannUW2014TheRestoration,
  author = {Max Meulemann and Martin Uebele and Bernd Wilfling},
  title = {The restoration of the Gold standard after the US Civil War: A volatility analysis},
  journal = {Journal of Financial Stability},
  year = {2014},
  volume = {12},
  pages = {37--46},
  note = {Publication status: Published}
}

@article{ReherWB2014TheValuation,
  author = {Gerrit Reher and  Wilfling and  Bernd},
  title = {The valuation of European call options on zero-coupon bonds in the run-up to a fixed exchange-rate regime},
  journal = {International Review of Economics and Finance},
  year = {2014},
  volume = {29},
  pages = {483--496},
  note = {Publication status: Published}
}

@article{RotermannW2014Periodically,
  author = {Benedikt Rotermann and Bernd Wilfling},
  title = {Periodically Evans bubbles and stock-price volatility},
  journal = {Economics Letters},
  year = {2014},
  volume = {123},
  number = {3},
  pages = {383--386},
  note = {Publication status: Published}
}

@incollection{Pfister2013DerTextilhandel,
  author = {Ulrich Pfister},
  title = {Der Textilhandel der Familie Zellweger in der zweiten Hälfte des 18. Jahrhunderts: Protoindustrialisierung --- kommerzielle Revolution --- Konsumrevolution},
  booktitle = {Europa in der Schweiz: Grenzüberschreitender Kulturaustausch im 18. Jahrhundert},
  pages = {25--40},
  editor = {Heidi Eisenhut and Anett Lütteken and Carsten Zelle},
  year = {2013},
  publisher = {Wallstein},
  address = {Göttingen},
  note = {Publication status: Published}
}

@article{Beccarini2013EconomicReforms,
  author = {A Beccarini},
  title = {Economic Reforms and the Indirect Role of Monetary Policy,},
  journal = {Applied Economic Letters},
  year = {2013},
  volume = {2013},
  note = {Publication status: Published}
}

@article{BeckmannW2013TaylorRule,
  author = {J Beckmann and W Wilde},
  title = {Taylor Rule equilibrium exchange rates and nonlinear mean reversion},
  journal = {Applied Financial Economics},
  year = {2013},
  volume = {23},
  pages = {1097--1107},
  note = {Publication status: Published}
}

@article{BialkowskiBKW2013DoMutualFund,
  author = {JP Bialkowski and MT Bohl and P Kaufmann and TP Wisniewski},
  title = {Do Mutual Fund Managers Exploit the Ramadan Anomaly? Evidence from Turkey},
  journal = {Emerging Markets Review},
  year = {2013},
  volume = {15},
  pages = {211--232},
  doi = {10.1016/j.ememar.2013.02.003},
  note = {Publication status: Published}
}

@article{BohlJS2013DoCommodity,
  author = {MT Bohl and F Javed and PM Stephan},
  title = {Do Commodity Index Traders Destabilize Agricultural Futures Prices?},
  journal = {Applied Economics Quarterly},
  year = {2013},
  volume = {59},
  number = {2},
  pages = {125--148},
  doi = {10.3790/aeq.59.2.125},
  note = {Publication status: Published}
}

@article{BohlKS2013FromHeroTo,
  author = {MT Bohl and P Kaufmann and PM Stephan},
  title = {From Hero to Zero: Evidence of Performance Reversal and Speculative Bubbles in German Renewable Energy Stocks},
  journal = {Energy Economics},
  year = {2013},
  volume = {37},
  pages = {40--51},
  doi = {10.1016/j.eneco.2013.01.006},
  note = {Publication status: Published}
}

@article{BohlKS2013AreShortSellers,
  author = {MT Bohl and AC Klein and PL Siklos},
  title = {Are Short Sellers Positive Feedback Traders? Evidence from the Global Financial Crisis},
  journal = {Journal of Financial Stability},
  year = {2013},
  volume = {9},
  number = {3},
  pages = {337--346},
  doi = {10.1016/j.jfs.2012.11.004},
  note = {Publication status: Published}
}

@article{CzajaKS2013EnhancingThe,
  author = {M-C Czaja and P Kaufmann and H Scholz},
  title = {Enhancing the Profitability of Earnings Momentum Strategies Momentum, Information Diffusion and Earnings Uncertainty},
  journal = {Journal of Investment Strategies},
  year = {2013},
  volume = {2},
  number = {4},
  pages = {3--57},
  doi = {10.21314/JOIS.2013.028},
  note = {Publication status: Published}
}

@article{KempaR2013Nonlinearities,
  author = {Bernd Kempa and Jana Riedel},
  title = {Nonlinearities in exchange rate determination in a small open economy: Some evidence for Canada},
  journal = {North American Journal of Economics and Finance},
  year = {2013},
  volume = {24},
  number = {1},
  pages = {268--278},
  note = {Publication status: Published}
}

@article{Klein2013TimeVariations,
  author = {AC Klein},
  title = {Time-variations in herding behavior: Evidence from a Markov switching SUR model},
  journal = {Journal of International Financial Markets, Institutions and Money},
  year = {2013},
  volume = {26},
  number = {1},
  pages = {291--304},
  doi = {10.1016/j.intfin.2013.06.006},
  note = {Publication status: Published}
}

@article{LammerdingSTW2013Speculative,
  author = {M Lammerding and P Stephan and M Trede and B Wilfling},
  title = {Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach},
  journal = {Energy Economics},
  year = {2013},
  volume = {36},
  number = {1},
  pages = {491--502},
  doi = {10.1016/j.eneco.2012.10.006},
  note = {Publication status: Published}
}

@article{SavuT2013DoStockReturns,
  author = {Cornelia Savu and Mark Trede},
  title = {Do Stock Returns have an Archimedean Copula?},
  journal = {Journal of Applied Statistics},
  year = {2013},
  volume = {40},
  pages = {1764--1778},
  note = {Publication status: Published}
}

@techreport{PfisterK2013Agricultural,
  author = {Ulrich Pfister and Michael Kopsidis},
  title = {Agricultural development during early industrialization in a low-wage economy: Saxony},
  institution = {},
  series = {EHES Working Papers in Economic History},
  number = {39},
  volume = {39},
  year = {2013},
  note = {Publication status: Published}
}

@techreport{RotermannW2013Periodically,
  author = {Benedikt Rotermann and Bernd Wilfling},
  title = {Periodically collapsing Evans bubbles and stock-price volatility},
  institution = {Center for Quantitative Economics (CQE), University of Muenster},
  series = {CQE Working Paper},
  number = {28/2013},
  volume = {28/2013},
  year = {2013},
  address = {University of Muenster},
  note = {Publication status: Published}
}

@article{BergerK2012TaylorRules,
  author = {Tino Berger and Bernd Kempa},
  title = {Taylor rules and the Canadian-US equilibrium exchange rate},
  journal = {Journal of International Money and Finance},
  year = {2012},
  volume = {31},
  number = {5},
  pages = {1060--1075},
  note = {Publication status: Published}
}

@article{BohlG2012Forestalling,
  author = {MT Bohl and C Goodfellow},
  title = {Forestalling Floor Closure: Evidence from a Natural Experiment on the German Stock Market},
  journal = {Applied Economics},
  year = {2012},
  volume = {44},
  number = {6},
  pages = {793--802},
  doi = {10.1080/00036846.2010.524626},
  note = {Publication status: Published}
}

@article{BohlMO2012Determinanten,
  author = {MT Bohl and W Michels and J Oelgemöller},
  title = {Determinanten von Wohnimmobilienpreisen: Das Beispiel der Stadt Münster},
  journal = {Jahrbuch für Regionalwissenschaft},
  year = {2012},
  volume = {32},
  number = {2},
  pages = {193--208},
  doi = {10.1007/s10037-012-0068-z},
  note = {Publication status: Published}
}

@article{HendricksKP2012DoBanksBuy,
  author = {T Hendricks and B Kempa and C Pierdzioch},
  title = {Do banks’ buy and sell recommendations influence stock market volatility? Evidence from the German DAX30},
  journal = {European Journal of Finance},
  year = {2012},
  volume = {18},
  number = {1},
  pages = {29--39},
  note = {Publication status: Published}
}

@article{Uebele2012WhatDrives,
  author = {Martin Uebele},
  title = {What drives commodity market integration? Evidence from the 1800s},
  journal = {CESifo Economic Studies},
  year = {2012},
  volume = {00},
  note = {Publication status: online first}
}

@article{Wilde2012TheInfluence,
  author = {W Wilde},
  title = {The influence of Taylor rule deviations on real exchange rates},
  journal = {International Review of Economics and Finance},
  year = {2012},
  volume = {24},
  pages = {51--61},
  note = {Publication status: Published}
}

@article{vonT2012TheDynamics,
  author = {Auer} Ludwig {von and Mark Trede},
  title = {The Dynamics of Brand Equity: A Hedonic Regression Approach to the Laser Printer Market},
  journal = {Journal of the Operational Research Society (JORS)},
  year = {2012},
  volume = {63},
  doi = {10.1057/jors.2011.45},
  note = {Publication status: Published}
}

@techreport{PfisterRU2012RealWagesAnd,
  author = {Ulrich Pfister and Jana Riedel and Martin Uebele},
  title = {Real wages and the origins of modern economic growth in Germany, 16$^{th}$ to 19$^{th}$ centuries},
  institution = {},
  series = {EHES Working Papers in Economic History},
  number = {17},
  volume = {17},
  year = {2012},
  note = {Publication status: Published}
}

@book{Kempa2011Internationale,
  author = {Bernd Kempa},
  title = {Internationale Ökonomie},
  year = {2011},
  publisher = {Kohlhammer},
  address = {Stuttgart},
  note = {Publication status: Published}
}

@incollection{FertigP2011NorthWestGermany,
  author = {Georg Fertig and Ulrich Pfister},
  title = {North-west Germany, 1750–2000},
  booktitle = {Making a living: family, labour and income},
  pages = {233--261},
  series = {Rural economy and society in North-western Europe, 500–2000},
  editor = {Eric Vanhaute and Isabelle Devos and  Lambrecht and  Thijs},
  year = {2011},
  publisher = {Brepols},
  address = {Turnhout},
  note = {Publication status: Published}
}

@incollection{Pfister2011Internationale,
  author = {Ulrich Pfister},
  title = {Internationale Kaufkraftdisparitäten und die zwei „Großen Divergenzen“, 16.–18. Jahrhundert},
  booktitle = {Globalisierung in der Geschichte: Erträge der 23. Arbeitstagung der Gesellschaft für Sozial- und Wirtschaftsgeschichte 18. bis 21. März 2009 in Kiel},
  pages = {125--146},
  series = {Vierteljahrschrift für Sozial- und Wirtschaftsgeschichte, Beihefte},
  volume = {214},
  editor = {Rolf Walter},
  year = {2011},
  publisher = {Steiner},
  address = {Stuttgart},
  note = {Publication status: Published}
}

@incollection{Pfister2011DieWirtschaftlichen,
  author = {Ulrich Pfister},
  title = {Die wirtschaftlichen Folgen von Handwerkszünften: ein Überblick},
  booktitle = {Regulierte Märkte: Zünfte und Kartelle},
  pages = {25--37},
  series = {Schweizerische Gesellschaft für Wirtschafts- und Sozialgeschichte},
  volume = {26},
  editor = {Margrit et al. Müller},
  year = {2011},
  publisher = {Chronos},
  address = {Zürich},
  note = {Publication status: Published}
}

@article{AlAnaswahW2011Identification,
  author = {Nael Al-Anaswah and Bernd Wilfling},
  title = {Identification of speculative bubbles using state-space models with Markov-switching},
  journal = {Journal of Banking and Finance},
  year = {2011},
  volume = {35},
  number = {5},
  pages = {1073--1086},
  doi = {10.1016/j.jbankfin.2010.09.021},
  note = {Publication status: Published}
}

@article{Berger2011Estimating,
  author = {T Berger},
  title = {Estimating Europe's natural rates},
  journal = {Empirical Economics},
  year = {2011},
  volume = {40},
  number = {2},
  pages = {521--536},
  note = {Publication status: Published}
}

@article{BergerK2011BayesianEstimation,
  author = {T Berger and B Kempa},
  title = {Bayesian estimation of the output gap for a small open economy: The case of Canada},
  journal = {Economics Letters},
  year = {2011},
  volume = {112},
  number = {1},
  pages = {107--112},
  note = {Publication status: Published}
}

@article{BohlSW2011DoIndividual,
  author = {Martin T. Bohl and Christian Salm and Bernd Wilfling},
  title = {Do individual index futures investors destabilize the underlying spot market?},
  journal = {Journal of Futures Markets},
  year = {2011},
  volume = {31},
  pages = {81--101},
  doi = {10.1002/fut.20460},
  note = {Publication status: Published}
}

@article{BohlLV2011PensionFunds,
  author = {MT Bohl and J Lischewski and S Voronkova},
  title = {Pension Funds' Performance in Strongly Regulated Industries in Central Europe: Evidence from Poland and Hungary},
  journal = {Emerging Markets Finance and Trade},
  year = {2011},
  volume = {47},
  number = {SUPPL. 3},
  pages = {80--94},
  url = {http://www.scopus.com/inward/record.url?partnerID=yv4JPVwI&eid=2-s2.0-80052542040&md5=6a007dfa2f373251cdd2a6b2caa4dece},
  note = {Publication status: Published}
}

@article{BohlMS2011TheQuality,
  author = {MT Bohl and DG Mayes and PL Siklos},
  title = {The Quality of Monetary Policy and Inflation Performance: Globalization and Its Aftermath},
  journal = {The Manchester School},
  year = {2011},
  volume = {79},
  number = {Supplement 1},
  pages = {617--645},
  doi = {10.2139/ssrn.1513263},
  note = {Publication status: Published}
}

@article{BohlSS2011PriceDiscovery,
  author = {MT Bohl and CA Salm and JM Schuppli},
  title = {Price Discovery and Investor Structure in Stock Index Futures},
  journal = {Journal of Futures Markets},
  year = {2011},
  volume = {31},
  number = {3},
  pages = {282--306},
  doi = {10.1002/fut.20469},
  note = {Publication status: Published}
}

@article{BohlSW2011DoIndividual,
  author = {MT Bohl and CA Salm and B Wilfling},
  title = {Do Individual Index Futures Investors Destabilize the Underlying Spot Market?},
  journal = {Journal of Futures Markets},
  year = {2011},
  volume = {31},
  number = {1},
  pages = {81--101},
  doi = {10.1002/fut.20460},
  note = {Publication status: Published}
}

@article{BohlS2011Leerverkaufsrestriktionen,
  author = {MT Bohl and JM Schuppli},
  title = {Leerverkaufsrestriktionen},
  journal = {DBW Die Betriebswirtschaft},
  year = {2011},
  volume = {71},
  number = {4},
  pages = {408--411},
  note = {Publication status: Published}
}

@article{BrueggemannR2011NonlinearInterest,
  author = {Ralf Brüggemann and Jana Riedel},
  title = {Nonlinear Interest Rate Reaction Functions for the UK},
  journal = {Economic Modelling},
  year = {2011},
  volume = {28},
  pages = {1174--1185},
  note = {Publication status: Published}
}

@article{HeimannT2011AContinuousTime,
  author = {Thorsten Heimann and Mark Trede},
  title = {A Continuous-Time Model of Income Dynamics},
  journal = {Journal of Income Distribution},
  year = {2011},
  volume = {20},
  pages = {104--116},
  note = {Publication status: Published}
}

@article{HendricksK2011MonetaryPolicy,
  author = {T Hendricks and B Kempa},
  title = {Monetary policy and the credit channel, broad and narrow},
  journal = {Eastern Economic Journal},
  year = {2011},
  volume = {37},
  number = {3},
  pages = {403--416},
  note = {Publication status: Published}
}

@article{HillmannW2011CurrentAccount,
  author = {K Hillmann and W Wilde},
  title = {Current account imbalances in the Euro area: The role of monetary policy},
  journal = {SSRN Electronic Journal},
  year = {2011},
  volume = {09},
  note = {Publication status: Published}
}

@article{KempaW2011SourcesOfExchange,
  author = {Bernd Kempa and Wolfram Wilde},
  title = {Sources of exchange rate fluctuations with Taylor rule fundamentals},
  journal = {Economic Modelling},
  year = {2011},
  volume = {28},
  number = {6},
  pages = {2622--2627},
  note = {Publication status: Published}
}

@article{Khan2011CyclicalBehavior,
  author = {N.S. Khan},
  title = {Cyclical behavior of macroeconomic policies and capital flows: a study of
Asian countries},
  journal = {Bangladesh Development Studies},
  year = {2011},
  volume = {34},
  number = {2},
  pages = {47--85},
  note = {Publication status: Published}
}

@article{SondermannTW2011Estimating,
  author = {D Sondermann and M Trede and B Wilfling},
  title = {Estimating the degree of interventionist policies in the run-up to EMU},
  journal = {Applied Economics},
  year = {2011},
  volume = {43},
  number = {2},
  pages = {207--218},
  doi = {10.1080/00036840802481884},
  note = {Publication status: Published}
}

@article{SondermannTW2011Estimating,
  author = {David Sondermann and Mark Trede and Bernd Wilfling},
  title = {Estimating the degree of interventionist policies in the run-up to EMU},
  journal = {Applied Economics},
  year = {2011},
  volume = {43},
  pages = {207--218},
  doi = {10.1080/00036840802481884},
  note = {Publication status: Published}
}

@article{Uebele2011DieIdentifikation,
  author = {M Uebele},
  title = {Die Identifikation internationaler Konjunkturzyklen in disaggregierten Daten: Deutschland, Frankreich und Großbritannien, 1862-1913},
  journal = {Jahrbuch für Wirtschaftsgeschichte},
  year = {2011},
  volume = {2011},
  note = {Publication status: online first}
}

@article{Uebele2011NationalAnd,
  author = {M Uebele},
  title = {National and International Market Integration in the 19$^{th}$ Century: Evidence from Comovement},
  journal = {Explorations in Economic History},
  year = {2011},
  note = {Publication status: accepted / in press (not yet published)}
}

@techreport{MeulemannUW2011TheRestoration,
  author = {Max Meulemann and Martin Uebele and Bernd Wilfling},
  title = {The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis},
  institution = {Center for Quantitative Economics (CQE), University of Muenster},
  series = {CQE Working Paper},
  number = {20/2011},
  volume = {20/2011},
  year = {2011},
  address = {University of Muenster},
  url = {http://www1.wiwi.uni-muenster.de/cqe/forschung/publikationen/cqe-working-papers/CQE_WP_20_2011.pdf},
  note = {Publication status: Published}
}

@techreport{ReherW2011MarkovSwitching,
  author = {Gerrit Reher and Bernd Wilfling},
  title = {Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market},
  institution = {Center for Quantitative Economics (CQE), University of Muenster},
  series = {CQE Working Paper},
  number = {17/2011},
  volume = {17/2011},
  year = {2011},
  address = {University of Muenster},
  url = {http://www1.wiwi.uni-muenster.de/cqe/forschung/publikationen/cqe-working-papers/CQE_WP_17_2011.pdf},
  note = {Publication status: Published}
}

@incollection{Pfister2010Globalisierung,
  author = {Ulrich Pfister},
  title = {Globalisierung und Weltwirtschaft},
  booktitle = {WBG Weltgeschichte, vol. 6},
  pages = {277--336},
  editor = {Walter et al. Demel},
  year = {2010},
  publisher = {WBG},
  address = {Darmstadt},
  note = {Publication status: Published}
}

@article{Beccarini2010Eliminating,
  author = {A Beccarini},
  title = {Eliminating the Omitted Variables’ Bias by a Regime Switching Approach.},
  journal = {Journal of Applied Statistics},
  year = {2010},
  volume = {2010},
  note = {Publication status: Published}
}

@article{BergerE2010LabourTaxes,
  author = {T Berger and G Everaert},
  title = {Labour Taxes and Unemployment: Evidence from a Panel Unobserved Component Model},
  journal = {Journal of Economic Dynamics and Control},
  year = {2010},
  volume = {34},
  number = {3},
  pages = {354--364},
  note = {Publication status: Published}
}

@article{BohlGB2010Individual,
  author = {MT Bohl and C Goodfellow and J Bialkowski},
  title = {Individual Investors Surpass their Reputation: Trading Behavior on the Polish Futures Market},
  journal = {Economic Systems},
  year = {2010},
  volume = {34},
  number = {4},
  pages = {480--492},
  doi = {10.1016/j.ecosys.2009.12.003},
  note = {Publication status: Published}
}

@article{BohlS2010TheOtherJanuary,
  author = {MT Bohl and CA Salm},
  title = {The Other January Effect: International Evidence},
  journal = {The European Journal of Finance},
  year = {2010},
  volume = {16},
  number = {2},
  pages = {173--182},
  doi = {10.1080/13518470903037953},
  note = {Publication status: Published}
}

@article{BohlS2010DoForeignInstitutional,
  author = {MT Bohl and JM Schuppli},
  title = {Do Foreign Institutional Investors Destabilize China’s A-Share Markets?},
  journal = {Journal of International Financial Markets, Institutions and Money},
  year = {2010},
  volume = {20},
  number = {1},
  pages = {36--50},
  doi = {10.1016/j.intfin.2009.10.004},
  note = {Publication status: Published}
}

@article{BohlS2010LohnenSich,
  author = {MT Bohl and JM Schuppli},
  title = {Lohnen sich Aktieninvestments in Erneuerbare Energien?},
  journal = {Corporate Finance biz},
  year = {2010},
  volume = {1},
  pages = {65--72},
  note = {Publication status: Published}
}

@article{BohlSS2010StockReturn,
  author = {MT Bohl and JM Schuppli and PL Siklos},
  title = {Stock Return Seasonalities and Investor Structure: Evidence from China's B-Share Markets},
  journal = {China Economic Review},
  year = {2010},
  volume = {21},
  number = {1},
  pages = {190--201},
  doi = {10.1016/j.chieco.2009.12.004},
  note = {Publication status: Published}
}

@article{HendricksKP2010DoLocalAnalysts,
  author = {T Hendricks and B Kempa and C Pierdzioch},
  title = {Do local analysts have an informational advantage in forecasting stock returns? Evidence from the German DAX30},
  journal = {Financial Markets and Portfolio Management},
  year = {2010},
  volume = {24},
  number = {2},
  pages = {137--158},
  note = {Publication status: Published}
}

@article{Kempa2010Wechselkurskonflikt,
  author = {B Kempa},
  title = {Wechselkurskonflikt und Abwertungswettlauf},
  journal = {ifo Schnelldienst},
  year = {2010},
  volume = {63},
  number = {22},
  pages = {9--12},
  note = {Publication status: Published}
}

@article{NgT2010HighFrequency,
  author = {Wing-Lon Ng and Mark Trede},
  title = {High-frequency Index Returns: The Stylized Facts Revised},
  journal = {Empirical Economics Letters},
  year = {2010},
  volume = {9},
  pages = {145--156},
  note = {Publication status: Published}
}

@article{SavuT2010Hierarchies,
  author = {Cornelia Savu and Mark Trede},
  title = {Hierarchies of Archimedean copulas},
  journal = {Quantitative Finance},
  year = {2010},
  volume = {10},
  number = {3},
  pages = {295--304},
  doi = {10.1080/14697680902821733},
  note = {Publication status: Published}
}

@techreport{Pfister2010ConsumerPrices,
  author = {Ulrich Pfister},
  title = {Consumer prices and wages in Germany, 1500–1850},
  institution = {},
  series = {CQE Working paper},
  number = {15/2010},
  volume = {15/2010},
  year = {2010},
  address = {WWU Münster},
  note = {Publication status: Published}
}

@techreport{PfisterF2010ThePopulation,
  author = {Ulrich Pfister and Georg Fertig},
  title = {The population history of Germany: research agenda and preliminary results},
  institution = {},
  series = {MPIDR Working Paper},
  number = {2010-035},
  volume = {2010-035},
  year = {2010},
  address = {Rostock},
  note = {Publication status: Published}
}

@techreport{ReherW2010AnExactPricing,
  author = {Gerrit Reher and Bernd Wilfling},
  title = {An exact pricing formula for European call options on zero-coupon bonds in the run-up to a currency union},
  institution = {Center for Quantitative Economics (CQE), University of Muenster},
  series = {CQE Working Paper},
  number = {10/2010},
  volume = {10/2010},
  year = {2010},
  address = {University of Muenster},
  url = {http://www1.wiwi.uni-muenster.de/cqe/forschung/publikationen/cqe-working-papers/CQE_WP_10_2010.pdf},
  note = {Publication status: Published}
}

@techreport{Uebele2010DemandMatters,
  author = {M Uebele},
  title = {Demand Matters: German Wheat Market Integration 1806-1855 in a European Context},
  institution = {},
  number = {11/2010},
  volume = {11/2010},
  year = {2010},
  url = {http://www1.wiwi.uni-muenster.de/cqe/forschung/publikationen/cqe-working-papers/CQE_WP_11_2010.pdf},
  note = {Publication status: Published}
}

@techreport{Uebele2010Identifying,
  author = {M Uebele},
  title = {Identifying International Business Cycles in Disaggregate Data: Germany, France and Great Britain},
  institution = {},
  year = {2010},
  url = {http://www1.wiwi.uni-muenster.de/cqe/forschung/publikationen/cqe-working-papers/CQE_WP_16_2010.pdf},
  note = {Publication status: Published}
}

@incollection{Kempa2009GlobaleUngleichgewichte,
  author = {B Kempa},
  title = {Globale Ungleichgewichte: Ursachen, Konsequenzen und wirtschaftspolitische Handlungsmöglichkeiten (Antrittsvorlesung vom 10. Dezember 2007)},
  booktitle = {Herausragende Ereignisse/Antrittsvorlesungen 2007/2008},
  pages = {81--89},
  series = {Universitätsschriften der Europa-Universität Viadrina Frankfurt (Oder)},
  volume = {28},
  editor = {Europa-Universität Frankfurt (Oder)},
  year = {2009},
  publisher = {},
  note = {Publication status: Published}
}

@incollection{Pfister2009DieFrueheNeuzeit,
  author = {Ulrich Pfister},
  title = {Die Frühe Neuzeit als wirtschaftshistorische Epoche: Fluktuationen relativer Preise, 1450–1850},
  booktitle = {Die Frühe Neuzeit als Epoche},
  pages = {409--434},
  series = {Historische Zeitschrift, Beiheft},
  volume = {49},
  editor = {Helmut Neuhaus},
  year = {2009},
  publisher = {Oldenbourg},
  address = {München},
  note = {Publication status: Published}
}

@article{Beccarini2009TheImpactOf,
  author = {A Beccarini},
  title = {The impact of labour market partial reforms on  workers’ productivity: the Italian case.},
  journal = {International Journal of Applied Economic.},
  year = {2009},
  volume = {2009},
  note = {Publication status: Published}
}

@article{BohlBW2009Institutional,
  author = {MT Bohl and J Brzeszczynski and B Wilfling},
  title = {Institutional Investors and Stock Returns Volatility: Empirical Evidence from a Natural Experiment},
  journal = {Journal of Financial Stability},
  year = {2009},
  volume = {5},
  number = {2},
  pages = {170--182},
  doi = {10.1016/j.jfs.2008.02.003},
  note = {Publication status: Published}
}

@article{BohlGG2009TogetherWe,
  author = {MT Bohl and B Gebka and C Goodfellow},
  title = {Together We Invest? Individual and Institutional Investors’ Trading Behaviour in Poland},
  journal = {International Review of Financial Analysis},
  year = {2009},
  volume = {18},
  number = {4},
  pages = {212--221},
  doi = {10.1016/j.irfa.2009.03.002},
  note = {Publication status: Published}
}

@article{BohlS2009AssetPrices,
  author = {MT Bohl and PL Siklos},
  title = {Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule},
  journal = {Open Economic Review},
  year = {2009},
  volume = {20},
  number = {1},
  pages = {39--59},
  doi = {10.1007/s11079-007-9063-3},
  note = {Publication status: Published}
}

@article{BohlSS2009TheEuroArea,
  author = {MT Bohl and PL Siklos and D Sondermann},
  title = {The Euro Area Stock Market Channel: Does One Size Fit All?},
  journal = {Finance Research Letters},
  year = {2009},
  volume = {6},
  number = {4},
  pages = {230--235},
  doi = {10.1016/j.frl.2009.08.001},
  note = {Publication status: Published}
}

@article{GelmanW2009SwitchingVolatility,
  author = {Sergey Gelman and Bernd Wilfling},
  title = {Switching volatility in target stocks during takeover bids},
  journal = {Journal of Empirical Finance},
  year = {2009},
  volume = {16},
  pages = {745--758},
  note = {Publication status: Published}
}

@article{GrammigSS2009LongHorizon,
  author = {J Grammig and A Schrimpf and M Schuppli},
  title = {Long-horizon consumption risk and the cross-section of returns: New tests and international evidence},
  journal = {European Journal of Finance},
  year = {2009},
  volume = {15},
  number = {5-6},
  pages = {532},
  doi = {10.1080/13518470902872285},
  note = {Publication status: Published}
}

@article{HendricksK2009TheCreditChannel,
  author = {T Hendricks and B Kempa},
  title = {The credit channel in U.S. economic history},
  journal = {Journal of Policy Modeling},
  year = {2009},
  volume = {31},
  number = {1},
  pages = {58--68},
  note = {Publication status: Published}
}

@article{HoffmannK2009APooleAnalysis,
  author = {M Hoffmann and B Kempa},
  title = {A Poole analysis in the new open economy macroeconomic framework},
  journal = {Review of International Economics},
  year = {2009},
  volume = {17},
  number = {5},
  pages = {1074--1097},
  note = {Publication status: Published}
}

@article{Kempa2009Dollarkrise,
  author = {B Kempa},
  title = {Dollarkrise und Leitwährungsstatus},
  journal = {ifo Schnelldienst},
  year = {2009},
  volume = {62},
  number = {16},
  pages = {11--14},
  note = {Publication status: Published}
}

@article{Kempa2009Finanzmarktglobalisierung,
  author = {B Kempa},
  title = {Finanzmarktglobalisierung und Finanzmarktkrise},
  journal = {WiSt- Wirtschaftswissenschaftliches Studium},
  year = {2009},
  volume = {38},
  number = {3},
  pages = {139--143},
  note = {Publication status: Published}
}

@article{PuzanovaST2009Approximate,
  author = {Natalia Puzanova and Sikandar Siddiqui and Mark Trede},
  title = {Approximate value-at-risk calculation for heterogeneous loan portfolios: Possible enhancements of the Basel II methodology},
  journal = {Journal of Financial Stability},
  year = {2009},
  volume = {5},
  number = {4},
  pages = {374--392},
  doi = {10.1016/j.jfs.2009.02.003},
  note = {Publication status: Published}
}

@article{PuzanovaST2009Approximate,
  author = {Natalia Puzanova and Sikandar Siddiqui and Mark Trede},
  title = {Approximate Value-at-Risk Calculation for Heterogeneous Loan Portfolios: Possible Enhancements of the Basel {II} Methodology},
  journal = {Journal of Financial Stability},
  year = {2009},
  volume = {5},
  number = {4},
  pages = {374--392},
  doi = {10.1016/j.jfs.2009.02.003},
  note = {Publication status: Published}
}

@article{SarferazU2009TrackingDown,
  author = {S Sarferaz and M Uebele},
  title = {Tracking down the business cycle: A dynamic factor model for Germany 1820-1913},
  journal = {Explorations in Economic History},
  year = {2009},
  volume = {46},
  number = {3},
  pages = {368--387},
  doi = {10.1016/j.eeh.2009.04.002},
  url = {http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6WFJ-4W45WN8-1&_user=2160112&_rdoc=1&_fmt=&_orig=search&_sort=d&view=c&_acct=C000056461&_version=1&_urlVersion=0&_userid=2160112&md5=5290e368923d8d7c0153db0c6bf3d9e3},
  note = {Publication status: Published}
}

@article{TredeUW2009Ziffernanalyse,
  author = {Mark Trede and Robert Ullmann and Christoph Watrin},
  title = {Ziffernanalyse und Chi-Quadrat-Anpassungstest in der steuerlichen Anwendung: Probleme bei Verletzung der Unabhängigkeitsannahme und Lösungsvorschläge},
  journal = {DBW},
  year = {2009},
  volume = {69},
  pages = {701--716},
  note = {Publication status: Published}
}

@article{UebeleR2009StockMarkets,
  author = {Martin Uebele and Albrecht Ritschl},
  title = {Stock markets and business cycle comovement in Germany before World War I: Evidence from spectral analysis},
  journal = {Journal of Macroeconomics},
  year = {2009},
  volume = {31},
  number = {1},
  pages = {35--57},
  doi = {10.1016/j.jmacro.2007.08.012},
  note = {Publication status: Published}
}

@article{Wilfling2009Volatility,
  author = {Bernd Wilfling},
  title = {Volatility regime-switching in European exchange rates prior to monetary unification},
  journal = {Journal of International Money and Finance},
  year = {2009},
  volume = {28},
  pages = {240--270},
  note = {Publication status: Published}
}

@phdthesis{Uebele2009Historical,
  author = {M Uebele},
  title = {Historical Business Cycles and Market Integration: Evidence from Comovement},
  school = {Humboldt-University of Berlin},
  year = {2009},
  address = {Berlin},
  url = {http://edoc.hu-berlin.de/dissertationen/uebele-martin-2008-11-21/PDF/uebele.pdf},
  note = {Publication status: Published}
}

@techreport{Uebele2009International,
  author = {M Uebele},
  title = {International and National Wheat Market Integration in the 19$^{th}$ Century: A Comovement Analysis},
  institution = {},
  volume = {04/2009},
  number = {4-2009},
  volume = {04/2009},
  number = {4-2009},
  year = {2009},
  url = {http://www1.wiwi.uni-muenster.de/cqe/forschung/publikationen/cqe-working-papers/CQE_WP_4_2009.pdf},
  note = {Publication status: Published}
}

@incollection{Pfister2008CraftGuilds,
  author = {Ulrich Pfister},
  title = {Craft guilds, the theory of the firm, and early modern proto-industry --- Ulrich Pfister},
  booktitle = {Guilds, innovation and the European economy, 1400–1800},
  pages = {25--51},
  number = {Epstein},
  editor = {Stephen R. Epstein and Maarten Prak},
  year = {2008},
  publisher = {Cambridge University Press},
  address = {Cambridge},
  isbn = {978-0521887175},
  note = {Publication status: Published}
}

@incollection{Pfister2008CraftGuilds,
  author = {Ulrich Pfister},
  title = {Craft guilds and technological change --- the engine loom in the European silk ribbon industry in the seventeenth and eighteenth centuries},
  booktitle = {Guilds, innovation and the European economy, 1400–1800},
  pages = {172--198},
  editor = {Stephen R. Epstein and Maarten Prak},
  year = {2008},
  publisher = {Cambridge University Press},
  address = {Cambridge},
  note = {Publication status: Published}
}

@article{Beccarini2008InterestRates,
  author = {A Beccarini and  },
  title = {Interest Rates and Business Cycles  Fluctuations: a Focus on Higher Moments},
  journal = {Studies in Economics and Econometrics},
  year = {2008},
  volume = {2008},
  note = {Publication status: Published}
}

@article{BeccariniG2008AtWhatCost,
  author = {A Beccarini and D Gros},
  title = {At what Cost Price Stability? New evidence about the Phillips Curve in Europe and the United States},
  journal = {CEPS Working Document},
  year = {2008},
  volume = {2008},
  note = {Publication status: Published}
}

@article{BohlDP2008RealTimeForecasting,
  author = {MT Bohl and J Döpke and C Pierdzioch},
  title = {Real-Time Forecasting and Political Stock Market Anomalies: Evidence for the United States},
  journal = {The Financial Review},
  year = {2008},
  volume = {43},
  number = {3},
  pages = {323--335},
  doi = {10.1111/j.1540-6288.2008.00196.x},
  note = {Publication status: Published}
}

@article{BohlGS2008Vorteilhaftigkeit,
  author = {MT Bohl and C Goodfellow and D Schiereck},
  title = {Vorteilhaftigkeit des börslichen Abendhandels aus Anlegersicht},
  journal = {Kredit und Kapital},
  year = {2008},
  volume = {41},
  number = {4},
  pages = {541--556},
  doi = {10.3790/kuk.41.4.541},
  note = {Publication status: Published}
}

@article{BohlS2008PolicyWords,
  author = {MT Bohl and PL Siklos},
  title = {Policy Words and Policy Deeds: The ECB and the Euro},
  journal = {International Journal of Finance & Economics},
  year = {2008},
  volume = {13},
  number = {3},
  pages = {247--265},
  doi = {10.1002/ijfe.342},
  note = {Publication status: Published}
}

@article{BohlS2008EmpiricalEvidence,
  author = {MT Bohl and PL Siklos},
  title = {Empirical Evidence on Feedback Trading in Mature and Emerging Stock Markets},
  journal = {Applied Financial Economics},
  year = {2008},
  volume = {18},
  number = {17},
  pages = {1379--1389},
  doi = {10.1080/09603100701704280},
  note = {Publication status: Published}
}

@article{BohlSS2008EuropeanStock,
  author = {MT Bohl and PL Siklos and D Sondermann},
  title = {European Stock Markets and the ECB's Monetary Policy Surprises},
  journal = {International Finance},
  year = {2008},
  volume = {11},
  number = {2},
  pages = {117--130},
  doi = {10.1111/j.1468-2362.2008.00219.x},
  note = {Publication status: Published}
}

@article{Kempa2008StehenWirVor,
  author = {B Kempa},
  title = {Stehen wir vor dem Beginn einer weltweiten Rezession? Die realwirtschaftlichen Konsequenzen der Finanzmarktkrise},
  journal = {Wirtschaftsdienst},
  year = {2008},
  volume = {88},
  number = {5},
  pages = {300--303},
  note = {Publication status: Published}
}

@article{KempaHP2008EconomicAndFinancial,
  author = {B Kempa and D Hartmann and C Pierdzioch},
  title = {Economic and Financial Crises and the Predictability of U.S. Stock Returns},
  journal = {Journal of Empirical Finance},
  year = {2008},
  volume = {15},
  number = {3},
  pages = {468--480},
  note = {Publication status: Published}
}

@article{KempaH2008Asymmetric,
  author = {B Kempa and T Hendricks},
  title = {Asymmetric transmission of monetary policy in Europe: Evidence from Markov-switching regressions},
  journal = {Journal of Economic Integration},
  year = {2008},
  volume = {23},
  number = {4},
  pages = {873--895},
  note = {Publication status: Published}
}

@article{RichterT2008Intertemporal,
  author = {Ansgar Richter and Mark Trede},
  title = {Intertemporal Consistency of Predictors of Business Administration Students' Performance in Economics Courses: Bootstrapping a Structural Equations Model},
  journal = {Journal of the Academy of Business Education},
  year = {2008},
  volume = {9},
  number = {3},
  pages = {72--88},
  note = {Publication status: Published}
}

@article{SavuT2008GoodnessOfFit,
  author = {Cornelia Savu and Mark Trede},
  title = {Goodness-of-fit tests for parametric families of Archimedean copulas},
  journal = {Quantitative Finance},
  year = {2008},
  volume = {8},
  number = {2},
  pages = {109--116},
  doi = {10.1080/14697680701207639},
  note = {Publication status: Published}
}

@article{SchluterT2008Identifying,
  author = {Christian Schluter and Mark Trede},
  title = {Identifying multiple outliers in heavy-tailed distributions with an application to market crashes},
  journal = {Journal of Empirical Finance},
  year = {2008},
  volume = {15},
  number = {4},
  pages = {700--713},
  doi = {10.1016/j.jempfin.2007.10.003},
  note = {Publication status: Published}
}

@techreport{RitschlSU2008TheUSBusiness,
  author = {A Ritschl and S Sarferaz and M Uebele},
  title = {The U.S. Business Cycle, 1867-1995: Dynamic Factor Analysis vs. Reconstructed National Accounts},
  institution = {},
  year = {2008},
  url = {http://www.cepr.org/Pubs/new-dps/dplist.asp?dpno=7069},
  note = {Publication status: Published}
}

@incollection{Pfister2007ZuenfteUnd,
  author = {Ulrich Pfister},
  title = {Zünfte und technologischer Wandel --- die Bandmühle im europäischen Seidenbandgewerbe, 17. und 18. Jahrhundert --- Ulrich Pfister},
  booktitle = {Innovationsgeschichte},
  pages = {135--162},
  series = {Vierteljahrschrift für Sozial- und Wirtschaftsgeschichte, Beihefte},
  volume = {188},
  number = {Innovationsgeschichte},
  editor = {Rolf Walter},
  year = {2007},
  publisher = {Steiner},
  address = {Stuttgart},
  note = {Publication status: Published}
}

@article{Beccarini2007VerifyingExpectation,
  author = {A Beccarini and  },
  title = {Verifying expectation hypothesis of the term structure of interest rates within regimes},
  journal = {Analisi Finanziaria},
  year = {2007},
  volume = {2007},
  note = {Publication status: Published}
}

@article{Beccarini2007Investment,
  author = {A Beccarini and  },
  title = {Investment sensitivity to interest rates in an uncertain context: is a positive relationship possible?},
  journal = {Economic Change and Restructuring.},
  year = {2007},
  volume = {2007},
  note = {Publication status: Published}
}

@article{BohlS2007DoActionsSpeak,
  author = {MT Bohl and PL Siklos},
  title = {Do Actions Speak Louder Than Words? Evaluating Monetary Policy at the Bundesbank},
  journal = {Journal of Macroeconomics},
  year = {2007},
  volume = {29},
  number = {2},
  pages = {368--386},
  doi = {10.1016/j.jmacro.2005.08.002},
  note = {Publication status: Published}
}

@article{BohlSW2007DoCentralBanks,
  author = {MT Bohl and PL Siklos and T Werner},
  title = {Do Central Banks React to Stock Markets? The Case of the Bundesbank},
  journal = {Journal of Banking and Finance},
  year = {2007},
  volume = {31},
  number = {3},
  pages = {719--733},
  doi = {10.1016/j.jbankfin.2006.04.003},
  note = {Publication status: Published}
}

@article{Kempa2007GlobaleUngleichgewichte,
  author = {B Kempa},
  title = {Globale Ungleichgewichte},
  journal = {WiSt --- Wirtschaftswissenschaftliches Studium},
  year = {2007},
  volume = {36},
  number = {8},
  pages = {412--415},
  note = {Publication status: Published}
}

@article{Pfister2007RuralLandAnd,
  author = {Ulrich Pfister},
  title = {Rural land and credit markets, the permanent income hypothesis, and proto-industry: evidence from early modern Zurich},
  journal = {Continuity and Change},
  year = {2007},
  volume = {22},
  pages = {489--518},
  note = {Publication status: Published}
}

@article{TredeW2007Estimating,
  author = {Mark Trede and Bernd Wilfling},
  title = {Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data},
  journal = {Empirical Economics},
  year = {2007},
  volume = {33},
  pages = {23--39},
  note = {Publication status: Published}
}

@article{TredeW2007Estimating,
  author = {Mark Trede and Bernd Wilfling},
  title = {Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data},
  journal = {Empirical Economics},
  year = {2007},
  volume = {33},
  pages = {23--39},
  note = {Publication status: Published}
}

@techreport{SchluterT2007WebAppendix,
  author = {Christian Schluter and Mark Trede},
  title = {Web Appendix on "Identifying Multiple Outliers in Heavy-Tailed Distributions with an Application to Market Crashes"},
  institution = {},
  year = {2007},
  note = {Publication status: Published}
}

@book{SchmidT2006Finanzmarktstatistik,
  author = {Friedrich Schmid and Mark Trede},
  title = {Finanzmarktstatistik},
  year = {2006},
  publisher = {Springer},
  address = {Berlin},
  isbn = {978-3540277231},
  note = {Publication status: Published}
}

@incollection{BohlHS2006ForeignAcquisition,
  author = {MT Bohl and O Havrylchyk and D Schiereck},
  title = {Foreign Acquisition and Industry Wealth Effects of Privatization: Evidence from the Polish Banking Industry},
  booktitle = {Competition and Profitability in European Financial Services},
  pages = {80--95},
  editor = {M Balling and F Liermann and A Mullineux},
  year = {2006},
  publisher = {Routledge},
  address = {New York},
  note = {Publication status: Published}
}

@incollection{BohlH2006HayekSFree,
  author = {MT Bohl and J Hölscher},
  title = {Hayek’s 'Free Money Movement' and the Evolution of Monetary Order in Historical Perspective},
  booktitle = {Entrepreneurship, Money and Coordination. Hayek's Theory of Cultural Evolution},
  pages = {150--155},
  editor = {JG Backhaus},
  year = {2006},
  publisher = {Edward Elgar},
  address = {Northampton},
  note = {Publication status: Published}
}

@article{Beccarini2006LaDeterminazione,
  author = {A Beccarini and  },
  title = {La Determinazione dei Tassi di Interesse Bancari: alcune Evidenze Teoriche e Empiriche},
  journal = {Rivista Bancaria},
  year = {2006},
  volume = {2006},
  note = {Publication status: Published}
}

@article{BohlBS2006TestingFor,
  author = {MT Bohl and J Bialkowski and D Serwa},
  title = {Testing for Financial Spillovers in Calm and Turbulent Periods},
  journal = {Quarterly Review of Economics and Finance},
  year = {2006},
  volume = {46},
  number = {3},
  pages = {397--412},
  doi = {10.1016/j.qref.2006.04.001},
  note = {Publication status: Published}
}

@article{BohlB2006DoInstitutional,
  author = {MT Bohl and J Brzeszczynski},
  title = {Do Institutional Investors Destabilize Stock Prices? Evidence from an Emerging Market},
  journal = {Journal of International Financial Markets, Institutions and Money},
  year = {2006},
  volume = {16},
  number = {4},
  pages = {370--383},
  doi = {10.1016/j.intfin.2005.05.005},
  note = {Publication status: Published}
}

@article{BohlGH2006Institutional,
  author = {MT Bohl and B Gebka and H Henke},
  title = {Institutional Trading and Stock Return Autocorrelation: Empirical Evidence on Polish Pension Fund Investors’ Behavior},
  journal = {Global Finance Journal},
  year = {2006},
  volume = {16},
  number = {3},
  pages = {233--244},
  doi = {10.1016/j.gfj.2006.01.007},
  note = {Publication status: Published}
}

@article{BohlG2006International,
  author = {MT Bohl and K Gottschalk},
  title = {International Evidence on the Democrat Premium and the Presidential Cycle Effect},
  journal = {North American Journal of Economics and Finance},
  year = {2006},
  volume = {17},
  number = {2},
  pages = {107--120},
  doi = {10.1016/j.najef.2005.10.001},
  note = {Publication status: Published}
}

@article{BohlHK2006ExchangeTraded,
  author = {MT Bohl and H Henke and M Kaczynska},
  title = {Exchange Traded Funds},
  journal = {WISU, das wirtschaftsstudium},
  year = {2006},
  volume = {35},
  number = {3},
  pages = {337--341},
  note = {Publication status: Published}
}

@article{BohlR2006DoPositive,
  author = {MT Bohl and S Reitz},
  title = {Do Positive Feedback Traders Act in Germany’s Neuer Markt?},
  journal = {Quarterly Journal of Business and Economics},
  year = {2006},
  volume = {44},
  number = {1-2},
  pages = {3--14},
  url = {http://www.jstor.org/stable/40473411},
  note = {Publication status: Published}
}

@article{BohlSS2006Vorteilhaftigkeit,
  author = {MT Bohl and D Schiereck and C Schöne},
  title = {Vorteilhaftigkeit des börslichen Abendhandels für Privatanleger},
  journal = {Wissenschaft für die Praxis},
  year = {2006},
  volume = {61},
  pages = {11--13},
  url = {http://www.s-wissenschaft.de/publikationen/?p=index&kat=3},
  note = {Publication status: Published}
}

@article{HeerT2006Nichtkooperative,
  author = {Burkhard Heer and Mark Trede},
  title = {Nichtkooperative Differenzialspiele in der Ökonomie},
  journal = {WiSt Wirtschaftswissenschaftliches Studium},
  year = {2006},
  volume = {35},
  pages = {14--18},
  note = {Publication status: Published}
}

@article{KempaHH2006ADifferential,
  author = {B Kempa and T Hendricks and H-J Holtrup},
  title = {A differential view on the credit channel of monetary policy transmission},
  journal = {Kredit und Kapital},
  year = {2006},
  volume = {39},
  number = {4},
  pages = {537--549},
  note = {Publication status: Published}
}

@incollection{Kempa2005Equilibrium,
  author = {B Kempa},
  title = {Equilibrium exchange rates in the transition: The tradable price-based real appreciation and estimation uncertainty (Comment)},
  booktitle = {Structural Change and Exchange Rate Dynamics},
  pages = {241--243},
  editor = {Paul J.J. Welfens and Anna Wziatek-Kubiak},
  year = {2005},
  publisher = {Springer},
  note = {Publication status: Published}
}

@incollection{Wilfling2005ATermStructure,
  author = {Bernd Wilfling},
  title = {A term-structure model of international interest rate convergence prior to moentary union},
  booktitle = {Entscheidungsorientierte Volkswirtschaftslehre},
  edition = {1},
  pages = {53--79},
  editor = {Matthias Göcke and Stephan Kooths},
  year = {2005},
  publisher = {Peter Lang Verlag},
  address = {Frankfurt a.M.},
  note = {Publication status: Published}
}

@article{Beccarini2005Determinants,
  author = {A Beccarini and  },
  title = {Determinants and Macroeconomic Factors for the Term Structure of Interest Rates: Theoretical and Methodological Foundations.},
  journal = {Quaderno di Ricerca della Facoltà di Economia dell’Aquila},
  year = {2005},
  volume = {2005},
  note = {Publication status: Published}
}

@article{Beccarini2005Econometric,
  author = {A Beccarini and  },
  title = {Econometric Analysis of Short Term Interest Rate of the Euro Area: a Regime-Switching Application},
  journal = {Economia, Società e Istituzioni},
  year = {2005},
  volume = {2005},
  note = {Publication status: Published}
}

@article{BohlG2005StehtDerDeutsche,
  author = {MT Bohl and K Gottschalk},
  title = {Steht der deutsche Aktienmarkt unter politischem Einfluss?},
  journal = {Finanzbetrieb},
  year = {2005},
  volume = {2005},
  number = {7-8},
  pages = {517--523},
  url = {https://www.wiso-net.de/document/FB__050517A},
  note = {Publication status: Published}
}

@article{BohlG2005WetterUnd,
  author = {MT Bohl and K Gottschalk},
  title = {Wetter- und Politikeffekte als neue Aktienmarktanomalien},
  journal = {WISU, das wirtschaftsstudium},
  year = {2005},
  volume = {34},
  number = {6},
  pages = {811--816},
  note = {Publication status: Published}
}

@article{BohlK2005EmpiricalEvidence,
  author = {MT Bohl and P Korczak},
  title = {Empirical Evidence on Cross-Listed Stocks of Central and Eastern European Companies},
  journal = {Emerging Markets Review},
  year = {2005},
  volume = {6},
  number = {2},
  pages = {121--137},
  doi = {10.1016/j.ememar.2004.11.001},
  note = {Publication status: Published}
}

@article{BohlS2005FinancialContagion,
  author = {MT Bohl and D Serwa},
  title = {Financial Contagion Vulnerability and Resistance: A Comparison of European Capital Markets},
  journal = {Economic Systems},
  year = {2005},
  volume = {29},
  number = {3},
  pages = {344--362},
  doi = {10.1016/j.ecosys.2005.05.003},
  note = {Publication status: Published}
}

@article{BohlS2005TheBundesbankS,
  author = {MT Bohl and PL Siklos},
  title = {The Bundesbank's Communications Strategy and Policy Conflicts with the Federal Government},
  journal = {Southern Economic Journal},
  year = {2005},
  volume = {72},
  number = {2},
  pages = {395--409},
  note = {Publication status: Published}
}

@article{BohlV2005Institutional,
  author = {MT Bohl and S Voronkova},
  title = {Institutional Traders’ Behavior in an Emerging Stock Market: Empirical Evidence on Polish Pension Fund Investors},
  journal = {Journal of Business Finance and Accounting},
  year = {2005},
  volume = {32},
  number = {7&8},
  pages = {1537--1560},
  note = {Publication status: Published}
}

@article{BohlW2005TheInformation,
  author = {MT Bohl and TP Wisniewski},
  title = {The Information Content of Registered Insider Trading Under Lax Law Enforcement},
  journal = {International Review of Law and Economics},
  year = {2005},
  volume = {25},
  number = {2},
  pages = {169--185},
  note = {Publication status: Published}
}

@article{Kempa2005HowImportant,
  author = {B Kempa},
  title = {How important are nominal shocks in driving real exchange rates?},
  journal = {Jahrbücher für Nationalökonomie und Statistik},
  year = {2005},
  volume = {225},
  number = {2},
  pages = {192--204},
  note = {Publication status: Published}
}

@article{Kempa2005ExchangeRate,
  author = {B Kempa},
  title = {Exchange rate disconnect in a standard open-economy macro model},
  journal = {Open Economies Review},
  year = {2005},
  volume = {16},
  number = {3},
  pages = {283--293},
  note = {Publication status: Published}
}

@article{Kempa2005AnOversimplified,
  author = {B Kempa},
  title = {An oversimplified inquiry into the sources of exchange rate variability},
  journal = {Economic Modelling},
  year = {2005},
  volume = {22},
  number = {3},
  pages = {439--458},
  note = {Publication status: Published}
}

@article{Kempa2005Buchbesprechung,
  author = {B Kempa},
  title = {Buchbesprechung: Hendrik Luchtmeier, Dollarisierung und Euroisierung, Studien zu Finanzen, Geld und Kapital, Bd. 15, Duncker & Humblot, Berlin 2005.},
  journal = {Kredit und Kapital},
  year = {2005},
  volume = {40},
  number = {1},
  pages = {165--167},
  note = {Publication status: Published}
}

@incollection{BohlRS2004TheInfluence,
  author = {MT Bohl and  Reitz and  S},
  title = {The Influence of Positive Feedback Trading on Return Autocorrelation: Evidence for the German Stock Market},
  booktitle = {Aktuelle Entwicklungen im Finanzdienstleistungsbereich},
  pages = {221--233},
  editor = {S Geberl and H-R Kaufmann and M Menichetti and DF Wiesner},
  year = {2004},
  publisher = {Physica-Verlag},
  address = {Heidelberg},
  doi = {10.1007/978-3-7908-2651-7_15},
  note = {Publication status: Published}
}

@incollection{BohlS2004TheStockMarket,
  author = {MT Bohl and PL Siklos},
  title = {The Stock Market and the Business Cycle in Periods of Deflation, (Hyper-) Inflation and Political Turmoil: Germany 1913 --- 1926},
  booktitle = {Deflation: Current and Historical Perspectives},
  pages = {298--317},
  editor = {RCK Burdekin and PL Siklos},
  year = {2004},
  publisher = {Cambridge University Press},
  note = {Publication status: Published}
}

@incollection{Pfister2004Protoindustrielle,
  author = {Ulrich Pfister},
  title = {Protoindustrielle Produktionsregimes in institutionenökonomischer Perspektive},
  booktitle = {Die Wirtschaftsgeschichte vor der Herausforderung durch die New Institutional Economics},
  pages = {160--178},
  editor = {Karl-Heinz Ellerbrock and Clemens Wischermann},
  year = {2004},
  publisher = {Gesellschaft für Westfälische Wirtschaftsgeschichte},
  address = {Dortmund},
  note = {Publication status: Published}
}

@article{BohlS2004ThePresent,
  author = {MT Bohl and PL Siklos},
  title = {The Present Value Model of US Stock Prices Redux: A New Testing Strategy and Some Evidence},
  journal = {Quarterly Review of Economics and Finance},
  year = {2004},
  volume = {44},
  number = {2},
  pages = {208--223},
  doi = {10.1016/S1062-9769(03)00044-9},
  note = {Publication status: Published}
}

@article{BohlS2004TheBundesbankS,
  author = {MT Bohl and PL Siklos},
  title = {The Bundesbank’s Inflation Policy and Asymmetric Behavior of the German Term Structure},
  journal = {Review of International Economics},
  year = {2004},
  volume = {12},
  number = {3},
  pages = {495--508},
  doi = {10.1111/j.1467-9396.2004.00463.x},
  note = {Publication status: Published}
}

@article{BohlW2004Editorial,
  author = {MT Bohl and H-J Wagener},
  title = {Editorial: Emerging Financial Systems in Central and Eastern Europe: Financial Institutions and Asset Pricing},
  journal = {Economic Systems},
  year = {2004},
  volume = {28},
  number = {Special Issue},
  pages = {109--110},
  doi = {10.1016/j.ecosys.2004.05.001},
  note = {Publication status: Published}
}

@article{HeerT2004TaxationOf,
  author = {Burkhard Heer and Mark Trede},
  title = {Taxation of labour and capital income in an OLG model with home production and endogenous fertility},
  journal = {International Journal of Global Environmental Issues},
  year = {2004},
  volume = {4},
  number = {1-3},
  pages = {73--88},
  url = {http://www.scopus.com/inward/record.url?partnerID=yv4JPVwI&eid=2-s2.0-9944240486&md5=9b308cabbf78959d1425fb898e21eb54},
  note = {Publication status: Published}
}

@article{HeerT2004TaxationOf,
  author = {Burkhard Heer and Mark Trede},
  title = {Taxation of Labour and Capital Income in an {OLG} Model with Home Production and Endogenous Fertility},
  journal = {International Journal of Global Environmental Issues},
  year = {2004},
  volume = {4},
  pages = {73--88},
  note = {Publication status: Published}
}

@article{Kempa2004Geldnachfragetheorien,
  author = {B Kempa},
  title = {Geldnachfragetheorien},
  journal = {WISU --- Das Wirtschaftsstudium},
  year = {2004},
  volume = {33},
  number = {5},
  pages = {625--628},
  note = {Publication status: Published}
}

@article{Kempa2004Geldpolitische,
  author = {B Kempa},
  title = {Geldpolitische Konsequenzen neuerer Entwicklungen im bargeldlosen Zahlungsverkehr},
  journal = {WiSt --- Wirtschaftswissenschaftliches Studium},
  year = {2004},
  volume = {33},
  number = {12},
  pages = {712--715},
  note = {Publication status: Published}
}

@article{Pfister2004ExitVoice,
  author = {Ulrich Pfister},
  title = {Exit, voice and loyalty: parent-child relations in the proto-industrial household economy (Zürich, 17$^{th}$–18$^{th}$ centuries)},
  journal = {History of the Family},
  year = {2004},
  volume = {9},
  pages = {401--423},
  note = {Publication status: Published}
}

@incollection{Bohl2003Wachstumskonvergenz,
  author = {MT Bohl},
  title = {Wachstumskonvergenz durch Außenhandelsliberalisierung? Eine Bestandsaufnahme der empirischen Ergebnisse},
  booktitle = {Theoretische und wirtschaftspolitische Aspekte der internationalen Integration. Festschrift für Helga Luckenbach zum 68. Geburtstag},
  pages = {243--253},
  editor = {S Reitz},
  year = {2003},
  publisher = {Duncker und Humblot},
  note = {Publication status: Published}
}

@incollection{Bohl2003Spekulative,
  author = {MT Bohl},
  title = {Spekulative Blasen in deutschen Aktienkursen als Ursache exzessiver Volatilität},
  booktitle = {Stabilitätsprobleme in der Marktwirtschaft: Prozesse und Strukturen. Festschrift für Artur Woll zum 80. Geburtstag},
  pages = {185--196},
  editor = {D Cassel and H Müller and HJ Thieme},
  year = {2003},
  publisher = {Verlag Franz Vahlen},
  note = {Publication status: Published}
}

@incollection{Kempa2003MoneyInAnElectronic,
  author = {B Kempa},
  title = {Money in an electronic money world},
  booktitle = {The Global Economy: Financial, Monetary, Trade and Knowledge Asymmetries},
  pages = {71--81},
  editor = {M Hayford and A Malliaris and M Malliaris},
  year = {2003},
  publisher = {APF Press},
  address = {Toronto},
  note = {Publication status: Published}
}

@article{Bohl2003DieAktienhaussen,
  author = {MT Bohl},
  title = {Die Aktienhaussen der 80er- und 90er-Jahre: Waren es spekulative Blasen?},
  journal = {Kredit und Kapital},
  year = {2003},
  volume = {36},
  number = {4},
  pages = {465--482},
  note = {Publication status: Published}
}

@article{Bohl2003Periodically,
  author = {MT Bohl},
  title = {Periodically Collapsing Bubbles in the US Stock Market?},
  journal = {International Review of Economics and Finance},
  year = {2003},
  volume = {12},
  number = {3},
  pages = {385--397},
  doi = {10.1016/S1059-0560(02)00128-4},
  note = {Publication status: Published}
}

@article{BohlH2003TradingVolume,
  author = {MT Bohl and H Henke},
  title = {Trading Volume and Stock Market Volatility: The Polish Case},
  journal = {International Review of Financial Analysis},
  year = {2003},
  volume = {12},
  number = {5},
  pages = {513--525},
  doi = {10.1016/S1057-5219(03)00066-8},
  note = {Publication status: Published}
}

@article{BohlS2003TheDemandFor,
  author = {MT Bohl and FL Sell},
  title = {The Demand for Money by Private Firms in a Regulated Economy: Theoretical Underpinnings and Empirical Evidence for Germany 1960 --- 1998},
  journal = {Rivista Internazionale di Scienze Economiche e Commerciali},
  year = {2003},
  volume = {50},
  number = {4},
  pages = {451--474},
  note = {Publication status: Published}
}

@article{HeerT2003Efficiency,
  author = {Burkhard Heer and Mark Trede},
  title = {Efficiency and distribution effects of a revenue-neutral income tax reform},
  journal = {Journal of Macroeconomics},
  year = {2003},
  volume = {25},
  number = {1},
  pages = {87--107},
  doi = {10.1016/S0164-0704(03)00008-9},
  note = {Publication status: Published}
}

@article{Pfister2003DieEntstehung,
  author = {Ulrich Pfister},
  title = {Die Entstehung der europäischen Weltwirtschaft (ca. 1450 --- 1850)},
  journal = {Jahrbuch für Wirtschaftsgeschichte},
  year = {2003},
  volume = {44},
  number = {2},
  pages = {57--81},
  note = {Publication status: Published}
}

@article{SchluterT2003LocalVersus,
  author = {Christian Schluter and Mark Trede},
  title = {Local versus Global Assessment of Mobility},
  journal = {International Economic Review},
  year = {2003},
  volume = {44},
  pages = {1313--1335},
  note = {Publication status: Published}
}

@article{SchmidT2003SimpleTests,
  author = {Friedrich Schmid and Mark Trede},
  title = {Simple tests for peakedness, fat tails and leptokurtosis based on quantiles},
  journal = {Computational Statistics and Data Analysis},
  year = {2003},
  volume = {43},
  number = {1},
  pages = {1--12},
  doi = {10.1016/S0167-9473(02)00170-6},
  note = {Publication status: Published}
}

@article{Wilfling2003InterestRate,
  author = {Bernd Wilfling},
  title = {Interest rate volatility prior to monetary union under alternative pre-switch regimes},
  journal = {German Economic Review},
  year = {2003},
  volume = {4},
  pages = {433--457},
  note = {Publication status: Published}
}

@incollection{GaabK2002TowardsResolving,
  author = {W Gaab and B Kempa},
  title = {Towards resolving the exchange rate volatility puzzle},
  booktitle = {Integration, Währung und Wachstum --- Dimensionen internationaler Wirtschaftsbeziehungen: Festschrift für Dieter Bender zum 60. Geburtstag},
  pages = {229--242},
  editor = {F Lang and R Ohr},
  year = {2002},
  publisher = {Duncker und Humblot},
  note = {Publication status: Published}
}

@incollection{Kempa2002ExchangeRate,
  author = {B Kempa},
  title = {Exchange rate volatility and fundamentals},
  booktitle = {Money and Finance in the Global Economy: Challenges and Opportunities for the 21$^{st}$ Century},
  pages = {105--112},
  editor = {A Kintis and P Koveos and C Paraskevopoulos and N Baltas},
  year = {2002},
  publisher = {APF Press},
  address = {Toronto},
  note = {Publication status: Published}
}

@incollection{KempaN2002TheGainsOf,
  author = {B Kempa and M Nelles},
  title = {The gains of international diversification in European stock markets and the role of the Euro},
  booktitle = {Asymmetries in Financial Globalization},
  pages = {93--102},
  editor = {B Batavia and N Lash and A Malliaris},
  year = {2002},
  publisher = {APF Press},
  address = {Toronto},
  note = {Publication status: Published}
}

@article{BarthT2002ProduktUnd,
  author = {Wolfgang Barth and Mark Trede},
  title = {Produkt- und zielgruppenspezifische Ertragspotenzialrechnungen: Konzeptionen und Implikationen für das Marketing im Girogeschäft},
  journal = {Bank-Archiv},
  year = {2002},
  volume = {50},
  pages = {97--105},
  note = {Publication status: Published}
}

@article{BohlST2002SpatialMarket,
  author = {MT Bohl and D Sul and SR Thompson},
  title = {Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation},
  journal = {American Journal of Agricultural Economics},
  year = {2002},
  volume = {84},
  number = {4},
  pages = {1042--1053},
  doi = {10.1111/1467-8276.00366},
  note = {Publication status: Published}
}

@article{Kempa2002IsEuropeConverging,
  author = {B Kempa},
  title = {Is Europe converging to optimality? On dynamic aspects of optimum currency areas},
  journal = {Journal of Economic Studies},
  year = {2002},
  volume = {29},
  number = {2},
  pages = {109--120},
  note = {Publication status: Published}
}

@article{Kempa2002Geldpolitische,
  author = {B Kempa},
  title = {Geldpolitische Strategien},
  journal = {wisu --- Das Wirtschaftsstudium},
  year = {2002},
  volume = {31},
  number = {3},
  pages = {332--337},
  note = {Publication status: Published}
}

@article{SchluterT2002TailsOfLorenz,
  author = {Christian Schluter and Mark Trede},
  title = {Tails of Lorenz Curves},
  journal = {Journal of Econometrics},
  year = {2002},
  volume = {109},
  pages = {151--166},
  doi = {10.1016/S0304-4076(01)00145-2},
  note = {Publication status: Published}
}

@article{SchluterT2002Statistical,
  author = {Christian Schluter and Mark Trede},
  title = {Statistical Inference for Inequality and Poverty Measurement with Dependent Data},
  journal = {International Economic Review},
  year = {2002},
  volume = {43},
  number = {2},
  pages = {493--508},
  doi = {10.1111/1468-2354.t01-1-00024},
  note = {Publication status: Published}
}

@article{Trede2002Bootstrapping,
  author = {Mark Trede},
  title = {Bootstrapping Inequality Measures Under the Null Hypothesis: Is It Worth the Effort?},
  journal = {Journal of Economics},
  year = {2002},
  volume = {suppl. 9},
  pages = {261--281},
  doi = {10.1007/BF03052507},
  note = {Publication status: Published}
}

@book{Wilfling2001Wechselkursdynamik,
  author = {Bernd Wilfling},
  title = {Wechselkursdynamik und Zinsentwicklung vor Regimewechseln des Währungssystems},
  year = {2001},
  publisher = {Nomos Verlagsgesellschaft},
  address = {Baden-Baden},
  note = {Publication status: Published}
}

@incollection{LorenzenW2001Transportation,
  author = {Uwe Lorenzen and Bernd Wilfling},
  title = {Transportation in the Baltic region: a growing market until 2010/2020},
  booktitle = {Foresight on Regional Issues: Baltic Sea as European Sea},
  edition = {1},
  pages = {67--80},
  editor = {Sabine Ertel},
  year = {2001},
  publisher = {ITPS Institute for Prospective Technological Studies},
  address = {Sevilla (Spain)},
  note = {Publication status: Published}
}

@incollection{Pfister2001ProtoIndustrialization,
  author = {Ulrich Pfister},
  title = {Proto-industrialization},
  booktitle = {The History of the European Family, vol. 1: Family life in early modern times 1500–1789},
  pages = {63--84},
  editor = {Marzio Barbagli and David Kertzer},
  year = {2001},
  publisher = {Yale University Press},
  address = {New Haven},
  note = {Publication status: Published}
}

@article{Kempa2001DieKaufkraftparitaet,
  author = {B Kempa},
  title = {Die Kaufkraftparität},
  journal = {wisu --- Das Wirtschaftsstudium},
  year = {2001},
  volume = {30},
  number = {10},
  pages = {1298--1304},
  note = {Publication status: Published}
}

@article{Kempa2001DieZinsparitaet,
  author = {B Kempa},
  title = {Die Zinsparität},
  journal = {wisu --- Das Wirtschaftsstudium},
  year = {2001},
  volume = {30},
  number = {7},
  pages = {954--957},
  note = {Publication status: Published}
}

@article{KempaN2001International,
  author = {B Kempa and M Nelles},
  title = {International correlations and excess returns in European stock markets: Does EMU matter?},
  journal = {Applied Financial Economics},
  year = {2001},
  volume = {11},
  number = {1},
  pages = {69--73},
  note = {Publication status: Published}
}

@article{MaasoumiT2001ComparingIncome,
  author = {Esfandiar Maasoumi and Mark M Trede},
  title = {Comparing Income Mobility in Germany and the {US} Using Generalized Entropy Mobility Measures},
  journal = {Review of Economics and Statistics},
  year = {2001},
  volume = {83},
  number = {3},
  pages = {551--559},
  note = {Publication status: Published}
}

@article{Pfister2001WomenSBread,
  author = {Ulrich Pfister},
  title = {Women’s bread --- men’s capital: the domestic economy of small textile entrepreneurs in rural Zurich in the 17$^{th}$ and 18$^{th}$ centuries},
  journal = {History of the Family},
  year = {2001},
  volume = {6},
  pages = {147--166},
  note = {Publication status: Published}
}

@article{WilflingM2001ExchangeRate,
  author = {Bernd Wilfling and Wolfgang Maennig},
  title = {Exchange rate dynamics in anticipation of time-contingent regime switching: modelling the effects of a possible delay},
  journal = {Journal of International Money and Finance},
  year = {2001},
  volume = {20},
  pages = {91--113},
  note = {Publication status: Published}
}

@incollection{BohlA2000DasFinanzsystem,
  author = {MT Bohl and V Alexander},
  title = {Das Finanzsystem in Deutschland},
  booktitle = {Geld-, Bank- und Börsenwesen},
  edition = {40},
  pages = {447--470},
  editor = {G Obst and O Hintner},
  year = {2000},
  publisher = {Schäffer-Poeschel Verlag},
  note = {Publication status: Published}
}

@incollection{Kempa2000AStructural,
  author = {B Kempa},
  title = {A structural model of optimum currency areas},
  booktitle = {Global Financial Markets and Economic Development},
  pages = {181--194},
  editor = {C Paraskevopoulos and A Kintis and T Georgakopoulos},
  year = {2000},
  publisher = {APF Press},
  address = {Toronto},
  note = {Publication status: Published}
}

@incollection{KempaN2000Fallstudienloesung,
  author = {B Kempa and M Nelles},
  title = {Fallstudienlösung: Risikomanagement im Außenhandel --- Kurssicherung und Frühwarnung},
  booktitle = {Fallstudien zum Internationalen Management --- Instructor’s Manual},
  pages = {89--94},
  editor = {J Zentes and B Swoboda},
  year = {2000},
  publisher = {Institut für Handel und Internationales Marketing an der Universität des Saarlandes},
  address = {Saarbrücken},
  note = {Publication status: Published}
}

@incollection{KempaN2000Risikomanagement,
  author = {B Kempa and M Nelles},
  title = {Risikomanagement im Außenhandel --- Kurssicherung und Frühwarnung},
  booktitle = {Fallstudien zum Internationalen Management. Grundlagen --- Praxiserfahrungen --- Perspektiven},
  pages = {181--192},
  editor = {J Zentes and B Swoboda},
  year = {2000},
  publisher = {Gabler Verlag},
  address = {Wiesbaden},
  note = {Publication status: Published}
}

@incollection{MaennigW2000ZurWechselkursdynamik,
  author = {Wolfgang Maennig and Bernd Wilfling},
  title = {Zur Wechselkursdynamik vor der Einführung von Festkurssystemen},
  booktitle = {Währung und wirtschaftliche Entwicklung},
  edition = {1},
  pages = {101--116},
  editor = {Eberhard Scholing},
  year = {2000},
  publisher = {Duncker & Humblot},
  address = {Berlin},
  note = {Publication status: Published}
}

@incollection{Pfister2000Historische,
  author = {Ulrich Pfister},
  title = {Historische Erfahrungen mit Lösungsstrategien zur Überwindung von Schuldenkrisen},
  booktitle = {Lösungsstrategien zur Überwindung der Internationalen Schuldenkrise},
  pages = {9--34},
  series = {Volkswirtschaftliche Schriften},
  volume = {509},
  number = {Lösungsstrategien zur Überwindung der internationalen Schuldenkrise},
  editor = {Martin Dabrowski and Rolf Eschenburg and Karl Gabriel},
  year = {2000},
  publisher = {Duncker und Humblot},
  address = {Berlin},
  note = {Publication status: Published}
}

@article{BahmaniOskooeeB2000GermanMonetary,
  author = {M Bahmani-Oskooee and MT Bohl},
  title = {German Monetary Unification and the Stability of the German M3 Money Demand Function},
  journal = {Economics Letters},
  year = {2000},
  volume = {66},
  number = {2},
  pages = {203--208},
  doi = {10.1016/S0165-1765(99)00223-2},
  note = {Publication status: Published}
}

@article{Bohl2000Nonstationary,
  author = {MT Bohl},
  title = {Nonstationary Stochastic Seasonality and the German M2 Money Demand Function},
  journal = {European Economic Review},
  year = {2000},
  volume = {44},
  number = {1},
  pages = {61--70},
  doi = {10.1016/S0014-2921(98)00068-3},
  note = {Publication status: Published}
}

@article{HeerT2000OnTheUseOf,
  author = {Burkhard Heer and Mark Trede},
  title = {On the Use of Projection Methods in the Computation of {OLG} Models},
  journal = {Jahrbücher für Nationalökonomie und Statistik},
  year = {2000},
  volume = {220},
  pages = {32--47},
  note = {Publication status: Published}
}

@article{Kempa2000ZurAktuellen,
  author = {B Kempa},
  title = {Zur aktuellen Diskussion der Implikationen elektronischen Geldes für den Geldumlauf und die Geldpolitik},
  journal = {Zeitschrift für Wirtschaftspolitik},
  year = {2000},
  volume = {49},
  number = {3},
  pages = {250--266},
  note = {Publication status: Published}
}

@article{Kempa2000ExcessVolatility,
  author = {B Kempa},
  title = {Excess volatility of real exchange rates in the EMS: Some evidence from structural VARs},
  journal = {Applied Economics},
  year = {2000},
  volume = {32},
  number = {1},
  pages = {73--79},
  note = {Publication status: Published}
}

@article{Pfister2000VomKiepenkerl,
  author = {Ulrich Pfister},
  title = {Vom Kiepenkerl zu Karstadt --- Einzelhandel und Warenkultur im 19. und frühen 20. Jahrhundert},
  journal = {Vierteljahrschrift für Sozial- und Wirtschaftsgeschichte},
  year = {2000},
  volume = {87},
  number = {1},
  pages = {38--66},
  note = {Publication status: Published}
}

@article{PlumpeP2000Einleitung,
  author = {Werner Plumpe and Ulrich Pfister},
  title = {Einleitung: Plädoyer für eine theoriegestützte Geschichte von Unternehmen und Unternehmern},
  journal = {Westfälische Forschungen},
  year = {2000},
  volume = {50},
  pages = {1--21},
  note = {Publication status: Published}
}

@article{SchmidT2000Stochastic,
  author = {Friedrich Schmid and Mark Trede},
  title = {Stochastic Dominance in German Asset Returns: Empirical Evidence from the 1990s},
  journal = {Jahrbücher für Nationalökonomie und Statistik},
  year = {2000},
  volume = {220},
  pages = {315--326},
  note = {Publication status: Published}
}

@article{StichT2000LaenderOder,
  author = {Andreas Stich and Mark Trede},
  title = {Länder oder Branchen? Zur Diversifikation von Portfolios},
  journal = {Finanzmarkt und Portfolio Management},
  year = {2000},
  volume = {14},
  pages = {24--33},
  note = {Publication status: Published}
}

@phdthesis{Kempa2000OnTheSources,
  author = {B Kempa},
  title = {On the sources of exchange rate dynamics within exchange rate systems: A theoretical and empirical analysis},
  school = {Universität Essen},
  year = {2000},
  note = {Publication status: Published}
}

@book{EschenburgHPS1999Lateinamerika,
  editor = {Rolf Eschenburg and Heinz Heineberg and Ulrich Pfister and Christopf Strosetzki},
  title = {Lateinamerika: Gesellschaft --- Raum --- Kooperation},
  year = {1999},
  publisher = {Vervuert Verlag},
  address = {Frankfurt a.M.},
  note = {Publication status: Published}
}

@incollection{Pfister1999LernenAusKrisen,
  author = {Ulrich Pfister},
  title = {Lernen aus Krisen: Peru und das internationale Umschuldungssystem, 1975–1978},
  booktitle = {Lateinamerika: Gesellschaft --- Raum —Kooperation},
  pages = {365--383},
  number = {Lateinamerika},
  editor = {Rolf Eschenburg and Heinz Heineberg and Ulrich Pfister and Christoph Strosetzki},
  year = {1999},
  publisher = {Vervuert},
  address = {Frankfurt},
  note = {Publication status: Published}
}

@article{Bohl1999Persistence,
  author = {MT Bohl},
  title = {Persistence in Government Spending Fluctuations: New Evidence on the Displacement Effect. A Comment on Goff},
  journal = {Public Choice},
  year = {1999},
  volume = {99},
  number = {3-4},
  pages = {465--466},
  doi = {10.1023/A:1026435714514},
  note = {Publication status: Published}
}

@article{Bohl1999Modellierung,
  author = {MT Bohl},
  title = {Modellierung einer stabilen Geldnachfragefunktion für Deutschlands M2},
  journal = {Kredit und Kapital},
  year = {1999},
  volume = {32},
  number = {2},
  pages = {209--224},
  note = {Publication status: Published}
}

@article{Bohl1999BufferStock,
  author = {MT Bohl},
  title = {Buffer-Stock Komponenten in der Geldnachfrage von Deutschlands M3?},
  journal = {Schweizerische Zeitschrift für Volkswirtschaft und Statistik},
  year = {1999},
  volume = {135},
  number = {4},
  pages = {577--589},
  url = {http://www.sjes.ch/published_d.php?PaperNr=1999-IV-3&Year=1999},
  note = {Publication status: Published}
}

@article{Bohl1999TestingThe,
  author = {MT Bohl},
  title = {Testing the Long-Run Implications of the Neoclassical Stochastic Growth Model: A Panel-Based Unit Root Investigation for West German Länder 1970 --- 1994},
  journal = {Journal of Macroeconomics},
  year = {1999},
  volume = {21},
  number = {1},
  pages = {155--164},
  doi = {10.1016/S0164-0704(99)00096-8},
  note = {Publication status: Published}
}

@article{Bohl1999ForwardPremium,
  author = {MT Bohl},
  title = {Forward Premium Puzzle and Peso-Problem},
  journal = {WiSt, Wirtschaftswissenschaftliches Studium},
  year = {1999},
  volume = {28},
  number = {8},
  pages = {418--420},
  note = {Publication status: Published}
}

@article{Bohl1999BluetenAls,
  author = {MT Bohl},
  title = {Blüten als Waffe?},
  journal = {WISU, das wirtschfatsstudium},
  year = {1999},
  volume = {28},
  number = {5},
  pages = {693},
  note = {Publication status: Published}
}

@article{BohlA1999KonsumVermoegen,
  author = {MT Bohl and V Alexander},
  title = {Konsum, Vermögen und infiniter Planungshorizont},
  journal = {WISU, das wirtschfatsstudium},
  year = {1999},
  volume = {28},
  number = {2},
  pages = {229--234},
  note = {Publication status: Published}
}

@article{Kempa1999Eintrittskarten,
  author = {B Kempa},
  title = {Eintrittskarten: Währungspolitische Arrangements für die „Pre-Ins“ der Europäischen Währungsunion},
  journal = {Essener Unikate (Berichte aus Forschung und Lehre der Universität GH Essen)},
  year = {1999},
  volume = {12},
  pages = {112--119},
  note = {Publication status: Published}
}

@article{KempaN1999Misalignments,
  author = {B Kempa and M Nelles},
  title = {Misalignments of real exchange rates and the credibility of nominal currency bands},
  journal = {Weltwirtschaftliches Archiv/Review of World Economics},
  year = {1999},
  volume = {135},
  number = {4},
  pages = {613--628},
  note = {Publication status: Published}
}

@article{KempaN1999StickyPrices,
  author = {B Kempa and M Nelles},
  title = {Sticky prices and alternative monetary feedback rules: How robust is the overshooting phenomenon?},
  journal = {International Economic Journal},
  year = {1999},
  volume = {13},
  number = {3},
  pages = {1--18},
  note = {Publication status: Published}
}

@article{KempaN1999TheTheoryOf,
  author = {B Kempa and M Nelles},
  title = {The theory of exchange rate target zones},
  journal = {Journal of Economic Surveys},
  year = {1999},
  volume = {13},
  number = {2},
  pages = {173--210},
  note = {Publication status: Published}
}

@article{KempaN1999Nonfundamental,
  author = {B Kempa and M Nelles},
  title = {Nonfundamental FX trading and excess volatility in credible target zones: Theory and empirical evidence},
  journal = {International Review of Economics and Finance},
  year = {1999},
  volume = {8},
  number = {1},
  pages = {55--70},
  note = {Publication status: Published}
}

@article{KempaNP1999TheTermStructure,
  author = {B Kempa and M Nelles and C Pierdzioch},
  title = {The term structure of interest rates in a sticky-price target zone model},
  journal = {Journal of International Money and Finance},
  year = {1999},
  volume = {18},
  number = {5},
  pages = {817--834},
  note = {Publication status: Published}
}

@article{KempaNPC1999ExchangeRate,
  author = {B Kempa and M Nelles and  Pierdzioch and  C},
  title = {Exchange rate target zones and stock price volatility},
  journal = {International Journal of Finance and Economics},
  year = {1999},
  volume = {4},
  number = {4},
  pages = {297--311},
  note = {Publication status: Published}
}

@article{Trede1999Statistical,
  author = {Mark Trede},
  title = {Statistical Inference for Measures of Income Mobility},
  journal = {Jahrbücher für Nationalökonomie und Statistik},
  year = {1999},
  volume = {218},
  pages = {473--490},
  note = {Publication status: Published}
}

@article{Wilfling1999Wechselkursdynamik,
  author = {Bernd Wilfling},
  title = {Wechselkursdynamik im Vorfeld einer Währungsunion},
  journal = {Jahrbücher für Nationalökonomie und Statistik},
  year = {1999},
  volume = {218},
  pages = {23--44},
  note = {Publication status: Published}
}

@book{MaennigW1998Aussenwirtschaft,
  author = {Wolfgang Maennig and Bernd Wilfling},
  title = {Außenwirtschaft --- Theorie und Politik},
  edition = {1},
  year = {1998},
  publisher = {Verlag Franz Vahlen},
  address = {München},
  note = {Publication status: Published}
}

@incollection{Kempa1998DidTheERMStabilize,
  author = {B Kempa},
  title = {Did the ERM stabilize real exchange rates? The experience of the southern members of the EU},
  booktitle = {European Union at the Crossroads: A Critical Analysis of Monetary Union and Enlargement},
  pages = {184--194},
  editor = {C Paraskevopoulos},
  year = {1998},
  publisher = {Edward Elgar},
  address = {London},
  note = {Publication status: Published}
}

@article{BarthT1998Kontrollgruppeneinfluesse,
  author = {Wolfgang Barth and Mark Trede},
  title = {Kontrollgruppeneinflüsse im Direktmarketing --- Auswirkungen auf Werbewirkungsmessung und Kundensegmentatio},
  journal = {Marketing, Zeitschrift für Forschung und Praxis},
  year = {1998},
  volume = {20},
  pages = {91--97},
  note = {Publication status: Published}
}

@article{Bohl1998Konvergenz,
  author = {MT Bohl},
  title = {Konvergenz westdeutscher Regionen? Neue empirische Ergebnisse auf der Basis von Panel-Einheitswurzeltests},
  journal = {Konjunkturpolitik},
  year = {1998},
  volume = {44},
  number = {1},
  pages = {82--99},
  note = {Publication status: Published}
}

@article{BohlS1998DemandForCash,
  author = {MT Bohl and FL Sell},
  title = {Demand for Cash Balances in Germany: Theoretical Underpinnings and Empirical Evidence},
  journal = {Applied Economics},
  year = {1998},
  volume = {30},
  pages = {1017--1026},
  doi = {10.1080/000368498325192},
  note = {Publication status: Published}
}

@article{HeerT1998HowDidTheGerman,
  author = {Burkhard Heer and Mark Trede},
  title = {How Did the German Government Parties Succeed in Stabilizing Cyclical Fluctuations?},
  journal = {Finanzarchiv},
  year = {1998},
  volume = {55},
  pages = {1--24},
  note = {Publication status: Published}
}

@article{Kempa1998Waehrungspolitische,
  author = {B Kempa},
  title = {Währungspolitische Strategien zur Heranführung der "Pre-Ins" an die europäische Währungsunion},
  journal = {Aussenwirtschaft},
  year = {1998},
  volume = {53},
  number = {4},
  pages = {539--551},
  note = {Publication status: Published}
}

@article{KempaN1998OnTheViability,
  author = {B Kempa and M Nelles},
  title = {On the viability of exchange rate target zones in a Mundell-Fleming model with stochastic output shocks},
  journal = {Journal of Policy Modeling},
  year = {1998},
  volume = {20},
  number = {5},
  pages = {603--619},
  note = {Publication status: Published}
}

@article{Pfister1998ProtoIndustrielles,
  author = {Ulrich Pfister},
  title = {Proto-industrielles Wachstum --- ein theoretisches Modell --- von Ulrich Pfister},
  journal = {Jahrbuch für Wirtschaftsgeschichte},
  year = {1998},
  volume = {39},
  number = {2},
  pages = {21--47},
  note = {Publication status: Published}
}

@article{SchmidT1998AKolmogorovType,
  author = {Friedrich Schmid and Mark Trede},
  title = {A Kolmogorov-Type Test for Second Order Stochastic Dominance},
  journal = {Statistics and Probability Letters (Statist. Probab. Lett.)},
  year = {1998},
  volume = {37},
  pages = {183--193},
  doi = {10.1016/S0167-7152(97)00116-8},
  note = {Publication status: Published}
}

@article{Trede1998Schaetzung,
  author = {Mark Trede},
  title = {Schätzung von Sterbewahrscheinlichkeiten unter Berücksichtigung stochastischer Abhängigkeiten},
  journal = {Allgemeines Statistisches Archiv},
  year = {1998},
  volume = {82},
  pages = {162--177},
  note = {Publication status: Published}
}

@article{Trede1998TheAgeProfile,
  author = {Mark Trede},
  title = {The Age Profile of Mobility Measures: An Application to Earnings in West Germany},
  journal = {Journal of Applied Econometrics},
  year = {1998},
  volume = {13},
  number = {4},
  pages = {397--409},
  doi = {10.1002/(SICI)1099-1255(199807/08)13:4397::AID-JAE482>3.0.CO;2-K},
  note = {Publication status: Published}
}

@article{Trede1998MakingMobility,
  author = {Mark Trede},
  title = {Making Mobility Visible: A Graphical Device},
  journal = {Economics Letters},
  year = {1998},
  volume = {59},
  pages = {77--82},
  doi = {10.1016/S0165-1765(98)00015-9},
  note = {Publication status: Published}
}

@article{Trede1998Einkommensmobilitaet,
  author = {Mark Trede},
  title = {Einkommensmobilität},
  journal = {Forum der Bundesstatistik},
  year = {1998},
  volume = {32},
  pages = {89--109},
  note = {Publication status: Published}
}

@book{Trede1997Statistische,
  author = {Mark Trede},
  title = {Statistische Messung der Einkommensmobilität},
  year = {1997},
  publisher = {Vandenhoeck und Ruprecht},
  address = {Göttingen},
  note = {Publication status: Published}
}

@incollection{BohlS1997DieDeutsche,
  author = {MT Bohl and FL Sell},
  title = {Die deutsche Bargeldnachfrage: Theoretische Fundierung und empirische Ergebnisse},
  booktitle = {Geld, Finanzwirtschaft, Banken und Versicherungen 1996},
  pages = {169--188},
  editor = {C Hipp},
  year = {1997},
  publisher = {},
  note = {Publication status: Published}
}

@incollection{SchmidT1997Nonparametric,
  author = {Friedrich Schmid and Mark Trede},
  title = {Nonparametric Tests for Second Order Stochastic Dominance from Paired Observations: Theory and Empirical Application},
  booktitle = {Theorie und Praxis, Festschrift für Walter Krug},
  pages = {31--46},
  editor = {der Lippe} Peter {von and Norbert Rehm and Heinrich --- Wiegert Rolf Strecker},
  year = {1997},
  publisher = {},
  note = {Publication status: Published}
}

@article{Bohl1997MethodenUnd,
  author = {MT Bohl},
  title = {Methoden und Ergebnisse der Terrorismusforschung in der quantitativen Ökonomie: Ein Überblick},
  journal = {Jahrbuch für Wirtschaftswissenschaften},
  year = {1997},
  volume = {48},
  number = {2},
  pages = {228--239},
  url = {http://www.jstor.org/stable/20714873},
  note = {Publication status: Published}
}

@article{HeerTW1997TheEffectOf,
  author = {Burkhard Heer and Mark Trede and Mark Wahrenburg},
  title = {The Effect of Option Trading at the {DTB} on the Underlying Stocks' Return Variance},
  journal = {Empirical Economics},
  year = {1997},
  volume = {22},
  pages = {233--245},
  doi = {10.1007/BF01205357},
  note = {Publication status: Published}
}

@article{KempaNP1997AnAnalytical,
  author = {B Kempa and M Nelles and C Pierdzioch},
  title = {An analytical approximation of target zone exchange rate functions: The technique of collocation},
  journal = {Economics Letters},
  year = {1997},
  volume = {57},
  number = {3},
  pages = {339--343},
  note = {Publication status: Published}
}

@inbook{KempaKN1997Stichworte,
  author = {B Kempa and W Kohler and M Nelles},
  title = {Stichworte zum Thema „Außenwirtschaft“},
  pages = {},
  year = {1997},
  publisher = {Gabler Verlag},
  address = {Wiesbaden},
  note = {Publication status: Published}
}

@incollection{Kempa1996IndustryVersus,
  author = {B Kempa},
  title = {Industry versus nation specific shocks in the European Union: Evidence from industry data},
  booktitle = {Economic Integration and Public Policy in the European Union},
  pages = {123--132},
  editor = {C Paraskevopoulos and R Grinspun and T Georgakopoulos},
  year = {1996},
  publisher = {Edward Elgar},
  address = {London},
  note = {Publication status: Published}
}

@article{Bohl1996SomeInternational,
  author = {MT Bohl},
  title = {Some International Evidence on Wagner’s Law},
  journal = {Public Finance},
  year = {1996},
  volume = {51},
  number = {2},
  pages = {185--200},
  note = {Publication status: Published}
}

@article{Bohl1996SaisonaleKointegration,
  author = {MT Bohl},
  title = {Saisonale Kointegration und die deutsche Konsumfunktion 1960 --- 1993},
  journal = {Jahrbücher für Nationalökonomie und Statistik},
  year = {1996},
  volume = {215},
  number = {5},
  pages = {526--541},
  url = {http://www.digizeitschriften.de/dms/resolveppn/?PID=GDZPPN00077359X},
  note = {Publication status: Published}
}

@article{BrachmannST1996Evaluating,
  author = {Klaus Brachmann and Andreas Stich and Mark Trede},
  title = {Evaluating Parametric Income Distribution Models},
  journal = {Allgemeines Statistisches Archiv},
  year = {1996},
  volume = {80},
  number = {3},
  pages = {285--298},
  note = {Publication status: Published}
}

@article{SchmidT1996TestingFor,
  author = {Friedrich Schmid and Mark Trede},
  title = {Testing for First-Order Stochastic Dominance: A New Distribution-Free Test},
  journal = {The Statistician (The Statistician)},
  year = {1996},
  volume = {45},
  number = {3},
  pages = {371--380},
  doi = {10.2307/2988473},
  note = {Publication status: Published}
}

@article{SchmidT1996AnL1Variant,
  author = {Friedrich Schmid and Mark Trede},
  title = {An {L1}-Variant of the Cramer-von Mises Test},
  journal = {Statistics and Probability Letters (Statist. Probab. Lett.)},
  year = {1996},
  volume = {26},
  pages = {91--96},
  doi = {10.1016/0167-7152(95)00256-1},
  note = {Publication status: Published}
}

@article{SchmidT1996TestingFor,
  author = {Friedrich Schmid and Mark Trede},
  title = {Testing for First Order Stochastic Dominance in Either Direction},
  journal = {Computational Statistics},
  year = {1996},
  volume = {11},
  pages = {165--173},
  note = {Publication status: Published}
}

@article{Wilfling1996LorenzOrdering,
  author = {Bernd Wilfling},
  title = {Lorenz ordering of generalized beta-II income distributions},
  journal = {Journal of Econometrics},
  year = {1996},
  volume = {71},
  pages = {381--388},
  note = {Publication status: Published}
}

@article{Wilfling1996LorenzOrdering,
  author = {Bernd Wilfling},
  title = {Lorenz ordering of power-function order statistcs},
  journal = {Statistics & Probability Letters},
  year = {1996},
  volume = {30},
  pages = {313--319},
  note = {Publication status: Published}
}

@article{Wilfling1996ASufficient,
  author = {Bernd Wilfling},
  title = {A sufficient condition for Lorenz ordering},
  journal = {Sankhya: The Indian Journal of Statistics},
  year = {1996},
  volume = {B58},
  pages = {62--69},
  note = {Publication status: Published}
}

@article{Bohl1995CaganModell,
  author = {MT Bohl},
  title = {Cagan-Modell und Kointegrationskonzept: Empirische Ergebnisse für die Hyperinflation 1984/85 in Bolivien},
  journal = {Kredit und Kapital},
  year = {1995},
  volume = {1995},
  number = {BH 13},
  pages = {303--323},
  note = {Publication status: Published}
}

@article{Bohl1995NeuesVonCagans,
  author = {MT Bohl},
  title = {Neues von Cagans Geldnachfragefunktion},
  journal = {WiSt, Wirtschaftswissenschaftliches Studium},
  year = {1995},
  volume = {24},
  number = {11},
  pages = {585--587},
  note = {Publication status: Published}
}

@article{SchmidT1995ADistribution,
  author = {Friedrich Schmid and Mark Trede},
  title = {A Distribution Free Test for the Two Sample Problem for General Alternatives},
  journal = {Computational Statistics and Data Analysis},
  year = {1995},
  volume = {20},
  pages = {409--419},
  doi = {10.1016/0167-9473(95)92844-N},
  note = {Publication status: Published}
}

@phdthesis{Kempa1995RealShocks,
  author = {B Kempa},
  title = {Real shocks, the real exchange rate, and European monetary integration},
  school = {University of Toronto},
  year = {1995},
  note = {Publication status: Published}
}

@article{Pfister1994LePetitCredit,
  author = {Ulrich Pfister},
  title = {Le petit crédit rural en Suisse aux XVIe-XVIIIe siècles},
  journal = {Annales. Histoire, Sciences Sociales},
  year = {1994},
  volume = {49},
  number = {6},
  pages = {1339--1357},
  note = {Publication status: Published}
}

@article{WilflingK1993LorenzOrdering,
  author = {Bernd Wilfling and Walter Krämer},
  title = {Lorenz-ordering of Singh-Maddala income distributions},
  journal = {Economis Letters},
  year = {1993},
  volume = {43},
  pages = {53--57},
  note = {Publication status: Published}
}

@phdthesis{Wilfling1993DieLorenzOrdnung,
  author = {Bernd Wilfling},
  title = {Die Lorenz-Ordnung von Einkommensverteilungen},
  school = {Technische Universität Dortmund},
  year = {1993},
  note = {Publication status: Published}
}

@book{Pfister1992DieZuercher,
  author = {Ulrich Pfister},
  title = {Die Zürcher Fabriques: Protoindustrielles Wachstum vom 16. zum 18. Jahrhundert},
  year = {1992},
  publisher = {Chronos},
  isbn = {978-3905278972},
  note = {Publication status: Published}
}

@article{Pfister1992Politischer,
  author = {Ulrich Pfister},
  title = {Politischer Klientelismus in der frühneuzeitlichen Schweiz},
  journal = {Schweizerische Zeitschrift für Geschichte},
  year = {1992},
  volume = {42},
  number = {1},
  pages = {28--68},
  note = {Publication status: Published}
}

@article{Pfister1992TheProtoIndustrial,
  author = {Ulrich Pfister},
  title = {The Proto-industrial household economy: toward a formal analysis},
  journal = {Journal of Family History},
  year = {1992},
  volume = {17},
  number = {2},
  pages = {201--232},
  note = {Publication status: Published}
}

@article{Pfister1989WorkRolesAnd,
  author = {Ulrich Pfister},
  title = {Work roles and family structure in proto-industrial Zürich},
  journal = {Journal of Interdisciplinary History},
  year = {1989},
  volume = {20},
  number = {1},
  pages = {83--105},
  url = {http://www.jstor.org/stable/204050},
  note = {Publication status: Published}
}

@article{Pfister1989ProtoIndustrialization,
  author = {Ulrich Pfister},
  title = {Proto-industrialization and demographic change: the Canton of Zürich revisited},
  journal = {European Journal of Economic History},
  year = {1989},
  volume = {18},
  number = {3},
  pages = {629--662},
  url = {https://search.proquest.com/openview/1914e3a43530b9d00c8f31d405dd512a},
  note = {Publication status: Published}
}

@article{PfisterS1987International,
  author = {Ulrich Pfister and Christian Suter},
  title = {International financial relations as part of the world-system},
  journal = {International Studies Quarterly},
  year = {1987},
  volume = {31},
  number = {3},
  pages = {239--272},
  doi = {10.2307/2600667},
  note = {Publication status: Published}
}

@book{Pfister1985DieAnfaenge,
  author = {Ulrich Pfister},
  title = {Die Anfänge von Geburtenbeschränkung: Eine Fallstudie. Ausgewählte Zürcher Familien im 17. und 18. Jahrhundert},
  series = {Europäische Hochschulschriften, Reihe III, Geschichte und ihre Hilfswissenschaften},
  volume = {256},
  year = {1985},
  publisher = {Peter Lang},
  address = {Bern},
  isbn = {978-3-261-03497-7},
  note = {Publication status: Published}
}