2024

 

Forschungsartikel (Zeitschrift)

Börger, C., & Kempa, B. (2024). Real exchange rate convergence in the euro area: Evidence from a dynamic factor model. International Review of Economics and Finance, 89, 213–224.
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Dubbert, T. (2024). Stochastic debt sustainability analysis using time-varying fiscal reaction functions — an agnostic approach to fiscal forecasting. Applied Economics, 56, 901–917.
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Dubbert, T., & Kempa, B. (2024). Nowcasting the output gap with shadow rates. Economics Letters, 236.
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Kanelis, D., & Siklos, P. L. (2024). The ECB Press Conference Statement: Deriving a New Sentiment Indicator for the Euro Area. International Journal of Finance and Economics. (accepted / in press (not yet published))
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Segnon, M., Gupta, R., & Wilfling, B. (2024). Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks. International Journal of Forecasting, 40(1), 29–43.
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2023

 

Forschungsartikel (Zeitschrift)

Beccarini, A., & Kempa, B. (2023). Modelling time-varying heterogeneity in panel data as regime-switching. Annals of Economics and Statistics (Ann Econ Stat), 151, 81–120.
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Berger, T., Kempa, B., & Zou, F. (2023). The role of macroeconomic uncertainty in the determination of the natural rate of interest. Economics Letters, 229.
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Bialkowski, J., Bohl, M. T., & Perera, D. (2023). Commodity Futures Hedge Ratios: A Meta-Analysis. Journal of Commodity Markets, 30(June).
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Bohl, M. T., Irwin, S. H., Pütz, A., & Sulewski, C. (2023). The impact of financialization on the efficiency of commodity futures markets. Journal of Commodity Markets, 31(September).
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Bohl, M. T., Kanelis, D., & Siklos, P. L. (2023). Central Bank Mandates: How Differences Can Influence the Content and Tone of Central Bank Communication. Journal of International Money and Finance, 130.
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Heer, B., & Trede, M. (2023). Age-specific entrepreneurship and PAYG: Public pensions in Germany. Journal of Macroeconomics, 75.
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Hüpper, F., & Kempa, B. (2023). Inflation targeting and inflation communication of the Federal Reserve: Words and deeds. Journal of Macroeconomics, 75, 1–13.
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Schröder, A. (2023). Die Erkenntnisgrenzen einer rein monetären Wirtschaftstheorie. Perspektiven der Wirtschaftspolitik, 24(4), 457–464.
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Arbeitspapier / Working Paper

Monschang, V., Trede, M., & Wilfling, B. (2023). Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test. In CQE Working Papers: Vol. 106/2023. Münster: Universität Münster.
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Schulte-Tillmann, B., Segnon, M., & Wiedemann, T. (2023). A comparison of high-frequency realized variance measures: Duration- vs. return-based approaches. In CQE Working Papers: Vol. 105/2023. Münster: Universität Münster.
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2022

 

Forschungsartikel (Zeitschrift)

Bialkowski, J., Bohl, M. T., & Perera, D. (2022). Is the Tracking Error Time Varying? Evidence from Agricultural ETCs. Research in International Business and Finance, 63(December).
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Bohl, M. T., Branger, N., & Trede, M. (2022). Measurement Errors in Index Trader Positions Data: Is the Price Pressure Hypothesis Still Invalid?. Applied Economic Perspectives and Policy, 44(3), 1534–1553.
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Segnon, M., Lau, C.-K., Wilfling, B., & Gupta, R. (2022). Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data. Studies in Nonlinear Dynamics and Econometrics, 26(1), 73–98.
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Arbeitspapier / Working Paper

Berger, T., & Dubbert, T. (2022). Government spending effects on the business cycle in times of crisis. In CQE working papers: Vol. 100. Münster.
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Monschang, V., & Wilfling, B. (2022). A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction. In CQE-Working-Papers: Vol. 97/2022. University of Muenster: Center for Quantitative Economics (CQE), University of Muenster.
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Schulte-Tillmann, B., Segnon, M., & Wilfling, B. (2022). Financial-market volatility prediction with multiplicative Markov-switching MIDAS components. In Center, f. Q. E. (. (Ed.), CQE Working Papers: Vol. 99/2022. Münster: Universität Münster.
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Segnon, M. (2022). Strict stationarity of Poisson integer-valued ARCH processes of order infinity. In Center, f. Q. E. (. (Ed.), CQE Working Papers: Vol. 102/2022. University of Muenster.
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Sonstige wissenschaftliche Veröffentlichung

Iorgulescu, E., Pütz, A., & Siklos, P. (2022). “Evil” Speculators? Evidence from Grain Futures Trading in Chicago During the Interwar Period. (submitted / under review)
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Kanelis, D., & Siklos, P. L. (2022). Emotion in Euro Area Monetary Policy Communication and Bond Yields: The Draghi Era. (submitted / under review)
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2021

 

Forschungsartikel (Zeitschrift)

Bohl, M., Campani, C., de Oliveira, F., Palazzi, R., & Souza, W. (2021). Framework to Structure the Brazilian Electricity Futures Market. International Journal of Energy Sector Management, 15(5), 914–932.
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Bohl, M., Pütz, A., Siklos, P., & Sulewski, C. (2021). Information Transmission under Increasing Political Tension — Evidence for the Berlin Produce Exchange 1887-1896. Journal of Futures Markets, 41(2), 226–244.
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Bohl, M., Pütz, A., & Sulewski, C. (2021). Speculation and the Informational Efficiency of Commodity Futures Markets. Journal of Commodity Markets, 23(September, Article 100159).
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Monschang, V., & Wilfling, B. (2021). Sup-ADF-style bubble-detection methods under test. Empirical Economics, 61(1), 145–172.
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Siklos, P., & Stefan, M. (2021). Exchange rate shocks in multicurrency interbank markets. Journal of Financial Stability, 55(August, Article 100888).
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Stapper, M. (2021). Count Data Time Series Modelling in Julia — The CountTimeSeries.jl Package and Applications. Entropy, 23(6).
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Weigt, T., & Wilfling, B. (2021). An approach to increasing forecast-combination accuracy through VAR error modeling. Journal of Forecasting, 40(4), 686–699.
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Lexikonartikel (Buchbeitrag)

Kempa, B. (2021). Transatlantic Economic Partnership (TEP). In Görres-Gesellschaft, (Ed.), Staatslexikon Bd. 5 (pp. 1099–1101). Herder.
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Kempa, B. (2021). Weltwirtschaft. In Görres-Gesellschaft, (Ed.), Staatslexikon Bd. 6 (Vol. 6, pp. 203–210). Freiburg: Herder Verlag.
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Kempa, B. (2021). Zahlungsverkehr. In Görres-Gesellschaft, (Ed.), Staatslexikon Bd. 6 (Vol. 6, pp. 487–493). Freiburg: Herder Verlag.
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Kempa, B. (2021). Weltwirtschaftskrisen. In Görres-Gesellschaft, (Ed.), Staatslexikon Bd. 6 (Vol. 6, pp. 211–213). Freiburg: Herder Verlag.
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Arbeitspapier / Working Paper

Berger, T., Dubbert, T., & Schoonackers, R. (2021). Fiscal prudence: It's all in the timing — estimating time-varying fiscal policy reaction functions for core EU countries. In CeGe discussion paper: Vol. 417. Göttingen.
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2020

 

Fachbuch (Monographie)

Bracht, J., & Pfister, U. (2020). Landpacht, Marktgesellschaft und agrarische Entwicklung: Fünf Adelsgüter zwischen Rhein und Weser, 16.–19. Jahrhundert. Vierteljahrschrift für Sozial- und Wirtschaftsgeschichte, Beihefte: Vol. 247. Stuttgart: Steiner.
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Forschungsartikel (Buchbeitrag)

Pfister, U. (2020). Economic inequality in Germany, c. 1500–1800. In Nigro, G. (Ed.), Disuguaglianza economica nelle società preindustriali: cause ed effetti — Economic inequality in pre-industrial societies: causes and effects (pp. 301–324). Firenze: Firenze University Press.
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Pfister, U. (2020). Religion in der langfristigen wirtschaftlichen Entwicklung Europas, 1500–1900: eine Übersicht. In Pohlig, M., & Pollack, D. (Eds.), Die Verwandlung des Heiligen: die Geburt der Moderne aus dem Geist der Religion (pp. 428–454). Berlin: Berlin University Press.
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Forschungsartikel (Zeitschrift)

Bialkowski, J., Perera, D., & Bohl, M. (2020). Does the Tea Market Require a Futures Contract? Evidence from the Sri Lankan Tea Market. Research in International Business and Finance, 2020(December, Article 101290).
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Bohl, M., Ehrmann, T., & Wellenreuther, C. (2020). The Far Reaching Implications of Fama's Efficient Markets Hypothesis: Non-Predictability of Media Investment. Applied Economics Letters, 27(18), 1505–1508.
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Bohl, M., Siklos, P., Stefan, M., & Wellenreuther, C. (2020). Price Discovery in Agricultural Commodity Markets: Do Speculators Contribute?. Journal of Commodity Markets, 18(June, Article 100092).
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Bohl, M., & Stefan, M. (2020). Return Dynamics During Periods of High Speculation in a Thinly Traded Commodity Market. Journal of Futures Markets, 40(1), 145–159.
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Danielova-Zaharieva, M., Trede, M., & Wilfling, B. (2020). Bayesian semiparametric multivariate stochastic volatility with application. Econometric Reviews, 39(9), 947–970.
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Dybowski, T. P., & Kempa, B. (2020). The European Central Bank’s monetary pillar after the financial crisis. Journal of Banking and Finance, 121.
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Gross, C., & Siklos, P. (2020). Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach. Journal of Applied Econometrics, 35(1), 61–81.
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Hettich, M., & Trede, M. (2020). Preisalgorithmen und stillschweigende Kollusion: Wie Algorithmen lernen zu kooperieren. WiSt Wirtschaftswissenschaftliches Studium, 2020.
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Khan, N. (2020). Revisiting the effects of NAFTA. Economic Analysis and Policy, 68, 1–16.
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Khan, N. (2020). Propagation of economic shocks from Russia and Western European countries to CEE-Baltic countries. Eurasian Economic Review, 10, 489–512.
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Khan, N. (2020). Spillover effects of trade shocks in the Central and Eastern European and Baltic countries. Journal of Economic Integration, 35(1), 39–68.
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Masuhr, A., & Trede, M. (2020). Bayesian Estimation of Generalized Partition of Unity Copulas. Dependence Modeling, 8, 119–131.
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Pfister, U. (2020). The Crafts-Harley view of German industrialization: an independent estimate of the income side of net national product, 1851–1913. European Review of Economic History, 24(3), 502–521.
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Pfister, U. (2020). Gewalt, institutionelle Schocks und Entwicklung: Wirtschaftliche Folgen der Koalitions- und napoleonischen Kriege (1792–1815) in Deutschland. Vierteljahrschrift für Sozial- und Wirtschaftsgeschichte, 107(1), 9–46.
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Pfister, U., & Fertig, G. (2020). From Malthusian disequilibrium to the post-Malthusian era: The evolution of the preventive and positive checks in Germany, 1730–1870. Demography, 57(3), 1145–1170.
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Pütz, A., Siklos, P., & Sulewski, C. (2020). Networks and trade costs in commodity markets during the late nineteenth century: A new dataset and evidence. European Review of Economic History, 24(4), 675–695.
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Riedel, J. (2020). On real interest rate convergence among G7 countries. Empirical Economics, 59(2), 599–626.
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Segnon, M., & Bekiros, S. (2020). Forecasting Volatility in Bitcoin Market. Annals of Finance, 16, 435–462.
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Segnon, M., Gupta, R., Lesame, K., & Wohar, M. E. (2020). High-Frequency Volatility Forecasting of US Housing Markets. Journal of Real Estate Finance and Economics, 2020.
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Siklos, P., Stefan, M., & Wellenreuther, C. (2020). Metal Prices Made in China? A Network Analysis of Industrial Metal Futures. Journal of Futures Markets, 40(9), 1354–1374.
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Stefan, M., & Wellenreuther, C. (2020). London vs. Leipzig: Price Discovery of Carbon Futures during Phase III of the ETS. Economics Letters, 2020(188).
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Trede, M. (2020). Maximum likelihood estimation of high-dimensional Student-t copulas. Statistics and Probability Letters (Statist. Probab. Lett.), 159, 108678.
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Nicht-wissenschaftlicher Beitrag (Zeitschrift)

Kempa, B. (2020). Ein Leben ohne Münzen und Scheine?. Lautstark — Mitgliedermagazin der Gewerkschaft Erziehung Wissenschaft NRW, 2020(6).
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Lexikonartikel (Buchbeitrag)

Kempa, B. (2020). North American Free Trade Agreement (NAFTA). In Görres-Gesellschaft, (Ed.), Staatslexikon Bd. 4 (pp. 346–348). Herder.
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Arbeitspapier / Working Paper

Pfister, U. (2020). Urban population in Germany, 1500–1850. In CQE Working paper: Vol. 90.
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2019

 

Forschungsartikel (Buchbeitrag)

Pfister, U. (2019). La croissance agraire pendant l’époque moderne: méthode et résultats de l’estimation indirecte du produit agricole. In Herment, L. (Ed.), Histoire rurale de l’Europe, XVIe–XXe siècle (pp. 133–151). Paris: EHESS.
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Forschungsartikel (Zeitschrift)

Auer, L. v., Stepanyan, A., & Trede, M. (2019). Classifying Industries into Types of Relative Concentration. Journal of the Royal Statistical Society, Series A, 182(3), 1017–1037.
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Beccarini, A. (2019). Testing for the omission of relevant variables and regime-switching misspecification. Empirical Economics, 56, 775–796.
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Berger, T., & Kempa, B. (2019). Testing for time variation in the natural rate of interest. Journal of Applied Econometrics, 34(5), 836–842.
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Bohl, M., Brzeszczynski, J., & Serwa, D. (2019). Pension Funds, Large Capital Inflows and Stock Returns in a Thin Market. Journal of Pension Economics and Finance, 18(3), 347–387.
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Bohl, M., Groß, C., & Souza, W. (2019). The Role of Emerging Economies in the Global Price Formation Process of Commodities: Evidence from Brazilian and U.S. Coffee Markets. International Review of Economics and Finance, 60(March), 203–215.
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Bohl, M., & Sulewski, C. (2019). The Impact of Long-Short Speculators on the Volatility of Agricultural Commodity Futures Prices. Journal of Commodity Markets, 16(December).
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Hanisch, M. (2019). US monetary policy and the euro area. Journal of Banking and Finance, 100, 77–96.
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Ivashchenko, S., & Mutschler, W. (2019). The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models. Economic Modelling, 2019. (online first)
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Kempa, B., & Khan, N. (2019). Global macroeconomic repercussions of US trade restrictions: Evidence from a GVAR model. International Economic Journal, 33(4), 649–661.
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Pfister, U. (2019). The inequality of pay in pre-modern Germany, late 15th century to 1889. Jahrbuch für Wirtschaftsgeschichte, 60(1), 209–243.
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Pfister, U. (2019). Langfristiges Agrarwachstum in Deutschland, ca. 1500–1880: ein Überblick. Zeitschrift für Agrargeschichte und Agrarsoziologie, 57(2), 37–68.
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Riedel, J., & Slany, A. (2019). The potential of African trade integration — Panel data evidence for the COMESA-EAC-SADC Tripartite. Journal of International Trade & Economic Development, 28(7), 843–872.
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Schluter, C., & Trede, M. (2019). Size Distributions Reconsidered. Econometric Reviews, 38, 695–710.
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Segnon, M., Antonakakis, N., Cunado, J., & Gupta, R. (2019). Revisiting the twin deficits hypothesis: A quantile cointegration analysis over the period 1791 — 2013. Journal of Applied Economics, 22, 116–130.
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Wellenreuther, C., & Voelzke, J. (2019). Speculation and Volatility — A Time-Varying Approach applied on Chinese Commodity Futures Markets. Journal of Futures Markets, 39(4), 405–417.
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Nicht-wissenschaftlicher Beitrag (Zeitschrift)

Kempa, B. (2019). Fiskalischer Aktionismus ist fehl am Platz. Weser-Kurier, 2019.
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Lexikonartikel (Buchbeitrag)

Kempa, B. (2019). Internationaler Handel. In Görres-Gesellschaft, (Ed.), Staatslexikon Bd. 3 (pp. 420–423). Herder.
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Arbeitspapier / Working Paper

Monschang, V., & Wilfling, B. (2019). Sup-ADF-style bubble-detection methods under test. In CQE-Working-Papers: Vol. 78/2019. University of Muenster: Center for Quantitative Economics (CQE), University of Muenster.
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Sonstige wissenschaftliche Veröffentlichung

Bohl, M., Stefan, M., & Wellenreuther, C. (2019). An Introduction to ESMA’s Commitments of Traders Reports: Do Hedgers Really Hedge?. (submitted / under review)
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Kempa, B. (2019). Ungelöster Zielkonflikt zwischen Geldpolitik und Finanzstabilität.
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Segnon, M., & Bekiros, S. (2019). Forecasting Volatility in Cryptocurrency Markets. University of Muenster: Center for Quantitative Economics (CQE), University of Muenster.
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Segnon, M., & Stapper, M. (2019). Long Memory Conditional Heteroscedasticity in Count Data. University of Muenster: Center for Quantitative Economics (CQE), University of Muenster.
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2018

 

Forschungsartikel (Buchbeitrag)

Bohl, M., & Siklos, P. (2018). The Anatomy of Inflation: An Economic History Perspective. In Battilossi, S., Cassis, Y., & Yago, K. (Eds.), Handbook of the History of Money and Currency (pp. x-x). Singapore: Springer.
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Segnon, M., & Lux, T. (2018). Multifractal models in finance: Their origin properties and applications. In Chen, S. H., Kaboudan, M., & Du, Y. R. (Eds.), The Oxford Handbook of Computational Economic and Finance (pp. xxx).
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Forschungsartikel (Zeitschrift)

Adämmer, P., & Bohl, M. (2018). Price Discovery Dynamics in European Agricultural Markets. Journal of Futures Markets, 38(5), 549–562.
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Berger, T., & Grabert, S. (2018). International output and inflation uncertainty and their impact on countries‘ macroeconomic performance: Evidence from a dynamic GARCH-in-mean model. Macroeconomic Dynamics, 22(5), 1113–1133.
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Bohl, M., Essid, B., & Siklos, P. (2018). Short-Selling Bans and the Global Financial Crisis: Are they Interconnected?. Applied Economics Quarterly, 64(2), 159–177.
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Bohl, M., Siklos, P., & Wellenreuther, C. (2018). Speculative Activity and Returns Volatility of Chinese Major Agricultural Commodity Futures. Journal of Asian Economics, 54(February), 69–91.
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Dybowski, T. P., Hanisch, M., & Kempa, B. (2018). The role of the exchange rate in Canadian monetary policy: Evidence from a TVP-BVAR model. Empirical Economics, 55(2), 471–494.
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Fertig, G., Schlöder, C., Gehrmann, R., Langfeldt, C., & Pfister, U. (2018). Das postmalthusianische Zeitalter: Die Bevölkerungsentwicklung in Deutschland, 1815–1871. Vierteljahrschrift für Sozial- und Wirtschaftsgeschichte, 105(1), 6–33.
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Kempa, B. (2018). Leitwährungsstatus des US-Dollar: Quo vadis?. Wirtschaftsdienst, 98(10), 691–694.
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Kempa, B. (2018). Taylor rule reaction coefficients and real exchange rate persistence. Bulletin of Economic Research, 70(1), 64–73.
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Mutschler, W. (2018). Higher-order statistics for DSGE models. Econometrics and Statistics, 6, 44–56.
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Pfister, U. (2018). Real wages in Germany during the first phase of industrialization, 1850–1889. Jahrbuch für Wirtschaftsgeschichte, 59(2), 567–596.
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Rotermann, B., & Wilfling, B. (2018). A new stock-price bubble with stochastically deflating trajectories. Applied Economics Letters, 25(15), 1091–1096.
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Segnon, M., Bekiros, S., Gupta, R., & Wohar, M. E. (2018). Forecasting US GNP Growth: The Role of Uncertainty. Journal of Forecasting, 37, 541–559.
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Segnon, M., Bekiros, S., & Wilfling, B. (2018). Forecasting inflation uncertainty in the G7 countries. Econometrics, 6(2), 1–25.
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Segnon, M., & Trede, M. (2018). Forecasting market risk of portfolios: copula-Markov switching multifractal approach. European Journal of Finance, 24(14), 1123–1143.
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Voelzke, J., & Mentemeier, S. (2018). Computing the Substantial-Gain-Loss-Ratio. Computational Economics, 2018(08), 1–13.
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von Auer, L., & Trede, M. (2018). Markets with Technological Progress: Pricing, Quality, and Novelty. Journal of Economics, 124, 121–137.
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Lexikonartikel (Buchbeitrag)

Kempa, B. (2018). Globalisierung. In Görres-Gesellschaft, (Ed.), Staatslexikon Bd. 2 (pp. 1388–1395). Herder.
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Arbeitspapier / Working Paper

Albers, H., Pfister, U., & Uebele, M. (2018). The great moderation of grain price volatility: market integration vs. climate change, Germany, 1650–1790. In EHES Working Papers in Economic History: Vol. 135.
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Segnon, M., Bekiros, S., & Wilfling, B. (2018). Forecasting Inflation Uncertainty in the G7 Countries. In CQE-Working-Papers: Vol. 71/2018. University of Muenster: Center for Quantitative Economics (CQE), University of Muenster.
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Weigt, T., & Wilfling, B. (2018). An approach to increasing forecast-combination accruacy through VAR error modeling. In CQE-Working-Papers: Vol. 68/2018. University of Muenster: Center for Quantitative Economics (CQE), University of Muenster.
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2017

 

Forschungsartikel (Zeitschrift)

Adämmer, P., Bohl, M., & von Ledebur, E.-O. (2017). Dynamics Between North American and European Agricultural Futures Prices During Turmoil and Financialization. Bulletin of Economic Research, 69(1), 57–76.
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Berger, T., Grabert, S., & Kempa, B. (2017). Global macroeconomic uncertainty. Journal of Macroeconomics, 53, 42–56.
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Bohl, M., Branger, N., & Trede, M. (2017). The Case for Herding is Stronger than You Think. Journal of Banking and Finance, 85(December), 30–40.
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Hanisch, M., & Kempa, B. (2017). The international transmission channels of US supply and demand shocks: Evidence from a non-stationary dynamic factor model for the G7 countries. North American Journal of Economics and Finance, 42, 70–88.
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Hanisch, M. (2017). The effectiveness of conventional and unconventional monetary policy: Evidence from a structural dynamic factor model for Japan. Journal of International Money and Finance, 70, 110–134.
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Heese, C., & Voelzke, J. (2017). Labour Income in the Age of Internet Revolution. The Empirical Economics Letters, 16, 73–81.
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Kempa, B., & Khan, N. (2017). Spillover effects of debt and growth in the euro area: evidence from a GVAR model. International Review of Economics and Finance, 49, 102–111.
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Kopsidis, M., Pfister, U., Scholten, F., & Bracht, J. (2017). Agricultural output growth in a proto- and early industrial setting: evidence from sharecropping in Western Westphalia and the Lower Rhineland, c. 1740–1860. Rural History, 28(1), 21–46.
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Pfister, U. (2017). The timing and pattern of real wage divergence in pre-industrial Europe: evidence from Germany, c. 1500–1850. Economic History Review, 70(3), 701–729.
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Segnon, M., Lux, T., & Gupta, R. (2017). Modeling and Forecasting the Volatility of carbon Dioxide emission Allowance Prices: A Review and Comparison of Modern Volatility Models. Renewable and Sustainable Energy Reviews, 69, 692–704.
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Shekhar, C., & Trede, M. (2017). Portfolio Optimization Using Multivariate t-Copulas with Conditionally Skewed Margins. Review of Economics and Finance, 9(3), 71–83.
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Arbeitspapier / Working Paper

Danielova, Z. M., Trede, M., & Wilfling, B. (2017). Bayesian semiparameric multivariate stochastic volatility with an application to international volatility co-movements. In CQE-Working-Papers: Vol. 62/2017. University of Muenster: Center for Quantitative Economics (CQE), University of Muenster.
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Pfister, U. (2017). Great divergence, consumer revolution and the reorganization of textile markets: evidence from Hamburg’s import trade, eighteenth century. In LSE Economic History Working Papers: Vol. 266.
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Rotermann, B., & Wilfling, B. (2017). A new stock-price bubble with stochastically deflating trajectories. In CQE-Working-Papers: Vol. 58/2017. University of Muenster: Center for Quantitative Economics (CQE), University of Muenster.
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Segnon, M., Keung, L. C., Wilfling, B., & Gupta, R. (2017). Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data. In CQE-Working-Papers: Vol. 61/2017. University of Muenster: Center for Quantitative Economics (CQE), University of Muenster.
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Sonstige wissenschaftliche Veröffentlichung

Bohl, M., Groß, C., & Weber, S. (2017). Deutsche Milchprodukt-Futurekontrakte: Qualität der Preissignale und Eignung als Preisabsicherungsinstrument. (submitted / under review)
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Groß, C. (2017). Examining the Common Dynamics of Commodity Futures Prices. (submitted / under review)
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Voelzke, J., Diesteldorf, J., Goessling, F., & Weigt, T. (2017). Investors' favourite — A different look at valuing individual labour income. (submitted / under review)
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2016

 

Forschungsartikel (Buchbeitrag)

Pfister, U., & Kopsidis, M. (2016). Strukturelle Transformation hin zum “Industriestaat” unter den Bedingungen der Grundherrschaft: die Entwicklung der sächsischen Landwirtschaft vom späten 17. bis zur Mitte des 19. Jahrhunderts. In Ludwig, J. (Ed.), Wissen — Wolle — Wandel: Merinoschafzucht und Agrarinnovation in Sachsen im 18. und 19. Jahrhundert (pp. 11–41). Halle: Mitteldeutscher Verlag.
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Forschungsartikel (Zeitschrift)

Adämmer, P., Bohl, M., & Groß, C. (2016). Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?. Journal of Futures Markets, 36(9), 851–869.
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Balcilar, M., Gupta, R., & Segnon, M. (2016). The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-Frequency Markov switching Vector Autoregressive Approach. Economics: The Open-Access, Open-Assessment E-Journal, 10, 1–20.
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Beccarini, A. (2016). Verifying Time Inconsistency of the ECB Monetary Policy by Means of a Regime-Switching Approach. Empirica. Journal of European Economics. 2016.
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Beccarini, A. (2016). Bias correction through filtering omitted variables and instruments. Journal of Applied Statistics. 2016.
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Berger, T., Grabert, S., & Kempa, B. (2016). Global and country-specific output growth uncertainty and macroeconomic performance. Oxford Bulletin of Economics and Statistics, 78(5), 694–716.
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Bohl, M. T., Reher, G., & Wilfling, B. (2016). Short selling contraints and stock returns volatility: empirical evidence from the German stock market. Economic Modelling, 58, 159–166.
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Bohl, M. (2016). Treiben Indexfonds Agrarrohstoffpreise? Nein!. Perspektiven der Wirtschaftspolitik, 17(2), 1–18.
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Bohl, M., Czaja, M.-G., & Kaufmann, P. (2016). Momentum Profits, Market Cycles, and Rebounds: Evidene from Germany. The Quarterly Review of Economics and Finance, 61, 139–159.
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Bohl, M., Diesteldorf, J., Salm, C., & Wilfling, B. (2016). Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach. Journal of Futures Markets, 36(1), 30–45.
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Bohl, M., Klein, A., & Siklos, P. (2016). A Markov Switching Approach to Herding. Credit and Capital Markets, 49, 193–220.
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Bohl, M., Michaelis, P., & Siklos, P. (2016). Austerity and recovery: Exchange rate regime choice, economic growth and financial crises. Economic Modeling, 53(February), 195–207.
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Fabian, G. (2016). Exact expectations — Efficient calculation of DSGE models. CQE Working Paper, 54/2016. (submitted / under review)
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Kempa, B., & Khan, N. S. (2016). Government debt and economic growth in the G7 countries: Are there any causal linkages?. Applied Economics Letters, 23(6), 440–443.
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Khan, N. (2016). In search of causality between debt and growth: A graph theoretic approach. Economics Bulletin, 36(2), 677–687.
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Lux, T., Segnon, M., & Gupta, R. (2016). Forecasting Crude Oil Price Volatility and Value-at-Risk: Evidence from Historical and Recent Data. Energy Economics, 56, 117–133.
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Reher, G., & Wilfling, B. (2016). A nesting framework for Markov-switching GARCH modelling with an application to the German stock market. Quantitative Finance, 16(16), 411–426.
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Schluter, C., & Trede, M. (2016). Weak Convergence to the Student and Laplace Distributions. Journal of Applied Probability (J. Appl. Probab.), 53, 121–129.
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Schüssler, R., & Trede, M. (2016). Constructing minimum-width confidence bands. Economics Letters, 145, 182–185.
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Trede, M., & Ullmann, R. (2016). Bandbreiteneinengung bei der Ermittlung von Verrechnungspreisen: Verwendung von Konfidenzintervallen für geschätzte Quantile in der steuerlichen Einkünfteabgrenzung. DBW, 76(6), 477–520.
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Voelzke, J. (2016). Individual labour income, stock prices and whom it may concern. Applied Economics Letters, 2016.
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Arbeitspapier / Working Paper

Bohl, M., Reher, G., & Wilfling, B. (2016). Short selling constraints and stock returns volatility: empirical evidence from the German stock market. In CQE Working Paper: Vol. 45/2016. University of Muenster: Center for Quantitative Economics (CQE), University of Muenster.
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Rohe, C. (2016). On shock symmetry in South America: New evidence from intra-Brazilian real exchange rates. In CQE Working Papers: Vol. CQE Working Paper 53/2016.
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Sonstige wissenschaftliche Veröffentlichung

Diesteldorf, J., Meyer, S., & Voelzke, J. (2016). New evidence for explosive behavior of commodity prices. (submitted / under review)
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Voelzke, J., & Goessling, F. (2016). Should We Like it? — A Social Welfare Based Quantification of Policy Attractiveness. (submitted / under review)
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2015

 

Forschungsartikel (Buchbeitrag)

Pfister, U., Bracht, J., Fertig, C., & Fertig, G. (2015). Life course strategies, social networks, and market participation in nineteenth-century rural Westphalia: an interpretative essay. In Fertig, G. (Ed.), Social networks, political institutions, and rural societies (pp. 89–124). Rural History in Europe: Vol. 11. Turnhout: Brepols.
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Forschungsartikel (Zeitschrift)

Adämmer, P., & Bohl, M. (2015). Speculative Bubbles in Agricultural Prices. Quarterly Review of Economics and Finance, 55(February 2015), 67–76.
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Beccarini, A. (2015). Another Look at the Boom and Bust of Financial Bubbles. Annals of Economics and Finance. 2015.
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Białkowski, J., Bohl, M., Stephan, P., & Wisniewski, T. (2015). The gold price in times of crisis. International Review of Financial Analysis, 41, 339.
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Bohl, M., Diesteldorf, J., & Siklos, P. (2015). The Effect of Index Futures Trading on Volatility: Three Markets for Chinese Stocks. China Economic Review, 34(July 2015), 207–224.
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Bohl, M., Kaufmann, P., & Siklos, P. (2015). What Drove the Mid-2000s Explosiveness in Alternative Energy Stock Prices? Evidence from U.S., European and Global Indices. International Review of Financial Analysis, 40(July 2015), 194–206.
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Kempa, B., & Khan, N. S. (2015). On the size of government spending multipliers in Europe. Applied Economics, 47(51), 5548–5558.
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Mutschler, W. (2015). Identification of DSGE models—The effect of higher-order approximation and pruning. Journal of Economic Dynamics and Control, 56, 34–54.
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Pfister, U., & Kopsidis, M. (2015). Institutions vs. demand: determinants of agricultural development in Saxony, 1660–1850. European Review of Economic History, 19(3), 275–293.
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Pfister, U. (2015). The quantitative development of Germany’s international trade during the eighteenth and early nineteenth century. Revue de l’OFCE, 140, 175–221.
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Segnon, M., Hassani, H., Ghodsi, Z., & Gupta, R. (2015). Forecasting Home Sale in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis. Computational Economics, 49, 83–97.
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Segnon, M., Hassani, H., Silva, E. S., & Gupta, R. (2015). Forecasting the Price of Gold. Applied Economics, 47(39), 4141–4152.
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Ullmann, R., & Trede, M. (2015). Interquartilsbandbreiten bei der Ermittlung von Verrechnungspreisen: Average-Methode und Pooling-Methode. zfbf: Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung, 67, 329–366.
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Voelzke, J. (2015). Weakening the Gain-Loss-Ratio measure to make it stronger. Finance Research Letters, 12(null), 58–66.
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Arbeitspapier / Working Paper

Rohe, C., & Hartermann, M. (2015). The role of external shocks for monetary policy in Colombia and Brazil: A Bayesian SVAR analysis. In CQE Working Papers: Vol. CQE Working Paper 42/2015.
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Rotermann, B., & Wilfling, B. (2015). Estimating rational stock-market bubbles with sequential Monte Carlo methods. In CQE Working Paper: Vol. 40/2015. University of Muenster: Center for Quantitative Economics (CQE), University of Muenster.
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2014

 

Forschungsartikel (Zeitschrift)

Beccarini, A. (2014). Solving the liquidity constraint by options on futures. Journal of Mathematical Economics. 2014.
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Berger, T., & Kempa, B. (2014). Time-varying equilibrium rates in small open economies: Evidence for Canada. Journal of Macroeconomics, 39, 203–214.
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Bohl, M., Klein, A., & Siklos, P. (2014). Short-Selling Bans and Institutional Investors' Herding Behaviour: Evidence from the Global Financial Crisis. International Review of Economics and Finance, 33(May 2014), 262–269.
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Meulemann, M., Uebele, M., & Wilfling, B. (2014). The restoration of the Gold standard after the US Civil War: A volatility analysis. Journal of Financial Stability, 12, 37–46.
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Reher, G., Wilfling, , & Bernd, (2014). The valuation of European call options on zero-coupon bonds in the run-up to a fixed exchange-rate regime. International Review of Economics and Finance, 29, 483–496.
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Rotermann, B., & Wilfling, B. (2014). Periodically Evans bubbles and stock-price volatility. Economics Letters, 123(3), 383–386.
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2013

 

Forschungsartikel (Buchbeitrag)

Pfister, U. (2013). Der Textilhandel der Familie Zellweger in der zweiten Hälfte des 18. Jahrhunderts: Protoindustrialisierung — kommerzielle Revolution — Konsumrevolution. In Eisenhut, H., Lütteken, A., & Zelle, C. (Eds.), Europa in der Schweiz: Grenzüberschreitender Kulturaustausch im 18. Jahrhundert (pp. 25–40). Göttingen: Wallstein.
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Forschungsartikel (Zeitschrift)

Beccarini, A. (2013). Economic Reforms and the Indirect Role of Monetary Policy. Applied Economic Letters, 2013.
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Beckmann, J., & Wilde, W. (2013). Taylor Rule equilibrium exchange rates and nonlinear mean reversion. Applied Financial Economics, 23, 1097–1107.
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Bialkowski, J., Bohl, M., Kaufmann, P., & Wisniewski, T. (2013). Do Mutual Fund Managers Exploit the Ramadan Anomaly? Evidence from Turkey. Emerging Markets Review, 15, 211–232.
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Bohl, M., Javed, F., & Stephan, P. (2013). Do Commodity Index Traders Destabilize Agricultural Futures Prices?. Applied Economics Quarterly, 59(2), 125–148.
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Bohl, M., Kaufmann, P., & Stephan, P. (2013). From Hero to Zero: Evidence of Performance Reversal and Speculative Bubbles in German Renewable Energy Stocks. Energy Economics, 37, 40–51.
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Bohl, M., Klein, A., & Siklos, P. (2013). Are Short Sellers Positive Feedback Traders? Evidence from the Global Financial Crisis. Journal of Financial Stability, 9(3), 337–346.
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Czaja, M.-C., Kaufmann, P., & Scholz, H. (2013). Enhancing the Profitability of Earnings Momentum Strategies Momentum, Information Diffusion and Earnings Uncertainty. Journal of Investment Strategies, 2(4), 3–57.
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Kempa, B., & Riedel, J. (2013). Nonlinearities in exchange rate determination in a small open economy: Some evidence for Canada. North American Journal of Economics and Finance, 24(1), 268–278.
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Klein, A. (2013). Time-variations in herding behavior: Evidence from a Markov switching SUR model. Journal of International Financial Markets, Institutions and Money, 26(1), 291–304.
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Lammerding, M., Stephan, P., Trede, M., & Wilfling, B. (2013). Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach. Energy Economics, 36(1), 491–502.
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Savu, C., & Trede, M. (2013). Do Stock Returns have an Archimedean Copula?. Journal of Applied Statistics, 40, 1764–1778.
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Arbeitspapier / Working Paper

Pfister, U., & Kopsidis, M. (2013). Agricultural development during early industrialization in a low-wage economy: Saxony. In EHES Working Papers in Economic History: Vol. 39.
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Rotermann, B., & Wilfling, B. (2013). Periodically collapsing Evans bubbles and stock-price volatility. In CQE Working Paper: Vol. 28/2013. University of Muenster: Center for Quantitative Economics (CQE), University of Muenster.
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2012

 

Forschungsartikel (Zeitschrift)

Berger, T., & Kempa, B. (2012). Taylor rules and the Canadian-US equilibrium exchange rate. Journal of International Money and Finance, 31(5), 1060–1075.
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Bohl, M., & Goodfellow, C. (2012). Forestalling Floor Closure: Evidence from a Natural Experiment on the German Stock Market. Applied Economics, 44(6), 793–802.
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Bohl, M., Michels, W., & Oelgemöller, J. (2012). Determinanten von Wohnimmobilienpreisen: Das Beispiel der Stadt Münster. Jahrbuch für Regionalwissenschaft, 32(2), 193–208.
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Hendricks, T., Kempa, B., & Pierdzioch, C. (2012). Do banks’ buy and sell recommendations influence stock market volatility? Evidence from the German DAX30. European Journal of Finance, 18(1), 29–39.
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Uebele, M. (2012). What drives commodity market integration? Evidence from the 1800s. CESifo Economic Studies, 00. (online first)
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Wilde, W. (2012). The influence of Taylor rule deviations on real exchange rates. International Review of Economics and Finance, 24, 51–61.
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{von, A. L., & Trede, M. (2012). The Dynamics of Brand Equity: A Hedonic Regression Approach to the Laser Printer Market. Journal of the Operational Research Society (JORS), 63.
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Arbeitspapier / Working Paper

Pfister, U., Riedel, J., & Uebele, M. (2012). Real wages and the origins of modern economic growth in Germany, 16th to 19th centuries. In EHES Working Papers in Economic History: Vol. 17.
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2011

 

Fachbuch (Monographie)

Kempa, B. (2011). Internationale Ökonomie. Stuttgart: Kohlhammer.
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Forschungsartikel (Buchbeitrag)

Fertig, G., & Pfister, U. (2011). North-west Germany, 1750–2000. In Vanhaute, E., Devos, I., Lambrecht, , & Thijs, (Eds.), Making a living: family, labour and income (pp. 233–261). Rural economy and society in North-western Europe, 500–2000. Turnhout: Brepols.
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Pfister, U. (2011). Internationale Kaufkraftdisparitäten und die zwei „Großen Divergenzen“, 16.–18. Jahrhundert. In Walter, R. (Ed.), Globalisierung in der Geschichte: Erträge der 23. Arbeitstagung der Gesellschaft für Sozial- und Wirtschaftsgeschichte 18. bis 21. März 2009 in Kiel (pp. 125–146). Vierteljahrschrift für Sozial- und Wirtschaftsgeschichte, Beihefte: Vol. 214. Stuttgart: Steiner.
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Pfister, U. (2011). Die wirtschaftlichen Folgen von Handwerkszünften: ein Überblick. In Müller, M. e. a. (Ed.), Regulierte Märkte: Zünfte und Kartelle (pp. 25–37). Schweizerische Gesellschaft für Wirtschafts- und Sozialgeschichte: Vol. 26. Zürich: Chronos.
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Forschungsartikel (Zeitschrift)

Al-Anaswah, N., & Wilfling, B. (2011). Identification of speculative bubbles using state-space models with Markov-switching. Journal of Banking and Finance, 35(5), 1073–1086.
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Berger, T. (2011). Estimating Europe's natural rates. Empirical Economics, 40(2), 521–536.
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Berger, T., & Kempa, B. (2011). Bayesian estimation of the output gap for a small open economy: The case of Canada. Economics Letters, 112(1), 107–112.
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Bohl, M. T., Salm, C., & Wilfling, B. (2011). Do individual index futures investors destabilize the underlying spot market?. Journal of Futures Markets, 31, 81–101.
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Bohl, M., Lischewski, J., & Voronkova, S. (2011). Pension Funds' Performance in Strongly Regulated Industries in Central Europe: Evidence from Poland and Hungary. Emerging Markets Finance and Trade, 47(SUPPL. 3), 80–94.
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Bohl, M., Mayes, D., & Siklos, P. (2011). The Quality of Monetary Policy and Inflation Performance: Globalization and Its Aftermath. The Manchester School, 79(Supplement 1), 617–645.
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Bohl, M., Salm, C., & Schuppli, J. (2011). Price Discovery and Investor Structure in Stock Index Futures. Journal of Futures Markets, 31(3), 282–306.
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Bohl, M., Salm, C., & Wilfling, B. (2011). Do Individual Index Futures Investors Destabilize the Underlying Spot Market?. Journal of Futures Markets, 31(1), 81–101.
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Bohl, M., & Schuppli, J. (2011). Leerverkaufsrestriktionen. DBW Die Betriebswirtschaft, 71(4), 408–411.
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Brüggemann, R., & Riedel, J. (2011). Nonlinear Interest Rate Reaction Functions for the UK. Economic Modelling, 28, 1174–1185.
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Heimann, T., & Trede, M. (2011). A Continuous-Time Model of Income Dynamics. Journal of Income Distribution, 20, 104–116.
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Hendricks, T., & Kempa, B. (2011). Monetary policy and the credit channel, broad and narrow. Eastern Economic Journal, 37(3), 403–416.
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Hillmann, K., & Wilde, W. (2011). Current account imbalances in the Euro area: The role of monetary policy. SSRN Electronic Journal, 09.
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Kempa, B., & Wilde, W. (2011). Sources of exchange rate fluctuations with Taylor rule fundamentals. Economic Modelling, 28(6), 2622–2627.
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Khan, N. (2011). Cyclical behavior of macroeconomic policies and capital flows: a study of Asian countries. Bangladesh Development Studies, 34(2), 47–85.
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Sondermann, D., Trede, M., & Wilfling, B. (2011). Estimating the degree of interventionist policies in the run-up to EMU. Applied Economics, 43(2), 207–218.
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Sondermann, D., Trede, M., & Wilfling, B. (2011). Estimating the degree of interventionist policies in the run-up to EMU. Applied Economics, 43, 207–218.
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Uebele, M. (2011). Die Identifikation internationaler Konjunkturzyklen in disaggregierten Daten: Deutschland, Frankreich und Großbritannien, 1862-1913. Jahrbuch für Wirtschaftsgeschichte, 2011. (online first)
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Uebele, M. (2011). National and International Market Integration in the 19th Century: Evidence from Comovement. Explorations in Economic History. (accepted / in press (not yet published))
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Arbeitspapier / Working Paper

Meulemann, M., Uebele, M., & Wilfling, B. (2011). The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis. In CQE Working Paper: Vol. 20/2011. University of Muenster: Center for Quantitative Economics (CQE), University of Muenster.
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Reher, G., & Wilfling, B. (2011). Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market. In CQE Working Paper: Vol. 17/2011. University of Muenster: Center for Quantitative Economics (CQE), University of Muenster.
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2010

 

Forschungsartikel (Buchbeitrag)

Pfister, U. (2010). Globalisierung und Weltwirtschaft. In Demel, W. e. a. (Ed.), WBG Weltgeschichte, vol. 6 (pp. 277–336). Darmstadt: WBG.
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Forschungsartikel (Zeitschrift)

Beccarini, A. (2010). Eliminating the Omitted Variables’ Bias by a Regime Switching Approach. Journal of Applied Statistics, 2010.
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Berger, T., & Everaert, G. (2010). Labour Taxes and Unemployment: Evidence from a Panel Unobserved Component Model. Journal of Economic Dynamics and Control, 34(3), 354–364.
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Bohl, M., Goodfellow, C., & Bialkowski, J. (2010). Individual Investors Surpass their Reputation: Trading Behavior on the Polish Futures Market. Economic Systems, 34(4), 480–492.
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Bohl, M., & Salm, C. (2010). The Other January Effect: International Evidence. The European Journal of Finance, 16(2), 173–182.
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Bohl, M., & Schuppli, J. (2010). Do Foreign Institutional Investors Destabilize China’s A-Share Markets?. Journal of International Financial Markets, Institutions and Money, 20(1), 36–50.
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Bohl, M., & Schuppli, J. (2010). Lohnen sich Aktieninvestments in Erneuerbare Energien?. Corporate Finance biz, 1, 65–72.
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Bohl, M., Schuppli, J., & Siklos, P. (2010). Stock Return Seasonalities and Investor Structure: Evidence from China's B-Share Markets. China Economic Review, 21(1), 190–201.
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Hendricks, T., Kempa, B., & Pierdzioch, C. (2010). Do local analysts have an informational advantage in forecasting stock returns? Evidence from the German DAX30. Financial Markets and Portfolio Management, 24(2), 137–158.
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Kempa, B. (2010). Wechselkurskonflikt und Abwertungswettlauf. ifo Schnelldienst, 63(22), 9–12.
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Ng, W.-L., & Trede, M. (2010). High-frequency Index Returns: The Stylized Facts Revised. Empirical Economics Letters, 9, 145–156.
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Savu, C., & Trede, M. (2010). Hierarchies of Archimedean copulas. Quantitative Finance, 10(3), 295–304.
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Arbeitspapier / Working Paper

Pfister, U. (2010). Consumer prices and wages in Germany, 1500–1850. In CQE Working paper: Vol. 15/2010. WWU Münster.
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Pfister, U., & Fertig, G. (2010). The population history of Germany: research agenda and preliminary results. In MPIDR Working Paper: Vol. 2010-035. Rostock.
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Reher, G., & Wilfling, B. (2010). An exact pricing formula for European call options on zero-coupon bonds in the run-up to a currency union. In CQE Working Paper: Vol. 10/2010. University of Muenster: Center for Quantitative Economics (CQE), University of Muenster.
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Sonstige wissenschaftliche Veröffentlichung

Uebele, M. (2010). Demand Matters: German Wheat Market Integration 1806-1855 in a European Context.
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Uebele, M. (2010). Identifying International Business Cycles in Disaggregate Data: Germany, France and Great Britain.
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2009

 

Forschungsartikel (Buchbeitrag)

Kempa, B. (2009). Globale Ungleichgewichte: Ursachen, Konsequenzen und wirtschaftspolitische Handlungsmöglichkeiten (Antrittsvorlesung vom 10. Dezember 2007). In Europa-Universität Frankfurt (Oder) (Ed.), Herausragende Ereignisse/Antrittsvorlesungen 2007/2008 (pp. 81–89). Universitätsschriften der Europa-Universität Viadrina Frankfurt (Oder): Vol. 28.
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Pfister, U. (2009). Die Frühe Neuzeit als wirtschaftshistorische Epoche: Fluktuationen relativer Preise, 1450–1850. In Neuhaus, H. (Ed.), Die Frühe Neuzeit als Epoche (pp. 409–434). Historische Zeitschrift, Beiheft: Vol. 49. München: Oldenbourg.
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Forschungsartikel (Zeitschrift)

Beccarini, A. (2009). The impact of labour market partial reforms on workers’ productivity: the Italian case. International Journal of Applied Economic. 2009.
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Bohl, M., Brzeszczynski, J., & Wilfling, B. (2009). Institutional Investors and Stock Returns Volatility: Empirical Evidence from a Natural Experiment. Journal of Financial Stability, 5(2), 170–182.
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Bohl, M., Gebka, B., & Goodfellow, C. (2009). Together We Invest? Individual and Institutional Investors’ Trading Behaviour in Poland. International Review of Financial Analysis, 18(4), 212–221.
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Bohl, M., & Siklos, P. (2009). Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule. Open Economic Review, 20(1), 39–59.
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Bohl, M., Siklos, P., & Sondermann, D. (2009). The Euro Area Stock Market Channel: Does One Size Fit All?. Finance Research Letters, 6(4), 230–235.
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Gelman, S., & Wilfling, B. (2009). Switching volatility in target stocks during takeover bids. Journal of Empirical Finance, 16, 745–758.
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Grammig, J., Schrimpf, A., & Schuppli, M. (2009). Long-horizon consumption risk and the cross-section of returns: New tests and international evidence. European Journal of Finance, 15(5-6), 532.
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Hendricks, T., & Kempa, B. (2009). The credit channel in U.S. economic history. Journal of Policy Modeling, 31(1), 58–68.
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Hoffmann, M., & Kempa, B. (2009). A Poole analysis in the new open economy macroeconomic framework. Review of International Economics, 17(5), 1074–1097.
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Kempa, B. (2009). Dollarkrise und Leitwährungsstatus. ifo Schnelldienst, 62(16), 11–14.
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Kempa, B. (2009). Finanzmarktglobalisierung und Finanzmarktkrise. WiSt- Wirtschaftswissenschaftliches Studium, 38(3), 139–143.
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Puzanova, N., Siddiqui, S., & Trede, M. (2009). Approximate value-at-risk calculation for heterogeneous loan portfolios: Possible enhancements of the Basel II methodology. Journal of Financial Stability, 5(4), 374–392.
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Puzanova, N., Siddiqui, S., & Trede, M. (2009). Approximate Value-at-Risk Calculation for Heterogeneous Loan Portfolios: Possible Enhancements of the Basel {II} Methodology. Journal of Financial Stability, 5(4), 374–392.
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Sarferaz, S., & Uebele, M. (2009). Tracking down the business cycle: A dynamic factor model for Germany 1820-1913. Explorations in Economic History, 46(3), 368–387.
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Trede, M., Ullmann, R., & Watrin, C. (2009). Ziffernanalyse und Chi-Quadrat-Anpassungstest in der steuerlichen Anwendung: Probleme bei Verletzung der Unabhängigkeitsannahme und Lösungsvorschläge. DBW, 69, 701–716.
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Uebele, M., & Ritschl, A. (2009). Stock markets and business cycle comovement in Germany before World War I: Evidence from spectral analysis. Journal of Macroeconomics, 31(1), 35–57.
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Wilfling, B. (2009). Volatility regime-switching in European exchange rates prior to monetary unification. Journal of International Money and Finance, 28, 240–270.
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Qualifikationsschrift (Dissertation, Habilitationsschrift)

Uebele, M. (2009). Historical Business Cycles and Market Integration: Evidence from Comovement. at the Humboldt-University of Berlin. Berlin.
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Sonstige wissenschaftliche Veröffentlichung

Uebele, M. (2009). International and National Wheat Market Integration in the 19th Century: A Comovement Analysis.
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2008

 

Forschungsartikel (Buchbeitrag)

Pfister, U. (2008). Craft guilds, the theory of the firm, and early modern proto-industry — Ulrich Pfister. In Epstein, S. R., & Prak, M. (Eds.), Guilds, innovation and the European economy, 1400–1800 (pp. 25–51). Cambridge: Cambridge University Press.
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Pfister, U. (2008). Craft guilds and technological change — the engine loom in the European silk ribbon industry in the seventeenth and eighteenth centuries. In Epstein, S. R., & Prak, M. (Eds.), Guilds, innovation and the European economy, 1400–1800 (pp. 172–198). Cambridge: Cambridge University Press.
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Forschungsartikel (Zeitschrift)

Beccarini, A., & , (2008). Interest Rates and Business Cycles Fluctuations: a Focus on Higher Moments. Studies in Economics and Econometrics, 2008.
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Beccarini, A., & Gros, D. (2008). At what Cost Price Stability? New evidence about the Phillips Curve in Europe and the United States. CEPS Working Document, 2008.
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Bohl, M., Döpke, J., & Pierdzioch, C. (2008). Real-Time Forecasting and Political Stock Market Anomalies: Evidence for the United States. The Financial Review, 43(3), 323–335.
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Bohl, M., Goodfellow, C., & Schiereck, D. (2008). Vorteilhaftigkeit des börslichen Abendhandels aus Anlegersicht. Kredit und Kapital, 41(4), 541–556.
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Bohl, M., & Siklos, P. (2008). Policy Words and Policy Deeds: The ECB and the Euro. International Journal of Finance & Economics, 13(3), 247–265.
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Bohl, M., & Siklos, P. (2008). Empirical Evidence on Feedback Trading in Mature and Emerging Stock Markets. Applied Financial Economics, 18(17), 1379–1389.
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Bohl, M., Siklos, P., & Sondermann, D. (2008). European Stock Markets and the ECB's Monetary Policy Surprises. International Finance, 11(2), 117–130.
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Kempa, B. (2008). Stehen wir vor dem Beginn einer weltweiten Rezession? Die realwirtschaftlichen Konsequenzen der Finanzmarktkrise. Wirtschaftsdienst, 88(5), 300–303.
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Kempa, B., Hartmann, D., & Pierdzioch, C. (2008). Economic and Financial Crises and the Predictability of U.S. Stock Returns. Journal of Empirical Finance, 15(3), 468–480.
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Kempa, B., & Hendricks, T. (2008). Asymmetric transmission of monetary policy in Europe: Evidence from Markov-switching regressions. Journal of Economic Integration, 23(4), 873–895.
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Richter, A., & Trede, M. (2008). Intertemporal Consistency of Predictors of Business Administration Students' Performance in Economics Courses: Bootstrapping a Structural Equations Model. Journal of the Academy of Business Education, 9(3), 72–88.
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Savu, C., & Trede, M. (2008). Goodness-of-fit tests for parametric families of Archimedean copulas. Quantitative Finance, 8(2), 109–116.
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Schluter, C., & Trede, M. (2008). Identifying multiple outliers in heavy-tailed distributions with an application to market crashes. Journal of Empirical Finance, 15(4), 700–713.
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Sonstige wissenschaftliche Veröffentlichung

Ritschl, A., Sarferaz, S., & Uebele, M. (2008). The U.S. Business Cycle, 1867-1995: Dynamic Factor Analysis vs. Reconstructed National Accounts.
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2007

 

Forschungsartikel (Buchbeitrag)

Pfister, U. (2007). Zünfte und technologischer Wandel — die Bandmühle im europäischen Seidenbandgewerbe, 17. und 18. Jahrhundert — Ulrich Pfister. In Walter, R. (Ed.), Innovationsgeschichte (pp. 135–162). Vierteljahrschrift für Sozial- und Wirtschaftsgeschichte, Beihefte: Vol. 188. Stuttgart: Steiner.
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Forschungsartikel (Zeitschrift)

Beccarini, A., & , (2007). Verifying expectation hypothesis of the term structure of interest rates within regimes. Analisi Finanziaria, 2007.
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Beccarini, A., & , (2007). Investment sensitivity to interest rates in an uncertain context: is a positive relationship possible?. Economic Change and Restructuring. 2007.
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Bohl, M., & Siklos, P. (2007). Do Actions Speak Louder Than Words? Evaluating Monetary Policy at the Bundesbank. Journal of Macroeconomics, 29(2), 368–386.
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Bohl, M., Siklos, P., & Werner, T. (2007). Do Central Banks React to Stock Markets? The Case of the Bundesbank. Journal of Banking and Finance, 31(3), 719–733.
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Kempa, B. (2007). Globale Ungleichgewichte. WiSt — Wirtschaftswissenschaftliches Studium, 36(8), 412–415.
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Pfister, U. (2007). Rural land and credit markets, the permanent income hypothesis, and proto-industry: evidence from early modern Zurich. Continuity and Change, 22, 489–518.
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Trede, M., & Wilfling, B. (2007). Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data. Empirical Economics, 33, 23–39.
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Trede, M., & Wilfling, B. (2007). Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data. Empirical Economics, 33, 23–39.
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Sonstige wissenschaftliche Veröffentlichung

Schluter, C., & Trede, M. (2007). Web Appendix on "Identifying Multiple Outliers in Heavy-Tailed Distributions with an Application to Market Crashes".
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2006

 

Fachbuch (Monographie)

Schmid, F., & Trede, M. (2006). Finanzmarktstatistik. Berlin: Springer.
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Forschungsartikel (Buchbeitrag)

Bohl, M., Havrylchyk, O., & Schiereck, D. (2006). Foreign Acquisition and Industry Wealth Effects of Privatization: Evidence from the Polish Banking Industry. In Balling, M., Liermann, F., & Mullineux, A. (Eds.), Competition and Profitability in European Financial Services (pp. 80–95). New York: Routledge.
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Bohl, M., & Hölscher, J. (2006). Hayek’s 'Free Money Movement' and the Evolution of Monetary Order in Historical Perspective. In Backhaus, J. (Ed.), Entrepreneurship, Money and Coordination. Hayek's Theory of Cultural Evolution (pp. 150–155). Northampton: Edward Elgar.
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Forschungsartikel (Zeitschrift)

Beccarini, A., & , (2006). La Determinazione dei Tassi di Interesse Bancari: alcune Evidenze Teoriche e Empiriche. Rivista Bancaria, 2006.
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Bohl, M., Bialkowski, J., & Serwa, D. (2006). Testing for Financial Spillovers in Calm and Turbulent Periods. Quarterly Review of Economics and Finance, 46(3), 397–412.
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Bohl, M., & Brzeszczynski, J. (2006). Do Institutional Investors Destabilize Stock Prices? Evidence from an Emerging Market. Journal of International Financial Markets, Institutions and Money, 16(4), 370–383.
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Bohl, M., Gebka, B., & Henke, H. (2006). Institutional Trading and Stock Return Autocorrelation: Empirical Evidence on Polish Pension Fund Investors’ Behavior. Global Finance Journal, 16(3), 233–244.
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Bohl, M., & Gottschalk, K. (2006). International Evidence on the Democrat Premium and the Presidential Cycle Effect. North American Journal of Economics and Finance, 17(2), 107–120.
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Bohl, M., Henke, H., & Kaczynska, M. (2006). Exchange Traded Funds. WISU, das wirtschaftsstudium, 35(3), 337–341.
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Bohl, M., & Reitz, S. (2006). Do Positive Feedback Traders Act in Germany’s Neuer Markt?. Quarterly Journal of Business and Economics, 44(1-2), 3–14.
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Bohl, M., Schiereck, D., & Schöne, C. (2006). Vorteilhaftigkeit des börslichen Abendhandels für Privatanleger. Wissenschaft für die Praxis, 61, 11–13.
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Heer, B., & Trede, M. (2006). Nichtkooperative Differenzialspiele in der Ökonomie. WiSt Wirtschaftswissenschaftliches Studium, 35, 14–18.
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Kempa, B., Hendricks, T., & Holtrup, H.-J. (2006). A differential view on the credit channel of monetary policy transmission. Kredit und Kapital, 39(4), 537–549.
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2005

 

Forschungsartikel (Buchbeitrag)

Kempa, B. (2005). Equilibrium exchange rates in the transition: The tradable price-based real appreciation and estimation uncertainty (Comment). In Welfens, P. J., & Wziatek-Kubiak, A. (Eds.), Structural Change and Exchange Rate Dynamics (pp. 241–243). Springer.
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Wilfling, B. (2005). A term-structure model of international interest rate convergence prior to moentary union. In Göcke, M., & Kooths, S. (Eds.), Entscheidungsorientierte Volkswirtschaftslehre (1st ed., pp. 53–79). Frankfurt a.M.: Peter Lang Verlag.
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Forschungsartikel (Zeitschrift)

Beccarini, A., & , (2005). Determinants and Macroeconomic Factors for the Term Structure of Interest Rates: Theoretical and Methodological Foundations. Quaderno di Ricerca della Facoltà di Economia dell’Aquila, 2005.
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Beccarini, A., & , (2005). Econometric Analysis of Short Term Interest Rate of the Euro Area: a Regime-Switching Application. Economia, Società e Istituzioni, 2005.
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Bohl, M., & Gottschalk, K. (2005). Steht der deutsche Aktienmarkt unter politischem Einfluss?. Finanzbetrieb, 2005(7-8), 517–523.
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Bohl, M., & Gottschalk, K. (2005). Wetter- und Politikeffekte als neue Aktienmarktanomalien. WISU, das wirtschaftsstudium, 34(6), 811–816.
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Bohl, M., & Korczak, P. (2005). Empirical Evidence on Cross-Listed Stocks of Central and Eastern European Companies. Emerging Markets Review, 6(2), 121–137.
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Bohl, M., & Serwa, D. (2005). Financial Contagion Vulnerability and Resistance: A Comparison of European Capital Markets. Economic Systems, 29(3), 344–362.
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Bohl, M., & Siklos, P. (2005). The Bundesbank's Communications Strategy and Policy Conflicts with the Federal Government. Southern Economic Journal, 72(2), 395–409.
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Bohl, M., & Voronkova, S. (2005). Institutional Traders’ Behavior in an Emerging Stock Market: Empirical Evidence on Polish Pension Fund Investors. Journal of Business Finance and Accounting, 32(7&8), 1537–1560.
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Bohl, M., & Wisniewski, T. (2005). The Information Content of Registered Insider Trading Under Lax Law Enforcement. International Review of Law and Economics, 25(2), 169–185.
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Kempa, B. (2005). How important are nominal shocks in driving real exchange rates?. Jahrbücher für Nationalökonomie und Statistik, 225(2), 192–204.
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Kempa, B. (2005). Exchange rate disconnect in a standard open-economy macro model. Open Economies Review, 16(3), 283–293.
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Kempa, B. (2005). An oversimplified inquiry into the sources of exchange rate variability. Economic Modelling, 22(3), 439–458.
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Rezension (Zeitschrift)

Kempa, B. (2005). Buchbesprechung: Hendrik Luchtmeier, Dollarisierung und Euroisierung, Studien zu Finanzen, Geld und Kapital, Bd. 15, Duncker & Humblot, Berlin 2005. Kredit und Kapital, 40(1), 165–167.
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2004

 

Forschungsartikel (Buchbeitrag)

Bohl, M., Reitz, , & S, (2004). The Influence of Positive Feedback Trading on Return Autocorrelation: Evidence for the German Stock Market. In Geberl, S., Kaufmann, H.-R., Menichetti, M., & Wiesner, D. (Eds.), Aktuelle Entwicklungen im Finanzdienstleistungsbereich (pp. 221–233). Heidelberg: Physica-Verlag.
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Bohl, M., & Siklos, P. (2004). The Stock Market and the Business Cycle in Periods of Deflation, (Hyper-) Inflation and Political Turmoil: Germany 1913 — 1926. In Burdekin, R., & Siklos, P. (Eds.), Deflation: Current and Historical Perspectives (pp. 298–317). Cambridge University Press.
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Pfister, U. (2004). Protoindustrielle Produktionsregimes in institutionenökonomischer Perspektive. In Ellerbrock, K.-H., & Wischermann, C. (Eds.), Die Wirtschaftsgeschichte vor der Herausforderung durch die New Institutional Economics (pp. 160–178). Dortmund: Gesellschaft für Westfälische Wirtschaftsgeschichte.
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Forschungsartikel (Zeitschrift)

Bohl, M., & Siklos, P. (2004). The Present Value Model of US Stock Prices Redux: A New Testing Strategy and Some Evidence. Quarterly Review of Economics and Finance, 44(2), 208–223.
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Bohl, M., & Siklos, P. (2004). The Bundesbank’s Inflation Policy and Asymmetric Behavior of the German Term Structure. Review of International Economics, 12(3), 495–508.
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Bohl, M., & Wagener, H.-J. (2004). Editorial: Emerging Financial Systems in Central and Eastern Europe: Financial Institutions and Asset Pricing. Economic Systems, 28(Special Issue), 109–110.
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Heer, B., & Trede, M. (2004). Taxation of labour and capital income in an OLG model with home production and endogenous fertility. International Journal of Global Environmental Issues, 4(1-3), 73–88.
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Heer, B., & Trede, M. (2004). Taxation of Labour and Capital Income in an {OLG} Model with Home Production and Endogenous Fertility. International Journal of Global Environmental Issues, 4, 73–88.
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Kempa, B. (2004). Geldnachfragetheorien. WISU — Das Wirtschaftsstudium, 33(5), 625–628.
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Kempa, B. (2004). Geldpolitische Konsequenzen neuerer Entwicklungen im bargeldlosen Zahlungsverkehr. WiSt — Wirtschaftswissenschaftliches Studium, 33(12), 712–715.
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Pfister, U. (2004). Exit, voice and loyalty: parent-child relations in the proto-industrial household economy (Zürich, 17th–18th centuries). History of the Family, 9, 401–423.
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2003

 

Forschungsartikel (Buchbeitrag)

Bohl, M. (2003). Wachstumskonvergenz durch Außenhandelsliberalisierung? Eine Bestandsaufnahme der empirischen Ergebnisse. In Reitz, S. (Ed.), Theoretische und wirtschaftspolitische Aspekte der internationalen Integration. Festschrift für Helga Luckenbach zum 68. Geburtstag (pp. 243–253). Duncker und Humblot.
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Bohl, M. (2003). Spekulative Blasen in deutschen Aktienkursen als Ursache exzessiver Volatilität. In Cassel, D., Müller, H., & Thieme, H. (Eds.), Stabilitätsprobleme in der Marktwirtschaft: Prozesse und Strukturen. Festschrift für Artur Woll zum 80. Geburtstag (pp. 185–196). Verlag Franz Vahlen.
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Kempa, B. (2003). Money in an electronic money world. In Hayford, M., Malliaris, A., & Malliaris, M. (Eds.), The Global Economy: Financial, Monetary, Trade and Knowledge Asymmetries (pp. 71–81). Toronto: APF Press.
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Forschungsartikel (Zeitschrift)

Bohl, M. (2003). Die Aktienhaussen der 80er- und 90er-Jahre: Waren es spekulative Blasen?. Kredit und Kapital, 36(4), 465–482.
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Bohl, M. (2003). Periodically Collapsing Bubbles in the US Stock Market?. International Review of Economics and Finance, 12(3), 385–397.
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Bohl, M., & Henke, H. (2003). Trading Volume and Stock Market Volatility: The Polish Case. International Review of Financial Analysis, 12(5), 513–525.
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Bohl, M., & Sell, F. (2003). The Demand for Money by Private Firms in a Regulated Economy: Theoretical Underpinnings and Empirical Evidence for Germany 1960 — 1998. Rivista Internazionale di Scienze Economiche e Commerciali, 50(4), 451–474.
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Heer, B., & Trede, M. (2003). Efficiency and distribution effects of a revenue-neutral income tax reform. Journal of Macroeconomics, 25(1), 87–107.
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Pfister, U. (2003). Die Entstehung der europäischen Weltwirtschaft (ca. 1450 — 1850). Jahrbuch für Wirtschaftsgeschichte, 44(2), 57–81.
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Schluter, C., & Trede, M. (2003). Local versus Global Assessment of Mobility. International Economic Review, 44, 1313–1335.
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Schmid, F., & Trede, M. (2003). Simple tests for peakedness, fat tails and leptokurtosis based on quantiles. Computational Statistics and Data Analysis, 43(1), 1–12.
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Wilfling, B. (2003). Interest rate volatility prior to monetary union under alternative pre-switch regimes. German Economic Review, 4, 433–457.
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2002

 

Forschungsartikel (Buchbeitrag)

Gaab, W., & Kempa, B. (2002). Towards resolving the exchange rate volatility puzzle. In Lang, F., & Ohr, R. (Eds.), Integration, Währung und Wachstum — Dimensionen internationaler Wirtschaftsbeziehungen: Festschrift für Dieter Bender zum 60. Geburtstag (pp. 229–242). Duncker und Humblot.
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Kempa, B. (2002). Exchange rate volatility and fundamentals. In Kintis, A., Koveos, P., Paraskevopoulos, C., & Baltas, N. (Eds.), Money and Finance in the Global Economy: Challenges and Opportunities for the 21st Century (pp. 105–112). Toronto: APF Press.
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Kempa, B., & Nelles, M. (2002). The gains of international diversification in European stock markets and the role of the Euro. In Batavia, B., Lash, N., & Malliaris, A. (Eds.), Asymmetries in Financial Globalization (pp. 93–102). Toronto: APF Press.
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Forschungsartikel (Zeitschrift)

Barth, W., & Trede, M. (2002). Produkt- und zielgruppenspezifische Ertragspotenzialrechnungen: Konzeptionen und Implikationen für das Marketing im Girogeschäft. Bank-Archiv, 50, 97–105.
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Bohl, M., Sul, D., & Thompson, S. (2002). Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation. American Journal of Agricultural Economics, 84(4), 1042–1053.
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Kempa, B. (2002). Is Europe converging to optimality? On dynamic aspects of optimum currency areas. Journal of Economic Studies, 29(2), 109–120.
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Kempa, B. (2002). Geldpolitische Strategien. wisu — Das Wirtschaftsstudium, 31(3), 332–337.
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Schluter, C., & Trede, M. (2002). Tails of Lorenz Curves. Journal of Econometrics, 109, 151–166.
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Schluter, C., & Trede, M. (2002). Statistical Inference for Inequality and Poverty Measurement with Dependent Data. International Economic Review, 43(2), 493–508.
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Trede, M. (2002). Bootstrapping Inequality Measures Under the Null Hypothesis: Is It Worth the Effort?. Journal of Economics, suppl. 9, 261–281.
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2001

 

Fachbuch (Monographie)

Wilfling, B. (2001). Wechselkursdynamik und Zinsentwicklung vor Regimewechseln des Währungssystems. Baden-Baden: Nomos Verlagsgesellschaft.
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Forschungsartikel (Buchbeitrag)

Lorenzen, U., & Wilfling, B. (2001). Transportation in the Baltic region: a growing market until 2010/2020. In Ertel, S. (Ed.), Foresight on Regional Issues: Baltic Sea as European Sea (1st ed., pp. 67–80). Sevilla (Spain): ITPS Institute for Prospective Technological Studies.
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Pfister, U. (2001). Proto-industrialization. In Barbagli, M., & Kertzer, D. (Eds.), The History of the European Family, vol. 1: Family life in early modern times 1500–1789 (pp. 63–84). New Haven: Yale University Press.
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Forschungsartikel (Zeitschrift)

Kempa, B. (2001). Die Kaufkraftparität. wisu — Das Wirtschaftsstudium, 30(10), 1298–1304.
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Kempa, B. (2001). Die Zinsparität. wisu — Das Wirtschaftsstudium, 30(7), 954–957.
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Kempa, B., & Nelles, M. (2001). International correlations and excess returns in European stock markets: Does EMU matter?. Applied Financial Economics, 11(1), 69–73.
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Maasoumi, E., & Trede, M. M. (2001). Comparing Income Mobility in Germany and the {US} Using Generalized Entropy Mobility Measures. Review of Economics and Statistics, 83(3), 551–559.
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Pfister, U. (2001). Women’s bread — men’s capital: the domestic economy of small textile entrepreneurs in rural Zurich in the 17th and 18th centuries. History of the Family, 6, 147–166.
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Wilfling, B., & Maennig, W. (2001). Exchange rate dynamics in anticipation of time-contingent regime switching: modelling the effects of a possible delay. Journal of International Money and Finance, 20, 91–113.
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2000

 

Forschungsartikel (Buchbeitrag)

Bohl, M., & Alexander, V. (2000). Das Finanzsystem in Deutschland. In Obst, G., & Hintner, O. (Eds.), Geld-, Bank- und Börsenwesen (40, pp. 447–470). Schäffer-Poeschel Verlag.
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Kempa, B. (2000). A structural model of optimum currency areas. In Paraskevopoulos, C., Kintis, A., & Georgakopoulos, T. (Eds.), Global Financial Markets and Economic Development (pp. 181–194). Toronto: APF Press.
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Kempa, B., & Nelles, M. (2000). Fallstudienlösung: Risikomanagement im Außenhandel — Kurssicherung und Frühwarnung. In Zentes, J., & Swoboda, B. (Eds.), Fallstudien zum Internationalen Management — Instructor’s Manual (pp. 89–94). Saarbrücken: Institut für Handel und Internationales Marketing an der Universität des Saarlandes.
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Kempa, B., & Nelles, M. (2000). Risikomanagement im Außenhandel — Kurssicherung und Frühwarnung. In Zentes, J., & Swoboda, B. (Eds.), Fallstudien zum Internationalen Management. Grundlagen — Praxiserfahrungen — Perspektiven (pp. 181–192). Wiesbaden: Gabler Verlag.
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Maennig, W., & Wilfling, B. (2000). Zur Wechselkursdynamik vor der Einführung von Festkurssystemen. In Scholing, E. (Ed.), Währung und wirtschaftliche Entwicklung (1st ed., pp. 101–116). Berlin: Duncker & Humblot.
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Pfister, U. (2000). Historische Erfahrungen mit Lösungsstrategien zur Überwindung von Schuldenkrisen. In Dabrowski, M., Eschenburg, R., & Gabriel, K. (Eds.), Lösungsstrategien zur Überwindung der Internationalen Schuldenkrise (pp. 9–34). Volkswirtschaftliche Schriften: Vol. 509. Berlin: Duncker und Humblot.
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Forschungsartikel (Zeitschrift)

Bahmani-Oskooee, M., & Bohl, M. (2000). German Monetary Unification and the Stability of the German M3 Money Demand Function. Economics Letters, 66(2), 203–208.
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Bohl, M. (2000). Nonstationary Stochastic Seasonality and the German M2 Money Demand Function. European Economic Review, 44(1), 61–70.
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Heer, B., & Trede, M. (2000). On the Use of Projection Methods in the Computation of {OLG} Models. Jahrbücher für Nationalökonomie und Statistik, 220, 32–47.
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Kempa, B. (2000). Zur aktuellen Diskussion der Implikationen elektronischen Geldes für den Geldumlauf und die Geldpolitik. Zeitschrift für Wirtschaftspolitik, 49(3), 250–266.
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Kempa, B. (2000). Excess volatility of real exchange rates in the EMS: Some evidence from structural VARs. Applied Economics, 32(1), 73–79.
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Pfister, U. (2000). Vom Kiepenkerl zu Karstadt — Einzelhandel und Warenkultur im 19. und frühen 20. Jahrhundert. Vierteljahrschrift für Sozial- und Wirtschaftsgeschichte, 87(1), 38–66.
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Plumpe, W., & Pfister, U. (2000). Einleitung: Plädoyer für eine theoriegestützte Geschichte von Unternehmen und Unternehmern. Westfälische Forschungen, 50, 1–21.
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Schmid, F., & Trede, M. (2000). Stochastic Dominance in German Asset Returns: Empirical Evidence from the 1990s. Jahrbücher für Nationalökonomie und Statistik, 220, 315–326.
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Stich, A., & Trede, M. (2000). Länder oder Branchen? Zur Diversifikation von Portfolios. Finanzmarkt und Portfolio Management, 14, 24–33.
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Qualifikationsschrift (Dissertation, Habilitationsschrift)

Kempa, B. (2000). On the sources of exchange rate dynamics within exchange rate systems: A theoretical and empirical analysis. at the Universität Essen.
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1999

 

Fachbuch (Herausgegebenes Buch)

Eschenburg, R., Heineberg, H., Pfister, U., & Strosetzki, C. (Eds.) (1999). Lateinamerika: Gesellschaft — Raum — Kooperation. Frankfurt a.M.: Vervuert Verlag.
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Forschungsartikel (Buchbeitrag)

Pfister, U. (1999). Lernen aus Krisen: Peru und das internationale Umschuldungssystem, 1975–1978. In Eschenburg, R., Heineberg, H., Pfister, U., & Strosetzki, C. (Eds.), Lateinamerika: Gesellschaft — Raum —Kooperation (pp. 365–383). Frankfurt: Vervuert.
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Forschungsartikel (Zeitschrift)

Bohl, M. (1999). Persistence in Government Spending Fluctuations: New Evidence on the Displacement Effect. A Comment on Goff. Public Choice, 99(3-4), 465–466.
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Bohl, M. (1999). Modellierung einer stabilen Geldnachfragefunktion für Deutschlands M2. Kredit und Kapital, 32(2), 209–224.
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Bohl, M. (1999). Buffer-Stock Komponenten in der Geldnachfrage von Deutschlands M3?. Schweizerische Zeitschrift für Volkswirtschaft und Statistik, 135(4), 577–589.
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Bohl, M. (1999). Testing the Long-Run Implications of the Neoclassical Stochastic Growth Model: A Panel-Based Unit Root Investigation for West German Länder 1970 — 1994. Journal of Macroeconomics, 21(1), 155–164.
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Bohl, M. (1999). Forward Premium Puzzle and Peso-Problem. WiSt, Wirtschaftswissenschaftliches Studium, 28(8), 418–420.
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Bohl, M. (1999). Blüten als Waffe?. WISU, das wirtschfatsstudium, 28(5), 693.
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Bohl, M., & Alexander, V. (1999). Konsum, Vermögen und infiniter Planungshorizont. WISU, das wirtschfatsstudium, 28(2), 229–234.
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Kempa, B. (1999). Eintrittskarten: Währungspolitische Arrangements für die „Pre-Ins“ der Europäischen Währungsunion. Essener Unikate (Berichte aus Forschung und Lehre der Universität GH Essen), 12, 112–119.
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Kempa, B., & Nelles, M. (1999). Misalignments of real exchange rates and the credibility of nominal currency bands. Weltwirtschaftliches Archiv/Review of World Economics, 135(4), 613–628.
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Kempa, B., & Nelles, M. (1999). Sticky prices and alternative monetary feedback rules: How robust is the overshooting phenomenon?. International Economic Journal, 13(3), 1–18.
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Kempa, B., & Nelles, M. (1999). The theory of exchange rate target zones. Journal of Economic Surveys, 13(2), 173–210.
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Kempa, B., & Nelles, M. (1999). Nonfundamental FX trading and excess volatility in credible target zones: Theory and empirical evidence. International Review of Economics and Finance, 8(1), 55–70.
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Kempa, B., Nelles, M., & Pierdzioch, C. (1999). The term structure of interest rates in a sticky-price target zone model. Journal of International Money and Finance, 18(5), 817–834.
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Kempa, B., Nelles, M., Pierdzioch, , & C, (1999). Exchange rate target zones and stock price volatility. International Journal of Finance and Economics, 4(4), 297–311.
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Trede, M. (1999). Statistical Inference for Measures of Income Mobility. Jahrbücher für Nationalökonomie und Statistik, 218, 473–490.
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Wilfling, B. (1999). Wechselkursdynamik im Vorfeld einer Währungsunion. Jahrbücher für Nationalökonomie und Statistik, 218, 23–44.
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1998

 

Fachbuch (Monographie)

Maennig, W., & Wilfling, B. (1998). Außenwirtschaft — Theorie und Politik (1st ed.). München: Verlag Franz Vahlen.
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Forschungsartikel (Buchbeitrag)

Kempa, B. (1998). Did the ERM stabilize real exchange rates? The experience of the southern members of the EU. In Paraskevopoulos, C. (Ed.), European Union at the Crossroads: A Critical Analysis of Monetary Union and Enlargement (pp. 184–194). London: Edward Elgar.
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Forschungsartikel (Zeitschrift)

Barth, W., & Trede, M. (1998). Kontrollgruppeneinflüsse im Direktmarketing — Auswirkungen auf Werbewirkungsmessung und Kundensegmentatio. Marketing, Zeitschrift für Forschung und Praxis, 20, 91–97.
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Bohl, M. (1998). Konvergenz westdeutscher Regionen? Neue empirische Ergebnisse auf der Basis von Panel-Einheitswurzeltests. Konjunkturpolitik, 44(1), 82–99.
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Bohl, M., & Sell, F. (1998). Demand for Cash Balances in Germany: Theoretical Underpinnings and Empirical Evidence. Applied Economics, 30, 1017–1026.
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Heer, B., & Trede, M. (1998). How Did the German Government Parties Succeed in Stabilizing Cyclical Fluctuations?. Finanzarchiv, 55, 1–24.
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Kempa, B. (1998). Währungspolitische Strategien zur Heranführung der "Pre-Ins" an die europäische Währungsunion. Aussenwirtschaft, 53(4), 539–551.
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Kempa, B., & Nelles, M. (1998). On the viability of exchange rate target zones in a Mundell-Fleming model with stochastic output shocks. Journal of Policy Modeling, 20(5), 603–619.
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Pfister, U. (1998). Proto-industrielles Wachstum — ein theoretisches Modell — von Ulrich Pfister. Jahrbuch für Wirtschaftsgeschichte, 39(2), 21–47.
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Schmid, F., & Trede, M. (1998). A Kolmogorov-Type Test for Second Order Stochastic Dominance. Statistics and Probability Letters (Statist. Probab. Lett.), 37, 183–193.
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Trede, M. (1998). Schätzung von Sterbewahrscheinlichkeiten unter Berücksichtigung stochastischer Abhängigkeiten. Allgemeines Statistisches Archiv, 82, 162–177.
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Trede, M. (1998). The Age Profile of Mobility Measures: An Application to Earnings in West Germany. Journal of Applied Econometrics, 13(4), 397–409.
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Trede, M. (1998). Making Mobility Visible: A Graphical Device. Economics Letters, 59, 77–82.
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Trede, M. (1998). Einkommensmobilität. Forum der Bundesstatistik, 32, 89–109.
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1997

 

Fachbuch (Monographie)

Trede, M. (1997). Statistische Messung der Einkommensmobilität. Göttingen: Vandenhoeck und Ruprecht.
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Forschungsartikel (Buchbeitrag)

Bohl, M., & Sell, F. (1997). Die deutsche Bargeldnachfrage: Theoretische Fundierung und empirische Ergebnisse. In Hipp, C. (Ed.), Geld, Finanzwirtschaft, Banken und Versicherungen 1996 (pp. 169–188).
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Schmid, F., & Trede, M. (1997). Nonparametric Tests for Second Order Stochastic Dominance from Paired Observations: Theory and Empirical Application. In {von, d. L. P., Rehm, N., & Strecker, H. &. W. R. (Eds.), Theorie und Praxis, Festschrift für Walter Krug (pp. 31–46).
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Forschungsartikel (Zeitschrift)

Bohl, M. (1997). Methoden und Ergebnisse der Terrorismusforschung in der quantitativen Ökonomie: Ein Überblick. Jahrbuch für Wirtschaftswissenschaften, 48(2), 228–239.
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Heer, B., Trede, M., & Wahrenburg, M. (1997). The Effect of Option Trading at the {DTB} on the Underlying Stocks' Return Variance. Empirical Economics, 22, 233–245.
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Kempa, B., Nelles, M., & Pierdzioch, C. (1997). An analytical approximation of target zone exchange rate functions: The technique of collocation. Economics Letters, 57(3), 339–343.
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Lexikonartikel (Buchbeitrag)

Kempa, B., Kohler, W., & Nelles, M. (1997). Stichworte zum Thema „Außenwirtschaft“. In Gabler Wirtschaftslexikon. Wiesbaden: Gabler Verlag.
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1996

 

Forschungsartikel (Buchbeitrag)

Kempa, B. (1996). Industry versus nation specific shocks in the European Union: Evidence from industry data. In Paraskevopoulos, C., Grinspun, R., & Georgakopoulos, T. (Eds.), Economic Integration and Public Policy in the European Union (pp. 123–132). London: Edward Elgar.
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Forschungsartikel (Zeitschrift)

Bohl, M. (1996). Some International Evidence on Wagner’s Law. Public Finance, 51(2), 185–200.
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Bohl, M. (1996). Saisonale Kointegration und die deutsche Konsumfunktion 1960 — 1993. Jahrbücher für Nationalökonomie und Statistik, 215(5), 526–541.
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Brachmann, K., Stich, A., & Trede, M. (1996). Evaluating Parametric Income Distribution Models. Allgemeines Statistisches Archiv, 80(3), 285–298.
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Schmid, F., & Trede, M. (1996). Testing for First-Order Stochastic Dominance: A New Distribution-Free Test. The Statistician (The Statistician), 45(3), 371–380.
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Schmid, F., & Trede, M. (1996). An {L1}-Variant of the Cramer-von Mises Test. Statistics and Probability Letters (Statist. Probab. Lett.), 26, 91–96.
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Schmid, F., & Trede, M. (1996). Testing for First Order Stochastic Dominance in Either Direction. Computational Statistics, 11, 165–173.
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Wilfling, B. (1996). Lorenz ordering of generalized beta-II income distributions. Journal of Econometrics, 71, 381–388.
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Wilfling, B. (1996). Lorenz ordering of power-function order statistcs. Statistics & Probability Letters, 30, 313–319.
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Wilfling, B. (1996). A sufficient condition for Lorenz ordering. Sankhya: The Indian Journal of Statistics, B58, 62–69.
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1995

 

Forschungsartikel (Zeitschrift)

Bohl, M. (1995). Cagan-Modell und Kointegrationskonzept: Empirische Ergebnisse für die Hyperinflation 1984/85 in Bolivien. Kredit und Kapital, 1995(BH 13), 303–323.
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Bohl, M. (1995). Neues von Cagans Geldnachfragefunktion. WiSt, Wirtschaftswissenschaftliches Studium, 24(11), 585–587.
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Schmid, F., & Trede, M. (1995). A Distribution Free Test for the Two Sample Problem for General Alternatives. Computational Statistics and Data Analysis, 20, 409–419.
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Qualifikationsschrift (Dissertation, Habilitationsschrift)

Kempa, B. (1995). Real shocks, the real exchange rate, and European monetary integration. at the University of Toronto.
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1994

 

Forschungsartikel (Zeitschrift)

Pfister, U. (1994). Le petit crédit rural en Suisse aux XVIe-XVIIIe siècles. Annales. Histoire, Sciences Sociales, 49(6), 1339–1357.
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1993

 

Forschungsartikel (Zeitschrift)

Wilfling, B., & Krämer, W. (1993). Lorenz-ordering of Singh-Maddala income distributions. Economis Letters, 43, 53–57.
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Qualifikationsschrift (Dissertation, Habilitationsschrift)

Wilfling, B. (1993). Die Lorenz-Ordnung von Einkommensverteilungen. at the Technische Universität Dortmund.
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1992

 

Fachbuch (Monographie)

Pfister, U. (1992). Die Zürcher Fabriques: Protoindustrielles Wachstum vom 16. zum 18. Jahrhundert. Chronos.
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Forschungsartikel (Zeitschrift)

Pfister, U. (1992). Politischer Klientelismus in der frühneuzeitlichen Schweiz. Schweizerische Zeitschrift für Geschichte, 42(1), 28–68.
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Pfister, U. (1992). The Proto-industrial household economy: toward a formal analysis. Journal of Family History, 17(2), 201–232.
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1989

 

Forschungsartikel (Zeitschrift)

Pfister, U. (1989). Work roles and family structure in proto-industrial Zürich. Journal of Interdisciplinary History, 20(1), 83–105.
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Pfister, U. (1989). Proto-industrialization and demographic change: the Canton of Zürich revisited. European Journal of Economic History, 18(3), 629–662.
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1987

 

Forschungsartikel (Zeitschrift)

Pfister, U., & Suter, C. (1987). International financial relations as part of the world-system. International Studies Quarterly, 31(3), 239–272.
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1985

 

Fachbuch (Monographie)

Pfister, U. (1985). Die Anfänge von Geburtenbeschränkung: Eine Fallstudie. Ausgewählte Zürcher Familien im 17. und 18. Jahrhundert. Europäische Hochschulschriften, Reihe III, Geschichte und ihre Hilfswissenschaften: Vol. 256. Bern: Peter Lang.
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