Top-Publications

Dr. Andrea Beccarini

  • Beccarini, A., 2013. Economic Reforms and the Indirect Role of Monetary Policy. Applied Economic Letters  20, 5, 432– 435.
  • Beccarini, A., 2010. Eliminating the omitted variables’ bias by a regime switching approach. Journal of Applied Statistics 37, 57–75.
  • Beccarini, A., 2009. The impact of labour market partial reforms on workers’ productivity: The Italian case. International Journal of Applied Economics 6, 1–9.
  • Beccarini, A., 2008. Interest rates and business cycles fluctuations: A focus on higher moments. Studies in Economics and Econometrics 3, 123–134.
  • Beccarini, A., 2007. Investment sensitivity to interest rates in an uncertain context: Is a positive relationship possible? Economic Change and Restructuring 40, 223–234.

Prof. Dr. Martin T. Bohl

  • Bohl, M. T., Humann, N., Siklos, P. L., 2026. The Monetary Policy-Commodities Nexus: A Survey. Journal of Economic Surveys. (accepted / in press (not yet published))
  • 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).
  • 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.
  • 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.
  • 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.
  • Bibliography

Prof. Dr. Bernd Kempa

  • Dubbert, T., Kempa, B., 2024. Nowcasting the output gap with shadow rates. Economics Letters 236 [111538].
  • Dybowski, T. P.,  Kempa, B., 2020. The European Central Bank’s monetary pillar after the financial crisis. Journal of Banking and Finance 121 [105965].
  • Berger, T.,  Kempa, B., 2019. Testing for time variation in the natural rate of interest, Journal of Applied Econometrics 34(5), 836–842.

  • 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.

  • Berger, T., Kempa, B., 2012. Taylor rules and the Canadian-US equilibrium exchange rate. Journal of International Money and Finance 31 (5), 1060-1075.

  • Bibliography

Dr. Mawuli Kouami Segnon

  • 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, 29–43.
  • Segnon, M., Gupta, R., Lesame, K., Wohar, M.E., 2021. High-frequency volatility forecasting of US housing markets. Journal of Real Estate Finance and Economics 62, 283-317.
  • Segnon, M., Gupta, R., Bekiros, S., Wohar, M.E., 2018. Forecasting US GNP Growth: The Role of Uncertainty. Journal of Forecasting 37, 571-559.
  • Segnon, M., Trede, M., 2018. Forecasting market risk of portfolios: Copula-Markov switching multifractal approach, The European Journal of Finance 24, 1123-1143.
  • Segnon, M., Lux, T., Gupta, R., 2016. Forecasting crude oil price volatility and value-at-risk: Evidence from historical and recent data. Energy Economics 56, 117-133.
  • Bibliography

Prof. Dr. Mark Trede

  • Monschang, V., Trede, M., Wilfling, B., 2025. Multi-horizon uniform superior predictive ability revisited. Journal of Business and Economic Statistics, erscheint demnächst unter doi: 10.1080/07350015.2025.2569479.

  • Schluter, C. Trede, M., 2019. Size distributions reconsidered. Econometric Reviews 38, 695-710.

  • Schluter, C., Trede, M., 2002. Tails of Lorenz curves. Journal of Econometrics 109, 151-166.

  • Schluter, C., Trede, M., 2002. Statistical inference for inequality and poverty measurement with dependent data. International Economic Review 43, 185-200.

  • Maasoumi, E., Trede, M., 2001. Comparing income mobility in Germany and the United States using generalized entropy mobility measures. Review of Economics and Statistics 83, 551-559.

  • Bibliography

Prof. Dr. Bernd Wilfling

  • Monschang V., Wilfling, B., 2025. Formalizing a postprocessing procedure for linear-convex combination forecasts. Journal of Forecasting 44, 1280-1293. 
  • Segnon, M., Gupta, R., Wilfling, B., 2023. Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks. International Journal of Forecasting. In press. (Available online.)
  • Monschang, V., Wilfling, B., 2021. Sup-ADF-style bubble-detection methods under test. Empirical Economics 61, 145-172.
  • Danielova Zaharieva, M., Trede, M., Wilfling, B., 2020. Bayesian semiparametric multivariate stochastic volatility with application. Econometric Reviews 39, 947-970.
  • Wilfling, B., 2009. Volatility regime-switching in European exchange rates prior to monetary unification. Journal of International Money and Finance 28, 240–270.
  • Bibliography