Top-Publications

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.

Bohl, M.T., Salm, C.A., Wilfling, B., 2011. Do individual index futures investors destabilize the underlying spot market? Journal of Futures Markets 31 (1), 81–101.
Siklos, P.L., Bohl, M.T., 2009. Asset prices as indicators of euro area monetary policy: An empirical assessment of their role in a Taylor rule. Open Economies Review 20, 39–59.
Bohl, M.T., Siklos, P.L., Werner, T., 2007. Do central banks react to stock markets? The case of the Bundesbank. Journal of Banking and Finance 31, 719–733.
Bohl, M.T., 2000. Nonstationary stochastic seasonality and the German M2 money demand function. European Economic Review 44, 61–70.
Bahmani-Oskooee, M., Bohl, M.T., 2000. German monetary unification and the stability of the German M3 money demand function. Economics Letters 66, 203–208.
Bibliography

Berger, T., Kempa, B., 2014. Time-varying equilibrium rates in small open economies: Evidence for Canada. Journal of Macroeconomics 39, 203-214.
Berger, T., Kempa, B., 2012. Taylor rules and the Canadian-US equilibrium exchange rate. Journal of International Money and Finance 31, 1060-1075.
Berger, T., Kempa, B., 2011. Bayesian estimation of the output gap for a small open economy: The case of Canada. Economics Letters 112, 107-112.
Hoffmann, M., Kempa, B., 2009. A Poole analysis in the new open economy macroeconomic framework. Review of International Economics 17, 1074-1097.
Hartmann, D., Kempa, B., Pierdzioch, C., 2008. Economic and financial crises and the predictability of U.S. stock returns. Journal of Empirical Finance 15, 468–480.
Kempa, B., 2005. Exchange rate disconnect in a standard open-economy macro model. Open Economies Review 16, 283–293.
Bibliography

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

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