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., 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

Prof. Dr. Bernd Kempa

  • 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

Prof. Dr. Ulrich Pfister

  • Pfister, U., 2008. Craft guilds, the theory of the firm, and early-modern proto-industry. In Stephen R. Epstein and Maarten Prak (Eds.): Guilds, innovation and the European economy, 1400 – 1800. Cambridge: Cambridge University Press, 25–51.
  • Pfister, U., 1998. Protoindustrielles Wachstum: ein theoretisches Modell Jahrbuch für Wirtschaftsgeschichte 1998/II, 21–47.
  • Pfister, U., 1994. Le petit crédit rural en Suisse aux XVIe–XVIIIe siècles. Annales, HSS 49, 1339–1357.
  • Pfister, U., 1992. The proto-industrial household economy: toward a formal analysis. Journal of Family History 17, 201–232.
  • Pfister, U., Suter, C., 1987. International financial relations as part of the world-system. International Studies Quarterly 31, 239–272.
  • Bibliography (pdf)

Prof. Dr. Mark Trede

  • Savu, C., Trede, M., 2010. Hierarchies of Archimedean copulas. Quantitative Finance 10, 295–304.
  • Schluter, C., Trede, M., 2003. Local versus global assessment of mobility. International Economic Review 44, 1313–1335.
  • 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 US using generalized entropy mobility measures. Review of Economics and Statistics 83, 551–559.
  • Bibliography

Prof. Dr. Bernd Wilfling

  • Reher, G., Wilfling, B., in press. A nesting framework for Markov-switching GARCH modelling with an application to the German stock market. Quantitative Finance.
  • Rotermann, B., Wilfling, B., 2014. Periodically collapsing Evans bubbles and stock-price volatility. Economics Letters 123, 383-386.
  • Al-Anaswah, N., Wilfling, B., 2011. Identification of speculative bubbles using state-space models with Markov-switching. Journal of Banking and Finance 35, 1073-1086.
  • Wilfling, B., 2009. Volatility regime-switching in European exchange rates prior to monetary unification. Journal of International Money and Finance 28, 240–270.
  • Wilfling, B., 1996. Lorenz-ordering of generalized beta-II income distributions. Journal of Econometrics 71, 381–388.
  • Bibliography