Prof. Dr. Mark Trede

Institute for Econometrics and Economic Statistics

Am Stadtgraben 9
48143 Münster
Room 301

Tel.: +49-251-83 25006
Fax: +49-251 83 22012


  • Publications

    • Schluter, C., Trede, M., 2023, Spatial Earnings Inequality. Journal of Economic Inequality, to appear.
    • Masuhr, A., Trede, M., 2023, Mutual volatility transmission between assets and trading places. Dependence Modeling, 11: 20220155.
    • Schmal, F., Trede, M., 2023, Hedging potential of occupational and regional wage indices. Journal of Income Distribution, to appear.
    • Heer, B., Trede, M., 2023. Age-specific entrepreneurship and PAYG: Public pensions in Germany. Journal of Macroeconomics 75: 103488.
    • Bohl, M., Branger, N., Trede, M., 2022. Measurement errors in index trader positions data: Is the price pressure hypothesis still invalid? Applied Economic Perspectives and Policy 44:1534-1553.
    • Zaharieva, M., Trede, M., Wilfling, B., 2020. Bayesian semiparametric multivariate stochastic volatility with application. Econometric Reviews 39: 947-970.
    • Masuhr, A., Trede, M., 2020. Bayesian estimation of generalized partition of unity copulas. Dependence Modeling 8: 119-131.
    • Trede, M., 2020. Maximum likelihood estimation of high-dimensional Student-t copulas. Statistics and Probability Letters 159, 108678.
    • Schluter, C., Trede, M., 2019. Size distributions reconsidered. Econometric Reviews 38, 695-710.
    • von Auer, L., Stepanyan, A., Trede, M., 2019. Classifying industries into types of relative concentration. Journal of the Royal Statistical Society, Series A 182, 1017-1037.
    • von Auer, L., Trede, M., 2018. Markets with technological progress: Pricing, quality and novelty. Journal of Economics 124, 121-137.
    • Bohl, M.T., Branger, N., Trede, M., 2017. The case for herding is stronger than you think. Journal of Banking and Finance 85, 30-40.
    • Segnon, M., Trede, M., 2017. Forecasting market risk of portfolios: Copula-Markov switching multifractal approach. European Journal of Finance 24, 1123-1143.
    • Shekhar , C., Trede, M., 2017. Portfolio optimization using multivariate t-copulas with conditionally skewed margins. Review of Economics and  Finance 9, 71-83.
    • Schüssler, R.,  Trede, M., 2016. Constructing minimum-width confidence bands. Economics Letters 145, 182-185.
    • Schluter, C., Trede, M., 2016. Weak convergence to the Student and Laplace distributions. Journal of Applied Probability 53, 121-129.
    • Trede, M., Ullmann, R., 2016. Bandbreiteneinengung bei der Ermittlung von Verrechnungspreisen: Verwendung von Konfidenzintervallen für geschätzte Quantile in der steuerlichen Einkünfteabgrenzung. DBW 76, 477-520.
    • Trede, M., Ullmann, R., 2015. Interquartilsbandbreiten bei der Ermittlung von Verrechnungspreisen: Average-Methode und Pooling-Methode. zfbf: Zeitschrift für betriebswirtschaftliche Forschung 67, 329-336.
    • Savu, C., Trede, M., 2013. Do stock returns have an Archimedean copula?. Journal of Applied Statistics 40, 1764-1778.
    • 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, 491-502.
    • von Auer, L., Trede, M., 2012. The dynamics of brand equity: a hedonic regression approach to the laser printer market. Journal of the Operational Research Society 63, 1351-1362.
    • Heimann, T., Trede, M., 2011. A continuous-time model of income dynamics. Journal of Income Distribution 20, 104-116.
    • Sondermann, D., Trede, M., Wilfling, B., 2011. Estimating the degree of interventionist policies in the run-up to EMU. Applied Economics 43, 207-218.
    • Trede, M., Ng, W.-L., 2010. High-frequency index returns: The stylized facts revised. Empirical Economics Letters 9, 145-156.
    • Savu, C., Trede, M., 2010. Hierarchies of Archimedean copulas. Quantitative Finance 10 , 295-304.
    • 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, 374-392.
    • Trede, M., Watrin, C., Ullmann, R., 2009. Ziffernanalyse und Chi-Quadrat-Anpassungstest in der steuerlichen Anwendung. DBW 69, 701-716.
    • Schluter, C., Trede, M., 2008. Identifying multiple outliers in heavy-tailed distributions with an application to market crashes. Journal of Empirical Finance 15, 700-713.
    • Richter, A., Trede, M., 2008. Intertemporal consistency of predictors of business administration students’ performance in economics courses: Bootstrapping a structural equation model. Journal of the Academy of Business Education 9, 72-88.
    • Savu, C., Trede, M., 2008. Goodness-of-fit tests for parametric families of Archimedean copulas. Quantitative Finance 8, 109-116.
    • Langer, T., Trede, M., Zeisberger, S., 2007. A note on myopic loss aversion and the equity premium puzzle. Finance Research Letters 4, 127-136.
    • Trede, M., Wilfling, B., 2007. Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data. Empirical Economics 33, 23-39.
    • Schmid, F., Trede, M., 2006. Finanzmarktstatistik. Springer-Verlag.
    • 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.
    • Schluter, C., Trede, M., 2003. Local versus global assessment of mobility. International Economic Review  44, 1313-1335.
    • Heer, B., Trede, M., 2003. Efficiency and distribution effects of a revenue-neutral income tax reform. Journal of Macroeconomics 25, 87-107.
    • 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.
    • Trede, M., 2002. Bootstrapping inequality measures under the null hypothesis: Is it worth the effort?. Journal of Economics 77, 261-282.
    • Schmid, F., Trede, M., 2003. Simple tests for peakedness, fat tails and leptokurtosis based on quantiles. Computational Statistics and Data Analysis 43, 1-12.
    • 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.
    • Schmid, F., Trede, M., 2000. Stochastic dominance in German asset returns: Empirical evidence from the 1990s. Jahrbücher für Nationalökonomie und Statistik 220, 315-326.
    • Stich, A., Trede, M., 2000. Länder oder Branchen? Zur Diversifikation von Portfolios. Finanzmarkt und Portfolio Management 14, 24-33.
    • 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.
    • Trede, M., 1999. Statistical inference for measures of income mobility. Jahrbücher für Nationalökonomie und Statistik 218, 473-490.
    • Heer, B., Trede, M., 1998. How did the German government parties succeed in stabilizing cyclical fluctuations?. Finanzarchiv 55, 1-24.
    • Barth, W., Trede, M., 1998. Kontrollgruppeneinflüsse im Direktmarketing: Auswirkungen auf Werbewirkungsmessung und Kundensegmentation. Marketing: Zeitschrift für Forschung und Praxis 20, 91-97.
    • Trede, M., 1998. Schätzung von Sterbewahrscheinlichkeiten unter Berücksichtigung stochastischer Abhängigkeiten. Allgemeines statistisches Archiv 82, 162-177.
    • Trede, M., 1998. The age-profile of earnings mobility: Statistical inference for conditional kernel density estimates. Journal of Applied Econometrics  13, 397-409.
    • Schmid, F., Trede, M., 1998. A Kolmogorov-type test for second-order stochastic dominance. Statistics and Probability Letters 37, 183-193.
    • Trede, M., 1998. Making mobility visible: A graphical device. Economics Letters 59, 77-82.
    • Trede, M., 1997. Statistische Messung der Einkommensmobilität. Vandenhoeck und Ruprecht, Göttingen.
    • 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.
    • Schmid, F., Trede, M., 1996. An L 1-variant of the Cramer-von Mises test. Statistics and Probability Letters 26, 91-96.
    • Brachmann, K., Stich, A., Trede, M., 1996. Evaluating parametric income distribution models. Allgemeines Statistisches Archiv 80, 285-298.
    • Schmid, F., Trede, M., 1996. Testing for first order stochastic dominance in either direction. Computational Statistics 11, 165-173.
    • Schmid, F., Trede, M., 1996. Testing for first-order stochastic dominance: a new distribution-free test. The Statistician 45, 371-380.
    • 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.

    Other publications

    • Hettich, M., Trede, M., 2021. Preisalgorithmen und stillschweigende Kollusion: Wie Algorithmen lernen zu kooperieren. WiSt Wirtschaftswissenschaftliches Studium 50, 23-29
    • Trede, M., 2015. Das Arbeitsangebot im Niedriglohnbereich. WiSt-Wirtschaftswissenschaftliches Studium 44, 692-697.
    • Heer, B., Trede, M., 2006. Nichtkooperative Differenzialspiele in der Ökonomie. WiSt-Wirtschaftswissenschaftliches Studium 35, 14-18.
    • Barth, W., Trede, M., 2002. Produkt- und zielgruppenspezifische Ertragspotenzialrechnungen: Konzeptionen und Implikationen für das Marketing im Girogeschäft. Bank-Archiv 50, 97-105.
    • Trede, M., 1998. Einkommensmobilität. In: Statistisches Bundesamt (Hrsg.), Forum der Bundesstatistik 32, S. 89-109
    • Schmid, F., Trede, M., 1997. Nonparametric tests for second order stochastic dominance from paired observations: Theory and empirical application. In: P. Von der Lippe, N. Rehm, H. Strecker, R. Wiegert (Hrsg.), Wirtschafts- und Sozialstatistik heute. Theorie und Praxis (Festschrift für Walter Krug), Verlag Wissenschaft und Praxis, Berlin, S. 31-46.
    • Schmid, F., Trede, M., 1996. Nonparametric inference for second order stochastic dominance, discussion papers. Statistics and Econometrics, No. 02.