Citation Profile: SFB 649 Discussion Papers / Sonderforschungsbereich 649, School of Business and Economics, Humboldt-UniversitÃ¤t zu Berlin

SFB 649 Discussion Papers / Sonderforschungsbereich 649, School of Business and Economics, Humboldt-UniversitÃ¤t zu Berlin

Most cited documents in this series:

Year Title Cited

repec:hum:wpaper:sfb649dp2005-040 [Citation Analysis] 76
2011 Localising temperature risk
RePEc:hum:wpaper:sfb649dp2011-001 [Citation Analysis] 30
2007 Occupational Choice and the Spirit of Capitalism
RePEc:hum:wpaper:sfb649dp2007-049 [Citation Analysis] 29
2011 Can crop yield risk be globally diversified?
RePEc:hum:wpaper:sfb649dp2011-018 [Citation Analysis] 29
2005 Labour Market Dynamics in Germany: Hirings, Separations, and Job-to-Job Transitions over the Business Cycle
RePEc:hum:wpaper:sfb649dp2005-045 [Citation Analysis] 25
2005 Does Temporary Agency Work Provide a Stepping Stone to Regular Employment?
RePEc:hum:wpaper:sfb649dp2005-031 [Citation Analysis] 25
2005 What are the Effects of Fiscal Policy Shocks?
RePEc:hum:wpaper:sfb649dp2005-039 [Citation Analysis] 25
2005 New Evidence on the Puzzles. Results from Agnostic Identification on Monetary Policy and Exchange Rates.
RePEc:hum:wpaper:sfb649dp2005-037 [Citation Analysis] 19
2007 Total Work, Gender and Social Norms
RePEc:hum:wpaper:sfb649dp2007-058 [Citation Analysis] 16
2006 Convenience Yields for CO2 Emission Allowance Futures Contracts
RePEc:hum:wpaper:sfb649dp2006-076 [Citation Analysis] 13
2005 Conditional and Dynamic Convex Risk Measures
RePEc:hum:wpaper:sfb649dp2005-006 [Citation Analysis] 13
2006 Institutional Competition, Political Process and Holdup
RePEc:hum:wpaper:sfb649dp2006-027 [Citation Analysis] 12
2010 Meteorological forecasts and the pricing of weather derivatives
RePEc:hum:wpaper:sfb649dp2010-043 [Citation Analysis] 11
2011 The information content of central bank interest rate projections: Evidence from New Zealand
RePEc:hum:wpaper:sfb649dp2011-032 [Citation Analysis] 11
2010 Why Do Financial Market Experts Misperceive Future Monetary Policy Decisions?
RePEc:hum:wpaper:sfb649dp2010-036 [Citation Analysis] 11
2006 Regional Labor Markets, Network Externalities and Migration: The Case of German Reunification
RePEc:hum:wpaper:sfb649dp2006-004 [Citation Analysis] 11
2007 Time Series Modelling with Semiparametric Factor Dynamics
RePEc:hum:wpaper:sfb649dp2007-023 [Citation Analysis] 10
2005 Stable Distributions
RePEc:hum:wpaper:sfb649dp2005-008 [Citation Analysis] 10
2005 Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe
RePEc:hum:wpaper:sfb649dp2005-035 [Citation Analysis] 10
2005 Duality theory for optimal investments under model uncertainty
RePEc:hum:wpaper:sfb649dp2005-025 [Citation Analysis] 9
2009 Inflation and Growth: New Evidence From a Dynamic Panel Threshold Analysis
RePEc:hum:wpaper:sfb649dp2009-036 [Citation Analysis] 9
2011 What Explains the German Labor Market Miracle in the Great Recession?
RePEc:hum:wpaper:sfb649dp2011-031 [Citation Analysis] 9
2006 Reassessing Intergenerational Mobility in Germany and the United States: The Impact of Differences in Lifecycle Earnings Patterns
RePEc:hum:wpaper:sfb649dp2006-055 [Citation Analysis] 8
2006 Robust Utility Maximization in a Stochastic Factor Model
RePEc:hum:wpaper:sfb649dp2006-007 [Citation Analysis] 8
2006 How Far Are We From The Slippery Slope? The Laffer Curve Revisited
RePEc:hum:wpaper:sfb649dp2006-023 [Citation Analysis] 7
2009 Regulation and Investment in Network Industries: Evidence from European Telecoms
RePEc:hum:wpaper:sfb649dp2009-039 [Citation Analysis] 6
2010 Systemic Weather Risk and Crop Insurance: The Case of China
RePEc:hum:wpaper:sfb649dp2010-053 [Citation Analysis] 6
2007 Solving Linear Rational Expectations Models with Lagged Expectations Quickly and Easily
RePEc:hum:wpaper:sfb649dp2007-069 [Citation Analysis] 6
2008 Information and Beliefs in a Repeated Normal-form Game
RePEc:hum:wpaper:sfb649dp2008-026 [Citation Analysis] 5
2007 Volatility and Causality in Asia Pacific Financial Markets
RePEc:hum:wpaper:sfb649dp2007-004 [Citation Analysis] 5
2008 Family Management, Family Ownership and Downsizing: Evidence from S&P 500 Firms
RePEc:hum:wpaper:sfb649dp2008-023 [Citation Analysis] 5
2007 Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model.
RePEc:hum:wpaper:sfb649dp2007-003 [Citation Analysis] 5
2006 External Shocks, U.S. Monetary Policy and Macroeconomic Fluctuations in Emerging Markets
RePEc:hum:wpaper:sfb649dp2006-026 [Citation Analysis] 5

repec:hum:wpaper:sfb649dp2009-015 [Citation Analysis] 5
2008 Preferences for Collective versus Individualised Wage Setting
RePEc:hum:wpaper:sfb649dp2008-021 [Citation Analysis] 5
2009 On the Systemic Nature of Weather Risk
RePEc:hum:wpaper:sfb649dp2009-002 [Citation Analysis] 5
2007 Telling the Truth May Not Pay Off: An Empirical Study of Centralised University Admissions in Germany
RePEc:hum:wpaper:sfb649dp2007-070 [Citation Analysis] 5
2007 World War II, Missing Men, and Out-of-wedlock Childbearing
RePEc:hum:wpaper:sfb649dp2007-053 [Citation Analysis] 5
2007 Does International Outsourcing Depress Union Wages?
RePEc:hum:wpaper:sfb649dp2007-033 [Citation Analysis] 5
2009 The Market Impact of a Limit Order
RePEc:hum:wpaper:sfb649dp2009-051 [Citation Analysis] 4
2011 When to Cross the Spread: Curve Following with Singular Control
RePEc:hum:wpaper:sfb649dp2011-053 [Citation Analysis] 4
2009 A blocking and regularization approach to high dimensional realized covariance estimation
RePEc:hum:wpaper:sfb649dp2009-049 [Citation Analysis] 4
2011 Monetary Policy, Determinacy, and the Natural Rate Hypothesis
RePEc:hum:wpaper:sfb649dp2011-049 [Citation Analysis] 4
2005 Selecting Comparables for the Valuation of European Firms
RePEc:hum:wpaper:sfb649dp2005-002 [Citation Analysis] 4
2005 Optimal investments for risk- and ambiguity-averse preferences: A duality approach
RePEc:hum:wpaper:sfb649dp2005-051 [Citation Analysis] 4
2010 Time varying Hierarchical Archimedean Copulae
RePEc:hum:wpaper:sfb649dp2010-018 [Citation Analysis] 4
2007 Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model.
RePEc:hum:wpaper:sfb649dp2007-003a [Citation Analysis] 4
2007 Empirical Pricing Kernels and Investor Preferences
RePEc:hum:wpaper:sfb649dp2007-017 [Citation Analysis] 4
2009 The Impact of the European Monetary Union on Inflation Persistence in the Euro Area
RePEc:hum:wpaper:sfb649dp2009-037 [Citation Analysis] 4
2005 Nonparametric Risk Management with Generalized Hyperbolic Distributions
RePEc:hum:wpaper:sfb649dp2005-001 [Citation Analysis] 4

Citing documents used to compute impact factor 22:

Year Title See
2010 Aggregate Hazard Function in Price-Setting: A Bayesian Analysis Using Macro Data
RePEc:hum:wpaper:sfb649dp2010-020 [Citation Analysis]
2010 Uniform confidence bands for pricing kernels
RePEc:hum:wpaper:sfb649dp2010-003 [Citation Analysis]
2010 Nonparametric Estimation of Risk-Neutral Densities
RePEc:hum:wpaper:sfb649dp2010-021 [Citation Analysis]
2010 The Impact of Macroeconomic News on Quote Adjustments, Noise, and Informational Volatility
RePEc:hum:wpaper:sfb649dp2010-005 [Citation Analysis]
2010 The Impact of Macroeconomic News on Quote Adjustments, Noise and Informational Volatility
RePEc:eca:wpaper:2010_004 [Citation Analysis]
2010 Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence
RePEc:aah:create:2010-29 [Citation Analysis]
2010 The role of Foreign Direct Investment in higher education in the developing countries (Does FDI promote education?)
RePEc:tac:wpaper:2010-2011_10 [Citation Analysis]
2010 Inflation and corporate investment in selected OECD countries in the years 1960-2005 â an empirical analysis
RePEc:pra:mprapa:29846 [Citation Analysis]
2010 Incentive Regulation, Investments and Technological Change
RePEc:ces:ceswps:_2964 [Citation Analysis]
2010 Regulating Dynamic Markets: Progress in Theory and Practice
RePEc:reg:wpaper:606 [Citation Analysis]
2010 Price cap regulation: what have we learned from 25 years of experience in the telecommunications industry?
RePEc:kap:regeco:v:38:y:2010:i:3:p:227-257 [Citation Analysis]
2010 Fitting high-dimensional Copulae to Data
RePEc:hum:wpaper:sfb649dp2010-022 [Citation Analysis]
2010 Meteorological forecasts and the pricing of weather derivatives
RePEc:hum:wpaper:sfb649dp2010-043 [Citation Analysis]
2010 Strategic Sophistication of Individuals and Teams in Experimental Normal-Form Games
RePEc:iza:izadps:dp4732 [Citation Analysis]
2010 Experimental Practices in Economics: Performativity and the Creation of Phenomena
RePEc:wzb:wzebiv:spii2010_01 [Citation Analysis]
2010 Experimental Practices in Economics: Performativity and the Creation of Phenomena
RePEc:wzb:wzebiv:fsiv2010-01 [Citation Analysis]
2010 Strategic sophistication of adolescents ? Evidence from experimental normal-form games
RePEc:inn:wpaper:2010-15 [Citation Analysis]
2010 Fiscal and monetary interactions when wage-setters are large: is there a role for corporatist policies?
RePEc:kap:empiri:v:37:y:2010:i:3:p:291-309 [Citation Analysis]
2010 How Trade Unions Increase Welfare
RePEc:ctl:louvir:2010027 [Citation Analysis]
2010 Opening Clauses in Cellective Bargaining Agreements: More Flexibility to Save Jobs?
RePEc:iaw:iawdip:67 [Citation Analysis]
2010 Rising Wage Inequality, the Decline of Collective Bargaining, and the Gender Wage Gap
RePEc:iza:izadps:dp4911 [Citation Analysis]
2010 Rising wage inequality, the decline of collective bargaining, and the gender wage gap
RePEc:zbw:zewdip:10014 [Citation Analysis]

Cites in year: CiY

Recent citations received in: 2010

Year	Title	See
2010	Dynamical systems forced by shot noise as a new paradigm in the interest rate modeling RePEc:hum:wpaper:sfb649dp2010-037	[Citation Analysis]
2010	Parametric estimation of risk neutral density functions RePEc:hum:wpaper:sfb649dp2010-045	[Citation Analysis]
2010	FX Smile in the Heston Model RePEc:hum:wpaper:sfb649dp2010-047	[Citation Analysis]
2010	Models for Heavy-tailed Asset Returns RePEc:hum:wpaper:sfb649dp2010-049	[Citation Analysis]
2010	Estimation of the signal subspace without estimation of the inverse covariance matrix RePEc:hum:wpaper:sfb649dp2010-050	[Citation Analysis]
2010	Executive Compensation Regulation and the Dynamics of the Pay-Performance Sensitivity RePEc:hum:wpaper:sfb649dp2010-051	[Citation Analysis]
2010	Central limit theorems for law-invariant coherent risk measures RePEc:hum:wpaper:sfb649dp2010-052	[Citation Analysis]
2010	Spatial Dependencies in German Matching Functions RePEc:hum:wpaper:sfb649dp2010-054	[Citation Analysis]
2010	Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes RePEc:hum:wpaper:sfb649dp2010-055	[Citation Analysis]
2010	Context Effects as Customer Reaction on Delisting of Brands RePEc:hum:wpaper:sfb649dp2010-056	[Citation Analysis]
2010	Nonparametric Regression with Nonparametrically Generated Covariates RePEc:hum:wpaper:sfb649dp2010-059	[Citation Analysis]
2010	Every Symmetric 3 x 3 Global Game of Strategic Complementarities Is Noise Independent RePEc:hum:wpaper:sfb649dp2010-061	[Citation Analysis]
2010	Modeling hourly Electricity Spot Market Prices as non stationary functional times series RePEc:pra:mprapa:25017	[Citation Analysis]
2010	Estimation of the Semiparametric Factor Model: Application to Modelling Time Series of Electricity Spot Prices. RePEc:pra:mprapa:26800	[Citation Analysis]
2010	Option data and modeling BSM implied volatility RePEc:usg:dp2010:2010-32	[Citation Analysis]
2010	Heavy-tailed distributions in VaR calculations RePEc:wuu:wpaper:hsc1005	[Citation Analysis]
2010	The economics of debt clearing mechanisms RePEc:zbw:fubsbe:201027	[Citation Analysis]

Recent citations received in: 2009

Year	Title	See
2009	Panel Cointegration Testing in the Presence of a Time Trend RePEc:hum:wpaper:sfb649dp2009-005	[Citation Analysis]
2009	CDO and HAC RePEc:hum:wpaper:sfb649dp2009-038	[Citation Analysis]
2009	Regulation and Investment in Network Industries: Evidence from European Telecoms RePEc:hum:wpaper:sfb649dp2009-039	[Citation Analysis]
2009	The Political Economy of Regulatory Risk RePEc:hum:wpaper:sfb649dp2009-040	[Citation Analysis]
2009	Shape invariant modelling pricing kernels and risk aversion RePEc:hum:wpaper:sfb649dp2009-041	[Citation Analysis]
2009	Wissen schafft Wachstum: Wirtschaftspolitische Handlungsoptionen fÃ¼r Innovation und Fortschritt RePEc:zbw:hwwipp:113	[Citation Analysis]

Recent citations received in: 2008

Year	Title	See
2008	Trade Unions go global! RePEc:gla:glaewp:2008_22	[Citation Analysis]
2008	Are CEOs in Family Firms Paid Like Bureaucrats? Evidence from Bayesian and Frequentist Analyses RePEc:hum:wpaper:sfb649dp2008-033	[Citation Analysis]
2008	A semiparametric factor model for electricity forward curve dynamics RePEc:hum:wpaper:sfb649dp2008-050	[Citation Analysis]
2008	Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns RePEc:hum:wpaper:sfb649dp2008-051	[Citation Analysis]
2008	The Influence of the Business Cycle on Mortality RePEc:hum:wpaper:sfb649dp2008-059	[Citation Analysis]
2008	Structural Dynamic Conditional Correlation RePEc:hum:wpaper:sfb649dp2008-069	[Citation Analysis]
2008	A Brand Specific Investigation of International Cost Shock Threats on Price and Margin with a Manufacturer-Wholesaler-Retailer Model RePEc:hum:wpaper:sfb649dp2008-070	[Citation Analysis]
2008	Common Influences, Spillover and Integration in Chinese Stock Markets RePEc:hum:wpaper:sfb649dp2008-072	[Citation Analysis]

Recent citations received in: 2007

Year	Title	See
2007	Efficient Estimation of a SemiparametricCharacteristic-Based Factor Model of Security Returns RePEc:cep:stiecm:/2007/524	[Citation Analysis]
2007	Nature or Nurture? Learning and Female Labour Force Dynamics RePEc:cpr:ceprdp:6324	[Citation Analysis]
2007	Job Satisfaction and Family Happiness: The Part-time Work Puzzle RePEc:cpr:ceprdp:6471	[Citation Analysis]
2007	Children, Kitchen, Church: Does Ethnicity Matter? RePEc:cpr:ceprdp:6491	[Citation Analysis]
2007	The Coevolution of Economic and Political Development from Monarchy to Democracy RePEc:eab:develo:22448	[Citation Analysis]
2007	Job satisfaction and family happiness: the part-time work puzzle RePEc:ese:iserwp:2007-20	[Citation Analysis]
2007	Who Leads Financial Markets? RePEc:hum:wpaper:sfb649dp2007-015	[Citation Analysis]
2007	Statistics of Risk Aversion RePEc:hum:wpaper:sfb649dp2007-025	[Citation Analysis]
2007	Long Memory Persistence in the Factor of Implied Volatility Dynamics RePEc:hum:wpaper:sfb649dp2007-027	[Citation Analysis]
2007	Kombinierte LiquiditÃ¤ts- und Solvenzkennzahlen und ein darauf basierendes Insolvenzprognosemodell fÃ¼r deutsche GmbHs RePEc:hum:wpaper:sfb649dp2007-060	[Citation Analysis]
2007	Correlation vs. Causality in Stock Market Comovement RePEc:hum:wpaper:sfb649dp2007-064	[Citation Analysis]
2007	Fun with Matched Firm-Employee Data: Progress and Road Maps RePEc:iza:izadps:dp2580	[Citation Analysis]
2007	The Power of the Family RePEc:iza:izadps:dp2750	[Citation Analysis]
2007	Job Satisfaction and Family Happiness: The Part-time Work Puzzle RePEc:mlb:wpaper:1000	[Citation Analysis]
2007	The Power of the Family RePEc:nbr:nberwo:13051	[Citation Analysis]
2007	Monetary policy in Europe vs the US: what explains the difference? RePEc:pra:mprapa:14119	[Citation Analysis]
2007	Economic Integration and the Foreign Exchange RePEc:pra:mprapa:4737	[Citation Analysis]
2007	Who Leads Financial Markets? RePEc:pra:mprapa:5099	[Citation Analysis]
2007	The Research Agenda: Matthias Doepke on the Transition from Stagnation to Growth RePEc:red:ecodyn:v:8:y:2007:i:2:agenda	[Citation Analysis]
2007	Nature or Nurture? Learning and Female Labor Force Dynamics RePEc:ste:nystbu:07-11	[Citation Analysis]
2007	Evolution of preferences and cross-country differences in time devoted to market work RePEc:trn:utwpde:0719	[Citation Analysis]

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.