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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany

0.6

Impact Factor

0.41

5-Years IF

28

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.08000 (%)0.05
19910.08000 (%)0.05
19920.09000 (%)0.05
19930.1000 (%)0.05
19940.11000 (%)0.05
19950.15000 (%)0.1
19960.19000 (%)0.09
19970.2000 (%)0.08
19980.21000 (%)0.12
19990.27000 (%)0.15
20000.36000 (%)0.14
20010.360100 (%)0.17
20020.370200 (%)0.18
20030.390100 (%)0.18
20040.4111774003 (75%)0.18
200520.4326263370.59399121227 (6.8%)250.40.22
20060.860.450.8690153900.592236354635429 (13%)260.290.19
20070.430.380.43712241280.57244152661536631 (12.7%)280.390.17
20080.40.380.5742981320.441181616522411217 (14.4%)90.120.17
20090.260.350.38623601920.531581453829811340 (25.3%)130.210.17
20100.240.320.27624223330.79143136323599747 (32.9%)200.320.15
20110.450.410.35845069511.881791245635912650 (27.9%)460.550.2
20120.420.460.39655712050.36871466235313619 (21.8%)60.090.21
20130.470.490.39476182390.3977149703471366 (7.8%)120.260.22
20140.60.560.41686862350.3441112673201326 (14.6%)130.190.3
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

50 most cited documents in this series:

[Click on heading to sort table]

YearTitleCited
Optimal Sticky Prices under Rational Inattention. (2005). . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-040.

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83
2011What Explains the German Labor Market Miracle in the Great Recession?. (2011). Hunt, Jennifer ; Burda, Michael C. ; MichaelC. Burda, . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-031.

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49
2005Conditional and Dynamic Convex Risk Measures. (2005). Scandolo, Giacomo ; Detlefsen, Kai. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-006.

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49
2005Labour Market Dynamics in Germany: Hirings, Separations, and Job-to-Job Transitions over the Business Cycle. (2005). . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-045.

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45
2007Occupational Choice and the Spirit of Capitalism. (2007). . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2007-049.

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42
2005What are the Effects of Fiscal Policy Shocks?. (2005). . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-039.

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39
2011Unwillingness to Pay for Privacy: A Field Experiment. (2011). Beresford, Alastair R. ; Preibusch, Soren ; Kubler, Dorothea . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-010.

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39
2011The Law of Attraction: Bilateral Search and Horizontal Heterogeneity. (2011). Hofmann, Dirk ; Qari, Salmai . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-017.

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36
2011Localising temperature risk. (2011). Cabrera, Brenda Lopez ; Hardle, Wolfgang Karl ; Wang, Weining ; Okhrin, Ostap . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-001.

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36
2011Local Quantile Regression. (2011). Spokoiny, Vladimir ; Hardle, Wolfgang Karl ; Wang, Weining . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-005.

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36
2011Difference based Ridge and Liu type Estimators in Semiparametric Regression Models. (2011). Duran, Esra Akdeniz ; Hardle, Wolfgang Karl ; Osipenko, Maria . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-014.

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35
2011Mean-Variance Cointegration and the Expectations Hypothesis. (2011). Strohsal, Till . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-007.

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34
2011A Confidence Corridor for Expectile Functions. (2011). Duran, Esra Akdeniz ; Hardle, Wolfgang Karl ; Guo, Mengmeng . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-004.

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34
2011Mean Volatility Regressions. (2011). Li, Feng ; Hardle, Wolfgang Karl ; Lin, Lu ; Zhu, Lixing . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-003.

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34
2011Can crop yield risk be globally diversified?. (2011). Odening, Martin ; Liu, Xiaoliang ; Xu, Wei . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-018.

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33
2011Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity. (2011). Osipenko, Maria ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-013.

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33
2007Time Series Modelling with Semiparametric Factor Dynamics. (2007). Park, Byeong U. ; Hardle, Wolfgang ; Mammen, Enno . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2007-023.

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33
2011A strategic mediator who is biased into the same direction as the expert can improve information transmission. (2011). Munster, Johannes ; Mechtenberg, Lydia . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-012.

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33
2011Sticky Information and Determinacy. (2011). Meyer-Gohde, Alexander . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-006.

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32
2005Does Temporary Agency Work Provide a Stepping Stone to Regular Employment?. (2005). . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-031.

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32
2011How do Unusual Working Schedules Affect Social Life?. (2011). . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-025.

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31
2011Identifying the Effect of Temporal Work Flexibility on Parental Time with Children. (2011). . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-024.

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31
2010Estimation of the characteristics of a Lévy process observed at arbitrary frequency. (2010). Kappus, Johanna ; Rei, Markus . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-015.

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31
2011A Confidence Corridor for Sparse Longitudinal Data Curves. (2011). Yang, Lijian ; Hardle, Wolfgang Karl ; Zheng, Shuzhuan . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-002.

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30
2011Developing web-based tools for the teaching of statistics: Our Wikis and the German Wikipedia. (2011). Klinke, Sigbert . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-030.

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29
2007Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model.. (2007). . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2007-003.

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29
2006Convenience Yields for CO2 Emission Allowance Futures Contracts. (2006). Truck, Stefan ; Hardle, Wolfgang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2006-076.

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28
2011Oracally Efficient Two-Step Estimation of Generalized Additive Model. (2011). Yang, Lijian ; Hardle, Wolfgang Karl ; Liu, Rong . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-016.

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28
2007Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model.. (2007). . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2007-003a.

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28
2006Regional Labor Markets, Network Externalities and Migration: The Case of German Reunification. (2006). . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2006-004.

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26
2007Total Work, Gender and Social Norms. (2007). . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2007-058.

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25
2011A Network Model of Financial System Resilience. (2011). Anand, Kartik ; Kapadia, Sujit ; Brennan, Simon ; Gai, Prasanna ; Willison, Matthew . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-051.

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23
2011Bayesian Networks and Sex-related Homicides. (2011). Tausendteufel, Helmut ; Hardle, Wolfgang K. ; Stahlschmidt, Stephan . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-045.

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22
2010On Securitization, Market Completion and Equilibrium Risk Transfer. (2010). Reis, Gonalo Dos ; Horst, Ulrich ; Pirvu, Traian A.. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-010.

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22
2011The Regulation of Interdependent Markets. (2011). Scarpa, Carlo ; Fiocco, Raffaele . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-046.

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21
2010Uniform confidence bands for pricing kernels. (2010). Wang, Weining ; Okhrin, Yarema ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-003.

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21
2011Monetary Policy, Determinacy, and the Natural Rate Hypothesis. (2011). Meyer-Gohde, Alexander . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-049.

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19
2006Reassessing Intergenerational Mobility in Germany and the United States: The Impact of Differences in Lifecycle Earnings Patterns. (2006). . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2006-055.

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19
2009The Market Impact of a Limit Order. (2009). Hautsch, Nikolaus ; Huang, Ruihong . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2009-051.

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19
2005Duality theory for optimal investments under model uncertainty. (2005). Wu, Ching-Tang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-025.

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18
2005Stable Distributions. (2005). Hardle, Wolfgang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-008.

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18
2011When to Cross the Spread: Curve Following with Singular Control. (2011). Naujokat, Felix ; Horst, Ulrich . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-053.

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17
2009Regulation and Investment in Network Industries: Evidence from European Telecoms. (2009). Roller, Lars-Hendrik ; Grajek, Micha . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2009-039.

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17
2010Nonparametric Estimation of Risk-Neutral Densities. (2010). Grith, Maria ; Hardle, Wolfgang Karl ; Schienle, Melanie . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-021.

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17
2011Extreme value models in a conditional duration intensity framework. (2011). Schipp, Bernhard ; Herrera, Rodrigo . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-022.

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17
2010Bayesian Inference in a Stochastic Volatility Nelson-Siegel Model. (2010). Yang, Fuyu ; Hautsch, Nikolaus . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-004.

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17
2005New Evidence on the Puzzles. Results from Agnostic Identification on Monetary Policy and Exchange Rates.. (2005). . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-037.

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17
2009Inflation and Growth: New Evidence From a Dynamic Panel Threshold Analysis. (2009). Bick, Alexander ; Kremer, Stephanie ; Nautz, Dieter . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2009-036.

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16
2005Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe. (2005). . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-035.

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16
2010Honey, I’ll Be Working Late Tonight. The Effect of Individual Work Routines on Leisure Time Synchronization of Couples. (2010). . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-016.

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16

50 most relevant documents in this series:

Papers most cited in the last two years. [Click on heading to sort table]

YearTitleCited
2011What Explains the German Labor Market Miracle in the Great Recession?. (2011). Hunt, Jennifer ; Burda, Michael C. ; MichaelC. Burda, . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-031.

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31
2005Conditional and Dynamic Convex Risk Measures. (2005). Scandolo, Giacomo ; Detlefsen, Kai. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-006.

Full description at Econpapers || Download paper

26
2007Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model.. (2007). . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2007-003a.

Full description at Econpapers || Download paper

21
2007Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model.. (2007). . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2007-003.

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21
2013The Real Consequences of Financial Stress. (2013). Mittnik, Stefan ; Semmler, Willi . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2013-011.

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15
2007Time Series Modelling with Semiparametric Factor Dynamics. (2007). Park, Byeong U. ; Hardle, Wolfgang ; Mammen, Enno . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2007-023.

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11
2013Are There Bubbles in the Sterling-dollar Exchange Rate? New Evidence from Sequential ADF Tests. (2013). Bettendorf, Timo ; Chen, Wenjuan . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2013-012.

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9
2009Implied Market Price of Weather Risk. (2009). Cabrera, Brenda Lopez ; Hardle, Wolfgang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2009-001.

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9
2005Labour Market Dynamics in Germany: Hirings, Separations, and Job-to-Job Transitions over the Business Cycle. (2005). . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-045.

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9
2006Spectral calibration of exponential Lévy Models [1]. (2006). Rei, Markus . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2006-034.

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8
2011The Power of Sunspots: An Experimental Analysis. (2011). Llorente-Saguer, Aniol ; Heinemann, Frank . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-070.

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8
2013Pruning in Perturbation DSGE Models - Guidance from Nonlinear Moving Average Approximations. (2013). Meyer-Gohde, Alexander . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2013-024.

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8
2013Estimating the Quadratic Covariation Matrix from Noisy Observations: Local Method of Moments and Efficiency. (2013). Bibinger, Markus ; Hautsch, Nikolaus ; Reiss, Markus . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2013-017.

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8
2006Regional Labor Markets, Network Externalities and Migration: The Case of German Reunification. (2006). . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2006-004.

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8
2013Forecasting systemic impact in financial networks. (2013). Schaumburg, Julia ; Hautsch, Nikolaus ; Schienle, Melanie . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2013-008.

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7
2007Total Work, Gender and Social Norms. (2007). . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2007-058.

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7
2011Solving DSGE Models with a Nonlinear Moving Average. (2011). Meyer-Gohde, Alexander ; Lan, Hong . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-087.

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7
2006Spectral calibration of exponential Lévy Models [2]. (2006). Rei, Markus . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2006-035.

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7
2013Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions. (2013). Staszewska-Bystrova, Anna ; Lutkepohl, Helmut . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2013-031.

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7
2012Quantile Regression in Risk Calibration. (2012). Chao, Shih-Kang ; Hardle, Wolfgang Karl ; Wang, Weining . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-006.

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6
2009Properties of Hierarchical Archimedean Copulas. (2009). Schmid, Wolfgang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2009-014.

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6
2011Large Vector Auto Regressions. (2011). Bickel, Peter J. ; Song, Song . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-048.

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6
2010Systemic Weather Risk and Crop Insurance: The Case of China. (2010). Cao, Ji ; Odening, Martin . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-053.

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6
2008A semiparametric factor model for electricity forward curve dynamics. (2008). Borak, Szymon . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2008-050.

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6
2009Inflation and Growth: New Evidence From a Dynamic Panel Threshold Analysis. (2009). Bick, Alexander ; Kremer, Stephanie ; Nautz, Dieter . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2009-036.

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6
2012Forecast based Pricing of Weather Derivatives. (2012). , BrendaLopez-Cabrera ; Hardle, Wolfgang Karl ; Lopez-Cabrera, Brenda . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-027.

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6
2013Decomposing Risk in Dynamic Stochastic General Equilibrium. (2013). Meyer-Gohde, Alexander . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2013-022.

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5
2012A Donsker Theorem for Lévy Measures. (2012). Rei, Markus ; Nickl, Richard . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-003.

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5
2014The composition of government spending and the multiplier at the Zero Lower Bound. (2014). Roulleau-Pasdeloup, Jordan ; Albertini, Julien . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-017.

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5
2009Regulation and Investment in Network Industries: Evidence from European Telecoms. (2009). Roller, Lars-Hendrik ; Grajek, Micha . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2009-039.

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5
2005Duality theory for optimal investments under model uncertainty. (2005). Wu, Ching-Tang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-025.

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5
2010On Securitization, Market Completion and Equilibrium Risk Transfer. (2010). Reis, Gonalo Dos ; Horst, Ulrich ; Pirvu, Traian A.. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-010.

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5
2009The Market Impact of a Limit Order. (2009). Hautsch, Nikolaus ; Huang, Ruihong . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2009-051.

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5
2010Nonparametric Regression with Nonparametrically Generated Covariates. (2010). Rothe, Christoph ; Schienle, Melanie ; Mammen, Enno . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-059.

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5
2007Does International Outsourcing Depress Union Wages?. (2007). . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2007-033.

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5
2011Unwillingness to Pay for Privacy: A Field Experiment. (2011). Beresford, Alastair R. ; Preibusch, Soren ; Kubler, Dorothea . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-010.

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4
2007Telling the Truth May Not Pay Off: An Empirical Study of Centralised University Admissions in Germany. (2007). Kubler, Dorothea . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2007-070.

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4
2012Hierarchical Archimedean Copulae: The HAC Package. (2012). . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-036.

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4
2011A Network Model of Financial System Resilience. (2011). Anand, Kartik ; Kapadia, Sujit ; Brennan, Simon ; Gai, Prasanna ; Willison, Matthew . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-051.

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4
2013A Transfer Mechanism for a Monetary Union. (2013). Engler, Philipp ; Voigts, Simon . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2013-013.

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4
2007Why Votes Have a Value. (2007). Kubler, Dorothea ; Mechtenberg, Lydia ; Maug, Ernst . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2007-068.

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4
2012Local Adaptive Multiplicative Error Models for High-Frequency Forecasts. (2012). Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-031.

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4
2010Payroll Taxes, Social Insurance and Business Cycles. (2010). Weder, Mark ; Burda, Michael C. ; MichaelC. Burda, . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-042.

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4
2012Financial Network Systemic Risk Contributions. (2012). . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-053.

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4
2006Convenience Yields for CO2 Emission Allowance Futures Contracts. (2006). Truck, Stefan ; Hardle, Wolfgang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2006-076.

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4
2011The Labor Share: A Review of Theory and Evidence. (2011). . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-069.

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4
2014Fiscal Devaluation in a Monetary Union. (2014). Ganelli, Giovanni ; Voigts, Simon . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-011.

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4
2008Value-at-Risk and Expected Shortfall when there is long range dependence.. (2008). Hardle, Wolfgang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2008-006.

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4
2007Volatility and Causality in Asia Pacific Financial Markets. (2007). . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2007-004.

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4
2011Semiparametric Estimation with Generated Covariates. (2011). Mammen, Enno . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-064.

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3

Citing documents used to compute impact factor 67:

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2014Distinguishing the components of household financial wealth: the impact of liabilities on assets in Euro Area countries. (2014). Kukk, Merike . In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2014-2.

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2014Matrix Box-Cox Models for Multivariate Realized Volatility. (2014). Weigand, Roland . In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. RePEc:bay:rdwiwi:29687.

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2014Stale forward guidance. (2014). Nautz, Dieter ; Detmers, Gunda-Alexandra . In: Economics Letters. RePEc:eee:ecolet:v:124:y:2014:i:3:p:358-361.

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2014Functional stable limit theorems for efficient spectral covolatility estimators. (2014). Bibinger, Markus ; Altmeyer, Randolf . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-005.

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2014Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading. (2014). Hounyo, Ulrich . In: CREATES Research Papers. RePEc:aah:create:2014-35.

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2014ECB monetary policy surprises: identification through cojumps in interest rates. (2014). Winkelmann, Lars ; Linzert, Tobias ; Bibinger, Markus . In: Working Paper Series. RePEc:ecb:ecbwps:20141674.

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2014Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence. (2014). Bibinger, Markus ; Malec, Peter ; Hautsch, Nikolaus ; Reiss, Markus . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-055.

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2014Estimating the spot covariation of asset prices: Statistical theory and empirical evidence. (2014). Bibinger, Markus ; Malec, Peter ; Hautsch, Nikolaus ; Reiss, Markus . In: CFS Working Paper Series. RePEc:zbw:cfswop:477.

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2014Financial sector-output dynamics in the euro area: Non-linearities reconsidered. (2014). Schleer, Frauke ; Semmler, Willi . In: ZEW Discussion Papers. RePEc:zbw:zewdip:13068r.

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2014Financial Stress, Sovereign Debt and Economic Activity in Industrialized Countries: Evidence from Dynamic Threshold Regressions. (2014). Proao, Christian R. ; Semmler, Willi ; Schoder, Christian . In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp167.

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2014Financial stress, sovereign debt and economic activity in industrialized countries: Evidence from dynamic threshold regressions. (2014). Proao, Christian R. ; Semmler, Willi ; Schoder, Christian . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:45:y:2014:i:c:p:17-37.

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2014Financial Sector and Output Dynamics in the Euro Area: Non-linearities Reconsidered. (2014). Schleer, Frauke ; Semmler, Willi . In: SCEPA working paper series. SCEPA's main areas of research are macroeconomic policy, inequality and poverty, and globalization.. RePEc:epa:cepawp:2014-5.

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2014International transmission and business-cycle effects of financial stress. (2014). van Roye, Bjorn ; Dovern, Jonas . In: Journal of Financial Stability. RePEc:eee:finsta:v:13:y:2014:i:c:p:1-17.

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2014Overleveraging, financial fragility and the banking-macro link: Theory and empirical evidence. (2014). Mittnik, Stefan ; Semmler, Willi . In: ZEW Discussion Papers. RePEc:zbw:zewdip:14110.

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2014On the Relationship between Financial Instability and Economic Performance: Stressing the Business of Nonlinear Modelling. (2014). Ubilava, David . In: 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota. RePEc:ags:aaea14:170222.

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2014Financial Sector and Output Dynamics in the Euro Area: Non-linearities Reconsidered. (2014). Schleer, Frauke ; Semmler, Willi . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100578.

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2014Date Stamping Historical Oil Price Bubbles: 1876-2014. (2014). Caspi, Itamar ; Katzke, Nico . In: Working Papers. RePEc:pre:wpaper:201445.

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2014Date stamping historical oil price bubbles: 1876 - 2014. (2014). Caspi, Itamar ; Gupta, Rangan . In: Working Papers. RePEc:ipg:wpaper:2014-586.

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2014Date stamping historical oil price bubbles: 1876 - 2014. (2014). Caspi, Itamar ; Gupta, Rangan ; Katzke, Nico . In: Working Papers. RePEc:sza:wpaper:wpapers225.

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2014Rtadf: Testing for Bubbles with EViews. (2014). . In: MPRA Paper. RePEc:pra:mprapa:58791.

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2014Regime shifts and the Canada/US exchange rate in a multivariate framework. (2014). Beckmann, Joscha . In: Economics Letters. RePEc:eee:ecolet:v:123:y:2014:i:2:p:206-211.

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2014Fiscal integration in the Eurozone: economic effects of two key scenarios. (2014). Fuest, Clemens ; Dolls, Mathias ; NEUMANN, Dirk . In: EUROMOD Working Papers. RePEc:ese:emodwp:em1-14.

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2014An Unemployment Insurance Scheme for the Euro Area. (2014). Peichl, Andreas ; Dolls, Mathias ; NEUMANN, Dirk ; Fuest, Clemens . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100572.

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2014Systemic risk spillovers in the European banking and sovereign network. (2014). Betz, Frank ; Peltonen, Tuomas A. ; Hautsch, Nikolaus ; Schienle, Melanie . In: CFS Working Paper Series. RePEc:zbw:cfswop:467.

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2014Safe Havens, Feedback Loops, and Shock Propagation in Global Asset Prices. (2014). Ohnsorge, Franziska ; Zhang, Yuanyan Sophia ; Wolski, Marcin . In: IMF Working Papers. RePEc:imf:imfwpa:14/81.

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2014Measuring agents’ reaction to private and public information in games with strategic complementarities. (2014). Cornand, Camille ; Heinemann, Frank . In: Experimental Economics. RePEc:kap:expeco:v:17:y:2014:i:1:p:61-77.

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2014Revisiting carbon Kuznets curves with endogenous breaks modeling: Evidence of decoupling and saturation (but few inverted-Us) for individual OECD countries. (2014). Liddle, Brantley ; Messinis, George . In: MPRA Paper. RePEc:pra:mprapa:59566.

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2014Confidence Bands for Impulse Responses: Bonferroni versus Wald. (2014). Staszewska-Bystrova, Anna ; Winker, Peter ; Luetkepohl, Helmut . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4634.

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2014Business cycle implications of mortgage spreads. (2014). . In: Journal of Monetary Economics. RePEc:eee:moneco:v:67:y:2014:i:c:p:62-77.

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2014Confidence Bands for Impulse Responses: Bonferroni versus Wald. (2014). Staszewska-Bystrova, Anna ; Winker, Peter ; Helmut, Lutkepohl . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100597.

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2014Joint Confidence Sets for Structural Impulse Responses. (2014). Inoue, Atsushi . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9892.

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2014Sovereign Defaults, Bank Runs, and Contagion. (2014). Schempp, Paul ; Luck, Stephan . In: Working Paper Series of the Max Planck Institute for Research on Collective Goods. RePEc:mpg:wpaper:2014_15.

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2014Risk Matters: A Comment. (2014). Born, Benjamin . In: Dynare Working Papers. RePEc:cpm:dynare:039.

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2014Identification of DSGE Models - the Effect of Higher-Order Approximation and Pruning. (2014). . In: CQE Working Papers. RePEc:cqe:wpaper:3314.

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2014A theory of pruning. (2014). Lombardo, Giovanni ; Uhlig, Harald . In: Working Paper Series. RePEc:ecb:ecbwps:20141696.

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2014Risk Matters: The Real Effects of Volatility Shocks: Comment. (2014). Pfeifer, Johannes . In: American Economic Review. RePEc:aea:aecrev:v:104:y:2014:i:12:p:4231-39.

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2014Decomposing Risk in Dynamic Stochastic General Equilibrium. (2014). Meyer-Gohde, Alexander ; Lan, Hong . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100523.

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2014Multi-jumps. (2014). Kolokolov, Aleksey ; Reno, Roberto ; Caporin, Massimiliano . In: MPRA Paper. RePEc:pra:mprapa:58175.

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2014Risky Linear Approximations. (2014). Meyer-Gohde, Alexander . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-034.

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2014Additive Kernel Estimates of Returns to Schooling. (2014). Henderson, Daniel J.. In: IZA Discussion Papers. RePEc:iza:izadps:dp8736.

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2014Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence?. (2014). Jung, R. C. ; Maderitsch, R.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:47:y:2014:i:c:p:331-342.

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2014Optimal deterrence of illegal behavior under imperfect corporate governance. (2014). van Damme, E. E. C., . In: Discussion Paper. RePEc:tiu:tiucen:e037f38f-8c76-402a-bbaa-6bdfd8609532.

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2014The signaling effect of tax rates under fiscal competition: A (Shannonian) transfer entropy approach. (2014). Dima, Bogdan ; Barna, Flavia . In: Economic Modelling. RePEc:eee:ecmode:v:42:y:2014:i:c:p:373-381.

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2014Natural resources, demand for external finance and financial development. (2014). Hattendorff, Christian . In: Discussion Papers. RePEc:zbw:fubsbe:201433.

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2014Measuring and testing for the systemically important financial institutions. (2014). Castro, Carlos ; Ferrari, Stijn . In: Journal of Empirical Finance. RePEc:eee:empfin:v:25:y:2014:i:c:p:1-14.

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2014Country and industry convergence of equity markets: International evidence from club convergence and clustering. (2014). Christou, Christina ; Apergis, Nicholas . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:36-58.

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2014India’s CO2 emission pathways to 2050: What role can renewables play?. (2014). Gambhir, Ajay ; ANANDARAJAH, GABRIAL . In: Applied Energy. RePEc:eee:appene:v:131:y:2014:i:c:p:79-86.

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2014Local determinants of crime. (2014). Paloyo, Alfredo ; Vorell, Matthias ; Vance, Colin . In: Demographic Research. RePEc:dem:demres:v:31:y:2014:i:21.

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2014Spillover Effects in Local Labor Markets: Evidence from Mass Layoffs. (2014). Gathmann, Christina ; Schonberg, Uta ; Helm, Ines . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100378.

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2014Desempleo y ocupación en las ciudades colombianas. Un ejercicio con datos panel. (2014). Cesar Augusto MERCHAN HERNANDEZ, . In: ARCHIVOS DE ECONOMÍA. RePEc:col:000118:011212.

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2014Heterogeneous determinants of local unemployment in Poland. (2014). Rzoca, Andrzej ; Cikowicz, Piotr ; Kowalczuk, Micha . In: MPRA Paper. RePEc:pra:mprapa:56858.

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2014A consistent two-factor model for pricing temperature derivatives. (2014). Groll, Andreas ; Meyer-Brandis, Thilo ; Lopez-Cabrera, Brenda . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-006.

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2014Investment portfolio risk modelling based on hierarchical copulas. (2014). Penikas, Henry . In: Applied Econometrics. RePEc:ris:apltrx:0242.

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2014Is Government Involvement Really Necessary: Implications for Systemic Risk and Crop Reinsurance Contracts. (2014). Hayes, Dermot ; Feng, Xiaoguang . In: 2014 AAEA: Crop Insurance and the 2014 Farm Bill Symposium: Implementing Change in U.S. Agricultural Policy, October 8-9, Louisville, KY. RePEc:ags:aaeacj:184241.

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2014What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors. (2014). Hammoudeh, Shawkat . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:418-440.

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2014Chasing volatility - A persistent multiplicative error model with jumps. (2014). Rossi, Eduardo ; de Magistris, Paolo Santucci . In: CREATES Research Papers. RePEc:aah:create:2014-29.

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2014Adaptive Order Flow Forecasting with Multiplicative Error Models. (2014). Ting, Christopher Hian-Ann ; Hrdle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-035.

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2014Localising Forward Intensities for Multiperiod Corporate Default. (2014). Prastyo, Dedy Dwi ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-040.

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2014Inference on the Lévy measure in case of noisy observations. (2014). Vetter, Mathias . In: Statistics & Probability Letters. RePEc:eee:stapro:v:87:y:2014:i:c:p:125-133.

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2014On infinitely divisible distributions with polynomially decaying characteristic functions. (2014). Trabs, Mathias . In: Statistics & Probability Letters. RePEc:eee:stapro:v:94:y:2014:i:c:p:56-62.

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2014Influencia de los precios de los metales y el mercado internacional en el riesgo bursátil peruano. (2014). Del Carpio, Carlos ; Abbara, Omar ; Villarreal, Fernanda . In: Working Papers. RePEc:rbp:wpaper:2014-023.

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2014TENET: Tail-Event driven NETwork risk. (2014). Sirotko-Sibirskaya, Natalia ; Hardle, Wolfgang Karl ; Wang, Weining . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-066.

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2014Health Status and the Allocation of Time: Cross-Country Evidence from Europe. (2014). Gimenez-Nadal, Ignacio J. ; Molina, Jose Alberto . In: IZA Discussion Papers. RePEc:iza:izadps:dp8634.

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2014Accounting in Agriculture: Disclosure practices of listed firms. (2014). Lopes, Patricia ; Gonalves, Rute . In: FEP Working Papers. RePEc:por:fepwps:530.

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2014Implications of IFRS Adoption on Balance-Sheet vs Income Statement Figures. (2014). BURCA, Valentin . In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2014:i:3:p:33-42.

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2014Solvability of perturbation solutions in DSGE models. (2014). Meyer-Gohde, Alexander . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:45:y:2014:i:c:p:366-388.

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2014“Every move you make, every step you take, I’ll be watching you” – the quest for hidden orders in the interbank FX spot market. (2014). Bie-Barkowska, Katarzyna . In: Bank i Kredyt. RePEc:nbp:nbpbik:v:45:y:2014:i:3:p:197-224.

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Cites in year: CiY

Recent citations received in: 2014

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YearTitleSee
2014Pricing Heterogeneous Goods under Ex Post Private Information. (2014). Herbst, Holger . In: Bonn Econ Discussion Papers. RePEc:bon:bonedp:bgse01_2015.

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2014A Theory of Wage Adjustment under Loss Aversion. (2014). Snower, Dennis J.. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10288.

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2014Joint Confidence Sets for Structural Impulse Responses. (2014). Inoue, Atsushi . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9892.

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2014Are There Bubbles in Stock Prices?: Testing for Fundamental Shocks. (2014). Velinov, Anton ; Chen, Wenjuan . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1375.

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2014A new strategic plan for a carbon tax. (2014). Stram, Bruce Nels . In: Energy Policy. RePEc:eee:enepol:v:73:y:2014:i:c:p:519-523.

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2014Fiscal Multipliers at the Zero Lower Bound: The Role of Policy Inertia. (2014). Nakata, Taisuke ; Hills, Timothy S.. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-107.

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2014Unemployment benefits extensions at the zero lower bound on nominal interest rate. (2014). Albertini, Julien . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-019.

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2014Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach. (2014). Cabrera, Brenda Lopez ; Schulz, Franziska . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-030.

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2014A Theory of Wage Adjustment under Loss Aversion. (2014). Snower, Dennis J. ; Ahrens, Steffen . In: IZA Discussion Papers. RePEc:iza:izadps:dp8699.

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2014Public Investment, Time to Build, and the Zero Lower Bound. (2014). Bouakez, Hafedh ; Guillard, Michel ; Roulleau-Pasdeloup, Jordan . In: Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP). RePEc:lau:crdeep:14.06.

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2014Joint Confidence Sets for Structural Impulse Responses. (2014). Inoue, Atsushi . In: Departmental Working Papers. RePEc:smu:ecowpa:1401.

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2014Does the Composition of Government Expenditure Matter for Long-run GDP Levels?. (2014). Sanz, Ismael ; Kneller, Richard ; Gemmell, Norman . In: Working Paper Series. RePEc:vuw:vuwcpf:3516.

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2014German labor market and fiscal reforms 1999 to 2008: Can they be blamed for intra-Euro Area imbalances?. (2014). Gadatsch, Niklas ; Stahler, Nikolai . In: Working Papers. RePEc:zbw:svrwwp:052014.

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Recent citations received in: 2013

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YearTitleSee
2013Nets: Network Estimation for Time Series. (2013). Barigozzi, Matteo . In: Working Papers. RePEc:bge:wpaper:723.

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2013Solving DSGE models with a nonlinear moving average. (2013). Meyer-Gohde, Alexander ; Lan, Hong . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:37:y:2013:i:12:p:2643-2667.

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2013Pricing Rainfall Derivatives at the CME. (2013). Cabrera, Brenda Lopez ; Ritter, Matthias ; Odening, Martin . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2013-005.

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2013Econometrics of co-jumps in high-frequency data with noise. (2013). Winkelmann, Lars ; Bibinger, Markus . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2013-021.

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2013Assortative matching through signals. (2013). . In: 2013 Papers. RePEc:jmp:jm2013:ppo178.

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2013Modified Scheffé’s Prediction Bands. (2013). Staszewska-Bystrova, Anna . In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:233:y:2013:i:5-6:p:680-690.

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2013Uncertainty shocks, banking frictions, and economic activity. (2013). van Roye, Bjorn ; Bonciani, Dario . In: Kiel Working Papers. RePEc:kie:kieliw:1843.

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2013International transmission of financial stress: evidence from a GVAR. (2013). van Roye, Bjorn ; Dovern, Jonas . In: Kiel Working Papers. RePEc:kie:kieliw:1844.

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2013Nets: Network estimation for time series. (2013). Brownlees, Christian T. ; Barigozzi, Matteo . In: Economics Working Papers. RePEc:upf:upfgen:1391.

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2013Financial network systemic risk contributions. (2013). Schaumburg, Julia ; Hautsch, Nikolaus . In: CFS Working Paper Series. RePEc:zbw:cfswop:201320.

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2013How many factors and shocks cause financial stress?. (2013). Kappler, Marcus . In: ZEW Discussion Papers. RePEc:zbw:zewdip:13100.

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2013Fiscal integration in the eurozone: Economic effects of two key scenarios. (2013). Peichl, Andreas ; Dolls, Mathias ; NEUMANN, Dirk ; Fuest, Clemens . In: ZEW Discussion Papers. RePEc:zbw:zewdip:13106.

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[Citation Analysis]

Recent citations received in: 2012

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YearTitleSee
2012Existence and Uniqueness of Perturbation Solutions in DSGE Models. (2012). Meyer-Gohde, Alexander ; Lan, Hong . In: Dynare Working Papers. RePEc:cpm:dynare:014.

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2012Quantile Regression in Risk Calibration. (2012). Chao, Shih-Kang ; Hardle, Wolfgang Karl ; Wang, Weining . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-006.

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2012Intended and unintended consequences of mandatory IFRS adoption: A review of extant evidence and suggestions for future research. (2012). Hitz, Jorg-Markus ; Bruggemann, Ulf . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-011.

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2012Simultaneous test procedures in terms of p-value copulae. (2012). Gierl, Jakob . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-049.

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2012Moral Hazard in Hierarchies and Soft Information. (2012). . In: TSE Working Papers. RePEc:tse:wpaper:26384.

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2012Pre-Trade Transparency and Informed Trading an Experimental Approach to Hidden Liquidity. (2012). Gozluklu, Arie E.. In: Working Papers. RePEc:wbs:wpaper:wpn12-05.

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[Citation Analysis]

Recent citations received in: 2011

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YearTitleSee
2011Dynamic Large Spatial Covariance Matrix Estimation in Application to Semiparametric Model Construction via Variable Clustering: the SCE approach. (2011). Song, Song . In: Papers. RePEc:arx:papers:1106.3921.

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2011A Behavioural Analysis of Online Privacy and Security. (2011). . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1147.

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2011Anmerkungen zum Target2-Streit. (2011). Homburg, Stefan . In: Ifo Schnelldienst. RePEc:ces:ifosdt:v:64:y:2011:i:16:p:46-50.

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[Citation Analysis]
2011Weitere Anmerkungen zur Debatte um Target2 während der Finanzkrise. (2011). Philipp, Konig ; Bindseil, Ulrich ; Cour-Thiman, Philippine . In: Ifo Schnelldienst. RePEc:ces:ifosdt:v:64:y:2011:i:16:p:79-86.

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2011TARGET2 Unlimited: Monetary Policy Implications of Asymmetric Liquidity Management within the Euro Area. (2011). Loffler, Axel ; Abad, Jose M. ; Zemanek, Holger . In: CEPS Papers. RePEc:eps:cepswp:5904.

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2011Achieving maximum long-term growth. (2011). Trichet, Jean-Claude . In: Proceedings - Economic Policy Symposium - Jackson Hole. RePEc:fip:fedkpr:y:2011:p:427-449.

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2011A strategic mediator who is biased into the same direction as the expert can improve information transmission. (2011). Munster, Johannes ; Mechtenberg, Lydia . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-012.

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2011Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity. (2011). Osipenko, Maria ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-013.

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2011The Law of Attraction: Bilateral Search and Horizontal Heterogeneity. (2011). Hofmann, Dirk ; Qari, Salmai . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-017.

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2011How Computational Statistics Became the Backbone of Modern Data Science. (2011). Gentle, James E. ; Mori, Yuichi ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-020.

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2011How do Unusual Working Schedules Affect Social Life?. (2011). . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-025.

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2011Compensation of Unusual Working Schedules. (2011). . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-026.

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2011Estimation of the characteristics of a Lévy process observed at arbitrary frequency. (2011). Kappus, Johanna ; Rei, Markus . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-027.

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2011Pointwise adaptive estimation for quantile regression. (2011). Cuenod, Charles A. ; Rozenholc, Yves ; Rei, Markus . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-029.

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2011Asymptotics of Asynchronicity. (2011). Bibinger, Markus . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-033.

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2011An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory. (2011). Bibinger, Markus . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-034.

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2011The economics of TARGET2 balances. (2011). Konig, Philipp Johann ; Bindseil, Ulrich . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-035.

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2011Pollution permits, Strategic Trading and Dynamic Technology Adoption. (2011). Taschini, Luca ; Moreno-Bromberg, Santiago . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-042.

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2011CRRA Utility Maximization under Risk Constraints. (2011). Reveillac, Anthony ; Pirvu, Traian A. ; Moreno-Bromberg, Santiago . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-043.

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2011Bayesian Networks and Sex-related Homicides. (2011). Tausendteufel, Helmut ; Hardle, Wolfgang K. ; Stahlschmidt, Stephan . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-045.

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2011The Regulation of Interdependent Markets. (2011). Scarpa, Carlo ; Fiocco, Raffaele . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-046.

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2011Bargaining and Collusion in a Regulatory Model. (2011). Fiocco, Raffaele . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-047.

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2011Monetary Policy, Determinacy, and the Natural Rate Hypothesis. (2011). Meyer-Gohde, Alexander . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-049.

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2011Rollover risk, network structure and systemic financial crises. (2011). Anand, Kartik ; Gai, Prasanna ; Marsili, Matteo . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-052.

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2011When to Cross the Spread: Curve Following with Singular Control. (2011). Naujokat, Felix ; Horst, Ulrich . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-053.

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2011TVICA - Time Varying Independent Component Analysis and Its Application to Financial Data. (2011). Chen, Ray-Bing ; Hardle, Wolfgang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-054.

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2011Pricing Chinese rain: a multi-site multi-period equilibrium pricing model for rainfall derivatives. (2011). Osipenko, Maria ; Hardle, Wolfgang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-055.

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2011Limit Order Flow, Market Impact and Optimal Order Sizes: Evidence from NASDAQ TotalView-ITCH Data. (2011). . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-056.

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2011Optimal Display of Iceberg Orders. (2011). Cebiroglu, Gokhan ; Horst, Ulrich . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-057.

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2011Optimal liquidation in dark pools. (2011). Cebiroglu, Gokhan ; Horst, Ulrich . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-058.

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2011On heterogeneous latent class models with applications to the analysis of rating scores. (2011). Bertrand, Aurelie ; Hafner, Christian M.. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-062.

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2011Multivariate Volatility Modeling of Electricity Futures. (2011). Hafner, Christian M. ; Pierret, Diane . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-063.

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2011Semiparametric Estimation with Generated Covariates. (2011). Mammen, Enno . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-064.

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2011Linking corporate reputation and shareholder value using the publication of reputation rankings. (2011). Hildebrandt, Lutz ; Tischer, Sven . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-065.

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2011Monitoring, Information Technology and the Labor Share. (2011). . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-066.

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2011Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators. (2011). Mainberger, Christoph ; Kupper, Michael ; Heyne, Gregor . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-067.

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2011The Labor Share: A Review of Theory and Evidence. (2011). . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-069.

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2011Econometric analysis of volatile art markets. (2011). Hafner, Christian M. ; Fabian Y. R. P. Bocart, . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-071.

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2011Financial Network Systemic Risk Contributions. (2011). Schaumburg, Julia . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-072.

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2011Continuous Equilibrium under Base Preferences and Attainable Initial Endowments. (2011). Macrina, Andrea ; Horst, Ulrich ; Kupper, Michael ; Mainberger, Christoph . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-082.

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2011Equilibrium Pricing in Incomplete Markets under Translation Invariant Preferences. (2011). Kupper, Michael ; Horst, Ulrich ; Pirvu, Traian A. ; Cheridito, Patrick . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-083.

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2011Competition and regulation in a differentiated good market. (2011). Fiocco, Raffaele . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-084.

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2011Risk Patterns and Correlated Brain Activities. Multidimensional statistical analysis of fMRI data with application to risk patterns. (2011). Myikova, Alena ; Hardle, Wolfgang K. ; Song, Song ; Majer, Piotr ; Peter N. C. Mohr, ; Rei, Markus ; Bibinger, Markus ; Heekeren, Hauke R.. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-085.

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2011Aggregate Hours Worked in OECD Countries: New Measurement and Implications for Business Cycles. (2011). Raffo, Andrea . In: NBER Working Papers. RePEc:nbr:nberwo:17420.

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2011TARGET2 Unlimited: Monetary Policy Implications of Asymmetric Liquidity Management within the Euro Area. (2011). Loeffler, Axel ; Abad, Jose M. In: MPRA Paper. RePEc:pra:mprapa:31937.

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2011Niurong as the target for NGDP targeting: Mario Draghis nightmare?. (2011). Belgodere, Antoine . In: MPRA Paper. RePEc:pra:mprapa:34871.

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