Number
|
Authors
|
Title
|
Links
|
|
2006-19
|
Hans-Werner Wohltmann, Roland Winkler
|
Anticipated Raw Materials Price Shocks and Monetary Policy Response - A New Keynesian Approach |
Abstract |
Full
Text |
RePEc |
- |
|
2006-18
|
Harald Tauchmann, Silja Göhlmann, Till Requate, Christoph M. Schmidt
|
Tobacco and Alcohol: Complements or Substitutes? A Statistical Guinea Pig Approach |
Abstract |
Full
Text |
RePEc |
- |
|
2006-17
|
Thomas Lux
|
The Markov-Switching Multifractal Model of Asset Returns: GMM Estimation and Linear Forecasting of Volatility (A revised version of EWP 2004-11) |
Abstract |
Full
Text |
RePEc |
Journal of Business and Economic Statistics |
|
2006-16
|
Simone Alfarano, Thomas Lux, Friedrich Wagner
|
Time-Variation of Higher Moments in a Financial Market with Heterogeneous Agents: An Analytical Approach (A revised version of EWP 2005-14) |
Abstract |
Full
Text |
RePEc |
Journal of Economic Dynamics and Control |
|
2006-15
|
Eleni Samanidou, Elmar Zschischang, Dietrich Stauffer, Thomas Lux
|
Microscopic Models of Financial Markets |
Abstract |
Full
Text |
RePEc |
- |
|
2006-14
|
Markus Demary
|
Transaction Taxes, Traders’ Behavior and Exchange Rate Risks |
Abstract |
Full
Text |
RePEc |
- |
|
2006-13
|
Thomas Lux, Taisei Kaizoji
|
Forecasting Volatility and Volume in the Tokyo Stock Market: Long Memory, Fractality and Regime Switching (A revised version of EWP 2004-05) |
Abstract |
Full
Text |
RePEc |
Journal of Economic Dynamics and Control |
|
2006-12
|
Thomas Lux
|
Financial Power Laws: Empirical Evidence, Models, and Mechanism |
Abstract |
Full
Text |
RePEc |
- |
|
2006-11
|
Simone Alfarano, Thomas Lux
|
A Minimal Noise Trader Model with Realistic Time Series Properties (A revised version of EWP 2003-15) |
Abstract |
Full
Text |
RePEc |
Long Memory in Economics |
|
2006-10
|
Michael H. Birnbaum, Ulrich Schmidt
|
Empirical Tests of Intransitivity Predicted by Models of Risky Choice |
Abstract |
Full
Text |
RePEc |
- |
|
2006-09
|
Ulrich Schmidt, Stefan Traub
|
An Experimental Investigation of the Disparity between WTA and WTP for Lotteries |
Abstract |
Full
Text |
RePEc |
Theory and Decision |
|
2006-08
|
Andrea Morone, Ulrich Schmidt
|
An Experimental Investigation of Alternatives to Expected Utility Using Pricing Data |
Abstract |
Full
Text |
RePEc |
Economics Bulletin |
|
2006-07
|
Helmut Herwartz, Fang Xu
|
Reviewing the sustainability/stationarity of current account imbalances with tests for bounded integration |
Abstract |
Full
Text |
RePEc |
Manchester School |
|
2006-06
|
Helmut Herwartz, Fang Xu
|
Panel data model comparison for empirical saving-investment relations |
Abstract |
Full
Text |
RePEc |
Applied Economics Letters |
|
2006-05
|
Roman Liesenfeld, Jean-François Richard
|
Improving MCMC Using Efficient Importance Sampling |
Abstract |
Full
Text |
RePEc |
Computational Statistics and Data Analysis |
|
2006-04
|
Helmut Herwartz, Hans-Eggert Reimers
|
Modelling the Fisher hypothesis: World wide evidence |
Abstract |
Full
Text |
RePEc |
- |
|
2006-03
|
Stefan Traub
|
The Provision of Local Public Services in a Risky Environment: An Application to Crime |
Abstract |
Full
Text |
RePEc |
- |
|
2006-02
|
Christian Aßmann, Jens Hogrefe, Roman Liesenfeld
|
The Decline in German Output Volatility: A Bayesian Analysis |
Abstract |
Full
Text |
RePEc |
Empirical Economics |
|
2006-01
|
Horst Raff, Michael Ryan, Frank Stähler
|
Asset Ownership and Foreign-Market Entry |
Abstract |
Full
Text |
RePEc |
- |
