Access Statistics for Christian Pierdzioch

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios 0 0 0 0 0 4 25 41
A Note on Investor Happiness and the Predictability of Realized Volatility of Gold 0 0 0 34 0 3 13 59
A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility 0 0 0 16 0 5 19 78
A Note on the International Coordination of Anti-Doping Policies 0 0 0 12 0 2 6 66
A note on forecasting emerging market exchange rates: Evidence of anti-herding 0 1 2 66 1 4 13 104
Animal Spirits, the Stock Market, and the Unemployment Rate: Some Evidence for German Data 0 0 0 99 0 0 9 273
Are female skins sold for a lower price? Evidence from the Fortnite game 0 1 1 11 0 4 13 135
Auswirkungen einer Importsteuer in den USA - Wer zahlt für die "Mauer"? 0 1 1 7 1 5 7 31
Brokers and business cycles: Does financial market volatility cause real fluctuations? 0 0 0 22 0 5 12 103
Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment 0 0 0 18 1 2 10 25
Business Cycle Fluctuations and International Financial Integration 0 0 0 248 1 5 11 705
Business Cycle Volatility in Germany 0 0 0 267 0 1 10 1,005
Business-cycle reports and the efficiency of macroeconomic forecasts for Germany 0 0 0 14 0 2 9 27
Capital Mobility and the Effectiveness of Fiscal Policy in Open Economies 0 0 0 267 0 1 17 902
Capital Mobility, Consumption Substitutability, and the Effectiveness of Monetary Policy in Open Economies 0 0 0 174 1 5 11 541
Climate Policy Uncertainty and Financial Stress: Evidence for China 0 0 0 12 2 6 24 61
Climate Risk and the Volatility of Agricultural Commodity Price Fluctuations: A Forecasting Experiment 0 0 0 0 0 5 20 111
Climate Risks and Forecastability of the Realized Volatility of Gold and Other Metal Prices 0 0 0 0 0 3 8 58
Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century 0 0 0 0 1 5 19 90
Climate Risks and Predictability of Commodity Returns and Volatility: Evidence from Over 750 Years of Data 0 1 1 43 0 3 14 65
Climate Risks and Real Gold Returns over 750 Years 0 0 0 14 0 4 15 27
Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates 0 0 0 20 1 6 25 123
Climate Risks and State-Level Stock-Market Realized Volatility 0 0 0 36 0 4 23 60
Climate Risks and Stock Market Volatility Over a Century in an Emerging Market Economy: The Case of South Africa 0 0 0 8 4 5 22 95
Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data 0 0 0 0 0 4 14 90
Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment 0 0 0 0 0 9 20 46
Climate Shocks and Wealth Inequality in the United Kingdom: Evidence from Monthly Data 0 0 0 0 0 2 8 28
Consumer preferences and the reliability of Euler equation tests of capital mobility: some simulation-based evidence 0 0 0 180 0 2 18 1,477
Credit Standards: A New Predictor of U.S. Stock Market Realized Volatility 0 11 14 14 2 15 22 22
Die "Marke" Olympia und die besondere Bedeutung von Vertrauenskriterien: Eine Geschichte von Markt, Macht und Moral 0 0 1 1 1 2 11 18
Die Sozialfigur des Ehrenamtlichen im Roten Kreuz - Ergebnisse einer vergleichenden empirischen Untersuchung 0 0 0 0 1 1 6 11
Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries 0 0 0 4 0 4 15 43
Do Economic Conditions of U.S. States Predict the Realized Volatility of Oil-Price Returns? A Quantile Machine-Learning Approach 0 0 0 0 0 4 12 54
Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs? 0 0 0 13 0 4 19 54
Do Shortages Forecast Aggregate and Sectoral U.S. Stock Market Realized Variance? Evidence from a Century of Data 0 0 5 8 0 7 43 56
Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis 0 0 0 17 0 4 15 167
Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach 0 0 0 49 0 4 18 117
Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model 0 0 0 50 1 3 14 110
Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 17 0 7 25 141
Drivers of Realized Volatility for South Africa (and the BRIC Countries): Fundamentals versus Sentiment 0 0 0 0 0 2 8 33
ESG Uncertainty and Forecasting Realized Volatility of Gold Returns: A Boosting Approach 0 0 0 0 3 8 36 59
Economic and Financial Crises and the Predictability of U.S. Stock Returns 0 0 0 141 0 1 17 444
Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data 0 0 0 11 0 4 20 57
El Nino and Forecastability of Oil-Price Realized Volatility 0 0 0 0 1 3 7 62
El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach 0 0 0 0 1 3 14 64
El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements 0 0 0 0 0 4 11 38
Exchange Rate Expectations Redux and Monetary Policy 0 0 0 173 0 4 10 812
Experimental Evidence on Forecaster (anti-) Herding in Sports Markets 0 0 0 15 0 3 15 55
Experimentelle Evidenz zur Wirkung der Teilnahme an E-Learning-Veranstaltungen auf den Klausurerfolg 0 1 1 21 0 2 9 94
Feedback Trading and Predictability of Stock Returns in Germany, 1880?1913 0 0 0 162 0 2 5 676
Financial Market Integration and Business Cycle Volatility in a Monetary Union 0 0 0 202 0 3 9 579
Financial Openness and Business Cycle Volatility 0 0 0 763 0 1 12 1,692
Financial Stress and Realized Volatility: The Case of Agricultural Commodities 0 0 0 4 1 7 14 29
Financial Uncertainty and Gold Market Volatility: Evidence from a GARCH-MIDAS Approach with Variable Selection 0 0 0 8 1 5 22 64
Financial market volatility and inflation uncertainty: An empirical investigation 0 0 1 42 1 4 12 285
Fixing im deutschen Fußball: Eine empirische Analyse mittels der Randomized-Response-Technik 0 0 0 19 0 2 5 98
Fluctuations of the Real Exchange Rate, Real Interest Rates, and the Dynamics of the Price of Gold in a Small Open Economy 0 0 0 55 1 4 8 109
Fly with the eagles or scratch with the chickens? Zum Herdenverhalten von Wechselkursprognostikern 0 1 1 47 2 12 32 631
For the love of football? Using economic models of volunteering to study the motives of German football referees 0 0 0 1 1 5 12 38
Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis? 0 0 0 20 0 2 10 96
Forecasting Changes of Economic Inequality: A Boosting Approach 0 0 0 25 0 2 9 109
Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention 0 0 0 10 1 10 33 55
Forecasting International Financial Stress: The Role of Climate Risks 0 0 0 17 0 3 10 62
Forecasting More than Three Centuries of Economic Growth of the United Kingdom: The Role of Climate Risks 0 0 0 0 0 2 8 42
Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility 0 0 0 0 0 1 6 60
Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks? 0 0 0 9 1 5 26 125
Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss 0 0 0 0 0 3 12 161
Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value? 0 0 0 32 1 13 30 74
Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty? 0 0 3 25 1 4 22 59
Forecasting Realized Volatility of Bitcoin Returns: Tail Events and Asymmetric Loss 0 0 0 0 0 3 13 170
Forecasting Realized Volatility of Bitcoin: The Role of the Trade War 0 0 0 54 2 11 36 152
Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis 0 0 0 11 0 1 20 67
Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks 0 0 0 5 1 3 17 49
Forecasting Stock-Market Tail Risk and Connectedness in Advanced Economies Over a Century: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios 0 0 0 0 0 4 13 79
Forecasting U.S. Housing Starts Under Asymmetric Loss 0 0 0 38 0 0 8 69
Forecasting U.S. Recessions Using Over 150 Years of Data: Stock-Market Moments versus Oil-Market Moments 0 0 0 12 1 5 16 35
Forecasting metal prices: Do forecasters herd? 0 1 2 75 0 3 9 136
Forecasting stock market volatility with macroeconomic variables in real time 0 0 0 342 0 2 17 1,105
Forecasting the Brazilian Real and the Mexican Peso: Asymmetric Loss, Forecast Rationality, and Forecaster Herding 0 0 1 90 2 3 16 367
Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023 0 0 0 1 1 3 9 16
Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function? 0 0 0 70 0 0 6 187
Forecasting the Realized Variance of Oil-Price Returns Using Machine-Learning: Is there a Role for U.S. State-Level Uncertainty? 0 0 0 0 0 0 11 43
Forecasting the Realized Variance of Oil-Price Returns: A Disaggregated Analysis of the Role of Uncertainty and Geopolitical Risk 0 0 0 0 1 8 14 48
Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter? 0 0 0 0 1 4 8 78
Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality 0 0 0 17 2 4 9 59
Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality 0 0 0 45 0 3 5 129
Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers 0 0 0 7 0 2 9 27
Gasoline Prices and Presidential Approval Ratings of the United States 0 0 0 6 5 25 70 99
Geldpolitik und vorausschauende Taylor-Regeln: Theorie und Empirie am Beispiel der Deutschen Bundesbank 0 1 1 417 1 5 9 1,495
Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data 0 0 0 5 3 8 35 91
German sports clubs' recruitment of executive board members 0 0 1 4 0 3 13 23
Gewalt und Gewaltbekämpfung im deutschen Fußball: Empirische Bestandsaufnahme und sozioökonomische Modellbildung 0 0 1 10 0 4 22 50
Globalisierung der Finanzmärkte: Freier Kapitalverkehr oder Tobin-Steuer? 0 0 0 64 0 5 10 531
Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach 0 0 0 27 1 4 18 93
Government Forecasts of Budget Balances Under Asymmetric Loss: International Evidence 0 0 0 27 0 6 13 73
Heteroeneous forecasters and nonlinear expectation formation in US stock market 0 0 0 65 0 1 7 96
Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market 0 0 0 17 0 1 10 53
Heterogeneous forecasters and nonlinear expectation formation in the US stock market 0 0 0 102 1 2 7 90
Home-Product Bias, Capital Mobility, and the Effects of Monetary Policy Shocks in Open Economies 0 0 0 106 0 7 14 382
House price forecasts in times of crisis: Do forecasters herd? 0 1 1 52 0 4 14 84
Housing starts in Canada, Japan, and the United States: Do forecasters herd? 0 1 1 33 1 5 11 135
Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data 0 0 0 54 0 3 8 75
Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data 0 0 0 21 0 1 8 72
Inflation and the Skewness of the Distribution of Relative Price Changes: Empirical Evidence for Germany 0 0 0 179 0 2 12 922
International Equity Flows and the Predictability of U.S. Stock Returns 0 0 0 53 0 1 5 217
Internet und die Bindung Ehrenamtlicher am Beispiel des Deutschen Roten Kreuzes 0 0 0 0 1 2 10 16
Investing in European Stock Markets for High-Technology Firms 0 0 0 72 0 3 12 311
Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning 0 0 0 24 0 7 19 81
Investor Happiness and Predictability of the Realized Volatility of Oil Price 0 0 0 21 0 3 17 47
Irreversibility, endogenous mean reversion, and the investment decision of a foreign firm 0 0 0 7 0 2 4 41
Keeping Up with the Joneses: Implications for the Welfare Effects of Monetary Policy in Open Economies 0 0 0 103 1 3 8 661
Komplexe Aktien- und Wechselkursdynamik in einem makroökonomischen Modell mit heterogener Erwartungsbildung 0 0 0 31 0 1 8 387
Krieg der Währungen 0 1 1 25 0 1 8 69
Law of one price: BigMac versus Fortnite - A note 0 1 1 7 1 3 9 34
Low Skill but High Volatility? 0 0 1 60 0 3 10 231
Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty 0 0 0 15 0 8 20 149
Match quality, crowding out, and crowding in: Empirical evidence for German sports clubs 0 0 1 2 0 1 16 25
Modeling the Presidential Approval Ratings of the United States using Machine-Learning: Does Climate Policy Uncertainty Matter? 0 0 0 8 0 6 28 50
Monetary Policy Rules and Oil Price Shocks 0 1 1 813 0 3 9 1,970
Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices 0 0 0 1 2 5 15 26
New Evidence of Anti-Herding of Oil-Price Forecasters 0 0 0 8 0 1 7 49
Noise Traders? Trigger Rates, FX Options, and Smiles 0 0 0 180 1 3 12 1,319
Noise Trading and the Effects of Monetary Policy Shocks on Nominal and Real Exchange Rates 0 0 0 216 0 4 15 620
Nonlinear Expectation Formation in the U.S. Stock Market 0 0 0 24 1 3 16 64
Nonlinear Links between Stock Returns and Exchange Rate Movements 0 0 0 134 1 4 12 438
Nonlinear expectation formation in the U.S. stock market: Empirical evidence from the Livingston survey 0 0 0 14 0 4 11 65
OPEC News and Jumps in the Oil Market 0 0 0 16 1 6 18 72
Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data 0 0 0 13 1 3 9 24
Oil price forecasting under asymmetric loss 0 1 1 59 0 5 8 119
Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data 0 0 0 15 2 4 12 47
Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data 0 0 0 26 0 3 13 96
Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data 0 0 0 23 2 7 18 81
On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test 0 0 0 12 1 5 13 98
On International Uncertainty Links: BART-Based Empirical Evidence for Canada 0 0 0 13 0 3 17 69
On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees 0 0 0 3 1 4 11 92
On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data 0 0 0 24 0 0 16 80
On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data 0 0 0 30 0 0 7 76
On the Hump-Shaped Output Effect of Monetary Policy in an Open Economy 0 0 0 138 0 3 15 856
On the Internal Consistency of Short-Term, Medium-Term, and Long-Term Oil Price Forecasts 0 0 0 5 1 5 21 71
On the Internal Consistency of Short-Term, Medium-Term, and Long-Term Oil Price Forecasts 0 0 0 0 0 1 6 47
On the Welfare Effects of Monetary Policy When Households Try to Keep Up with the Rest of the World 0 0 0 55 0 1 4 294
On the efficiency of German growth forecasts: An empirical analysis using quantile random forests 0 0 0 19 0 0 11 32
Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes 0 0 0 7 0 2 9 27
Politics and the Stock Market: Evidence from Germany 0 0 0 276 0 5 17 1,002
Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks 0 0 0 8 0 2 14 56
Predicting Recessions With Boosted Regression Trees 0 0 0 134 0 1 47 327
Predicting Recessions in Germany With Boosted Regression Trees 0 0 0 93 2 7 24 209
Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio 0 0 0 76 0 2 9 132
Productivity Shocks and Delayed Exchange-Rate Overshooting 0 0 0 205 0 0 8 693
Public goods, private consumption, and human-capital formation: On the economics of volunteer labour supply 0 0 0 1 0 1 10 27
Real-time forecasting and political stock market anomalies: evidence for the U.S 0 0 0 113 1 2 9 644
Real-time macroeconomic data and ex ante predictability of stock returns 0 0 0 109 0 2 20 580
Realized Stock Market Volatility of the United States: The Role of Employee Sentiment 0 0 0 1 0 1 12 33
Realized Stock-Market Volatility of the United States and the Presidential Approval Rating 0 0 0 0 0 2 11 30
Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests 0 0 0 26 0 4 23 110
Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data 0 0 0 39 0 9 27 97
Sources of Predictability of European Stock Markets for High-Technology Firms 0 0 0 100 1 4 6 335
Stock Market Bubbles and the Realized Volatility of Oil Price Returns 0 0 0 6 1 4 17 37
Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle 0 0 0 128 0 4 14 908
Stock Market Volatility and Multi-Scale Positive and Negative Bubbles 0 0 0 14 0 1 9 26
Taxing short-term capital flows - An option for transition economies? 0 0 0 12 0 3 15 103
Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries 0 0 0 9 0 1 8 149
The Accuracy of Press Reports Regarding the Foreign Exchange Interventions of the Bank of Japan 0 0 0 75 0 6 22 478
The Effectiveness of the FX Market Interventions of the Bundesbank During the Louvre Period: An Options-Based Analysis 0 0 0 114 1 3 12 727
The Effects of Japanese Foreign Exchange Market Interventions on the Yen/U.S. Dollar Exchange Rate Volatility 0 0 0 408 2 9 20 1,496
The Integration of Imperfect Financial Markets: Implications for Business Cycle Volatility 0 0 0 311 0 2 13 903
The LoP game: BigMac versus Fortnite 0 1 1 15 0 4 9 61
The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note 0 0 0 0 0 3 12 59
The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests 0 0 0 41 1 5 12 101
The effectiveness of the interventions of the Swiss National Bank: an event-study analysis 0 0 0 312 0 8 30 884
The influence of performance parameters on market value 1 1 2 10 2 10 19 53
The interventions of the European Central Bank: Effects, effectiveness, and policy implications 0 0 4 149 0 5 37 636
The value of waiting: Russia's integration into the international capital markets 0 0 0 35 0 2 10 180
Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality 0 0 0 6 0 4 7 49
Time-Varying Risk Aversion and Realized Gold Volatility 0 0 0 27 1 13 59 142
Time-Varying Risk Aversion and the Predictability of Bond Premia 0 0 0 28 0 2 10 71
Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning 0 0 0 38 0 5 21 103
Uncertainty and Forecasts of U.S. Recessions 0 0 0 104 1 5 21 231
Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note 0 0 0 9 0 2 8 61
Uncertainty, Spillovers, and Forecasts of the Realized Variance of Gold Returns 0 0 0 0 0 2 4 17
Underpricing and Index Excess Returns 0 0 0 61 1 5 9 267
Unternehmer im Dopingmarkt: Gendoping als neues Geschäftsfeld 0 0 0 0 0 0 4 15
Using forecasts to uncover the loss function of FOMC members 0 0 0 86 0 2 8 248
Volunteering, match quality, and internet use 0 0 0 1 0 3 10 22
Wer "verdient" was warum? Das Oaxaca/Blinder-Dekompositions-Verfahren zur Analyse des Gender Pay Gap 0 1 6 51 1 4 27 111
What can the ECB learn from Bundesbank interventions? Evidence on the link between exchange rate volatility and interventions 0 0 0 24 0 4 13 366
Why do referees end their careers and which factors determine the duration of a referee's career? 0 0 0 0 0 6 12 27
Wojna walutowa 0 1 1 15 0 5 9 52
Zivilgesellschaftliches Engagement im Lebenszyklus 0 0 1 1 0 0 2 9
Zum zeitlichen Umfang ehrenamtlichen Engagements in Sportvereinen – sozioökonomische Modellbildung und empirische Prüfung 0 0 0 18 0 1 5 84
Zur Evaluation wissenschaftlicher Publikationsleistungen in der Sportwissenschaft 0 0 0 1 0 1 5 13
Zur empirischen Prüfbarkeit des homo (socio-)oeconomicus anhand der Messung der Motive ehrenamtlichen Engagements in Sportvereinen 0 0 0 2 0 1 2 14
Zwischen Ermessensfreiheit und diskretionären Spielräumen: Die Finanzierung des bundesdeutschen Spitzensports – eine Wiederholungsstudie 0 0 0 17 0 1 6 73
Total Working Papers 1 29 60 11,084 89 731 2,793 43,263

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on Corruption and National Olympic Success 0 0 0 20 0 4 12 114
A Note on Forecasting Emerging Market Exchange Rates: Evidence of Anti-herding 0 0 0 4 0 1 4 45
A Note on Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function? 0 1 1 9 0 4 12 54
A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios 0 0 0 0 0 4 14 20
A Note on Forecasting the Rate of Change of the Price of Oil: Asymmetric Loss and Forecast Rationality 0 0 0 12 0 1 7 100
A Note on the International Coordination of Antidoping Policies 0 0 0 5 0 2 8 43
A boosting approach to forecasting gold and silver returns: economic and statistical forecast evaluation 0 0 0 6 1 5 15 38
A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss 0 0 0 17 0 5 14 73
A bootstrap test of the time-varying efficiency of German growth forecasts 0 0 0 0 0 3 5 6
A bootstrap-based efficiency test of growth and inflation forecasts for Germany 0 0 0 2 0 4 8 18
A machine‐learning analysis of the rationality of aggregate stock market forecasts 0 0 0 9 0 0 5 47
A note on decoupling, recoupling and speculative bubble: some empirical evidence for Latin America 0 0 1 4 0 2 6 52
A note on forecasting the prices of gold and silver: Asymmetric loss and forecast rationality 0 0 1 14 0 3 15 95
A note on investor happiness and the predictability of realized volatility of gold 0 0 0 5 0 1 10 30
A note on oil price shocks and the forecastability of gold realized volatility 0 0 0 0 0 2 13 20
A note on the anti-herding instinct of interest rate forecasters 0 0 0 17 0 1 9 84
A note on the directional accuracy of interest-rate forecasts 0 0 0 3 0 6 12 26
A quantile-boosting approach to forecasting gold returns 0 0 0 7 0 4 13 83
A quantile-regression test of economic models of volunteer labor supply 0 1 1 35 3 7 14 103
A real-time quantile-regression approach to forecasting gold returns under asymmetric loss 0 0 0 16 0 3 12 96
A test of the joint efficiency of macroeconomic forecasts using multivariate random forests 0 0 0 3 0 0 5 19
An analytical approximation of target zone exchange rate functions: the technique of collocation 0 0 0 11 1 2 6 92
Animal spirits, the stock market, and the unemployment rate: Some evidence for German data 0 1 1 33 0 8 19 114
Are Forfeitures of Olympic Medals Predictable? – A Test of the Efficiency of the International Anti-Doping System 0 0 0 22 0 5 12 72
Are female skins sold at a lower price? Evidence from the Fortnite game 0 0 0 2 0 4 8 32
Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees 0 0 0 15 0 3 10 76
Bedingungen und Auswirkungen direkter monetärer Subventionen in Sportvereinen 0 0 1 25 1 1 6 69
Book reviews 0 0 0 7 1 2 7 36
Book reviews 0 0 0 3 0 2 4 40
Business Cycle Volatility in Germany 0 0 0 53 0 4 8 254
Business Cycle Volatility in Germany 0 0 0 0 0 1 11 18
Business applications and state‐level stock market realized volatility: A forecasting experiment 0 0 0 3 0 7 25 36
Business-cycle fluctuations and international equity correlations 0 0 0 40 0 0 6 117
Business-cycle reports and the efficiency of macroeconomic forecasts for Germany 0 0 0 3 0 1 8 15
CLIMATE RISKS AND PREDICTABILITY OF COMMODITY RETURNS AND VOLATILITY: EVIDENCE FROM OVER 750 YEARS OF DATA 0 0 1 1 1 5 16 20
Capital Mobility, Consumption Substitutability and the Effects of Monetary Policy in Open Economies 0 0 0 0 0 1 5 11
Capital Mobility, Consumption Substitutability and the Effects of Monetary Policy in Open Economies 0 0 0 37 0 1 4 138
Capital mobility and labor market volatility 0 0 0 28 1 2 8 170
Capital mobility and the effectiveness of fiscal policy in open economies 0 0 0 37 0 4 11 166
Central banks’ inflation forecasts under asymmetric loss: Evidence from four Latin-American countries 0 0 1 20 0 2 9 61
Central banks’ interest rate projections and forecast coordination 0 0 0 21 0 1 4 92
Change of editorial assistant 0 0 0 7 1 2 12 46
Changes in the international comovement of stock returns and asymmetric macroeconomic shocks 0 0 0 102 1 4 15 299
Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century 0 0 0 3 0 3 14 29
Climate Risks and Real Gold Returns over 750 Years 0 0 0 0 1 4 12 12
Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment 0 0 2 6 0 0 6 19
Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data 0 0 1 9 0 5 10 36
Climate risks and forecastability of the realized volatility of gold and other metal prices 0 0 0 5 1 5 15 28
Climate risks and realized volatility of major commodity currency exchange rates 0 0 3 17 1 6 30 64
Climate risks and state-level stock market realized volatility 0 0 0 2 0 2 13 21
Cointegration of the prices of gold and silver: RALS-based evidence 0 0 1 37 0 6 19 146
Collective Decision-making: FIFA from the Perspective of Public Choice 0 0 1 16 1 3 18 68
Contagious speculative bubbles: A note on the Greek sovereign debt crisis 0 0 0 49 0 5 9 182
Currency crises, uncertain fundamentals and private-sector forecasts 0 0 0 7 0 1 5 44
DOES THE ECB HAVE A TIME‐INCONSISTENCY PROBLEM? A NOTE 0 0 0 0 1 3 14 81
Der Rückgang konjunktureller Schwankungen in Deutschland: Bessere Geldpolitik oder nur Glück gehabt? 0 0 0 0 0 1 3 12
Devisenmarktoperationen und Informationspolitik der Europäischen Zentralbank 0 0 0 24 0 2 9 95
Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics 0 0 0 1 0 3 6 12
Do German economic research institutes publish efficient growth and inflation forecasts? A Bayesian analysis 0 0 0 6 0 3 10 25
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach 0 0 0 1 0 3 24 29
Do banks’ buy and sell recommendations influence stock market volatility? Evidence from the German DAX30 0 0 0 29 0 1 4 157
Do inflation targets anchor inflation expectations? 0 0 0 63 0 2 15 159
Do local analysts have an informational advantage in forecasting stock returns? Evidence from the German DAX30 0 0 0 21 0 0 4 89
Do oil-price shocks predict the realized variance of U.S. REITs? 0 0 0 4 0 2 15 30
Do professional economists' forecasts reflect Okun's law? Some evidence for the G7 countries 0 0 0 58 0 5 11 193
Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach 0 0 0 6 1 4 16 64
Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆ 0 0 0 11 0 3 19 71
Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test 1 2 8 71 2 12 40 225
Drivers of Realized Volatility for Emerging Countries with a Focus on South Africa: Fundamentals versus Sentiment 0 0 1 3 0 4 10 17
Economic and financial crises and the predictability of U.S. stock returns 0 0 0 59 0 3 13 211
Editorial 0 0 0 2 0 0 7 23
Editorial 0 0 0 1 0 0 6 22
Efficiency wages, financial market integration, and the fiscal multiplier 0 0 0 53 0 3 4 237
El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach 0 0 0 7 0 2 14 26
El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements 0 0 0 3 0 3 22 35
Exchange Rate Target Zones and Stock Price Volatility 0 0 0 100 0 0 3 454
Exchange Rates, Expectations, and Monetary Policy: a NOEM Perspective* 0 0 0 53 0 2 8 182
Exchange rates, interventions, and the predictability of stock returns in Japan 0 0 1 37 0 1 6 136
Exchange-rate forecasts and asymmetric loss: empirical evidence for the yen/dollar exchange rate 0 0 0 59 0 1 9 172
FINANCIAL MARKET INTEGRATION AND BUSINESS CYCLE VOLATILITY IN A MONETARY UNION 0 0 0 49 0 0 7 177
Financial Market Integration, Costs of Adjusting Hours Worked and Monetary Policy 0 0 0 14 0 2 9 128
Financial Uncertainty and Gold Market Volatility: Evidence from a Generalized Autoregressive Conditional Heteroskedasticity Variant of the Mixed-Data Sampling (GARCH-MIDAS) Approach with Variable Selection 0 0 2 3 1 10 23 27
Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market 0 0 0 18 1 5 15 145
Financial market integration, labor markets, and macroeconomic policies 0 0 0 48 0 2 8 212
Financial openness and business cycle volatility 0 0 0 283 1 5 17 677
Financial stress and realized volatility: The case of agricultural commodities 0 0 0 0 0 0 11 15
Fluctuations of the real exchange rate, real interest rates, and the dynamics of the price of gold in a small open economy 0 0 0 12 0 2 18 79
Forecasting (downside and upside) realized exchange-rate volatility: Is there a role for realized skewness and kurtosis? 0 0 0 4 0 0 7 27
Forecasting Eurozone real-estate returns 0 0 0 12 0 2 8 64
Forecasting Housing Approvals in Australia: Do Forecasters Herd? 0 0 0 3 0 0 2 38
Forecasting Realized Volatility of Bitcoin: The Role of the Trade War 0 2 5 27 2 7 33 120
Forecasting U.S. car sales and car registrations in Japan: Rationality, accuracy and herding 0 0 0 29 0 2 9 106
Forecasting U.S. recessions using over 150 years of data: Stock-market moments versus oil-market moments 0 1 1 1 1 5 20 24
Forecasting US housing starts under asymmetric loss 0 0 0 4 0 3 3 59
Forecasting gold-price fluctuations: a real-time boosting approach 1 1 2 38 2 4 11 129
Forecasting international financial stress: The role of climate risks 0 0 5 10 1 3 34 47
Forecasting metal prices: Do forecasters herd? 0 0 0 34 1 2 6 151
Forecasting power of infectious diseases-related uncertainty for gold realized variance 0 0 1 1 0 4 15 29
Forecasting precious metal returns with multivariate random forests 0 2 4 19 0 5 22 88
Forecasting realized gold volatility: Is there a role of geopolitical risks? 0 1 2 18 1 6 28 94
Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss 0 0 1 26 0 4 21 117
Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss 0 1 3 3 0 9 17 22
Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis 0 0 0 1 0 1 9 22
Forecasting stock market volatility with macroeconomic variables in real time 0 0 1 93 1 6 16 393
Forecasting stock prices: Do forecasters herd? 0 0 0 33 0 3 9 119
Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios 0 0 0 2 0 4 15 29
Forecasting the Brazilian real and the Mexican peso: Asymmetric loss, forecast rationality, and forecaster herding 0 0 1 16 0 3 13 114
Forecasting the Dollar/British Pound Exchange Rate: Asymmetric Loss and Forecast Rationality 0 0 0 42 1 3 10 189
Forecasting the South African inflation rate: On asymmetric loss and forecast rationality 0 0 0 5 0 3 10 46
Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers 0 0 0 1 0 1 3 17
Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023 0 0 0 2 0 4 15 21
Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty? 0 0 0 5 0 4 16 33
Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter? 0 0 1 5 0 3 18 24
Forecasting the volatility of stock returns in the G7 countries over centuries: the role of climate risks 2 2 4 4 4 11 20 20
Gender and generosity in charitable giving: empirical evidence for the German Red Cross 0 0 0 5 0 1 6 37
Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data 0 0 2 11 0 10 21 48
Globalisierung und Konjunkturzyklen 0 0 0 3 0 0 8 37
Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach 0 0 0 3 0 3 13 58
Herdenverhalten von Wechselkursprognostikern? / Herd Behavior of Exchange Rate Forecasters? 0 0 1 44 1 6 10 155
House Price Forecasts, Forecaster Herding, and the Recent Crisis 0 0 0 32 0 1 8 121
Households' Preferences and Exchange Rate Overshooting 0 0 0 16 0 1 6 73
Housing Starts in Canada, Japan, and the United States: Do Forecasters Herd? 0 0 0 11 1 4 13 88
Infectious Diseases, Market Uncertainty and Oil Market Volatility 0 0 0 11 1 6 12 51
Inflation and the Skewness of the Distribution of Relative Price Changes: Empirical Evidence for Germany / Inflation und die Schiefe der Verteilung relativer Preisänderungen: Empirische Evidenz für Deutschland 0 0 0 19 0 6 13 105
Inflation forecasts and forecaster herding: Evidence from South African survey data 0 0 2 11 0 4 14 86
International equity flows and the predictability of US stock returns 0 0 0 14 0 4 10 80
Investing in European stock markets for high-technology firms 0 0 0 11 0 1 11 72
Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning 0 1 4 13 1 9 34 65
Investor Happiness and Predictability of the Realized Volatility of Oil Price 0 0 0 3 0 2 4 24
Is there a Core of Macroeconomics that Euro Area Forecasters Believe In? 0 0 0 1 0 1 6 9
Is there a Core of Macroeconomics that Euro Area Forecasters Believe In? 0 0 0 11 0 0 1 43
Japanese and U.S. interventions in the yen/U.S. dollar market: estimating the monetary authorities' reaction functions 0 0 0 21 0 1 8 96
Joining the international fight against doping 0 0 0 5 0 1 6 26
LABOR MARKET VOLATILITY, SKILLS, AND FINANCIAL GLOBALIZATION 0 0 0 28 0 2 8 72
Labor‐Market Search, Financial Market Integration, and the Fiscal Multiplier 0 0 0 16 0 1 5 79
Law of one price: BigMac versus Fortnite - A Note 0 0 1 18 0 7 13 91
Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty 0 0 1 13 0 5 25 88
Macroeconomic Factors and the German Real Estate Market: A Stock-Market-Based Forecasting Experiment 0 0 1 64 2 5 12 287
Modeling coordinated foreign exchange market interventions: The case of the Japanese and U.S. interventions in the 1990s 0 0 0 20 0 2 9 81
Modeling coordinated foreign exchange market interventions: The case of the Japanese and U.S. interventions in the 1990s 0 0 0 11 0 0 7 64
Modeling the intensity of foreign exchange intervention activity 0 0 0 24 0 2 6 83
Modeling the presidential approval ratings of the United States using machine-learning: Does climate policy uncertainty matter? 0 0 2 2 0 1 19 20
Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices 0 0 0 0 0 1 8 11
NON-SEPARABLE CONSUMPTION-LABOR CHOICE AND THE INTERNATIONAL TRANSMISSION OF MONETARY POLICY SHOCKS: A NOTE 0 0 0 4 0 3 5 21
New evidence of anti-herding of oil-price forecasters 0 0 2 46 0 2 12 156
Noise trading and delayed exchange rate overshooting 0 0 0 39 0 0 9 169
OPEC news and jumps in the oil market 0 0 0 10 0 2 15 39
Oil price forecasting under asymmetric loss 0 0 0 16 0 7 13 129
Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high‐frequency data† 0 0 0 1 0 2 9 15
Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data 0 0 0 4 0 0 7 18
Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data 0 0 1 5 1 8 16 29
Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data 0 0 0 7 0 5 18 39
On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees 0 0 0 12 4 6 13 62
On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test 1 1 3 12 2 5 17 82
On international uncertainty links: BART-based empirical evidence for Canada 0 0 0 10 1 4 16 87
On the Internal Consistency of Stock Market Forecasts 0 0 0 0 0 0 1 3
On the Linkages of the Stock Markets of the NAFTA Countries: Fundamentals or Speculative Bubbles? 0 0 0 1 0 3 10 31
On the Predictive Value of the (Shadow) Real Interest Rate for the Realized Volatility of Gold-Price Returns 0 0 1 6 1 2 12 37
On the determinants of "small" and "large" foreign exchange market interventions: The case of the Japanese interventions in the 1990s 0 0 0 30 0 0 4 113
On the determinants of sporting success – A note on the Olympic Games 1 1 7 300 3 9 38 853
On the determinants of “small” and “large” foreign exchange market interventions: The case of the Japanese interventions in the 1990s 0 0 0 0 0 2 11 15
On the directional accuracy of forecasts of emerging market exchange rates 0 0 0 16 2 2 7 72
On the directional accuracy of inflation forecasts: evidence from South African survey data 0 0 0 2 0 1 11 30
On the directional accuracy of survey forecasts: the case of gold and silver 0 0 0 2 1 3 11 76
On the efficiency of German growth forecasts: an empirical analysis using quantile random forests and density forecasts 0 0 0 0 0 3 9 10
On the efficiency of growth forecasts for Germany: an application of forward and backward predictor variable selection 0 0 1 1 0 3 7 8
On the hump-shaped output effect of monetary policy in an open economy 0 0 0 12 1 4 12 93
On the internal consistency of short-term, medium-term and long-term oil price forecasts 0 0 0 15 0 3 6 78
On the internal consistency of short-term, medium-term and long-term oil price forecasts 0 0 0 0 0 0 4 7
On the internal consistency of the term structure of forecasts of housing starts 0 0 0 3 0 1 5 32
On the loss function of the Bank of Canada: A note 0 0 0 17 0 3 9 85
On the short-term predictability of stock returns: A quantile boosting approach 0 0 2 9 1 6 20 81
Periodically collapsing bubbles in the German stock market, 1876-1913 0 1 1 20 0 3 5 86
Political Geography and Stock Market Volatility: The Role of Political Alignment Across Sentiment Regimes 0 0 0 0 1 3 4 4
Politics and the stock market: Evidence from Germany 0 0 1 88 0 4 11 274
Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆ 0 0 0 4 0 0 4 15
Predicting recessions with boosted regression trees 0 0 3 56 0 2 15 191
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio 0 0 0 6 0 5 12 62
Public Goods, Private Consumption, and Human Capital: Using Boosted Regression Trees to Model Volunteer Labour Supply 0 0 1 17 0 2 11 62
Real-time macroeconomic data and ex ante stock return predictability 0 0 0 27 0 0 16 144
Realized Stock Market Volatility of the United States: The Role of Employee Sentiment 0 0 1 5 0 1 12 20
Realized Stock-Market Volatility of the United States and the Presidential Approval Rating 0 0 0 0 0 1 6 10
Real‐Time Forecasting and Political Stock Market Anomalies: Evidence for the United States 0 0 0 19 0 2 7 98
Rezensionen 0 0 0 2 0 0 4 21
Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests 0 0 0 4 0 2 9 18
Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data 0 0 0 2 1 4 16 24
Scattered Fiscal Forecasts 0 0 0 12 0 5 13 92
Skewed exchange-rate forecasts 0 0 0 5 0 1 2 34
Sources of Predictability of European Stock Markets for High-technology Firms 0 0 0 32 0 3 7 148
Sources of time-varying exchange rate exposure 0 0 0 33 1 6 11 127
Sports and (real) business cycles 0 0 0 21 0 1 12 155
Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle 0 0 0 15 0 2 6 80
Stock market bubbles and the realized volatility of oil price returns 0 0 0 2 0 3 21 29
Stock market volatility and multi-scale positive and negative bubbles 0 1 1 3 0 5 19 21
Stock returns, exchange rate movements and central bank interventions 0 0 0 0 1 1 3 3
Survey Forecasts and Money Demand Functions: Some International Evidence 0 0 0 33 0 2 13 106
Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries 0 0 2 11 0 3 15 65
Testing economic models of volunteer labour supply: some empirical evidence for the German Red Cross 0 0 0 9 0 0 6 27
Testing the optimality of inflation forecasts under flexible loss with random forests 0 0 0 15 1 3 10 72
The Effectiveness of the Interventions of the Swiss National Bank - An Event-Study Analysis 0 0 1 115 0 5 32 372
The Financial Crisis and the Stock Markets of the CEE Countries 0 0 0 120 0 3 14 362
The Value of Waiting: Russia's Integration into the International Capital Markets 0 0 0 23 0 1 6 106
The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan 0 0 0 19 0 3 12 98
The business cycle and the equity risk premium in real time 0 0 0 48 0 2 8 261
The changing sensitivity of realized portfolio betas to U.S. output growth: An analysis based on real-time data 0 0 0 17 0 0 6 126
The effects of Japanese foreign exchange market interventions on the yen/U.S. dollar exchange rate volatility 0 0 0 61 0 3 13 275
The integration of imperfect financial markets: Implications for business cycle volatility 0 0 0 63 0 4 17 246
The international business cycle and gold-price fluctuations 0 0 0 103 0 2 22 377
The predictive power of oil price shocks on realized volatility of oil: A note 0 0 1 13 1 4 17 48
The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests 0 0 1 9 2 6 14 49
The stance of U.S. monetary policy and the realized variance of gold-price returns 0 0 2 3 0 3 29 38
The term structure of interest rates in a sticky-price target zone model 0 0 0 20 1 3 6 84
The transparency of the ECB policy: What can we learn from its foreign exchange market interventions? 0 0 0 46 1 4 10 153
Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality 0 0 0 5 1 4 11 35
Time-varying nonlinear exchange rate exposure 0 0 0 0 0 0 4 6
Time-varying risk aversion and realized gold volatility 1 1 4 13 2 7 53 97
Time-varying risk aversion and the predictability of bond premia 0 0 0 3 0 5 10 27
USING FORECASTS TO UNCOVER THE LOSS FUNCTION OF FEDERAL OPEN MARKET COMMITTEE MEMBERS 0 0 0 3 0 6 12 36
Uncertainty and Forecasts of U.S. Recessions 0 1 1 16 1 3 32 94
Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning 0 0 0 1 0 1 15 21
Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts: A note 0 0 0 0 0 2 9 16
Using ROC techniques to measure the effectiveness of foreign exchange market interventions 0 0 0 2 0 4 11 18
Volunteering, Match Quality, and Internet Use 0 0 0 1 0 1 9 20
Who believes in the Taylor principle? Evidence from the Livingston survey 0 0 0 12 0 0 7 62
Why do speculative bubbles gather steam? Some international evidence 0 0 0 7 0 3 13 43
Zur empirischen Prüfbarkeit des homo oeconomicus anhand der Messung der Motive ehrenamtlichen Engagements in Sportvereinen 0 0 0 10 0 1 6 55
Total Journal Articles 7 22 110 4,541 73 675 2,679 19,881
5 registered items for which data could not be found

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Im Biotop der Wissenschaft: Das PARK-Modell der Makroökonomie 0 0 0 0 1 1 4 11
Vademecum der Evalualogie: Neue Arten im Biotop der Wissenschaft 0 0 0 0 0 2 4 11
Total Books 0 0 0 0 1 3 8 22

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10