Access Statistics for Christian Pierdzioch

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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 1 4 4 4
A Note on Investor Happiness and the Predictability of Realized Volatility of Gold 0 0 0 33 1 3 12 43
A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility 0 0 0 16 1 1 8 52
A Note on the International Coordination of Anti-Doping Policies 0 0 0 11 0 1 3 52
A note on forecasting emerging market exchange rates: Evidence of anti-herding 0 1 1 64 0 2 4 86
Animal Spirits, the Stock Market, and the Unemployment Rate: Some Evidence for German Data 0 2 12 96 1 9 36 251
Are female skins sold for a lower price? Evidence from the Fortnite game 0 0 6 6 1 4 56 65
Auswirkungen einer Importsteuer in den USA - Wer zahlt für die "Mauer"? 0 0 0 5 2 3 5 22
Brokers and business cycles: Does financial market volatility cause real fluctuations? 0 0 0 22 0 0 0 87
Business Cycle Fluctuations and International Financial Integration 0 0 0 246 0 3 7 687
Business Cycle Volatility in Germany 0 0 0 267 0 2 11 989
Business-cycle reports and the efficiency of macroeconomic forecasts for Germany 1 1 14 14 2 4 16 16
Capital Mobility and the Effectiveness of Fiscal Policy in Open Economies 0 0 0 265 1 3 5 876
Capital Mobility, Consumption Substitutability, and the Effectiveness of Monetary Policy in Open Economies 0 0 2 173 0 0 5 523
Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data 0 0 0 0 7 17 17 17
Consumer preferences and the reliability of Euler equation tests of capital mobility: some simulation-based evidence 0 0 0 180 0 0 18 1,454
Die "Marke" Olympia und die besondere Bedeutung von Vertrauenskriterien: Eine Geschichte von Markt, Macht und Moral 0 0 0 0 0 0 3 3
Die Sozialfigur des Ehrenamtlichen im Roten Kreuz - Ergebnisse einer vergleichenden empirischen Untersuchung 0 0 0 0 0 0 2 2
Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries 0 0 4 4 0 4 20 20
Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs? 0 0 13 13 0 2 31 31
Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis 0 0 0 17 0 1 6 133
Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach 0 0 0 49 0 1 6 91
Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model 0 0 0 50 0 1 6 87
Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 17 0 5 8 105
Economic and Financial Crises and the Predictability of U.S. Stock Returns 0 0 1 140 0 1 3 423
Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data 0 0 11 11 3 3 25 25
El Nino and Forecastability of Oil-Price Realized Volatility 0 0 0 0 0 4 43 43
El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements 0 0 0 0 2 4 13 13
Exchange Rate Expectations Redux and Monetary Policy 0 0 1 172 0 2 17 796
Experimental Evidence on Forecaster (anti-) Herding in Sports Markets 0 1 2 11 0 4 10 23
Experimentelle Evidenz zur Wirkung der Teilnahme an E-Learning-Veranstaltungen auf den Klausurerfolg 0 0 1 20 1 3 9 83
Feedback Trading and Predictability of Stock Returns in Germany, 1880?1913 0 0 0 161 2 4 6 668
Financial Market Integration and Business Cycle Volatility in a Monetary Union 0 2 2 202 1 7 9 565
Financial Openness and Business Cycle Volatility 0 0 0 760 0 2 14 1,664
Financial market volatility and inflation uncertainty: An empirical investigation 0 1 1 39 0 1 4 264
Fixing im deutschen Fußball: Eine empirische Analyse mittels der Randomized-Response-Technik 0 0 0 17 0 1 5 78
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 0 0 2 90
Fly with the eagles or scratch with the chickens? Zum Herdenverhalten von Wechselkursprognostikern 2 5 5 46 8 27 51 547
For the love of football? Using economic models of volunteering to study the motives of German football referees 0 0 1 1 0 0 23 23
Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis? 0 0 0 20 0 2 8 74
Forecasting Changes of Economic Inequality: A Boosting Approach 0 0 0 25 2 6 18 81
Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility 0 0 0 0 2 2 22 50
Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks? 0 0 0 9 0 4 12 74
Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss 0 0 0 0 2 3 18 120
Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value? 1 1 29 29 1 1 25 25
Forecasting Realized Volatility of Bitcoin Returns: Tail Events and Asymmetric Loss 0 0 0 0 1 3 29 142
Forecasting Realized Volatility of Bitcoin: The Role of the Trade War 0 0 0 54 0 2 18 99
Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis 0 0 11 11 3 9 32 32
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 5 24 24 24
Forecasting U.S. Housing Starts Under Asymmetric Loss 0 0 0 34 0 0 7 54
Forecasting metal prices: Do forecasters herd? 0 0 1 73 0 0 4 123
Forecasting stock market volatility with macroeconomic variables in real time 0 0 3 340 1 2 11 1,078
Forecasting the Brazilian Real and the Mexican Peso: Asymmetric Loss, Forecast Rationality, and Forecaster Herding 0 1 1 85 0 3 8 342
Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function? 0 0 0 69 0 2 3 176
Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality 0 0 0 44 0 0 8 106
Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality 0 0 0 17 0 0 0 41
Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers 0 0 7 7 0 5 8 8
Geldpolitik und vorausschauende Taylor-Regeln: Theorie und Empirie am Beispiel der Deutschen Bundesbank 1 1 7 403 1 3 12 1,445
Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data 0 0 5 5 0 10 31 31
German sports clubs' recruitment of executive board members 0 1 2 2 0 1 9 9
Gewalt und Gewaltbekämpfung im deutschen Fußball: Empirische Bestandsaufnahme und sozioökonomische Modellbildung 0 0 3 3 0 3 11 11
Globalisierung der Finanzmärkte: Freier Kapitalverkehr oder Tobin-Steuer? 0 0 2 63 2 6 36 507
Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach 0 0 0 27 0 0 2 73
Government Forecasts of Budget Balances Under Asymmetric Loss: International Evidence 0 0 0 26 0 2 3 58
Heteroeneous forecasters and nonlinear expectation formation in US stock market 0 0 0 65 0 0 1 79
Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market 0 0 0 17 0 2 3 41
Heterogeneous forecasters and nonlinear expectation formation in the US stock market 0 0 0 101 0 1 2 80
Home-Product Bias, Capital Mobility, and the Effects of Monetary Policy Shocks in Open Economies 0 0 1 106 0 0 4 366
House price forecasts in times of crisis: Do forecasters herd? 0 0 0 50 0 0 2 67
Housing starts in Canada, Japan, and the United States: Do forecasters herd? 0 0 0 30 0 0 1 118
Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data 0 0 0 54 0 0 2 64
Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data 0 0 0 21 0 1 5 60
Inflation and the Skewness of the Distribution of Relative Price Changes: Empirical Evidence for Germany 0 0 0 176 1 3 7 895
International Equity Flows and the Predictability of U.S. Stock Returns 0 0 1 53 0 0 1 211
Internet und die Bindung Ehrenamtlicher am Beispiel des Deutschen Roten Kreuzes 0 0 0 0 1 1 3 3
Investing in European Stock Markets for High-Technology Firms 0 0 0 71 0 3 6 291
Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning 0 0 24 24 1 6 24 24
Investor Happiness and Predictability of the Realized Volatility of Oil Price 0 0 0 21 0 2 8 20
Irreversibility, endogenous mean reversion, and the investment decision of a foreign firm 0 0 0 6 0 1 3 30
Keeping Up with the Joneses: Implications for the Welfare Effects of Monetary Policy in Open Economies 0 0 4 103 7 13 56 636
Komplexe Aktien- und Wechselkursdynamik in einem makroökonomischen Modell mit heterogener Erwartungsbildung 0 0 0 31 0 2 14 366
Krieg der Währungen 0 0 0 23 0 2 4 59
Law of one price: BigMac versus Fortnite - A note 0 1 4 4 0 5 18 18
Low Skill but High Volatility? 0 1 2 59 2 5 10 219
Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty 0 0 0 15 3 9 73 90
Match quality, crowding out, and crowding in: Empirical evidence for German sports clubs 0 0 0 0 1 1 2 2
Monetary Policy Rules and Oil Price Shocks 0 0 0 811 0 2 4 1,954
New Evidence of Anti-Herding of Oil-Price Forecasters 0 0 1 8 1 4 8 35
Noise Traders? Trigger Rates, FX Options, and Smiles 0 0 1 180 3 11 45 1,242
Noise Trading and the Effects of Monetary Policy Shocks on Nominal and Real Exchange Rates 0 0 0 216 0 0 2 605
Nonlinear Expectation Formation in the U.S. Stock Market 0 0 0 23 0 0 4 44
Nonlinear Links between Stock Returns and Exchange Rate Movements 0 0 1 132 0 1 2 419
Nonlinear expectation formation in the U.S. stock market: Empirical evidence from the Livingston survey 0 0 0 13 0 0 5 49
OPEC News and Jumps in the Oil Market 0 0 0 15 1 1 28 40
Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data 0 6 13 13 0 3 8 8
Oil price forecasting under asymmetric loss 0 0 0 57 0 1 3 109
Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data 1 2 25 25 4 8 40 40
Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data 0 0 0 23 1 3 19 52
On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test 0 0 0 12 0 3 3 76
On International Uncertainty Links: BART-Based Empirical Evidence for Canada 0 0 0 13 0 2 3 48
On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees 0 0 0 3 1 3 6 73
On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data 0 0 0 23 0 2 9 60
On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data 0 0 0 30 0 1 4 66
On the Hump-Shaped Output Effect of Monetary Policy in an Open Economy 0 0 0 138 0 0 7 833
On the Internal Consistency of Short-Term, Medium-Term, and Long-Term Oil Price Forecasts 0 0 0 0 0 1 1 39
On the Internal Consistency of Short-Term, Medium-Term, and Long-Term Oil Price Forecasts 0 0 0 5 2 4 12 43
On the Welfare Effects of Monetary Policy When Households Try to Keep Up with the Rest of the World 0 0 0 54 2 3 24 283
On the efficiency of German growth forecasts: An empirical analysis using quantile random forests 0 0 5 17 0 2 13 16
Politics and the Stock Market: Evidence from Germany 0 0 0 272 3 9 23 972
Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks 0 1 8 8 2 6 24 24
Predicting Recessions With Boosted Regression Trees 3 3 4 126 3 4 24 252
Predicting Recessions in Germany With Boosted Regression Trees 0 0 1 89 0 2 6 171
Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio 0 0 0 75 0 1 6 103
Productivity Shocks and Delayed Exchange-Rate Overshooting 0 0 1 202 0 1 8 677
Public goods, private consumption, and human-capital formation: On the economics of volunteer labour supply 0 0 0 0 0 2 9 9
Real-time forecasting and political stock market anomalies: evidence for the U.S 0 0 0 113 0 1 3 631
Real-time macroeconomic data and ex ante predictability of stock returns 0 0 0 109 0 0 2 559
Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests 0 0 0 26 2 6 28 64
Sources of Predictability of European Stock Markets for High-Technology Firms 0 0 0 99 0 0 0 323
Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle 0 0 0 128 0 1 3 891
Taxing short-term capital flows - An option for transition economies? 0 0 0 11 1 4 6 82
Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries 0 0 0 9 0 3 12 119
The Accuracy of Press Reports Regarding the Foreign Exchange Interventions of the Bank of Japan 0 0 0 74 0 1 5 451
The Effectiveness of the FX Market Interventions of the Bundesbank During the Louvre Period: An Options-Based Analysis 0 0 0 114 0 1 7 709
The Effects of Japanese Foreign Exchange Market Interventions on the Yen/U.S. Dollar Exchange Rate Volatility 2 2 3 407 2 5 26 1,459
The Integration of Imperfect Financial Markets: Implications for Business Cycle Volatility 0 0 0 309 0 2 5 881
The LoP game: BigMac versus Fortnite 0 0 3 14 1 5 29 45
The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note 0 0 0 0 0 1 6 28
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 1 18 78
The effectiveness of the interventions of the Swiss National Bank: an event-study analysis 0 0 0 310 0 2 14 837
The influence of performance parameters on market value 1 2 3 3 2 7 10 10
The interventions of the European Central Bank: Effects, effectiveness, and policy implications 0 0 2 144 0 1 12 590
The value of waiting: Russia's integration into the international capital markets 0 0 0 35 1 3 5 165
Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality 0 0 2 5 2 4 21 30
Time-Varying Risk Aversion and Realized Gold Volatility 0 0 0 27 0 3 8 74
Time-Varying Risk Aversion and the Predictability of Bond Premia 0 0 0 28 1 2 6 48
Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning 1 3 37 37 1 11 55 55
Uncertainty and Forecasts of U.S. Recessions 0 0 0 104 2 5 22 184
Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note 0 0 9 9 1 4 41 41
Uncertainty, Spillovers, and Forecasts of the Realized Variance of Gold Returns 0 0 0 0 0 4 7 7
Underpricing and Index Excess Returns 0 1 1 60 0 3 5 256
Unternehmer im Dopingmarkt: Gendoping als neues Geschäftsfeld 0 0 0 0 0 0 0 0
Using forecasts to uncover the loss function of FOMC members 0 0 2 84 2 3 7 230
Volunteering, match quality, and internet use 0 0 0 0 0 2 5 5
Wer "verdient" was warum? Das Oaxaca/Blinder-Dekompositions-Verfahren zur Analyse des Gender Pay Gap 0 0 3 28 0 4 11 53
What can the ECB learn from Bundesbank interventions? Evidence on the link between exchange rate volatility and interventions 0 0 2 23 1 3 7 349
Why do referees end their careers and which factors determine the duration of a referee's career? 0 0 0 0 1 1 5 5
Wojna walutowa 0 0 0 14 0 0 1 39
Zivilgesellschaftliches Engagement im Lebenszyklus 0 0 0 0 0 1 4 4
Zum zeitlichen Umfang ehrenamtlichen Engagements in Sportvereinen – sozioökonomische Modellbildung und empirische Prüfung 0 0 2 18 0 1 6 74
Zur Evaluation wissenschaftlicher Publikationsleistungen in der Sportwissenschaft 0 0 1 1 0 0 3 3
Zur empirischen Prüfbarkeit des homo (socio-)oeconomicus anhand der Messung der Motive ehrenamtlichen Engagements in Sportvereinen 0 0 0 0 0 1 3 3
Zwischen Ermessensfreiheit und diskretionären Spielräumen: Die Finanzierung des bundesdeutschen Spitzensports – eine Wiederholungsstudie 0 0 0 16 0 0 2 61
Total Working Papers 13 39 314 10,542 114 459 1,891 37,308


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 16 0 5 7 90
A Note on Forecasting Emerging Market Exchange Rates: Evidence of Anti-herding 0 0 0 4 0 2 3 38
A Note on Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function? 0 0 1 6 0 1 3 37
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 2 2 2 2
A Note on Forecasting the Rate of Change of the Price of Oil: Asymmetric Loss and Forecast Rationality 0 0 1 12 0 1 5 92
A Note on the International Coordination of Antidoping Policies 0 0 0 5 0 0 2 30
A boosting approach to forecasting gold and silver returns: economic and statistical forecast evaluation 0 1 2 4 0 2 4 12
A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss 0 1 2 16 0 3 5 54
A machine‐learning analysis of the rationality of aggregate stock market forecasts 2 2 3 6 4 7 13 25
A note on decoupling, recoupling and speculative bubble: some empirical evidence for Latin America 0 0 1 3 0 2 4 44
A note on forecasting the prices of gold and silver: Asymmetric loss and forecast rationality 1 1 1 12 1 3 4 70
A note on investor happiness and the predictability of realized volatility of gold 0 0 3 3 1 3 7 7
A note on the anti-herding instinct of interest rate forecasters 0 0 0 16 0 1 2 66
A note on the directional accuracy of interest-rate forecasts 0 0 0 2 0 0 1 13
A quantile-boosting approach to forecasting gold returns 0 0 1 4 3 6 10 62
A quantile-regression test of economic models of volunteer labor supply 0 0 3 30 0 0 5 82
A real-time quantile-regression approach to forecasting gold returns under asymmetric loss 0 0 3 15 1 3 11 74
A test of the joint efficiency of macroeconomic forecasts using multivariate random forests 0 0 1 1 0 1 3 6
An analytical approximation of target zone exchange rate functions: the technique of collocation 0 0 1 9 0 0 1 83
Animal spirits, the stock market, and the unemployment rate: Some evidence for German data 0 0 7 24 0 1 22 81
Are Forfeitures of Olympic Medals Predictable? – A Test of the Efficiency of the International Anti-Doping System 0 0 3 19 0 1 8 55
Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees 0 0 1 9 1 1 8 45
Bedingungen und Auswirkungen direkter monetärer Subventionen in Sportvereinen 0 0 0 24 0 1 1 59
Book reviews 0 0 0 7 0 0 0 29
Book reviews 0 0 0 3 0 0 1 36
Business Cycle Volatility in Germany 0 0 0 0 1 2 3 3
Business Cycle Volatility in Germany 0 0 1 53 0 0 2 243
Business-cycle fluctuations and international equity correlations 0 0 0 40 0 1 3 108
Capital Mobility, Consumption Substitutability and the Effects of Monetary Policy in Open Economies 0 0 0 36 0 1 1 129
Capital Mobility, Consumption Substitutability and the Effects of Monetary Policy in Open Economies 0 0 0 0 0 0 3 3
Capital mobility and labor market volatility 0 0 0 28 1 3 7 138
Capital mobility and the effectiveness of fiscal policy in open economies 0 0 0 37 0 2 3 148
Central banks’ inflation forecasts under asymmetric loss: Evidence from four Latin-American countries 0 0 1 10 0 0 1 40
Central banks’ interest rate projections and forecast coordination 0 0 0 20 0 1 1 87
Change of editorial assistant 0 0 0 7 0 2 2 32
Changes in the international comovement of stock returns and asymmetric macroeconomic shocks 0 1 2 96 2 6 11 261
Cointegration of the prices of gold and silver: RALS-based evidence 1 2 5 29 1 2 14 107
Collective Decision-making: FIFA from the Perspective of Public Choice 0 0 7 7 0 1 13 13
Contagious speculative bubbles: A note on the Greek sovereign debt crisis 0 0 2 46 1 2 7 163
Currency crises, uncertain fundamentals and private-sector forecasts 0 0 0 7 0 0 0 39
DOES THE ECB HAVE A TIME‐INCONSISTENCY PROBLEM? A NOTE 0 0 0 0 1 2 3 64
Der Rückgang konjunktureller Schwankungen in Deutschland: Bessere Geldpolitik oder nur Glück gehabt? 0 0 0 0 0 1 5 9
Devisenmarktoperationen und Informationspolitik der Europäischen Zentralbank 0 0 0 22 0 0 1 82
Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics 0 0 0 0 1 1 1 1
Do German economic research institutes publish efficient growth and inflation forecasts? A Bayesian analysis 0 0 2 3 0 0 6 9
Do banks’ buy and sell recommendations influence stock market volatility? Evidence from the German DAX30 0 0 2 28 0 0 5 148
Do inflation targets anchor inflation expectations? 0 0 1 57 0 2 6 135
Do local analysts have an informational advantage in forecasting stock returns? Evidence from the German DAX30 0 0 0 21 0 0 2 80
Do professional economists' forecasts reflect Okun's law? Some evidence for the G7 countries 0 1 7 51 1 3 15 168
Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach 0 0 0 4 0 0 6 37
Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆ 0 2 4 7 0 3 13 42
Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test 2 2 7 35 3 5 24 108
Economic and financial crises and the predictability of U.S. stock returns 0 0 1 57 0 0 1 186
Editorial 0 0 0 2 0 0 0 16
Editorial 0 0 0 1 0 0 0 16
Efficiency wages, financial market integration, and the fiscal multiplier 0 0 0 52 0 4 15 201
El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements 1 1 1 1 1 3 4 4
Exchange Rate Target Zones and Stock Price Volatility 0 0 0 100 0 2 2 447
Exchange Rates, Expectations, and Monetary Policy: a NOEM Perspective* 0 0 0 53 0 0 2 168
Exchange rates, interventions, and the predictability of stock returns in Japan 0 0 0 35 0 1 4 123
Exchange-rate forecasts and asymmetric loss: empirical evidence for the yen/dollar exchange rate 0 0 0 59 0 0 1 161
FINANCIAL MARKET INTEGRATION AND BUSINESS CYCLE VOLATILITY IN A MONETARY UNION 0 0 0 48 0 0 1 165
Financial Market Integration, Costs of Adjusting Hours Worked and Monetary Policy 0 0 0 14 0 5 12 78
Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market 0 0 0 18 0 1 3 125
Financial market integration, labor markets, and macroeconomic policies 0 0 2 48 0 10 23 128
Financial openness and business cycle volatility 0 1 7 273 0 6 22 637
Fluctuations of the real exchange rate, real interest rates, and the dynamics of the price of gold in a small open economy 0 0 2 9 0 3 11 50
Fly with the Eagles or Scratch with the Chickens? – Zum Herdenverhalten von Wechselkursprognostikern 0 0 0 0 3 4 8 51
Forecasting (downside and upside) realized exchange-rate volatility: Is there a role for realized skewness and kurtosis? 0 0 0 1 0 0 6 9
Forecasting Changes in House Prices Under Asymmetric Loss: Evidence from the WSJ Forecast Poll 0 0 0 0 0 2 7 54
Forecasting Eurozone real-estate returns 0 0 1 11 0 0 2 46
Forecasting Housing Approvals in Australia: Do Forecasters Herd? 0 0 0 2 0 0 0 34
Forecasting Realized Volatility of Bitcoin: The Role of the Trade War 0 0 4 4 1 9 30 30
Forecasting U.S. car sales and car registrations in Japan: Rationality, accuracy and herding 0 0 2 25 0 1 6 89
Forecasting US housing starts under asymmetric loss 0 0 0 4 0 1 2 56
Forecasting gold-price fluctuations: a real-time boosting approach 0 0 3 29 1 1 9 97
Forecasting metal prices: Do forecasters herd? 0 0 1 31 0 3 7 138
Forecasting power of infectious diseases-related uncertainty for gold realized variance 0 0 0 0 0 0 0 0
Forecasting precious metal returns with multivariate random forests 1 1 3 8 3 5 12 30
Forecasting realized gold volatility: Is there a role of geopolitical risks? 2 3 4 4 3 4 15 19
Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss 0 3 15 19 4 10 51 65
Forecasting stock market volatility with macroeconomic variables in real time 0 0 1 87 0 3 14 353
Forecasting stock prices: Do forecasters herd? 0 0 0 28 0 1 5 101
Forecasting the Brazilian real and the Mexican peso: Asymmetric loss, forecast rationality, and forecaster herding 0 0 0 12 2 5 11 74
Forecasting the Dollar/British Pound Exchange Rate: Asymmetric Loss and Forecast Rationality 0 0 0 42 0 1 14 174
Forecasting the South African inflation rate: On asymmetric loss and forecast rationality 0 0 0 5 0 0 1 33
Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers 0 0 0 0 1 5 5 5
Gender and generosity in charitable giving: empirical evidence for the German Red Cross 0 0 0 2 0 0 4 20
Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data 0 0 0 0 3 3 3 3
Globalisierung und Konjunkturzyklen 0 0 0 2 0 0 0 26
Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach 0 0 0 3 0 2 9 34
Herdenverhalten von Wechselkursprognostikern? / Herd Behavior of Exchange Rate Forecasters? 1 1 3 41 2 2 9 142
House Price Forecasts, Forecaster Herding, and the Recent Crisis 0 0 1 32 0 2 6 108
Households' Preferences and Exchange Rate Overshooting 0 0 0 15 0 0 2 65
Housing Starts in Canada, Japan, and the United States: Do Forecasters Herd? 0 0 0 10 0 0 1 67
Infectious Diseases, Market Uncertainty and Oil Market Volatility 0 0 1 4 0 2 13 23
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 17 0 2 2 83
Inflation forecasts and forecaster herding: Evidence from South African survey data 0 0 0 7 1 3 6 61
International equity flows and the predictability of US stock returns 0 0 0 14 0 1 1 67
Investing in European stock markets for high-technology firms 0 0 0 11 0 0 1 59
Investor Happiness and Predictability of the Realized Volatility of Oil Price 0 0 0 0 0 2 6 12
Is there a Core of Macroeconomics that Euro Area Forecasters Believe In? 0 0 0 11 0 1 2 41
Is there a Core of Macroeconomics that Euro Area Forecasters Believe In? 0 0 0 0 0 0 1 1
Japanese and U.S. interventions in the yen/U.S. dollar market: estimating the monetary authorities' reaction functions 0 0 0 21 0 1 2 87
Joining the international fight against doping 0 0 1 4 0 0 2 19
LABOR MARKET VOLATILITY, SKILLS, AND FINANCIAL GLOBALIZATION 0 0 4 22 1 2 9 49
Labor‐Market Search, Financial Market Integration, and the Fiscal Multiplier 0 0 0 16 0 1 6 70
Law of one price: BigMac versus Fortnite - A Note 1 1 12 12 4 10 39 39
Macroeconomic Factors and the German Real Estate Market: A Stock-Market-Based Forecasting Experiment 0 0 2 54 1 2 8 252
Modeling coordinated foreign exchange market interventions: The case of the Japanese and U.S. interventions in the 1990s 0 0 0 18 0 2 3 68
Modeling coordinated foreign exchange market interventions: The case of the Japanese and U.S. interventions in the 1990s 0 0 0 11 0 2 2 53
Modeling the intensity of foreign exchange intervention activity 0 0 1 21 0 0 3 70
NON-SEPARABLE CONSUMPTION-LABOR CHOICE AND THE INTERNATIONAL TRANSMISSION OF MONETARY POLICY SHOCKS: A NOTE 0 0 0 2 0 0 0 14
New evidence of anti-herding of oil-price forecasters 0 0 1 39 0 1 5 134
Noise trading and delayed exchange rate overshooting 0 0 0 37 0 1 1 153
OPEC news and jumps in the oil market 0 1 2 2 0 1 7 7
Oil price forecasting under asymmetric loss 0 0 0 16 0 0 1 115
On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees 0 1 2 10 0 1 9 29
On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test 0 0 0 7 0 2 8 49
On international uncertainty links: BART-based empirical evidence for Canada 0 0 0 9 0 0 1 65
On the Internal Consistency of Stock Market Forecasts 0 0 0 0 0 0 0 0
On the Linkages of the Stock Markets of the NAFTA Countries: Fundamentals or Speculative Bubbles? 0 1 1 1 0 4 5 20
On the determinants of "small" and "large" foreign exchange market interventions: The case of the Japanese interventions in the 1990s 0 0 0 29 0 1 2 107
On the determinants of sporting success – A note on the Olympic Games 3 4 21 223 5 13 57 635
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 0 2 3
On the directional accuracy of forecasts of emerging market exchange rates 0 0 0 13 0 1 5 48
On the directional accuracy of inflation forecasts: evidence from South African survey data 0 0 0 2 0 0 0 14
On the directional accuracy of survey forecasts: the case of gold and silver 0 0 0 1 0 0 2 63
On the hump-shaped output effect of monetary policy in an open economy 0 0 0 12 1 3 9 72
On the internal consistency of short-term, medium-term and long-term oil price forecasts 0 0 0 0 0 0 0 0
On the internal consistency of short-term, medium-term and long-term oil price forecasts 0 0 0 14 0 0 1 67
On the internal consistency of the term structure of forecasts of housing starts 0 0 0 3 0 2 2 26
On the loss function of the Bank of Canada: A note 0 0 1 15 0 1 5 72
On the short-term predictability of stock returns: A quantile boosting approach 0 0 1 4 1 2 12 46
Periodically collapsing bubbles in the German stock market, 1876-1913 0 0 0 18 0 0 0 79
Politics and the stock market: Evidence from Germany 2 3 3 78 3 8 18 222
Predicting recessions with boosted regression trees 1 1 5 33 2 4 17 116
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio 0 0 1 6 0 0 3 42
Prognosen von Metallpreisen: Asymmetrische Verlustfunktionen und Rationalität 0 0 0 0 0 0 2 45
Public Goods, Private Consumption, and Human Capital: Using Boosted Regression Trees to Model Volunteer Labour Supply 0 0 1 15 1 1 6 48
Real-time macroeconomic data and ex ante stock return predictability 0 0 0 26 0 2 3 125
Real‐Time Forecasting and Political Stock Market Anomalies: Evidence for the United States 0 0 0 19 0 0 0 90
Rezensionen 0 0 0 2 0 1 2 17
Scattered Fiscal Forecasts 0 0 0 12 0 0 5 70
Skewed exchange-rate forecasts 0 0 1 5 1 1 2 24
Sources of Predictability of European Stock Markets for High-technology Firms 0 0 0 31 0 1 2 139
Sources of time-varying exchange rate exposure 0 0 0 33 0 1 6 116
Sports and (real) business cycles 0 1 3 20 0 2 15 89
Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle 0 0 0 15 0 1 1 69
Stock returns, exchange rate movements and central bank interventions 0 0 0 22 0 0 0 82
Survey Forecasts and Money Demand Functions: Some International Evidence 0 0 1 29 0 1 2 79
Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries 0 0 0 3 0 1 3 29
Testing economic models of volunteer labour supply: some empirical evidence for the German Red Cross 0 0 1 5 0 1 2 14
Testing the optimality of inflation forecasts under flexible loss with random forests 0 1 6 11 0 1 8 41
The Effectiveness of the Interventions of the Swiss National Bank - An Event-Study Analysis 0 0 3 113 0 1 11 332
The Financial Crisis and the Stock Markets of the CEE Countries 1 1 5 110 2 3 9 324
The Value of Waiting: Russia's Integration into the International Capital Markets 0 0 0 23 0 1 1 99
The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan 0 0 0 19 0 0 2 84
The business cycle and the equity risk premium in real time 0 0 1 47 0 0 5 247
The changing sensitivity of realized portfolio betas to U.S. output growth: An analysis based on real-time data 0 0 0 16 0 2 4 117
The effects of Japanese foreign exchange market interventions on the yen/U.S. dollar exchange rate volatility 0 0 2 56 1 2 9 252
The integration of imperfect financial markets: Implications for business cycle volatility 0 0 0 62 0 1 7 225
The international business cycle and gold-price fluctuations 0 2 10 91 1 8 31 324
The predictive power of oil price shocks on realized volatility of oil: A note 0 0 3 3 0 1 11 11
The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests 0 1 3 4 0 1 6 21
The term structure of interest rates in a sticky-price target zone model 0 0 3 19 0 0 4 76
The transparency of the ECB policy: What can we learn from its foreign exchange market interventions? 0 0 0 43 0 1 1 137
Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality 0 0 1 1 1 5 7 7
Time-varying nonlinear exchange rate exposure 0 0 0 17 0 0 2 64
Time-varying risk aversion and realized gold volatility 0 0 1 5 1 3 9 25
Time-varying risk aversion and the predictability of bond premia 0 0 1 2 0 0 6 10
USING FORECASTS TO UNCOVER THE LOSS FUNCTION OF FEDERAL OPEN MARKET COMMITTEE MEMBERS 0 0 0 3 0 0 0 19
Uncertainty and Forecasts of U.S. Recessions 1 1 6 8 1 2 25 33
Using ROC techniques to measure the effectiveness of foreign exchange market interventions 0 0 0 2 0 0 0 5
Volunteering, Match Quality, and Internet Use 0 0 0 0 0 0 3 5
Who believes in the Taylor principle? Evidence from the Livingston survey 0 0 0 11 0 0 0 50
Why do speculative bubbles gather steam? Some international evidence 0 0 0 7 0 0 0 29
Zur empirischen Prüfbarkeit des homo oeconomicus anhand der Messung der Motive ehrenamtlichen Engagements in Sportvereinen 0 0 3 6 0 1 6 40
Total Journal Articles 20 42 240 3,814 77 307 1,126 14,882


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Im Biotop der Wissenschaft: Das PARK-Modell der Makroökonomie 0 0 0 0 0 0 3 3
Vademecum der Evalualogie: Neue Arten im Biotop der Wissenschaft 0 0 0 0 0 0 4 4
Total Books 0 0 0 0 0 0 7 7


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