Access Statistics for Christian Pierdzioch

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on the International Coordination of Anti-Doping Policies 0 0 0 11 0 0 0 47
A note on forecasting emerging market exchange rates: Evidence of anti-herding 0 0 0 62 0 0 2 72
Animal Spirits, the Stock Market, and the Unemployment Rate: Some Evidence for German Data 0 1 4 79 1 5 37 192
Auswirkungen einer Importsteuer in den USA - Wer zahlt für die "Mauer"? 0 0 1 4 0 0 3 9
Brokers and business cycles: Does financial market volatility cause real fluctuations? 0 0 0 22 1 2 5 84
Business Cycle Fluctuations and International Financial Integration 0 0 1 245 1 1 3 669
Business Cycle Volatility in Germany 0 0 0 267 0 9 12 965
Capital Mobility and the Effectiveness of Fiscal Policy in Open Economies 0 1 1 264 0 1 5 865
Capital Mobility, Consumption Substitutability, and the Effectiveness of Monetary Policy in Open Economies 0 0 2 169 0 1 5 504
Consumer preferences and the reliability of Euler equation tests of capital mobility: some simulation-based evidence 0 0 0 180 0 1 2 1,424
Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis 0 0 0 17 0 1 14 116
Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach 0 0 0 49 0 2 5 73
Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model 0 0 0 50 2 4 12 70
Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 17 3 5 15 80
Economic and Financial Crises and the Predictability of U.S. Stock Returns 0 0 0 139 0 2 4 413
Exchange Rate Expectations Redux and Monetary Policy 0 0 0 170 0 1 3 765
Experimentelle Evidenz zur Wirkung der Teilnahme an E-Learning-Veranstaltungen auf den Klausurerfolg 0 0 0 18 0 0 0 65
Feedback Trading and Predictability of Stock Returns in Germany, 1880?1913 0 0 0 160 1 4 8 651
Financial Market Integration and Business Cycle Volatility in a Monetary Union 0 0 1 200 0 0 1 551
Financial Openness and Business Cycle Volatility 0 0 6 757 1 3 18 1,633
Financial market volatility and inflation uncertainty: An empirical investigation 0 0 0 37 0 1 4 252
Fixing im deutschen Fußball: Eine empirische Analyse mittels der Randomized-Response-Technik 0 0 0 17 0 0 2 68
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 53 0 2 6 82
Fly with the eagles or scratch with the chickens? Zum Herdenverhalten von Wechselkursprognostikern 0 0 0 41 3 5 13 478
Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis? 0 0 20 20 4 10 41 41
Forecasting Changes of Economic Inequality: A Boosting Approach 0 0 25 25 1 2 37 37
Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks? 0 4 9 9 5 14 22 22
Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss 0 0 0 0 7 20 47 47
Forecasting U.S. Housing Starts Under Asymmetric Loss 0 0 0 33 0 0 0 45
Forecasting metal prices: Do forecasters herd? 0 0 4 72 1 3 12 111
Forecasting realized volatility of bitcoin returns: Tail events and asymmetric loss 0 0 0 0 2 7 59 59
Forecasting stock market volatility with macroeconomic variables in real time 1 1 3 336 1 3 11 1,052
Forecasting the Brazilian Real and the Mexican Peso: Asymmetric Loss, Forecast Rationality, and Forecaster Herding 0 0 2 82 1 2 13 323
Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function? 0 0 1 69 1 2 7 167
Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality 0 0 0 17 0 1 4 38
Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality 0 0 0 44 1 2 6 83
Geldpolitik und vorausschauende Taylor-Regeln: Theorie und Empirie am Beispiel der Deutschen Bundesbank 0 0 2 391 0 1 5 1,418
Globalisierung der Finanzmärkte: Freier Kapitalverkehr oder Tobin-Steuer? 1 2 3 57 1 4 19 421
Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach 0 0 0 27 3 3 14 61
Government Forecasts of Budget Balances Under Asymmetric Loss: International Evidence 0 0 1 26 0 1 5 43
Heteroeneous forecasters and nonlinear expectation formation in US stock market 0 0 1 65 0 0 7 71
Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market 0 0 0 16 1 2 3 32
Heterogeneous forecasters and nonlinear expectation formation in the US stock market 0 0 0 101 0 0 3 74
Home-Product Bias, Capital Mobility, and the Effects of Monetary Policy Shocks in Open Economies 0 0 0 105 0 0 3 359
House price forecasts in times of crisis: Do forecasters herd? 0 0 0 50 0 0 2 58
Housing starts in Canada, Japan, and the United States: Do forecasters herd? 0 0 0 30 1 2 5 105
Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data 0 0 0 21 1 4 8 43
Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data 0 0 0 54 0 1 4 57
Inflation and the Skewness of the Distribution of Relative Price Changes: Empirical Evidence for Germany 0 0 0 176 1 1 5 881
International Equity Flows and the Predictability of U.S. Stock Returns 0 0 0 52 0 0 0 205
Investing in European Stock Markets for High-Technology Firms 0 0 0 71 0 0 3 278
Irreversibility, endogenous mean reversion, and the investment decision of a foreign firm 0 0 0 6 0 1 1 22
Keeping Up with the Joneses: Implications for the Welfare Effects of Monetary Policy in Open Economies 0 0 1 97 1 2 7 563
Komplexe Aktien- und Wechselkursdynamik in einem makroökonomischen Modell mit heterogener Erwartungsbildung 0 0 0 28 0 0 2 335
Krieg der Währungen 0 0 1 21 0 0 1 52
Low Skill but High Volatility? 0 0 2 55 0 2 9 200
Monetary Policy Rules and Oil Price Shocks 0 0 3 811 1 1 7 1,942
New Evidence of Anti-Herding of Oil-Price Forecasters 0 0 2 6 2 3 7 18
Noise Traders? Trigger Rates, FX Options, and Smiles 0 1 1 178 0 1 6 1,182
Noise Trading and the Effects of Monetary Policy Shocks on Nominal and Real Exchange Rates 0 0 1 216 0 0 46 601
Nonlinear Expectation Formation in the U.S. Stock Market 0 0 0 23 0 0 2 34
Nonlinear Links between Stock Returns and Exchange Rate Movements 0 0 0 130 0 1 5 408
Nonlinear expectation formation in the U.S. stock market: Empirical evidence from the Livingston survey 0 0 1 13 0 4 8 30
Oil price forecasting under asymmetric loss 0 0 1 57 0 0 5 97
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 1 7 64
On International Uncertainty Links: BART-Based Empirical Evidence for Canada 0 0 0 13 0 0 4 39
On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees 0 0 0 3 0 0 13 54
On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data 0 0 0 30 1 1 6 56
On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data 0 0 0 23 0 1 4 43
On the Hump-Shaped Output Effect of Monetary Policy in an Open Economy 0 0 0 138 0 1 3 811
On the Internal Consistency of Short-Term, Medium-Term, and Long-Term Oil Price Forecasts 0 0 0 0 0 1 15 24
On the Internal Consistency of Short-Term, Medium-Term, and Long-Term Oil Price Forecasts 0 0 0 3 0 2 5 22
On the Welfare Effects of Monetary Policy When Households Try to Keep Up with the Rest of the World 0 0 0 54 0 0 0 257
Politics and the Stock Market: Evidence from Germany 1 1 4 271 2 2 11 934
Predicting Recessions With Boosted Regression Trees 2 6 20 100 7 14 63 161
Predicting Recessions in Germany With Boosted Regression Trees 0 0 1 88 1 1 8 158
Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio 0 0 0 74 3 6 28 77
Productivity Shocks and Delayed Exchange-Rate Overshooting 0 0 0 201 0 1 3 665
Real-time forecasting and political stock market anomalies: evidence for the U.S 0 0 0 113 0 0 3 625
Real-time macroeconomic data and ex ante predictability of stock returns 0 0 0 109 0 2 7 548
Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests 0 0 0 0 0 0 0 0
Sources of Predictability of European Stock Markets for High-Technology Firms 0 0 0 99 0 0 2 318
Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle 0 0 0 126 2 4 6 878
Taxing short-term capital flows - An option for transition economies? 0 0 0 11 0 2 3 71
Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries 0 0 0 9 1 4 16 91
The Accuracy of Press Reports Regarding the Foreign Exchange Interventions of the Bank of Japan 0 0 0 74 2 4 4 442
The Effectiveness of the FX Market Interventions of the Bundesbank During the Louvre Period: An Options-Based Analysis 0 0 0 113 2 2 3 695
The Effects of Japanese Foreign Exchange Market Interventions on the Yen/U.S. Dollar Exchange Rate Volatility 0 0 6 401 1 10 30 1,406
The Integration of Imperfect Financial Markets: Implications for Business Cycle Volatility 0 0 0 308 1 1 3 868
The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests 0 0 1 41 1 1 12 41
The effectiveness of the interventions of the Swiss National Bank: an event-study analysis 0 1 4 309 0 2 7 808
The interventions of the European Central Bank: Effects, effectiveness, and policy implications 0 4 9 136 5 19 55 540
The value of waiting: Russia's integration into the international capital markets 0 0 0 34 0 1 1 154
Time-Varying Risk Aversion and Realized Gold Volatility 0 0 27 27 3 7 36 36
Time-Varying Risk Aversion and the Predictability of Bond Premia 0 0 28 28 0 3 26 26
Uncertainty and Forecasts of U.S. Recessions 0 0 0 104 2 15 43 123
Underpricing and Index Excess Returns 0 0 0 59 1 3 5 241
Using forecasts to uncover the loss function of FOMC members 0 0 2 81 4 7 13 213
Wer "verdient" was warum? Das Oaxaca/Blinder-Dekompositions-Verfahren zur Analyse des Gender Pay Gap 1 2 15 15 1 7 19 19
What can the ECB learn from Bundesbank interventions? Evidence on the link between exchange rate volatility and interventions 0 0 0 21 1 2 5 334
Wojna walutowa 0 0 0 14 0 1 1 37
Zum zeitlichen Umfang ehrenamtlichen Engagements in Sportvereinen – sozioökonomische Modellbildung und empirische Prüfung 1 1 1 16 1 1 2 62
Zwischen Ermessensfreiheit und diskretionären Spielräumen: Die Finanzierung des bundesdeutschen Spitzensports – eine Wiederholungsstudie 0 0 0 15 1 1 2 55
Total Working Papers 7 25 218 9,891 92 280 1,104 33,739


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 15 2 3 4 75
A Note on Forecasting Emerging Market Exchange Rates: Evidence of Anti-herding 0 0 0 4 1 1 1 35
A Note on Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function? 0 0 0 5 1 2 6 30
A Note on Forecasting the Rate of Change of the Price of Oil: Asymmetric Loss and Forecast Rationality 0 0 0 11 3 3 5 81
A Note on the International Coordination of Antidoping Policies 0 0 1 4 0 0 1 23
A boosting approach to forecasting gold and silver returns: economic and statistical forecast evaluation 0 0 0 0 1 2 3 3
A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss 0 0 1 9 0 0 4 31
A machine‐learning analysis of the rationality of aggregate stock market forecasts 0 0 3 3 0 0 10 10
A note on decoupling, recoupling and speculative bubble: some empirical evidence for Latin America 0 0 0 2 1 1 4 36
A note on forecasting the prices of gold and silver: Asymmetric loss and forecast rationality 0 0 1 10 1 1 6 58
A note on the anti-herding instinct of interest rate forecasters 0 0 0 16 1 1 3 62
A note on the directional accuracy of interest-rate forecasts 0 0 0 2 0 0 0 11
A quantile-boosting approach to forecasting gold returns 0 0 0 3 0 1 6 43
A quantile-regression test of economic models of volunteer labor supply 0 0 1 26 0 0 10 72
A real-time quantile-regression approach to forecasting gold returns under asymmetric loss 0 0 1 10 2 4 9 51
A test of the joint efficiency of macroeconomic forecasts using multivariate random forests 0 0 0 0 1 2 2 2
An analytical approximation of target zone exchange rate functions: the technique of collocation 0 0 0 8 0 1 2 80
Animal spirits, the stock market, and the unemployment rate: Some evidence for German data 0 0 4 15 4 5 21 46
Are Forfeitures of Olympic Medals Predictable? – A Test of the Efficiency of the International Anti-Doping System 1 1 4 15 2 2 12 41
Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees 0 0 3 8 0 0 11 31
Bedingungen und Auswirkungen direkter monetärer Subventionen in Sportvereinen 0 0 1 23 1 1 3 55
Book reviews 0 0 0 7 0 1 3 24
Book reviews 0 0 0 3 0 0 0 34
Business Cycle Volatility in Germany 0 0 0 52 2 4 7 231
Business-cycle fluctuations and international equity correlations 0 0 1 40 0 2 3 104
Capital Mobility, Consumption Substitutability and the Effects of Monetary Policy in Open Economies 0 0 0 36 0 0 0 126
Capital mobility and labor market volatility 0 0 0 27 0 1 2 126
Capital mobility and the effectiveness of fiscal policy in open economies 0 0 0 37 0 0 0 145
Central banks’ inflation forecasts under asymmetric loss: Evidence from four Latin-American countries 0 0 1 8 0 0 3 30
Central banks’ interest rate projections and forecast coordination 0 0 0 20 1 2 2 78
Change of editorial assistant 0 0 0 7 0 1 3 30
Changes in the international comovement of stock returns and asymmetric macroeconomic shocks 0 0 0 91 3 3 7 241
Cointegration of the prices of gold and silver: RALS-based evidence 1 1 3 22 1 3 10 81
Contagious speculative bubbles: A note on the Greek sovereign debt crisis 0 0 1 43 1 4 7 143
Currency crises, uncertain fundamentals and private-sector forecasts 0 0 0 7 0 0 4 36
DOES THE ECB HAVE A TIME‐INCONSISTENCY PROBLEM? A NOTE 0 0 0 0 0 0 0 61
Der Rückgang konjunktureller Schwankungen in Deutschland: Bessere Geldpolitik oder nur Glück gehabt? 0 0 0 0 1 3 3 3
Devisenmarktoperationen und Informationspolitik der Europäischen Zentralbank 0 0 0 22 0 0 0 77
Do banks’ buy and sell recommendations influence stock market volatility? Evidence from the German DAX30 0 0 1 26 0 0 1 142
Do exchange-rate forecasters herd? 0 0 1 2 0 0 2 5
Do inflation targets anchor inflation expectations? 0 1 4 52 2 3 11 118
Do local analysts have an informational advantage in forecasting stock returns? Evidence from the German DAX30 0 0 0 21 0 1 3 76
Do professional economists' forecasts reflect Okun's law? Some evidence for the G7 countries 0 1 2 41 0 1 9 138
Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach 0 1 1 2 2 4 11 21
Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆ 0 0 1 2 0 0 6 16
Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test 0 0 0 16 4 8 17 56
Economic and financial crises and the predictability of U.S. stock returns 0 1 1 55 0 1 5 181
Editorial 0 0 0 1 0 0 0 14
Editorial 0 0 0 2 1 2 2 15
Efficiency wages, financial market integration, and the fiscal multiplier 0 0 1 52 0 0 8 180
Exchange Rate Target Zones and Stock Price Volatility 0 0 1 99 0 1 5 442
Exchange Rates, Expectations, and Monetary Policy: a NOEM Perspective* 0 0 1 53 0 0 3 165
Exchange rates, interventions, and the predictability of stock returns in Japan 0 2 2 34 0 2 2 113
Exchange-rate forecasts and asymmetric loss: empirical evidence for the yen/dollar exchange rate 0 0 0 59 0 0 2 159
FINANCIAL MARKET INTEGRATION AND BUSINESS CYCLE VOLATILITY IN A MONETARY UNION 0 0 1 48 0 0 2 162
Financial Market Integration, Costs of Adjusting Hours Worked and Monetary Policy 0 0 0 14 1 2 2 60
Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market 0 0 1 18 0 0 2 112
Financial market integration, labor markets, and macroeconomic policies 0 0 0 46 0 0 1 103
Financial openness and business cycle volatility 0 1 7 254 2 7 17 586
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 5 1 1 8 29
Fly with the Eagles or Scratch with the Chickens? – Zum Herdenverhalten von Wechselkursprognostikern 0 0 0 0 1 2 5 30
Forecasting Changes in House Prices Under Asymmetric Loss: Evidence from the WSJ Forecast Poll 0 0 0 0 0 0 2 43
Forecasting Eurozone real-estate returns 0 0 1 10 1 1 5 41
Forecasting Housing Approvals in Australia: Do Forecasters Herd? 0 0 0 2 0 0 0 34
Forecasting U.S. car sales and car registrations in Japan: Rationality, accuracy and herding 0 0 2 19 0 2 10 74
Forecasting US housing starts under asymmetric loss 0 0 0 4 0 0 0 52
Forecasting gold-price fluctuations: a real-time boosting approach 0 0 0 25 0 1 2 80
Forecasting metal prices: Do forecasters herd? 0 0 0 28 1 2 6 124
Forecasting stock market volatility with macroeconomic variables in real time 0 0 0 84 2 4 18 328
Forecasting stock prices: Do forecasters herd? 0 0 2 28 0 0 5 93
Forecasting the Brazilian real and the Mexican peso: Asymmetric loss, forecast rationality, and forecaster herding 0 0 1 10 0 1 6 46
Forecasting the Dollar/British Pound Exchange Rate: Asymmetric Loss and Forecast Rationality 0 0 0 42 1 1 3 159
Forecasting the South African inflation rate: On asymmetric loss and forecast rationality 0 0 0 3 0 1 4 27
Gender and generosity in charitable giving: empirical evidence for the German Red Cross 0 0 0 1 1 1 1 12
Globalisierung und Konjunkturzyklen 0 0 0 2 0 6 6 24
Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach 0 0 0 2 1 1 10 15
Herdenverhalten von Wechselkursprognostikern? / Herd Behavior of Exchange Rate Forecasters? 0 0 1 36 0 2 8 125
House Price Forecasts, Forecaster Herding, and the Recent Crisis 0 0 0 31 0 1 3 95
Households' Preferences and Exchange Rate Overshooting 0 0 0 15 1 3 3 61
Housing Starts in Canada, Japan, and the United States: Do Forecasters Herd? 0 0 0 10 0 0 3 60
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 0 2 77
Inflation forecasts and forecaster herding: Evidence from South African survey data 0 0 0 7 1 5 10 46
International equity flows and the predictability of US stock returns 0 0 0 14 0 1 3 61
Investing in European stock markets for high-technology firms 0 0 0 11 0 0 0 56
Is there a Core of Macroeconomics that Euro Area Forecasters Believe In? 0 0 0 9 0 0 0 37
Japanese and U.S. interventions in the yen/U.S. dollar market: estimating the monetary authorities' reaction functions 0 0 0 21 0 0 0 85
Joining the international fight against doping 0 0 0 3 0 0 0 15
LABOR MARKET VOLATILITY, SKILLS, AND FINANCIAL GLOBALIZATION 0 0 2 18 0 0 3 36
Labor‐Market Search, Financial Market Integration, and the Fiscal Multiplier 0 0 1 14 0 0 2 60
Macroeconomic Factors and the German Real Estate Market: A Stock-Market-Based Forecasting Experiment 0 0 1 51 0 1 4 229
Modeling coordinated foreign exchange market interventions: The case of the Japanese and U.S. interventions in the 1990s 0 0 0 18 0 0 1 65
Modeling coordinated foreign exchange market interventions: The case of the Japanese and U.S. interventions in the 1990s 0 0 0 11 1 1 1 50
Modeling the intensity of foreign exchange intervention activity 0 0 1 19 0 0 1 66
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 4 38 1 2 17 126
Noise trading and delayed exchange rate overshooting 0 0 0 36 1 3 9 144
Oil price forecasting under asymmetric loss 0 0 0 16 0 0 0 111
On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees 0 0 0 0 0 0 0 0
On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test 0 0 1 6 1 3 13 33
On international uncertainty links: BART-based empirical evidence for Canada 0 0 1 9 0 0 2 50
On the Linkages of the Stock Markets of the NAFTA Countries: Fundamentals or Speculative Bubbles? 0 0 0 0 0 0 3 14
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 0 1 104
On the determinants of sporting success – A note on the Olympic Games 0 4 19 177 6 13 51 523
On the directional accuracy of forecasts of emerging market exchange rates 0 0 0 10 1 2 6 34
On the directional accuracy of inflation forecasts: evidence from South African survey data 0 0 0 0 0 3 8 9
On the directional accuracy of survey forecasts: the case of gold and silver 0 0 0 0 1 3 6 58
On the hump-shaped output effect of monetary policy in an open economy 0 0 0 12 0 0 0 59
On the internal consistency of short-term, medium-term and long-term oil price forecasts 0 0 0 14 0 2 6 60
On the internal consistency of the term structure of forecasts of housing starts 0 0 0 3 0 0 0 21
On the loss function of the Bank of Canada: A note 0 0 0 13 3 4 6 59
On the short-term predictability of stock returns: A quantile boosting approach 0 0 0 3 0 3 7 23
Periodically collapsing bubbles in the German stock market, 1876-1913 0 0 1 18 0 0 1 78
Politics and the stock market: Evidence from Germany 0 4 15 72 2 9 36 179
Predicting recessions with boosted regression trees 0 3 9 24 4 14 36 72
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio 1 1 5 5 1 6 21 21
Prognosen von Metallpreisen: Asymmetrische Verlustfunktionen und Rationalität 0 0 0 0 0 0 1 39
Public Goods, Private Consumption, and Human Capital: Using Boosted Regression Trees to Model Volunteer Labour Supply 0 0 4 12 0 1 10 33
Real-time macroeconomic data and ex ante stock return predictability 0 0 0 26 6 8 10 115
Real‐Time Forecasting and Political Stock Market Anomalies: Evidence for the United States 0 0 0 19 1 1 2 88
Rezensionen 0 0 0 2 0 0 1 14
Scattered Fiscal Forecasts 0 0 0 12 1 2 2 65
Skewed exchange-rate forecasts 0 0 0 3 0 0 0 18
Sources of Predictability of European Stock Markets for High-technology Firms 0 0 0 31 0 1 2 132
Sources of time-varying exchange rate exposure 0 0 0 33 0 0 0 107
Sports and (real) business cycles 0 0 1 15 1 2 11 56
Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle 0 0 1 15 4 4 5 64
Stock returns, exchange rate movements and central bank interventions 0 0 0 22 0 0 1 81
Survey Forecasts and Money Demand Functions: Some International Evidence 0 0 1 26 0 0 2 73
Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries 0 0 1 2 1 2 11 16
Testing economic models of volunteer labour supply: some empirical evidence for the German Red Cross 0 0 1 4 0 0 1 8
Testing the optimality of inflation forecasts under flexible loss with random forests 1 1 4 4 2 4 16 25
The Effectiveness of the Interventions of the Swiss National Bank - An Event-Study Analysis 0 0 3 108 0 0 8 310
The Financial Crisis and the Stock Markets of the CEE Countries 0 1 4 104 2 6 24 300
The Value of Waiting: Russia's Integration into the International Capital Markets 0 0 0 22 0 0 0 96
The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan 0 0 0 19 0 2 2 78
The business cycle and the equity risk premium in real time 0 0 2 46 1 1 5 237
The changing sensitivity of realized portfolio betas to U.S. output growth: An analysis based on real-time data 0 0 1 16 0 0 1 111
The effects of Japanese foreign exchange market interventions on the yen/U.S. dollar exchange rate volatility 0 2 6 54 2 4 11 227
The integration of imperfect financial markets: Implications for business cycle volatility 0 0 0 61 0 1 1 211
The international business cycle and gold-price fluctuations 0 2 9 74 2 4 30 271
The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests 0 0 0 0 0 2 2 2
The term structure of interest rates in a sticky-price target zone model 0 0 0 16 0 1 1 69
The transparency of the ECB policy: What can we learn from its foreign exchange market interventions? 0 0 1 42 0 1 6 134
Time-varying nonlinear exchange rate exposure 0 0 0 17 0 0 0 57
USING FORECASTS TO UNCOVER THE LOSS FUNCTION OF FEDERAL OPEN MARKET COMMITTEE MEMBERS 0 0 0 3 0 0 0 17
Using ROC techniques to measure the effectiveness of foreign exchange market interventions 0 1 1 1 0 1 3 3
Who believes in the Taylor principle? Evidence from the Livingston survey 0 0 0 11 0 0 3 48
Why do speculative bubbles gather steam? Some international evidence 0 0 0 7 0 0 0 27
Zur empirischen Prüfbarkeit des homo oeconomicus anhand der Messung der Motive ehrenamtlichen Engagements in Sportvereinen 0 0 0 1 0 1 3 26
Total Journal Articles 4 28 158 3,393 98 240 827 12,695


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Statistics updated 2019-10-05