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 1 2 11
A Note on Investor Happiness and the Predictability of Realized Volatility of Gold 0 0 0 34 0 0 0 44
A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility 0 0 0 16 0 0 0 55
A Note on the International Coordination of Anti-Doping Policies 0 0 0 11 0 1 2 56
A note on forecasting emerging market exchange rates: Evidence of anti-herding 0 0 0 64 0 0 0 89
Animal Spirits, the Stock Market, and the Unemployment Rate: Some Evidence for German Data 0 1 1 99 1 2 5 263
Are female skins sold for a lower price? Evidence from the Fortnite game 0 0 1 9 3 7 26 108
Auswirkungen einer Importsteuer in den USA - Wer zahlt für die "Mauer"? 0 0 0 6 0 0 0 23
Brokers and business cycles: Does financial market volatility cause real fluctuations? 0 0 0 22 0 0 2 91
Business Cycle Fluctuations and International Financial Integration 0 0 0 246 0 0 1 690
Business Cycle Volatility in Germany 0 0 0 267 0 0 4 994
Business-cycle reports and the efficiency of macroeconomic forecasts for Germany 0 0 0 14 0 0 0 18
Capital Mobility and the Effectiveness of Fiscal Policy in Open Economies 0 0 0 266 0 1 1 880
Capital Mobility, Consumption Substitutability, and the Effectiveness of Monetary Policy in Open Economies 0 0 0 174 0 0 0 526
Climate Risk and the Volatility of Agricultural Commodity Price Fluctuations: A Forecasting Experiment 0 0 0 0 0 1 37 78
Climate Risks and Forecastability of the Realized Volatility of Gold and Other Metal Prices 0 0 0 0 1 1 4 49
Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century 0 0 0 0 1 5 16 64
Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates 0 0 0 20 2 4 33 83
Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data 0 0 0 0 1 3 10 63
Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment 0 0 0 0 0 0 1 22
Consumer preferences and the reliability of Euler equation tests of capital mobility: some simulation-based evidence 0 0 0 180 0 1 2 1,458
Die "Marke" Olympia und die besondere Bedeutung von Vertrauenskriterien: Eine Geschichte von Markt, Macht und Moral 0 0 0 0 1 1 1 5
Die Sozialfigur des Ehrenamtlichen im Roten Kreuz - Ergebnisse einer vergleichenden empirischen Untersuchung 0 0 0 0 0 0 1 3
Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries 0 0 0 4 0 0 0 25
Do Economic Conditions of U.S. States Predict the Realized Volatility of Oil-Price Returns? A Quantile Machine-Learning Approach 0 0 0 0 1 2 10 38
Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs? 0 0 0 13 0 0 0 32
Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis 0 0 0 17 1 1 6 145
Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach 0 0 0 49 0 0 2 93
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 0 2 92
Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 17 0 0 2 112
Economic and Financial Crises and the Predictability of U.S. Stock Returns 0 0 0 140 0 0 0 424
Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data 0 0 0 11 1 1 3 35
El Nino and Forecastability of Oil-Price Realized Volatility 0 0 0 0 0 0 3 52
El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach 0 0 0 0 0 0 3 40
El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements 0 0 0 0 0 0 1 22
Exchange Rate Expectations Redux and Monetary Policy 0 0 1 173 0 1 3 800
Experimental Evidence on Forecaster (anti-) Herding in Sports Markets 0 0 1 14 0 0 5 37
Experimentelle Evidenz zur Wirkung der Teilnahme an E-Learning-Veranstaltungen auf den Klausurerfolg 0 0 0 20 0 0 0 85
Feedback Trading and Predictability of Stock Returns in Germany, 1880?1913 0 0 0 161 0 0 0 669
Financial Market Integration and Business Cycle Volatility in a Monetary Union 0 0 0 202 0 0 1 568
Financial Openness and Business Cycle Volatility 0 1 2 763 0 2 5 1,676
Financial market volatility and inflation uncertainty: An empirical investigation 0 0 0 41 0 0 1 271
Fixing im deutschen Fußball: Eine empirische Analyse mittels der Randomized-Response-Technik 0 0 0 18 0 1 3 86
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 1 6 99
Fly with the eagles or scratch with the chickens? Zum Herdenverhalten von Wechselkursprognostikern 0 0 0 46 2 3 19 579
For the love of football? Using economic models of volunteering to study the motives of German football referees 0 0 0 1 0 0 1 25
Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis? 0 0 0 20 0 1 2 82
Forecasting Changes of Economic Inequality: A Boosting Approach 0 0 0 25 0 0 9 94
Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility 0 0 0 0 0 0 1 54
Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks? 0 0 0 9 2 6 7 93
Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss 0 0 0 0 1 4 11 144
Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value? 0 0 1 32 2 2 7 38
Forecasting Realized Volatility of Bitcoin Returns: Tail Events and Asymmetric Loss 0 0 0 0 1 1 3 154
Forecasting Realized Volatility of Bitcoin: The Role of the Trade War 0 0 0 54 1 2 7 112
Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis 0 0 0 11 0 1 8 43
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 2 9 58
Forecasting U.S. Housing Starts Under Asymmetric Loss 0 0 1 36 0 0 2 59
Forecasting metal prices: Do forecasters herd? 0 0 0 73 0 0 0 125
Forecasting stock market volatility with macroeconomic variables in real time 0 0 1 341 0 1 2 1,087
Forecasting the Brazilian Real and the Mexican Peso: Asymmetric Loss, Forecast Rationality, and Forecaster Herding 0 0 1 89 0 0 1 349
Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function? 0 0 1 70 0 0 2 180
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 1 2 6 29
Forecasting the Realized Variance of Oil-Price Returns: A Disaggregated Analysis of the Role of Uncertainty and Geopolitical Risk 0 0 0 0 0 2 4 31
Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality 0 0 0 44 0 0 2 111
Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality 0 0 0 17 0 0 2 49
Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers 0 0 0 7 0 1 6 17
Geldpolitik und vorausschauende Taylor-Regeln: Theorie und Empirie am Beispiel der Deutschen Bundesbank 0 0 7 415 0 0 17 1,484
Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data 0 0 0 5 0 1 4 45
German sports clubs' recruitment of executive board members 0 0 0 3 0 0 0 10
Gewalt und Gewaltbekämpfung im deutschen Fußball: Empirische Bestandsaufnahme und sozioökonomische Modellbildung 0 0 0 5 1 1 2 20
Globalisierung der Finanzmärkte: Freier Kapitalverkehr oder Tobin-Steuer? 0 0 1 64 0 0 3 518
Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach 0 0 0 27 0 0 0 75
Government Forecasts of Budget Balances Under Asymmetric Loss: International Evidence 0 0 0 26 0 0 0 59
Heteroeneous forecasters and nonlinear expectation formation in US stock market 0 0 0 65 0 0 0 88
Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market 0 0 0 17 0 0 0 43
Heterogeneous forecasters and nonlinear expectation formation in the US stock market 0 0 0 101 0 1 1 82
Home-Product Bias, Capital Mobility, and the Effects of Monetary Policy Shocks in Open Economies 0 0 0 106 0 0 1 368
House price forecasts in times of crisis: Do forecasters herd? 0 0 1 51 0 0 1 69
Housing starts in Canada, Japan, and the United States: Do forecasters herd? 0 0 0 31 0 0 2 122
Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data 0 0 0 21 0 0 0 62
Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data 0 0 0 54 0 0 1 67
Inflation and the Skewness of the Distribution of Relative Price Changes: Empirical Evidence for Germany 0 0 0 177 0 0 3 902
International Equity Flows and the Predictability of U.S. Stock Returns 0 0 0 53 0 0 0 211
Internet und die Bindung Ehrenamtlicher am Beispiel des Deutschen Roten Kreuzes 0 0 0 0 0 0 0 5
Investing in European Stock Markets for High-Technology Firms 0 0 0 71 0 0 0 294
Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning 0 0 0 24 2 3 11 50
Investor Happiness and Predictability of the Realized Volatility of Oil Price 0 0 0 21 0 2 2 26
Irreversibility, endogenous mean reversion, and the investment decision of a foreign firm 0 0 0 6 0 0 1 33
Keeping Up with the Joneses: Implications for the Welfare Effects of Monetary Policy in Open Economies 0 0 0 103 0 0 0 648
Komplexe Aktien- und Wechselkursdynamik in einem makroökonomischen Modell mit heterogener Erwartungsbildung 0 0 0 31 1 1 3 372
Krieg der Währungen 0 0 0 23 0 0 0 60
Law of one price: BigMac versus Fortnite - A note 0 0 0 4 0 0 0 22
Low Skill but High Volatility? 0 0 0 59 0 0 1 221
Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty 0 0 0 15 1 2 10 120
Match quality, crowding out, and crowding in: Empirical evidence for German sports clubs 0 0 0 0 0 0 1 6
Monetary Policy Rules and Oil Price Shocks 0 0 1 812 0 1 2 1,958
New Evidence of Anti-Herding of Oil-Price Forecasters 0 0 0 8 0 0 0 40
Noise Traders? Trigger Rates, FX Options, and Smiles 0 0 0 180 1 1 24 1,305
Noise Trading and the Effects of Monetary Policy Shocks on Nominal and Real Exchange Rates 0 0 0 216 0 0 0 605
Nonlinear Expectation Formation in the U.S. Stock Market 0 0 0 23 0 0 1 46
Nonlinear Links between Stock Returns and Exchange Rate Movements 0 1 1 134 0 1 3 425
Nonlinear expectation formation in the U.S. stock market: Empirical evidence from the Livingston survey 0 0 0 13 0 0 1 50
OPEC News and Jumps in the Oil Market 0 0 0 16 0 0 0 46
Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data 0 0 0 13 0 0 0 12
Oil price forecasting under asymmetric loss 0 0 1 58 0 0 1 110
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 0 1 6 27
Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data 0 0 0 26 1 2 11 77
Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data 0 0 0 23 0 1 6 62
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 3 82
On International Uncertainty Links: BART-Based Empirical Evidence for Canada 0 0 0 13 0 0 0 49
On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees 0 0 0 3 1 1 4 79
On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data 0 0 0 30 0 0 1 68
On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data 0 0 0 24 0 1 1 63
On the Hump-Shaped Output Effect of Monetary Policy in an Open Economy 0 0 0 138 0 0 0 836
On the Internal Consistency of Short-Term, Medium-Term, and Long-Term Oil Price Forecasts 0 0 0 0 0 0 0 40
On the Internal Consistency of Short-Term, Medium-Term, and Long-Term Oil Price Forecasts 0 0 0 5 0 0 0 47
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 0 289
On the efficiency of German growth forecasts: An empirical analysis using quantile random forests 0 0 1 19 0 0 1 19
Politics and the Stock Market: Evidence from Germany 0 0 0 273 0 0 3 979
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 1 2 2 40
Predicting Recessions With Boosted Regression Trees 2 3 5 133 2 3 8 277
Predicting Recessions in Germany With Boosted Regression Trees 1 1 1 90 1 2 3 177
Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio 0 1 1 76 0 2 6 121
Productivity Shocks and Delayed Exchange-Rate Overshooting 0 0 0 204 0 0 2 683
Public goods, private consumption, and human-capital formation: On the economics of volunteer labour supply 0 0 1 1 0 0 1 16
Real-time forecasting and political stock market anomalies: evidence for the U.S 0 0 0 113 1 1 1 632
Real-time macroeconomic data and ex ante predictability of stock returns 0 0 0 109 0 0 0 560
Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests 0 0 0 26 0 1 8 84
Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data 0 0 3 39 1 4 20 55
Sources of Predictability of European Stock Markets for High-Technology Firms 0 0 0 99 0 0 0 327
Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle 0 0 0 128 0 1 1 894
Taxing short-term capital flows - An option for transition economies? 0 0 0 11 0 0 1 83
Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries 0 0 0 9 1 1 5 133
The Accuracy of Press Reports Regarding the Foreign Exchange Interventions of the Bank of Japan 0 0 1 75 0 0 1 453
The Effectiveness of the FX Market Interventions of the Bundesbank During the Louvre Period: An Options-Based Analysis 0 0 0 114 0 1 1 715
The Effects of Japanese Foreign Exchange Market Interventions on the Yen/U.S. Dollar Exchange Rate Volatility 0 0 0 408 0 1 6 1,474
The Integration of Imperfect Financial Markets: Implications for Business Cycle Volatility 0 0 2 311 0 0 3 886
The LoP game: BigMac versus Fortnite 0 0 0 14 0 0 0 51
The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note 0 0 0 0 1 2 9 42
The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests 0 0 0 41 0 0 2 83
The effectiveness of the interventions of the Swiss National Bank: an event-study analysis 0 0 0 311 2 2 5 846
The influence of performance parameters on market value 0 0 2 6 1 1 6 28
The interventions of the European Central Bank: Effects, effectiveness, and policy implications 0 0 0 144 1 1 1 591
The value of waiting: Russia's integration into the international capital markets 0 0 0 35 0 0 0 169
Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality 0 0 0 6 0 0 1 39
Time-Varying Risk Aversion and Realized Gold Volatility 0 0 0 27 0 0 1 79
Time-Varying Risk Aversion and the Predictability of Bond Premia 0 0 0 28 2 3 5 59
Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning 0 0 0 38 1 1 4 81
Uncertainty and Forecasts of U.S. Recessions 0 0 0 104 3 3 9 204
Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note 0 0 0 9 0 0 2 52
Uncertainty, Spillovers, and Forecasts of the Realized Variance of Gold Returns 0 0 0 0 0 1 3 12
Underpricing and Index Excess Returns 0 0 0 60 0 0 0 256
Unternehmer im Dopingmarkt: Gendoping als neues Geschäftsfeld 0 0 0 0 0 0 0 10
Using forecasts to uncover the loss function of FOMC members 0 0 1 86 0 0 4 239
Volunteering, match quality, and internet use 0 0 0 0 0 0 1 8
Wer "verdient" was warum? Das Oaxaca/Blinder-Dekompositions-Verfahren zur Analyse des Gender Pay Gap 0 1 4 35 2 3 9 69
What can the ECB learn from Bundesbank interventions? Evidence on the link between exchange rate volatility and interventions 0 0 0 24 0 0 0 350
Why do referees end their careers and which factors determine the duration of a referee's career? 0 0 0 0 0 0 2 9
Wojna walutowa 0 0 0 14 0 0 2 42
Zivilgesellschaftliches Engagement im Lebenszyklus 0 0 0 0 1 1 1 7
Zum zeitlichen Umfang ehrenamtlichen Engagements in Sportvereinen – sozioökonomische Modellbildung und empirische Prüfung 0 0 0 18 0 2 3 78
Zur Evaluation wissenschaftlicher Publikationsleistungen in der Sportwissenschaft 0 0 0 1 0 0 1 6
Zur empirischen Prüfbarkeit des homo (socio-)oeconomicus anhand der Messung der Motive ehrenamtlichen Engagements in Sportvereinen 0 0 1 1 0 0 1 9
Zwischen Ermessensfreiheit und diskretionären Spielräumen: Die Finanzierung des bundesdeutschen Spitzensports – eine Wiederholungsstudie 0 0 0 17 0 0 2 67
Total Working Papers 3 9 46 10,710 54 125 590 39,079


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 1 17 0 0 3 97
A Note on Forecasting Emerging Market Exchange Rates: Evidence of Anti-herding 0 0 0 4 0 0 1 40
A Note on Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function? 0 0 0 8 0 0 0 41
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 0 0 4
A Note on Forecasting the Rate of Change of the Price of Oil: Asymmetric Loss and Forecast Rationality 0 0 0 12 0 0 0 92
A Note on the International Coordination of Antidoping Policies 0 0 0 5 0 0 3 34
A boosting approach to forecasting gold and silver returns: economic and statistical forecast evaluation 0 0 0 6 1 1 1 17
A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss 0 0 0 16 0 0 2 57
A machine‐learning analysis of the rationality of aggregate stock market forecasts 0 0 0 9 0 1 6 40
A note on forecasting the prices of gold and silver: Asymmetric loss and forecast rationality 0 0 0 13 0 1 1 74
A note on investor happiness and the predictability of realized volatility of gold 0 0 1 4 0 0 3 15
A note on oil price shocks and the forecastability of gold realized volatility 0 0 0 0 0 0 1 6
A note on the anti-herding instinct of interest rate forecasters 0 0 0 16 0 0 0 71
A note on the directional accuracy of interest-rate forecasts 0 0 1 3 0 0 1 14
A quantile-boosting approach to forecasting gold returns 0 1 1 7 0 1 3 69
A quantile-regression test of economic models of volunteer labor supply 0 1 2 33 0 1 2 87
A real-time quantile-regression approach to forecasting gold returns under asymmetric loss 0 0 0 15 0 0 1 79
A test of the joint efficiency of macroeconomic forecasts using multivariate random forests 0 1 2 3 0 1 3 13
An analytical approximation of target zone exchange rate functions: the technique of collocation 0 0 0 11 0 0 0 85
Animal spirits, the stock market, and the unemployment rate: Some evidence for German data 0 1 3 28 0 1 3 88
Are Forfeitures of Olympic Medals Predictable? – A Test of the Efficiency of the International Anti-Doping System 0 1 1 21 0 1 1 58
Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees 0 0 1 14 0 2 4 58
Bedingungen und Auswirkungen direkter monetärer Subventionen in Sportvereinen 0 0 0 24 1 2 2 62
Book reviews 0 0 0 7 0 0 0 29
Book reviews 0 0 0 3 0 0 0 36
Business Cycle Volatility in Germany 0 0 0 0 0 0 1 5
Business Cycle Volatility in Germany 0 0 0 53 0 0 1 244
Business-cycle fluctuations and international equity correlations 0 0 0 40 0 0 1 109
Business-cycle reports and the efficiency of macroeconomic forecasts for Germany 0 0 1 2 0 0 1 5
Capital Mobility, Consumption Substitutability and the Effects of Monetary Policy in Open Economies 0 0 0 0 0 0 2 6
Capital Mobility, Consumption Substitutability and the Effects of Monetary Policy in Open Economies 0 0 0 36 0 0 0 132
Capital mobility and labor market volatility 0 0 0 28 0 0 11 160
Capital mobility and the effectiveness of fiscal policy in open economies 0 0 0 37 0 0 2 152
Central banks’ inflation forecasts under asymmetric loss: Evidence from four Latin-American countries 1 1 2 16 1 1 2 46
Central banks’ interest rate projections and forecast coordination 0 0 0 21 0 0 0 88
Change of editorial assistant 0 0 0 7 0 0 0 33
Changes in the international comovement of stock returns and asymmetric macroeconomic shocks 1 2 5 101 1 2 9 277
Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment 0 0 1 3 0 0 1 10
Climate risks and forecastability of the realized volatility of gold and other metal prices 0 0 1 3 0 0 2 8
Cointegration of the prices of gold and silver: RALS-based evidence 0 0 0 32 0 0 1 117
Collective Decision-making: FIFA from the Perspective of Public Choice 1 1 2 12 2 3 11 41
Contagious speculative bubbles: A note on the Greek sovereign debt crisis 0 0 0 48 1 1 2 171
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 0 0 0 66
Der Rückgang konjunktureller Schwankungen in Deutschland: Bessere Geldpolitik oder nur Glück gehabt? 0 0 0 0 0 0 0 9
Devisenmarktoperationen und Informationspolitik der Europäischen Zentralbank 0 0 1 23 0 0 2 85
Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics 0 0 0 1 0 0 0 6
Do German economic research institutes publish efficient growth and inflation forecasts? A Bayesian analysis 0 0 0 5 0 0 2 14
Do banks’ buy and sell recommendations influence stock market volatility? Evidence from the German DAX30 0 0 0 29 1 2 2 153
Do inflation targets anchor inflation expectations? 0 0 3 62 0 0 3 141
Do local analysts have an informational advantage in forecasting stock returns? Evidence from the German DAX30 0 0 0 21 0 0 0 82
Do oil-price shocks predict the realized variance of U.S. REITs? 0 1 2 3 1 2 6 11
Do professional economists' forecasts reflect Okun's law? Some evidence for the G7 countries 1 1 1 57 2 2 3 180
Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach 0 0 1 5 1 1 4 44
Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆ 0 0 1 10 0 0 1 50
Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test 0 1 7 53 0 2 25 158
Economic and financial crises and the predictability of U.S. stock returns 0 0 1 59 0 1 4 195
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 0 15 232
El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements 0 0 0 2 0 0 1 8
Exchange Rate Target Zones and Stock Price Volatility 0 0 0 100 1 2 2 449
Exchange Rates, Expectations, and Monetary Policy: a NOEM Perspective* 0 0 0 53 0 0 2 172
Exchange rates, interventions, and the predictability of stock returns in Japan 0 0 0 36 0 0 0 128
Exchange-rate forecasts and asymmetric loss: empirical evidence for the yen/dollar exchange rate 0 0 0 59 0 0 0 162
FINANCIAL MARKET INTEGRATION AND BUSINESS CYCLE VOLATILITY IN A MONETARY UNION 0 0 0 48 0 0 1 166
Financial Market Integration, Costs of Adjusting Hours Worked and Monetary Policy 0 0 0 14 0 0 19 119
Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market 0 0 0 18 0 0 0 127
Financial market integration, labor markets, and macroeconomic policies 0 0 0 48 0 0 28 203
Financial openness and business cycle volatility 0 2 3 280 0 3 7 653
Fluctuations of the real exchange rate, real interest rates, and the dynamics of the price of gold in a small open economy 0 0 3 12 1 1 5 60
Forecasting (downside and upside) realized exchange-rate volatility: Is there a role for realized skewness and kurtosis? 0 0 2 3 0 1 3 14
Forecasting Housing Approvals in Australia: Do Forecasters Herd? 0 0 1 3 0 0 1 35
Forecasting Realized Volatility of Bitcoin: The Role of the Trade War 2 4 7 15 4 6 16 68
Forecasting U.S. car sales and car registrations in Japan: Rationality, accuracy and herding 0 0 0 28 0 0 1 94
Forecasting gold-price fluctuations: a real-time boosting approach 1 1 3 35 1 2 4 114
Forecasting metal prices: Do forecasters herd? 0 0 1 34 0 0 1 142
Forecasting power of infectious diseases-related uncertainty for gold realized variance 0 0 0 0 1 1 3 9
Forecasting precious metal returns with multivariate random forests 0 1 1 12 1 4 10 51
Forecasting realized gold volatility: Is there a role of geopolitical risks? 0 2 5 14 0 2 12 52
Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss 0 0 1 24 0 0 8 87
Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss 0 0 0 0 0 1 3 4
Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis 0 0 0 1 0 1 4 10
Forecasting stock market volatility with macroeconomic variables in real time 0 0 2 91 0 2 8 369
Forecasting stock prices: Do forecasters herd? 0 0 0 33 0 0 0 106
Forecasting the Brazilian real and the Mexican peso: Asymmetric loss, forecast rationality, and forecaster herding 0 0 0 15 0 1 9 99
Forecasting the Dollar/British Pound Exchange Rate: Asymmetric Loss and Forecast Rationality 0 0 0 42 0 0 2 178
Forecasting the South African inflation rate: On asymmetric loss and forecast rationality 0 0 0 5 0 0 0 33
Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers 0 0 1 1 0 0 3 13
Gender and generosity in charitable giving: empirical evidence for the German Red Cross 0 0 1 5 0 1 3 30
Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data 0 2 2 8 0 2 3 23
Globalisierung und Konjunkturzyklen 0 0 0 3 0 0 1 28
Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach 0 0 0 3 0 0 2 41
Herdenverhalten von Wechselkursprognostikern? / Herd Behavior of Exchange Rate Forecasters? 0 0 0 41 0 0 0 142
House Price Forecasts, Forecaster Herding, and the Recent Crisis 0 0 0 32 1 1 2 113
Households' Preferences and Exchange Rate Overshooting 0 0 0 16 0 0 0 66
Housing Starts in Canada, Japan, and the United States: Do Forecasters Herd? 0 0 1 11 0 0 2 72
Infectious Diseases, Market Uncertainty and Oil Market Volatility 0 0 1 7 0 0 2 34
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 18 0 0 2 86
Inflation forecasts and forecaster herding: Evidence from South African survey data 0 0 2 9 1 1 4 70
International equity flows and the predictability of US stock returns 0 0 0 14 0 1 1 69
Investing in European stock markets for high-technology firms 0 0 0 11 0 0 1 61
Investor Happiness and Predictability of the Realized Volatility of Oil Price 0 0 0 3 0 2 2 19
Is there a Core of Macroeconomics that Euro Area Forecasters Believe In? 0 0 0 11 0 0 0 41
Is there a Core of Macroeconomics that Euro Area Forecasters Believe In? 0 0 0 1 0 0 0 2
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 87
Joining the international fight against doping 0 0 0 4 0 0 0 19
LABOR MARKET VOLATILITY, SKILLS, AND FINANCIAL GLOBALIZATION 0 1 3 28 0 1 4 62
Labor‐Market Search, Financial Market Integration, and the Fiscal Multiplier 0 0 0 16 0 0 1 73
Law of one price: BigMac versus Fortnite - A Note 0 0 0 17 0 0 3 69
Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty 1 1 8 11 1 2 27 48
Macroeconomic Factors and the German Real Estate Market: A Stock-Market-Based Forecasting Experiment 0 0 0 62 0 1 2 271
Modeling coordinated foreign exchange market interventions: The case of the Japanese and U.S. interventions in the 1990s 0 0 1 20 0 0 2 71
Modeling coordinated foreign exchange market interventions: The case of the Japanese and U.S. interventions in the 1990s 0 0 0 11 0 0 2 56
Modeling the intensity of foreign exchange intervention activity 1 1 1 23 1 2 2 74
NON-SEPARABLE CONSUMPTION-LABOR CHOICE AND THE INTERNATIONAL TRANSMISSION OF MONETARY POLICY SHOCKS: A NOTE 0 0 1 4 0 0 1 16
New evidence of anti-herding of oil-price forecasters 0 0 2 43 0 0 3 143
Noise trading and delayed exchange rate overshooting 0 0 0 38 0 0 0 156
OPEC news and jumps in the oil market 0 0 0 7 0 0 1 18
Oil price forecasting under asymmetric loss 0 0 0 16 0 0 0 116
Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high‐frequency data† 0 0 0 0 0 0 1 2
Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data 0 0 2 4 0 1 4 11
Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data 0 1 1 5 1 2 7 15
On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees 0 0 0 11 0 0 5 44
On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test 0 0 0 8 0 0 4 59
On international uncertainty links: BART-based empirical evidence for Canada 0 0 1 10 1 1 3 69
On the Internal Consistency of Stock Market Forecasts 0 0 0 0 0 0 1 1
On the Linkages of the Stock Markets of the NAFTA Countries: Fundamentals or Speculative Bubbles? 0 0 0 1 0 0 0 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 0 0 107
On the determinants of sporting success – A note on the Olympic Games 0 4 19 266 0 9 50 747
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 0 3
On the directional accuracy of forecasts of emerging market exchange rates 0 0 1 15 0 0 5 60
On the directional accuracy of inflation forecasts: evidence from South African survey data 0 0 0 2 0 0 0 15
On the directional accuracy of survey forecasts: the case of gold and silver 0 0 1 2 0 0 2 65
On the hump-shaped output effect of monetary policy in an open economy 0 0 0 12 0 0 4 81
On the internal consistency of short-term, medium-term and long-term oil price forecasts 0 0 0 0 0 0 0 1
On the internal consistency of short-term, medium-term and long-term oil price forecasts 0 0 0 14 0 0 0 69
On the internal consistency of the term structure of forecasts of housing starts 0 0 0 3 0 0 0 26
On the loss function of the Bank of Canada: A note 0 0 1 17 0 0 1 75
On the short-term predictability of stock returns: A quantile boosting approach 0 0 0 6 0 0 3 54
Periodically collapsing bubbles in the German stock market, 1876-1913 0 0 0 19 0 0 0 80
Politics and the stock market: Evidence from Germany 0 0 1 84 0 0 9 253
Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆ 0 0 0 3 0 1 1 9
Predicting recessions with boosted regression trees 1 3 5 46 2 5 23 161
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio 0 0 0 6 0 1 1 47
Public Goods, Private Consumption, and Human Capital: Using Boosted Regression Trees to Model Volunteer Labour Supply 0 0 1 16 0 0 2 51
Real-time macroeconomic data and ex ante stock return predictability 0 0 0 27 0 0 0 126
Real‐Time Forecasting and Political Stock Market Anomalies: Evidence for the United States 0 0 0 19 0 0 1 91
Rezensionen 0 0 0 2 0 0 0 17
Scattered Fiscal Forecasts 0 0 0 12 0 0 2 77
Skewed exchange-rate forecasts 0 0 0 5 0 0 2 26
Sources of Predictability of European Stock Markets for High-technology Firms 0 0 0 32 0 0 0 141
Sources of time-varying exchange rate exposure 0 0 0 33 0 0 0 116
Sports and (real) business cycles 0 0 0 20 0 0 20 139
Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle 0 0 0 15 0 1 1 74
Survey Forecasts and Money Demand Functions: Some International Evidence 0 0 1 31 0 0 3 85
Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries 0 0 1 4 1 1 3 38
Testing economic models of volunteer labour supply: some empirical evidence for the German Red Cross 0 0 2 9 0 1 4 21
Testing the optimality of inflation forecasts under flexible loss with random forests 0 0 2 15 0 0 6 53
The Effectiveness of the Interventions of the Swiss National Bank - An Event-Study Analysis 0 0 0 114 0 1 1 338
The Financial Crisis and the Stock Markets of the CEE Countries 0 0 2 114 0 0 5 337
The Value of Waiting: Russia's Integration into the International Capital Markets 0 0 0 23 0 0 0 100
The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan 0 0 0 19 0 0 0 86
The business cycle and the equity risk premium in real time 1 1 1 48 1 1 3 252
The changing sensitivity of realized portfolio betas to U.S. output growth: An analysis based on real-time data 0 0 0 16 0 0 0 117
The effects of Japanese foreign exchange market interventions on the yen/U.S. dollar exchange rate volatility 0 0 0 59 0 1 2 260
The integration of imperfect financial markets: Implications for business cycle volatility 0 0 1 63 0 0 3 229
The international business cycle and gold-price fluctuations 0 0 2 98 0 1 5 339
The predictive power of oil price shocks on realized volatility of oil: A note 0 0 3 8 0 1 8 27
The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests 0 0 1 7 0 0 5 31
The term structure of interest rates in a sticky-price target zone model 0 0 0 20 0 0 0 77
The transparency of the ECB policy: What can we learn from its foreign exchange market interventions? 0 0 2 46 0 0 3 141
Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality 0 0 0 4 0 1 4 21
Time-varying risk aversion and realized gold volatility 0 0 1 7 0 0 6 41
Time-varying risk aversion and the predictability of bond premia 0 0 0 3 0 0 2 16
USING FORECASTS TO UNCOVER THE LOSS FUNCTION OF FEDERAL OPEN MARKET COMMITTEE MEMBERS 0 0 0 3 0 0 0 20
Uncertainty and Forecasts of U.S. Recessions 0 0 2 13 1 2 9 54
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 1 1 1 0 1 3 8
Who believes in the Taylor principle? Evidence from the Livingston survey 0 0 0 11 0 0 1 53
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 1 10 0 0 2 49
Total Journal Articles 11 37 151 4,147 32 102 611 16,027
8 registered items for which data could not be found


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Im Biotop der Wissenschaft: Das PARK-Modell der Makroökonomie 0 0 0 0 0 1 2 6
Vademecum der Evalualogie: Neue Arten im Biotop der Wissenschaft 0 0 0 0 0 0 2 6
Total Books 0 0 0 0 0 1 4 12


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