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Real-time macroeconomic data and ex ante predictability of stock returns

Döpke, Jörg (contributor); Hartmann, Daniel (contributor); … - 2006

We report results on the ex ante predictability of monthly excess stock returns in Germany using real-time and revised …

Persistent link: https://www.econbiz.de/10003304970

On marginal and interaction effects : the case of Heckit and Two-Part Models

Frondel, Manuel; Vance, Colin - 2009

employed censored regression models. Drawing on a survey of automobile use from Germany, we argue that while it is important to …

Persistent link: https://www.econbiz.de/10003884965

Identifying the rebound : theoretical issues and empirical evidence from a German household panel

Frondel, Manuel (contributor); Peters, Jörg (contributor); … - 2007

Using a panel of household travel diary data collected in Germany between 1997 and 2005, this study assesses the …

Persistent link: https://www.econbiz.de/10003426267

The cross-section of output and inflation in a dynamic stochastic general equilibrium model with sticky prices

Döpke, Jörg; Funke, Michael; Holly, Sean; Weber, Sebastian - 2009

In a standard dynamic stochastic general equilibrium framework, with sticky prices, the cross sectional distribution of output and inflation across a population of firms is studied. The only form of heterogeneity is confined to the probability that the ith changes its prices in response to a...