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On the political economy of high skilled migration and international trade

Bougheas, Spiros P.; Nelson, Douglas R. - 2012

Persistent link: https://www.econbiz.de/10009573207

The macroeconomic effects of oil price shocks : evidence from a statistical identification approach

Herwartz, Helmut; Plödt, Martin - In: Journal of international money and finance 61 (2016), pp. 30-44

Persistent link: https://www.econbiz.de/10011668265

A functional coefficient model view of the FeldsteinHorioka puzzle

Herwartz, Helmut; Fang, Xu - In: Journal of international money and finance 29 (2010) 1, pp. 37-54

Persistent link: https://www.econbiz.de/10003938657

Exchange rates, foreign currency exposure and sovereign risk

Bernoth, Kerstin; Herwartz, Helmut - In: Journal of international money and finance 117 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10013284855

Systemic risk in banking, fire sales, and macroeconomic disasters

Bougheas, Spiros P.; Harvey, David I.; Kirman, Alan P.; … - 2024

We develop a dynamic computational network model of the banking system where fire sales provide the amplification mechanism of financial shocks. Each period a finite number of banks offers a large, but finite, number of loans to households. Banks with excess liquidity also offer loans to other...

Persistent link: https://www.econbiz.de/10014490902

Bayesian estimation of switching ARMA models

Billio, Monica; Monfort, Alain; Robert, Christian P. - In: Journal of econometrics 93 (1999) 2, pp. 229-255

Persistent link: https://www.econbiz.de/10001406655

Portfolio optimization based on stochastic dominance and empirical likelihood

Post, Thierry; Karabati, Selcuk; Arvanitis, Stelios - In: Journal of econometrics 206 (2018) 1, pp. 167-186

Persistent link: https://www.econbiz.de/10012110374

Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks

Herwartz, Helmut; Lütkepohl, Helmut - In: Journal of econometrics 183 (2014) 1, pp. 104-116

Persistent link: https://www.econbiz.de/10010506080

A comparative assessment of alternative ex ante measures of inflation uncertainty

Hartmann, Matthias; Herwartz, Helmut; Ulm, Maren - In: International journal of forecasting 33 (2017) 1, pp. 75-89

Persistent link: https://www.econbiz.de/10011754686

Innovations in multiple time series analysis

Breitung, Jörg (ed.); Herwartz, Helmut (ed.) - 2016

Persistent link: https://www.econbiz.de/10011704621