The German Socio Economic Panel Study (SOEP) offers the rare opportunity to look at patterns of given names amongst a representative sample of more than 50,000 people born since 1900. This article develops an exemplary picture of typical frequency distributions for given names and their...

We provide a decomposition of nominal yields into real yields, expectations of future inflation and inflation risk premiums when real bonds or inflation swaps are unavailable or unreliable due to their relative illiquidity. We combine nominal yields with surveys of inflation forecasts within a...

Many studies have documented that daily realized volatility estimates based on intraday returns provide volatility forecasts that are superior to forecasts constructed from daily returns only. We investigate whether these forecasting improvements translate into economic value added. To do so we...

This paper addresses an existing gap in the developing literature on conditional skewness. We develop a simple procedure to evaluate parametric conditional skewness models. This procedure is based on regressing the realized skewness measures on model-implied conditional skewness values. We find...

The re-analysis of statistical data is an effective means of protecting the public from undiscovered errors in social science research. Re-analysis is critical, as there is no difference between official data and non-official data. However, discussions concerning data protection legislation do...

Based on the hypothesis that microdata are of crucial importance for internationally competitive economic research and scientific advice in economic and social policy, the authors develop various proposals for an improved data supply for empirical work in Germany. Present shortcomings are mainly...