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Unpredictability in economic analysis, econometric modeling and forecasting

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Essays on nonlinear and explosive time series : with applications to financial markets

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Bias correction, explosive behavior, non-linearity, model selection, persistence, specification testing. - Bias Korrektur, explosives Verhalten, Nichtlinearität, Modellselektion, Persistenz, Spezifikationstests

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Essays in computational statistics with applications to volatility forecasting and forecast combination

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Der erste Aufsatz der vorliegenden Dissertation untersucht die Dynamik der realisierten Volatilität. Ein erfolgreiches Model in diesem Bereich ist das sogenannte heterogene auto-regressive Modell (HAR), das konzeptionell einfach und gut für Vorhersagen geeignet ist. Eine neue Herangehensweise...

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The welfare consequences of individual-level risk preference estimation

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Judgmental selection of forecasting models (reprint)

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Liberalization, globalization and income inequality in emerging eEconomies

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The impact of the crisis and unconventional monetary policy on European inflation dynamics : evidence from a three-period structural model and six countries

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