Historical national account data are often plagued by quality problems, and rivaling series imply different business cycle chronologies. This problem is particularly grave for Germany before World War I [Burhop, C., Wolff, G.B., 2005. A compromise estimate of net national product and the...

Diese Dissertation befasst sich mit europäischer und US-amerikanischer Konjunkturgeschichte und Marktintegration im 19. und 20. Jahrhundert. Zur Analyse von konjunkturellen Schwankungen stellt sie der weitverbreiteten Historischen Volkswirtschaftlichen Gesamtrechnung (VGR) die Methode...

This paper examines the comovement of the stock market and of real activity inGermany before World War I under the efficient market hypothesis. We employ multivariate spectral analysis to compare rivaling national product estimates to stock market behavior in the frequency domain. Close...

Historical national account data are often plagued by quality problems, and rivaling series imply different business cycle chronologies. This problem is particularly grave for Germany before World War I [Burhop, C., Wolff, G.B., 2005. A compromise estimate of net national product and the...

This paper examines the comovement of the stock market and of real activity in Germany before World War I under the effcient market hypothesis. We employ multivariate spectral analysis to compare rivaling national product estimates to stock market behavior in the frequency domain. Close...

This paper examines the comovement of the stock market and of real activity in Germany before World War I under the efficient market hypothesis. We employ multivariate spectral analysis to compare rivaling national product estimates to stock market behaviour in the frequency domain. Close...

This paper examines the comovement of the stock market and of real activity in Germany before World War I under the efficient market hypothesis. We employ multivariate spectral analysis to compare rivaling national product estimates to stock market behavior in the frequency domain. Close...

Diese Arbeit besteht aus vier Essays, die empirische und methodische Beiträge zur Messung von Konjunkturzyklen und deren Zusammenhänge zu demographischen Variablen liefern. Der erste Essay analysiert unter Zuhilfenahme eines Bayesianischen Dynamischen Faktormodelles die Volatilität des...