Former Research Groups > Financial Markets and Econometrics

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Number of items at this level: 29.

A

Alós-Ferrer, Carlos and Ritzberger, Klaus (August 2017) Multi-Lateral Strategic Bargaining Without Stationarity. IHS Economics Series 332, 33 p.

B

Bárány, Zsófia and Coeurdacier, Nicolas and Guibaud, Stéphane (May 2016) Fertility, Longevity, and Capital Flows. IHS Economics Series 321, 65 p.

C

Candogan, Ozan and Epitropou, Markos and Vohra, Rakesh V. (August 2016) Competitive Equilibrium and Trading Networks: A Network Flow Approach. IHS Economics Series 323, 20 p.

Costantini, Mauro and Crespo-Cuaresma, Jesús and Hlouskova, Jaroslava (2016) Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate. Journal of Forecasting, 35 (7), pp. 652-668.

D

Dierker, Egbert (January 2017) The role of initial shares in multi-period production economies with incomplete markets. IHS Economics Series 327, 22 p.

Dinev, Nikolay (December 2017) Voluntary Bankruptcy as Preemptive Persuasion. IHS Economics Series 334, 38 p.

F

Fortin, Ines and Grozea-Helmenstein, Daniela and Hlouskova, Jaroslava and Hofer, Helmut and Koch, Sebastian and Kunst, Robert M. and Loretz, Simon and Reiter, Michael and Skriner, Edith and Weyerstrass, Klaus (June 2016) Prognose der österreichischen Wirtschaft 2016-2017: Konjunkturerholung verfestigt sich. Wirtschaftsprognose / Economic Forecast 92, 36 p.

Fortin, Ines and Grozea-Helmenstein, Daniela and Hlouskova, Jaroslava and Hofer, Helmut and Koch, Sebastian and Kunst, Robert M. and Loretz, Simon and Reiter, Michael and Skriner, Edith and Weyerstrass, Klaus (September 2016) Prognose der österreichischen Wirtschaft 2016-2017:. Wirtschaftsprognose / Economic Forecast 94, 36 p.

Fortin, Ines and Grozea-Helmenstein, Daniela and Koch, Sebastian and Weyerstrass, Klaus and Projektgruppe Gemeinschaftsdiagnose, (2014) Gemeinschaftsdiagnose Frühjahr 2014. Deutsche Konjunktur im Aufschwung - aber Gegenwind von der Wirtschaftspolitik. [Research Report] 82 p.

Fortin, Ines and Grozea-Helmenstein, Daniela and Koch, Sebastian and Weyerstrass, Klaus and Projektgruppe Gemeinschaftsdiagnose, (2016) Gemeinschaftsdiagnose Frühjahr 2016. Aufschwung bleibt moderat – Wirtschaftspolitik wenig wachtumsorientiert. [Research Report] 79 p.

Fortin, Ines and Grozea-Helmenstein, Daniela and Koch, Sebastian and Weyerstrass, Klaus and Projektgruppe Gemeinschaftsdiagnose, (2017) Gemeinschaftsdiagnose Herbst 2017. Aufschwung weiter kräftig – Anspannungen nehmen zu. [Research Report] 81 p.

Fortin, Ines and Hlouskova, Jaroslava and Sögner, Leopold (2017) Evaluation of the New OeBFA Term-Structure Model ; Final Report. [Research Report] 33 p.

Fortin, Ines and Hlouskova, Jaroslava and Tsigaris, Panagiotis (June 2016) The Consumption-Investment Decision of a Prospect Theory Household: A Two-Period Model. IHS Economics Series 322, 58 p.

Fortin, Ines and Koch, Sebastian and Weyerstrass, Klaus and Projektgruppe Gemeinschaftsdiagnose, (2017) Gemeinschaftsdiagnose Frühjahr 2017. Aufschwung festigt sich trotz weltwirtschaftlicher Risiken. [Research Report] 74 p.

G

Grozea-Helmenstein, Daniela and Koch, Sebastian and Weyerstrass, Klaus and Projektgruppe Gemeinschaftsdiagnose, (2016) Gemeinschaftsdiagnose Herbst 2016. Deutsche Wirtschaft gut ausgelastet - Wirtschaftspolitik neu ausrichten. [Research Report] 82 p.

H

Hlouskova, Jaroslava and Schmidheiny, Kurt and Wagner, Martin (2002) Multistep Predictions from Multivariate ARMA-GARCH Models and their Value for Portfolio Management. Universität Bern, Volkswirtschaftliches Institut, Diskussionsschriften 2002 (02-12), 29 p.

Hlouskova, Jaroslava and Tsigaris, Panagiotis (2016) The role of the marginal rate of substitution of wealth for a loss averse investor. Economics Bulletin, 36 (4), pp. 2250-2260.

Hlouskova, Jaroslava and Tsigaris, Panagiotis and Caplanova, Anetta and Sivak, Rudolf (2017) A behavioral portfolio approach to multiple job holdings. Review of Economics of the Household, 15 (2), pp. 669-689.

K

Kirchner, Susanne and Sögner, Leopold (October 2016) An Exploratory Analysis on the Risk to be Offended on the Internet. IHS Economics Series 325, 38 p.

L

Lichtblau, Günther and Stix, Sigrid and Gerbaulet, Clemens and Schill, Wolf-Peter and Totschnig, Gerhard and Litzlbauer, Markus and Miess, Michael and Schmelzer, Stefan and Ščasný, Milan and Weinzettell, Jan and Máca, Vojtěch and Zvěřinová, Iva and Czajkowski, Mikolaj (2015) DEFINE Synthesis Report: DEFINE - Development of an Evaluation Framework for the Introduction of Electromobility. [Research Report] 45 p.

M

Miess, Michael and Raza, Werner and Reiner, Christian and Schmelzer, Stefan and Tröster, Bernhard (2016) Auswirkungen von TTIP auf die österreichische Landwirtschaft und Nahrungsmittelproduktion: Beschäftigungs- und Struktureffekte. [Research Report] 65 p.

Miess, Michael and Schmelzer, Stefan (2016) Extension of the Empirical Stock-Flow Consistent (SFC) Model for Austria: Implementation of Several Asset Classes, a Detailed Tax System and Exploratory Scenarios. Kammer für Arbeiter und Angestellte Wien, Abteilung Wirtschaftswissenschaft und Statistik, Materialien zu Wirtschaft und Gesellschaft 63, 58 p.

Miess, Michael and Schmelzer, Stefan (2016) Extension of the Empirical Stock-Flow Consistent (SFC) Model for Austria: Implementation of Several Asset Classes, a Detailed Tax System and Exploratory Scenarios. [Research Report] 58 p.

Miess, Michael and Schmelzer, Stefan and Janke, Julia (2014) Deliverable 1.1: Report on Improvements in the Hybrid General Equilibrium Core Model. Project: Development of an Evaluation Framework for the Introduction of Electromobility. [Research Report] 60 p.

R

Ritzberger, Klaus (2016) Order-Driven Markets are Almost Competitive. The Review of Economic Studies, 83 (1), pp. 338-364.

S

Schmelzer, Stefan and Miess, Michael (2015) Combined Report on Work Package 6. Deliverable 6.1: Report on the Calibrated and Validated CGE Model with Implemented Scenarios Ready for Use. Deliverable 6.2: A Set of Simulation Results and Case StudiesDevelopment of an Evaluation Framework for the Introduction of Electromobility. Project: DEFINE - Development of an Evaluation Framework for the INtroduction of Electromobility. [Research Report] 43 p.

W

Wagner, Martin and Hlouskova, Jaroslava (2004) CEEC Growth Projections: Certainly Necessary and Necessarily Uncertain. Universität Bern, Volkswirtschaftliches Institut, Diskussionsschriften 2004 (04-03), 32 p.

Wagner, Martin and Hlouskova, Jaroslava (2004) What's Really the Story with this Balassa-Samuelson Effect in the CEECs? Universität Bern, Volkswirtschaftliches Institut, Diskussionsschriften 2004 (04-16), 76 p.

Š

Ščasný, Milan and Máca, Vojtěch and Weinzettel, Jan and Miess, Michael and Schmelzer, Stefan (2015) WP9 Quantification of Environmental Benefits. Deliverable 9.1: Report on External Costs of electricity generation and vehicle use. Deliverable 9.2: Soft link between environmental assessment and the hybrid general equilibrium model. Project: Development of an Evaluation Framework for the Introduction of Electromobility. [Research Report] 41 p.

This list was generated on Wed Sep 19 06:33:34 2018 CEST.