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::: Discussion Papers
| Number | Titel | Authors | Projects Code | Date of Issue | JEL | Abstract | Down- load | Quant- lets | Bar Code | | 2013-031 | Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions | Helmut Lütkepohl, Anna Staszewska-Bystrova, Peter Winker | C15 | 31.05.2013 | C32 |  | 
 |  |  | | 2013-030 | Can expert knowledge compensate for data scarcity in crop insurance pricing? | Zhiwei Shen, Martin Odening, Ostap Okhrin | C11
B10 | 31.05.2013 | C14,
Q19 | |
| |  | | 2013-029 | Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps | Markus Bibinger, Mathias Vetter | C12 | 28.05.2013 | G10,
C14 | |
| |  | | 2013-028 | Analysis of Deviance in Generalized Partial Linear Models | Wolfgang Karl Härdle, Li-Shan Huang | B1 | 28.05.2013 | C00,
C14,
C50,
C58 | |
| |  | | 2013-027 | Bank Lending Relationships and the Use of Performance-Sensitive Debt | Tim R. Adam, Daniel Streitz | A13 | 21.05.2013 | G21,
G31,
G32 | |
| |  | | 2013-026 | State Price Densities implied from weather derivatives | Wolfgang Karl Härdle, Brenda López-Cabrera, Huei-Wen Teng | B1
C11 | 16.05.2013 | C11,
C22,
C58,
G12,
G13,
G19,
G22,
N23,
N53 | |
| |  | | 2013-025 | The ‘Celtic Crisis’: Guarantees, transparency, and systemic liquidity risk | Philipp König, Kartik Anand, Frank Heinemann | C10 | 16.05.2013 | G01,
G28,
D89 | |
| |  | | 2013-024 | Pruning in Perturbation DSGE Models - Guidance from Nonlinear Moving Average Approximations | Hong Lan, Alexander Meyer-Gohde | C7 | 07.05.2013 | C52,
C63,
E30 | |
| |  | | 2013-023 | Reference Dependent Preferences and the EPK Puzzle | Maria Grith, Wolfgang Karl Härdle, Volker Krätschmer | B1 | 06.05.2013 | D04,
D53,
C02,
G13 | |
| |  | | 2013-022 | Decomposing Risk in Dynamic Stochastic General Equilibrium | Hong Lan, Alexander Meyer-Gohde | C7 | 02.05.2013 | C63,
E32,
G12 | |
| |  | | 2013-021 | Econometrics of co-jumps in high-frequency data with noise | Markus Bibinger, Lars Winkelmann | C12
C14 | 02.05.2013 | C14,
G32,
E58 | |
| |  | | 2013-020 | Disaster Risk in a New Keynesian Model | Maren Brede | C7 | 25.04.2013 | E21,
E31,
E32 | |
| |  | | 2013-019 | The European Debt Crisis: How did we get into this mess? How can we get out of it? | Michael C. Burda | C7 | 25.04.2013 | F33,
F34,
E42 | |
| |  | | 2013-018 | Fair re-valuation of wine as an investment | Fabian Y.R.P. Bocart, Christian M. Hafner | Z | 25.04.2013 | C14,
C43,
M40,
G12 | |
| |  | | 2013-017 | Estimating the Quadratic Covariation Matrix from Noisy Observations: Local Method of Moments and Efficiency | Markus Bibinger, Nikolaus Hautsch, Peter Malec, Markus Reiß | B8
C12 | 25.04.2013 | C14,
C32,
C58,
G10 | |
| |  | | 2013-016 | Quantitative forward guidance and the predictability of monetary policy - A wavelet based jump detection approach - | Lars Winkelmann | C14 | 16.04.2013 | E58,
C14,
C58 | |
| |  | | 2013-015 | Cyclical Variation in Labor Hours and Productivity Using the ATUS | Michael C. Burda, Daniel S. Hamermesh, Jay Stewart | C7 | 08.03.2013 | E23,
J22 | |
| |  | | 2013-014 | Do High-Frequency Data Improve High-Dimensional Portfolio Allocations? | Nikolaus Hautsch, Lada M. Kyj, Peter Malec | B8
B11 | 08.03.2013 | G11,
G17,
C58,
C14,
C38 | |
| |  | | 2013-013 | A Transfer Mechanism for a Monetary Union | Philipp Engler, Simon Voigts | C7 | 07.03.2013 | F41,
F44,
E2,
E3,
E52 | |
| |  | | 2013-012 | Are There Bubbles in the Sterling-dollar Exchange Rate? New Evidence from Sequential ADF Tests | Timo Bettendorf, Wenjuan Chen | C14 | 28.02.2013 | C1,
F3 | |
| |  | | 2013-011 | The Real Consequences of Financial Stress | Stefan Mittnik, Willi Semmler | Z | 27.02.2013 | E2,
E6,
C13 | |
| |  | | 2013-010 | Composite Quantile Regression for the Single-Index Model | Yan Fan, Wolfgang Karl Härdle, Weining Wang, Lixing Zhu | B1 | 13.02.2013 | C00,
C14,
C50,
C58 | |
| |  | | 2013-009 | ‘I'll do it by myself as I knew it all along’: On the failure of hindsight-biased principals to delegate optimally | David Danz, Frank Hüber, Dorothea Kübler, Lydia Mechtenberg, Julia Schmid | A6 | 31.01.2013 |
C72,
C91,
D84
| |
| |  | | 2013-008 | Forecasting systemic impact in financial networks | Nikolaus Hautsch, Julia Schaumburg, Melanie Schienle | B8
B11 | 30.01.2013 |
G01,
G18,
G32,
G38,
C21,
C51,
C63
| |
| |  | | 2013-007 | Crossing Network versus Dealer Market: Unique Equilibrium in the Allocation of Order Flow | Jutta Dönges, Frank Heinemann, Tijmen R. Daniëls | C10 | 16.01.2013 |
C62,
G10,
G20
| |
| |  | | 2013-006 | Inference for Multi-Dimensional High-Frequency Data: Equivalence of Methods, Central Limit Theorems, and an Application to Conditional Independence Testing | Markus Bibinger, Per A. Mykland | C12 | 15.01.2013 |
C14,
C32,
C58,
G10
| |
| |  | | 2013-005 | Pricing Rainfall Derivatives at the CME | Brenda López Cabrera, Martin Odening, Matthias Ritter | C11 | 10.01.2013 |
G19,
G29,
G22,
Q59
| |
| |  | | 2013-004 | Preference for Randomization: Empirical and Experimental Evidence | Nadja Dwenger, Dorothea Kübler, Georg Weizsäcker | A6 | 08.01.2013 | D03,
D01 | |
| |  | | 2013-003 | Empirical Research on Corporate Credit-Ratings: A Literature Review | Alexander B. Matthies | Z | 04.01.2013 |
G20,
G24,
G30,
G32,
G34
| |
| |  | | 2013-002 | Statistical properties and stability of ratings in a subset of US firms | Alexander B. Matthies | Z | 04.01.2013 |
G20,
G24,
G30,
G32
| |
| |  | | 2013-001 | Functional Data Analysis of Generalized Quantile Regressions | Mengmeng Guo, Lhan Zhou, Jianhua Z. Huang, Wolfgang Karl Härdle | B1 | 02.01.2013 | C13,
C23,
C38,
Q54
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