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::: Discussion Papers

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Number Titel Authors Projects Code Date of Issue JEL Abstract Down- load Quant- lets
2017-024Smooth Principal Component Analysis for High Dimensional DataYingxing Li, Wolfgang K. Härdle and Chen HuangB112.09.2017C00
 
2017-023Penalized Adaptive Method in Forecasting with Large Information Set and Structure ChangeXinjue Li, Lenka Zbonakova and Wolfgang Karl HärdleB112.09.2017C13,
C20,
E37

 
2017-022Das deutsche Arbeitsmarktwunder: Eine BilanzMichael C. Burda and Stefanie SeeleC728.08.2017E24,
J08,
J21,
J31

 
2017-021The systemic risk of central SIFIsCathy Yi-Hsuan Chen and Sergey NasekinB123.08.2017C00,
C14,
C50,
C58

 
2017-020Pricing Green Financial ProductsAwdesch Melzer, Wolfgang K. Härdle and Brenda López CabreraC1123.08.2017C00
 
2017-019Racial/Ethnic Differences In Non-Work At WorkDaniel S. Hamermesh, Katie R. Genadek and Michael C. BurdaC711.08.2017J15,
J22,
J31

 
2017-018Social Security Contributions and the Business CycleAnna Almosova, Michael C. Burda and Simon VoigtsC709.08.2017E24,
E32,
J32,
H55

 
2017-017Generalized Entropy and Model UncertaintyAlexander Meyer-GohdeC709.08.2017C61,
C63,
E17

 
2017-016Conditional moment restrictions and the role of density information in estimated structural modelsAndreas TryphonidesC721.07.2017C13,
C14 ,
E10

 
2017-015(Un)expected Monetary Policy Shocks and Term PremiaMartin Kliem and Alexander Meyer-GohdeC717.07.2017E13,
E31,
E43,
E44,
E52

 
2017-014Investing with cryptocurrencies - A liquidity constrained investment approachSimon Trimborn, Mingyang Li and Wolfgang K. HärdleB110.07.2017C01,
C58,
G11

2017-013Adaptive weights clustering of research papersLarisa Adamyan, Kirill Efimov, Cathy Yi-Hsuan Chen and Wolfgang K. HärdleB104.07.2017C00
 
2017-012Industry Interdependency Dynamics in a Network ContextYa Qian, Wolfgang Karl Härdle and Cathy Yi-Hsuan ChenB129.05.2017C32,
C55,
C58,
G11,
G17

 
2017-011The impact of news on US household inflation expectationsShih-Kang Chao, Wolfgang Karl Härdle, Jeffrey Sheen, Stefan Trück and Ben Zhe WangB129.05.2017D83,
D84,
E31

 
2017-010Data Science & Digital SocietyCathy Yi-Hsuan Chen and Wolfgang Karl HärdleB129.05.2017
 
2017-009The Economics of German Unification after Twenty-five Years: Lessons for KoreaMichael C. Burda and Mark WederC729.05.2017P2,
O11,
E02

 
2017-008GitHub API based QuantNet Mining infrastructure in RLukas Borke and Wolfgang K. HärdleB106.03.2017C44,
C87,
C88,
C89,
M15,
O32

2017-007Testing Missing at Random using Instrumental VariablesChristoph BreunigB128.02.2017
 
2017-006RiskAnalytics: an R package for real time processing of Nasdaq and Yahoo finance data and parallelized quantile lasso regression methodsLukas BorkeB120.02.2017C21,
C51,
G01,
G18,
G32,
G38

2017-005Dynamic Valuation of Weather Derivatives under Default RiskWolfgang Karl Härdle and Maria OsipenkoB106.02.2017
 
2017-004Tail event driven networks of SIFIsCathy Yi-Hsuan Chen, Wolfgang Karl Härdle and Yarema OkhrinB131.01.2017C01,
C14,
C58,
C45,
G01,
G15,
G31

 
2017-003FRM: a Financial Risk Meter based on penalizing tail events occurrenceLining Yu, Wolfgang Karl Härdle, Lukas Borke and Thijs BenschopB110.02.2017C21,
C51,
G01,
G18,
G32,
G38

2017-002Estimating location values of agricultural landGeorg Helbing, Zhiwei Shen, Martin Odening and Matthias RitterC11
T1
18.01.2017C14,
Q15,
R39

 
2017-001Fake AlphaMarcel Müller, Tobias Rosenberger and Marliese Uhrig-HomburgB118.01.2017G23,
G11,
G20

 
 

 
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