Veröffentlichungen

Herausgebertätigkeit:

Seit 2012 Herausgeber der Wismarer Diskussionspapiere der Fakultät für Wirtschaftswissenschaften der Hochschule Wismar
Seit 2015 Mitglied des Editorial Boards der Zeitschrift Economies – Open Access Journal

Veröffentlichungen in Zeitschriften:

2020

Unravelling the Secrets of Euro Area Ination - A Frequency Decomposition Approach, Koautoren: D. Gerdesmeier (EZB), B. Roffia (EZB), Folia Oeconomica Stetinensia, Vol. 20(1), S. 133-162, 2020
Cash in Circulation and the Shadow Economy: An Empirical Investigation for Euro Area Countries and Beyond,
Koautoren: F. Seitz (TH Amberg-Weiden), F. Schneider (Universität Linz), Journal of Business & Economic Policy, Vol. 7, No.2, doi:10.30845/jbep.v7n2p2 2020.

2017

Forecasting Euro Area Inflation Using Single-Equation and Multivariate VAR-Models, Koautoren: D. Gerdesmeier (EZB), B. Roffia (EZB, Folia Oeconomica Stetinencia, Vol. 16(2), S. 19-34.

2016

Does public investment stimulate private investment? Evidence for the euro area, Koautor: C. Dreger (DIW), Economic Modelling, Vol. 58(c), S. 154-158.

Asset prices and comsumer prices: Exploring the linkages, Koautoren: Dieter Gerdesmeier, Barbara Roffia, Applied Economics Quarterly, Vol. 62(3), S. 169-186.

2013

Does euro area membership affect the relation between GDP growth and public debt?, Koautor: C. Dreger (DIW), Journal of Macroeconomic, Vol. 38, S. 481-486.

2012

Early Warning Indicator Model of Financial Developments Using an Ordered Logit, Business and Economic Research, Vol. 2(2).
The role of wealth for private consumption: Evidence from paneleconometric models, Koautor: C. Dreger, Portuguese Economic Journal, No. 1, S. 21-34.

2011

Early warning indicators of financial booms, Koautoren: D. Gerdesmeier (ECB), B. Roffia (ECB), Review of Economics & Finance, Vol. 3, S. 1-20.
A functional coefficient approach to modeling the Fisher hypothesis: World wide evidence, Koautor: H. Herwartz, Macroeconomic Dynamics, Vol. 15, S. 93-118.
On the role of sectoral and national components in the wage bargaining process, Koautor: C. Dreger (DIW), Regional and sectoral economic studies, Vol. 11-1, S. 17-26.

2010

Asset prices misalignments and the role of money and credit, Koautoren: D. Gerdesmeier (ECB), B. Roffia (ECB), International Finance, Vol. 13, S. 377-407.
Applying a new bubble test for a composite indicator, Koautoren: D. Gerdesmeier (ECB), B. Roffia (ECB), Folia Oeconomica Stetinensia, Vol. 9, S. 7-24.
Do benchmark revisions affect the consumption-to-output and investment-to-output ratios in Germany? Koautor: T. Knetsch, Journal of Business Cycle Measurement and Analysis, S. 57-72.

2009

Hysteresis in the Development of Unemployment: The EU and US Experience, Koautor: C. Dreger, Spanish Economic Review, Vol. 11, S. 267-276.
How to Treat Benchmark Revisions? The Case of German Production and Order Statistics, Koautor: T.A. Knetsch, Oxford Bulletin of Economics & Statistics, Vol. 69, S. 209 - 235.

2007

Long-run Money Demand Function in the New EU Member States with Exchange Rate Effects, Koautoren: C. Dreger, B. Roffia, Eastern European Economics, Vol. 7, S. 77-96
Estimates of Money Demand Functions for Estonia, Koautor: K. Roht, Transition Studies Review, Vol 14, S. 425-439.

2006

Panel Nonstationary Tests of the Fisher Hypothesis: An Analysis of 114 Economies During the Period 1960-2004, Koautor: H. Herwartz, International Journal of Applied Econometrics and Quantitative Studies, Vol. 6-3, S. 39-54.
Long-Run Links Among Money, Output, and Prices: World-Wide Evidence, Koautor: H. Herwartz, German Economic Review, Vol. 7, S. 65-86.
Consumption and Disposable Income in the EU Countries: The Role of Wealth Effects, Koautor: C. Dreger, Empirica, Vol. 33, S. 245-254.

2005

Forecasting Real GDP: What Role for Narrow Money? Koautoren C. Brand, F. Seitz, Jahrbuch der Wirtschaftswissenschaften Band 55, 3, S. 246-262.
Health Care Expenditures in OECD Countries : A Panel Unit Root and Cointegration Analysis, Koautor: C. Dreger, International Journal of Applied Econometrics and Quantitative Studies, Vol. 2,2.
Panel Seasonal Unit Root Test: Further Simulations and An Application to Unemployment Data, Koautor: C. Dreger, Statistisches Archiv, Vol. 89/3 S. 319-336.

2003

Does Money Matter for Prices in the Euro Area?, Jahrbücher für Nationalökonomie und Statistik Band 223/5 (2003), S. 581-602.
Does Money Include Information for Output in the Euro Area?, Schweizerische Zeitschrift für Volkswirtschaft und Statistik, Vol. 139 (2003) S. 231-252.
Seasonal Cointegration Analysis of German M3 Money Demand, Applied Financial Economics, Vol. 13 (2003), S. 71-79, Koautor: H. Herwartz.

2002

Purchasing Power Parity and Cointegrating Tests Using Pooled Data, Japan and the World Economy, Vol. 14 (2002), S. 45-62, Koautor: H. Herwartz.
Are the Volatility Processes of Exchange Rates Stable? Applied Stochastic Models in Business and Industry, Vol. 18 (2002), S. 3-22, Koautor: H. Herwartz.
Testing Growth Ratios via Pooled Error Correction Models , Economics Bulletin, Vol. 3, No. 15 (2002), S. 1-11 (Internet-Zeitschrift, www.economicsbulletin.com), Koautor: H. Herwartz.

2001

Labour Demand in Germany and Seasonal Cointegration, Allgemeines Statistisches Archiv, Band 85 (2001), S. 283-299.
Currency Substitution: A Theoretical and Empirical Analysis for Europe, The Manchester School, vol. 67 (1999), S. 137-153, Koautor F. Seitz.

1999

Unterschiedliche Volatilitätsregime am deutschen Rentenmarkt, Jahrbücher für Nationalökonomie und Statistik, vol. 219/3+4 (1999), S. 375-392, Koautor H. Herwartz.

1997

Seasonal Cointegration Analysis of German Consumption Function, Empirical Economics, vol. 22 (1997), S. 369-380.
Forecasting of Seasonal Cointegrated Processes, International Journal of Forecasting, vol. 13 (1997), S. 369-380.

1995

Interval Forecasting in Cointegrated Systems, Statistische Hefte, vol. 36 (1995), S. 349-369.

1994

P-Star as a Link Between Money an Prices in Germany, Weltwirtschaftliches Archiv, vol. 130 (1994) S. 273-289, Koautor K.-H. Tödter.

1992

Impulse Response Analysis of Cointegrated Systems; Journal of Economic Dynamics and Control, vol. 16 (1992), S. 53-78, Koautor H. Lütkepohl.
Granger-Causality in Cointegrated VAR Processes: The Case of the Term Structure, Economics Letters, vol. 40 (1992) S. 263-268, Koautor H. Lütkepohl
Comparisons of Tests for Multivariate Cointegration, Statistische Hefte, vol. 33 (1992), S. 335-359.

Veröffentlichungen in Sammelbänden

Panel Nonstationary Tests of the Fisher Hypothesis in a World Wide Context, Koautor: H. Herwartz, in J. Bartog (Hrsg.) Baltic Business Development, Finance and Currency, Faculty of Economics and Management, University of Szczecin, S. 100-131, 2006.
Consumption and Income in the Euro Area: Empirical Evidence Based on Panel Cointegration Methods, Koautor: C. Dreger, in C. Dreger, H.P. Galler (Hrsg.): Advances in Macroeconometric Modeling, Band 19, Nomos-Verlag, Baden-Baden, S. 46-62, 2005.
Einfache Schätzungen einer langfristigen Geldnachfragefunktion EU-Beitrittskandidaten, in G. Peschutter, H.-E. Reimers und M. Schleicher (Hrsg.): Osterweiterung der Europäischen Union - Band zur Tagung der Volkswirtschaftsprofessoren an Fachhochschulen, Lucius & Lucius, Stuttgart, S. 32-51, 2004.
Forecasting real GDP: What role for narrow money?, Koautoren: C. Brand (EZB) und F. Seitz (FH Amberg-Weiden) in O. Issing (Hrsg.): Background Studies for the ECB's Evaluation of its Monetary Policy Strategy, EZB, Frankfurt am Main, S. 301-328, 2003.
Comparison of M3 and Divisia M3 Aggregates for the Euro Area, in S. Mittnik und I. Klein (Hrsg.): Contribution to Modern Econometrics - From Data Analysis to Economic Policy, Kluwer-Verlag, S. 169-183, 2002.
Schätzung einer deutschen Arbeitsnachfragefunktion unter besonderer Berücksichtigung von Strukturbrüchen bei saisonalen Zeitreihen, in R. Pohl und H.P. Galler (Hrsg.) ''Implikationen der Währungsunion für makroökonomische Modelle'', Nomos-Verlag, Baden-Baden, S. 127-144, 2001.
M3 Weighted Monetary Aggregates, Koautoren H. Herrmann, K.-H. Tödter in: Divisia Monetary Aggregates, Right in Theory - Useful in Practice?, M. Belongia, J. Binner, MacMillan, 2000.
The Transmission of Monetary Policy in the Econometric Model of the Deutsche Bundesbank for the German Economy, Koautor W. Jahnke, in: Financial Structure and the Monetary Policy Transmission Mechanism, Bank for International Settlements, Basel, 1995.

Veröffentlichungen des Sammelbandes:

Osterweiterung der Europäischen Union - Band zur Bundesfachtagung der Volkswirtschaftsprofessoren an Fach- und Gesamthochschulen, G. Peschutter, H.-E. Reimers, M. Schleicher (Hrsgs.) Lucius & Lucius, Stuttgart, 2004.

Arbeitspapiere:

Payment Innovations, the Shadow Economy and Cash Demand of Households in Euro Area Countries, Koautoren: F. Seitz (TH Amberg-Weiden), F. Schneider (Universität Linz), cesifo Working Papers No. 8574, 2020
Unravelling the secrets of euro area ination - a frequency decomposition approach, Koautoren: D. Gerdesmeier (EZB), B. Roffia (EZB), Wismarer Diskussionspapiere Heft 06/2018
Cash in Circulation and the Shadow Economy: An Empirical Investigation for Euro Area Countries and Beyond, Koautoren: F. Seitz (TH Amberg-Weiden), F. Schneider (Universität Linz), cesifo Working Papers No. 7143, 2018
Consumer and asset prices - some recent evidence, Koautoren: D. Gerdesmeier (EZB), B. Roffia (EZB), Wismarer Diskussionspapiere Heft 01/2015.
On the relationship between public and private investment in the euro area, Koautor: C. Dreger (DIW), DIW-Discussion paper Nr. 1365, Berlin, www.diw.de 2014.
Testing for the existence of a bubble in the stock market, Koautoren: D. Gerdesmeier (EZB), B. Roffia (EZB), Wismarer Diskussionspapiere Heft 01/2013, 2013.
Does Euro Area Membership Affect the Relation Between GDP Growth and Public Debt, Koautor: C. Dreger (DIW), DIW-Discussion paper Nr. 1249, Berlin,www.diw.de 2012.
On the Role of Sectoral and National Components in the Wage Bargaining Process, Koautor: C. Dreger (DIW), IZA-Discussion paper IZA 4908, Bonn, 2010. www.iza.org
Asset prices misalignments and the role of money and credit, Koautoren: D. Gerdesmeier (EZB), B. Roffia (EZB), Discussion paper No. 1068, European Central Bank, 2009. www.ecb.int
The Role of Asset Markets for Private Consumption. Evidence from Paneleconometric Models, Koautor: C. Dreger, DIW-Discussion paper Nr. 872, www.diw.de 2009.
How to treat benchmark revisions? The case of German production and order statistics, Koautor: T.A. Knetsch, Deutsche Bundesbank, Discussion Paper Nr. 38, Frankfurt am Main, 2006. www.bundesbank.de
Long-run Money Demand in the New EU Member States with Exchange Rate Effects, Koautoren: C. Dreger, B. Roffia, European Central Bank, Working Paper Series No. 628, Frankfurt am Main, 2006. www.ecb.int
Hysteresis and Persistance in the Course of Unemployment: The EU14 and US Experience, Koautor: C. Dreger, Hochschule Wismar, 2006.
Modeling the Fisher Hypothesis: World Wide Evidence, Koautor: H. Herwartz, Discussionspapier, Institut für Statistik und Ökonometrie, Christian-Albrechts-Universität zu Kiel, 2006.

Health Care Expenditures in OECD Countries: A Panel Unit Root and Cointegration Analysis, Koautor: C. Dreger, iza discussion paper no. 1469, 2005.

Panel Seasonal Unit Root Test With An Application for Unemployment Data, Koautor: C. Dreger, Discussionspapier Nr. 191, Institut für Wirtschaftsforschung Halle, 2004.

Forecasting Real GDP: What Role for Narrow Money? European Central Bank Working Paper No. 254, September, Frankfurt am Main; or Narrow Money and the Business Cycle: Theoretical Aspects and Euro Area Evidence, Koautoren C. Brand, F. Seitz, publiziert als Hintergrundbeitrag zur ECB-Strategiediskussion: www.ecb.int, 2003.

Analysing Divisia Aggregates for the Euro Area, Discussion Paper, Economic Research Center of the Deutsche Bundesbank 13/02, Frankfurt am Main, 2002.

Long-Run Links Among Money, Output, and Prices: World-Wide Evidence, Koautor: H. Herwartz, Discussion paper 14/01, Economic Research Center of the Deutsche Bundesbank, 2001.