Working Paper - Archive

#79
Lindenberg, Nannette & Westermann, Frank
How Strong is the Case for Dollarization in Costa Rica? A Note on the Business Cycle Comovements with the United States

#78
Fricke, Jens & Pauly, Ralf
Proposals for a needed adjustment of the VaR-based market risk charge of Basle II

#77
Lindenberg, Nannette & Westermann, Frank
Common Trends and Common Cycles among Interest Rates of the G7-Countries

#76
Pauly, Ralf & Fricke, Jens
Risk Evaluation in Financial Risk Management: Prediction Limits and Backtesting

#75
Künne, Christian & Westermann, Frank
An Analysis of Aggregate Lending in Japan

#74
Ranciere, Romain; Tornell, Aaron & Westermann, Frank
Decomposing the Effects of Financial Liberalization: Crises vs. Growth

#73
Pauly, Ralf & Peter Kosater
Small-sample properties of estimators in an ARCH(1) and GARCH(1,1) model with a generalized error distribution: a robustness study.

#72
Ceglarek, Tobias
ARCH(1) & GARCH(1,1) - Time series simulation with Mathematica

#71
Pauly, R., Iwersen, S. & R. Singh Sud
A multivariate analysis on general government activity in EU-economies

#70
Neldner, Manfred
The competitive relationship between Riksbank, Enskilda Banken & Aktienbanken at the time of central bank proliferation in Sweden: The Existence of an Inverse Competitive Hierarchy and the Secondary Issuer Problem

#69
Trenkler, Dietrich
QUANTILE-BOXPLOTS

#68
Bockermann, Andreas; Meyer, Bernd; Omann, Ines & Joachim Spangenberg
Modeling Sustainability with PANTA RHEI and SuE

#67
Neldner, Manfred
Market Failure or Wrong Legal Restrictions? Experiences with multi-note banking systems without a central bank in Switzerland, Sweden & Canada

#66
Wolter, Marc Ingo & Gerd Ahlert
The influence of population development on the labor force potential in the econometric model INFORGE

#65
Meyer, Bernd & Gerd Ahlert
The economic importance of sport in Germany. Forecasts & simulations with a disaggregated econometric model

#64 Musiol, Gerald & Anna Sladkowski
Assessment of risk factors in mail order purchases using conjoint and cluster analysis

#63
Neldner, Manfred
Monetary and currency systems. Design options and concrete manifestations

#62
Pauly, Ralf
EU-Regulated Fiscal Policy: Constraints on National Fiscal Policies Strengthen the Monetary Policy

#61
Neldner, Manfred
Lessons from the Free Banking Era in Switzerland: The Law of Adverse Clearings and the Role of the Non-Issuing Credit Banks

#60
Pauly, Ralf
Diagnostic Quality of Residuals in Regression Analyses of Time Series

#59
Pauly, Ralf
Diagnostic Quality of Residual Analyses in Time Series Decompositions

#58
Musiol, Gerald & Guido Steinkamp
Categorical Data Analysis with the Chi-Squared Automatic Interaction Detector

#57
Meyer, Bernd & Georg Ewerhart
Wage Rate, Productivity and Employment. Results of a simulation study with the disaggregated econometric model INFORGE

#56
Voßkamp, Rainer
On the microfoundation of macroeconomics from an evolutionary theoretical perspective

#55
Meyer, Bernd, Bockermann, Andreas, Ewerhart, Georg & Christian Lutz
What is the cost of reducing CO2 emissions? Results of simulations with the environmental economic model PANTA RHEI

#54
Pauly, Ralf
Analyses of Economic Variables at the Current End of the Series: How Reliable Are They?

#53
Musiol, Gerald; Hüntelmann, Maria & Matthias Hunscher
Maximizing Advertising Success through Test Mailings: The Importance of Sample Size

#52
Neldner, Manfred
"Competition Necessarily Tends to Produce Excess": The Experience of Free Banking in Switzerland; revised 1997

#51
Musiol, Gerald
Address Selection in Mail-Order Actions using Categorical Regression. The problem of model selection

#50
Trenkler, Dietrich
Quantile Plots: Definitions and Applications

#49
Musiol, Gerald
Categorical Regression as a Selection Method in Direct Marketing

#48
Meyer, Bernd & Georg Ewerhart
Modeling towards Eco Domestic Product

#47
Neldner, Manfred
Die Neue Monetäre Ökonomik. Banks and other financial intermediaries in a world of laissez faire

#46
Pauly, Ralf
Structural component models and their use in time series decomposition

#45
Schwier, Rolf
Ways to check the credibility of exchange rate parities

#44
Meyer, Bernd & Georg Ewerhart
INFORGE. A disaggregated simulation and forecasting model for the Federal Republic of Germany

#43
Neldner, Manfred
Free Banking - A Review

#42
Meyer, Bernd
The Inter-Industry Relations of the German Automobile Industry and their Sensivity to Price Changes

#41
Meyer, Bernd & Georg Ewerhart
Growth without more employment? A Long-Term Forecast with a Disaggregated Econometric Model for Germany

#40
Neldner, Manfred
Banking Freedom & Note Overissuance. McCulloch, Longfield, the Swiss Franc and the "small note mania" in Scotland

#39
Pauly, Ralf
Convergence Analysis of Macroeconomic Variables in the EU: Economies in Sync?

#38
Schwier, Rolf
Speculative bubbles on the foreign exchange markets - A short-lived phenomenon?

#37
Pauly, Ralf
Structural and trend differences in European Community economies

#36
Trenkler, Dietrich
Simulation-based statistical inference for autocorrelated confounders in linear regression models

#35
Pauly, Ralf
Recent methods for time series decomposition: An overview of structural component approaches and ARIMA model based approaches

#34
Pauly, Ralf
Structural component models: Statistical analysis and decomposition of an economic time series

#33
Keuter, Alfons
Firm size, market structure and uncertainty - Influencing factors of R&D spending behavior in American industry

#32
Neldner, Manfred
Monetary Integration in Europe. Consequences, Pre-Requisites, and the Antagonism between Delors and Great Britain

#31
Neldner, Manfred
The Experience of Free Banking. A Review Article

#30
Meyer, Bernd & Georg Ewerhart
The "clean" service society. A consistent projection?

#29
Neldner, Manfred
The Influence of the Non-Banking Sector on the Economic Supply of Money

#28
Neldner, Manfred
European Monetary Integration

#27
Neldner, Manfred
Neutral Money as a Theoretical Concept and Economic Policy Norm

#26
Pauly, Ralf; Bousardt, Dieter & Dietrich Trenkler
Small-Sample Properties of Parameter Estimators in a Simple Structural Trend Model

#25
Claus, Thorsten
Estimation and Test Procedures for the Generalized Regression Model

#24
Neldner, Manfred
100% - Money for Europe? Irving Fisher, Sir Robert Peel and the possible consequences

#23
Schell, Arno
Two Model-based Alternative Trading Day Adjustment Procedures for the X11-ARIMA Seasonal Adjustment Method

#22
Neldner, Manfred
Market-based regulations and the concept of the social market economy. Funktionsbedingungen, Probleme, Alternativen

#21
Pauly, Ralf
Strukturelle Komponentenmodelle in der Zeitreihenzerlegung

#20
Pauly, Ralf
A general structural model for decomposing time series and its analysis as a generalized regression model

#19
Meyer, Bernd
The Dollar and the Structure of Production of the FRG. Simulations with a Multisectoral Econometric Model

#18
Neldner, Manfred
Flexible Exchange Rates - An Alternative to the Western European Monetary Union?

#17
Neldner, Manfred
Banking Freedom - Experiences with Competitive Monetary Orders in Scotland, Switzerland and the USAthe USA

#16
Meyer, Bernd
An evolutionary interpretation of the Barone curve

#15
Meyer, Bernd
A multisectoral econometric model with markets for commodities and financial assets

#14
Neldner, Manfred
Flexible exchange rates in the clash of opinions - traditional arguments and new experiences

#13
Trenkler, Dietrich & Jochen Jungeilges
A Graphical Method for Identifying Potential Outliers in Regression (A Note)

#12
Pauly, Ralf & Arno Schell
Calendar Effects in Structural Time Series Models With Trend And Season

#11
Pauly, Ralf
An Alternative Approach for Analyzing Structural Models with Trend, Season and Calendar Components

#10
Trenkler, Dietrich
Objective Criteria for Selecting the Biasing Parameter from the Ridge Trace

#09
Pauly, Ralf & Dietrich Trenkler
Decomposition of economic time series according to economic aspects and their graphical analysis

#08
Meyer, Bernd
On the measurement of dynamic competition - An application of the Iwai model

#07
Meyer, Bernd
Sectoral economic structure and labor market in the Osnabrück region Arbeitsmarkt in der Region Osnabrück/Emsland/Grafschaft Bentheim

#06
Pauly, Ralf
Estimation and model selection of nonstationary time series models with trend, season and trading day component

#05
Pauly, Ralf Model
selection of nonstationary time series models with trend and season

#04
Neldner, Manfred
Currency Substitution in West-Germany. An Empirical Estimation of the Substitution Effect Using Slutsky-Elasticities

#03
Meyer, Bernd
A neoclassical input-output-model based on "make"- and "use"-tables

#02
Neldner, Manfred
Currency Substitution in the Federal Republic of Germany

#01
Pauly, Ralf
Seasonal Adjustment and Current Business Cycle Diagnosis