Wilhelm-Epstein-Str. 14
Frankfurt/Main, 60431
Germany
Deutsche Bundesbank
SSRN RANKINGS
in Total Papers Citations
Open Economy Macroeconomics, Monetary union; Business cycles, Financial markets
Forecasting stock market volatility, Real-time macroeconomic data, Evaluation of forecasting accuracy
Inflation expectations, sticky information, Phillips curve, inflation persistence
firm level volatility, Great Moderation, multifactor residual model
Political stock market anomalies, predictability of stock returns, efficient markets hypothesis, real-time forecasting
business cycles, cross-sectional moments, firm growth
Potential output, growth accounting, productivity, NAIRU, factor shares
Ex ante predictability of stock returns, real-time macroeconomic data, performance of investment strategies, Germany
Inflation, expectations, sticky information, inflation persistence
business cycles, firm growth, Markov chains
Real-time data, business cycles, output gap, VAR, inflation, Germany