Philipp Adämmer

University of Greifswald

Friedrich-Loeffler-Strasse 70

D-17487 Greifswald, 17489

Germany

SCHOLARLY PAPERS

8

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SSRN CITATIONS
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27

CROSSREF CITATIONS

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Scholarly Papers (8)

1.

lpirfs: An R Package to Estimate Impulse Response Functions by Local Projections

The R Journal (2019) 11:2, pages 421-438.
Number of pages: 18 Posted: 11 Dec 2019 Last Revised: 07 Apr 2020
Philipp Adämmer
University of Greifswald
Downloads 1,564 (22,783)
Citation 9

Abstract:

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R, Local Projections, VARs

2.

Forecasting the Equity Premium: Mind the News!

Review of Finance, Forthcoming
Number of pages: 59 Posted: 26 Apr 2019 Last Revised: 25 Feb 2020
Philipp Adämmer and Rainer Alexander Schüssler
University of Greifswald and University of Rostock - Department of Economics
Downloads 693 (71,481)
Citation 8

Abstract:

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Topic Modeling, Big Data, Return Predictability, Text as Data

3.

Local Predictability in High Dimensions

Number of pages: 43 Posted: 31 Jan 2023 Last Revised: 13 Jul 2023
University of Greifswald, University of Rostock - Department of Economics and University of Rostock - Department of Economics
Downloads 206 (275,881)

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Big Data, Ensemble Learning, Time Series, Stock Returns, Inflation

4.

Economic Time Series Predictions and the Illusion of Support Recovery

Number of pages: 28 Posted: 30 Jan 2022 Last Revised: 13 Apr 2024
Philipp Adämmer and Rainer Alexander Schüssler
University of Greifswald and University of Rostock - Department of Economics
Downloads 179 (312,879)

Abstract:

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Signal-to-noise ratio, Variable selection, Shrinkage, High-dimensional data

5.

The Economic Effects of U.S. Presidential Tax Communication: Evidence from a Correlated Topic Model

Number of pages: 36 Posted: 16 Mar 2017 Last Revised: 21 Feb 2018
Tom Dybowski and Philipp Adämmer
University of Münster and University of Greifswald
Downloads 124 (421,945)
Citation 9

Abstract:

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tax policy, U.S. president, news, sentiment, topic models

6.

Forecasting Macroeconomic Tail Risk in Real Time: Do Textual Data Add Value?

Number of pages: 52 Posted: 03 Mar 2023 Last Revised: 14 May 2024
University of Greifswald, Technical University of Dortmund and University of Rostock - Department of Economics
Downloads 114 (449,352)

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Quantile Regression, Textual data, Topic models, Quantile Regression Forests, Gaussian process, Global-local priors

7.

Revisiting Legislative Lags of U.S. Tax Reforms

Number of pages: 4 Posted: 27 Nov 2017 Last Revised: 25 May 2019
Philipp Adämmer and Tom Dybowski
University of Greifswald and University of Münster
Downloads 81 (563,360)
Citation 1

Abstract:

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Legislative lag, tax foresight, correlated topic model, U.S. President

8.

Truncating Legal Cases and its Impact on Automatic Keywording

Number of pages: 27 Posted: 22 Apr 2024
Philipp Adämmer, Svenja Lull and Gunter Reiner
University of Greifswald, University of the German Federal Armed Forces - Helmut Schmidt Universität and Helmut-Schmidt-Universität/ Universität der Bundeswehr Hamburg
Downloads 10 (1,066,760)

Abstract:

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court decisions, automatic indexing, keyword position analysis, first keyword occurrence, full text truncation