Philipp Adämmer

Helmut Schmidt University Hamburg - Department of Mathematics and Statistics

Hostenhofweg 85

Hamburg, 22043

Germany

SCHOLARLY PAPERS

6

DOWNLOADS
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Top 44,490

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1,504

SSRN CITATIONS

5

CROSSREF CITATIONS

0

Scholarly Papers (6)

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
Helmut Schmidt University Hamburg - Department of Mathematics and Statistics
Downloads 694 (53,083)

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
Helmut Schmidt University Hamburg - Department of Mathematics and Statistics and University of Rostock - Department of Economics
Downloads 583 (66,294)

Abstract:

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

3.

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 Muenster and Helmut Schmidt University Hamburg - Department of Mathematics and Statistics
Downloads 99 (365,326)
Citation 4

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

4.

Economic Time Series Predictions and the Illusion of Support Recovery

Number of pages: 36 Posted: 30 Jan 2022 Last Revised: 19 May 2022
Philipp Adämmer and Rainer Alexander Schüssler
Helmut Schmidt University Hamburg - Department of Mathematics and Statistics and University of Rostock - Department of Economics
Downloads 71 (444,301)

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Feature selection, Signal-to-noise ratio, Shrinkage, Forecast combinations

5.

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
Helmut Schmidt University Hamburg - Department of Mathematics and Statistics and University of Muenster
Downloads 55 (503,639)
Citation 1

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

6.

Dynamics between North American and European Agricultural Futures Prices During Turmoil and Financialization

Bulletin of Economic Research, Vol. 69, Issue 1, pp. 57-76, 2017
Number of pages: 20 Posted: 10 Jan 2017
Helmut Schmidt University Hamburg - Department of Mathematics and Statistics, University of Muenster and Johann Heinrich von Thünen Institute (vTI)
Downloads 2 (878,396)

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price transmission, volatility spillovers, VECM, VAR, GARCH, dynamic conditional correlations