Benjamin Beckers

German Institute for Economic Research (DIW Berlin)

Mohrenstraße 58

Berlin, 10117

Germany

  • German Institute for Economic Research (DIW Berlin)

SCHOLARLY PAPERS

5

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550

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (5)

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1.

Monetary Policy and Mispricing in Stock Markets

DIW Berlin Discussion Paper No. 1605
Number of pages: 51 Posted: 07 Sep 2016
Benjamin Beckers and Kerstin Bernoth
German Institute for Economic Research (DIW Berlin) and German Institute for Economic Research (DIW Berlin)
Downloads 142 (371,825)
Citation 2

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Asset pricing, bubbles, financial stability, leaning against the wind, mispricing, monetary policy, time-varying coefficient VAR, zero and sign restrictions

2.

The Real-Time Predictive Content of Asset Price Bubbles for Macro Forecasts

DIW Berlin Discussion Paper No. 1496
Number of pages: 51 Posted: 04 Aug 2015
Benjamin Beckers
German Institute for Economic Research (DIW Berlin)
Downloads 137 (382,207)

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Asset price bubbles, financial stability, leaning-against-the-wind, monetary policy, real-time forecasting, unit root monitoring test

3.

Reading between the Lines: Using Media to Improve German Inflation Forecasts

DIW Berlin Discussion Paper No. 1665
Number of pages: 22 Posted: 19 May 2017
Benjamin Beckers, Konstantin A. Kholodilin and Dirk Ulbricht
German Institute for Economic Research (DIW Berlin), German Institute for Economic Research (DIW Berlin) and German Institute for Economic Research (DIW)
Downloads 107 (460,674)

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inflation prediction, media sentiment indicators, news reports, real-time forecasting

4.

Forecasting the Risk of Speculative Assets by Means of Copula Distributions

DIW Berlin Discussion Paper No. 1282
Number of pages: 39 Posted: 28 Mar 2013
Benjamin Beckers, Helmut Herwartz and Moritz Seidel
German Institute for Economic Research (DIW Berlin), University of Goettingen (Göttingen) and Deutsche Bundesbank
Downloads 86 (531,964)

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copula distributions, expected shortfall, GARCH, model selection, non-Gaussian innovations, risk forecasting, value-at-risk

5.

Forecasting the Nominal Brent Oil Price with VARs-One Model Fits All?

IMF Working Paper No. 15/251
Number of pages: 33 Posted: 03 Feb 2016
Benjamin Beckers and Samya Beidas-Strom
German Institute for Economic Research (DIW Berlin) and International Monetary Fund (IMF)
Downloads 78 (563,696)

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VARs, forecasts, prices, random walk, demand, Time-Series Models, Forecasting and Other Model Applications, Energy and the Macroeconomy, All Countries,