Mathias Hoffmann

University of Zurich - Department of Economics

Zuerich, 8006

Switzerland

CESifo (Center for Economic Studies and Ifo Institute)

Poschinger Str. 5

Munich, DE-81679

Germany

SCHOLARLY PAPERS

25

DOWNLOADS
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CITATIONS
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Top 6,969

in Total Papers Citations

69

Scholarly Papers (25)

Securitization of Mortgage Debt, Asset Prices and International Risk Sharing

Number of pages: 47 Posted: 14 Jul 2008 Last Revised: 22 Mar 2009
Mathias Hoffmann and Thomas Nitschka
University of Zurich - Department of Economics and Swiss National Bank
Downloads 327 (70,943)

Abstract:

Financial globalization, international risk sharing, home bias, securitization, mortgage markets, asset prices, international business cycles

Securitization of Mortgage Debt, Asset Prices and International Risk Sharing

CESifo Working Paper Series No. 2527
Number of pages: 50 Posted: 27 Jan 2009
Mathias Hoffmann and Thomas Nitschka
University of Zurich - Department of Economics and Swiss National Bank
Downloads 233 (102,773)

Abstract:

financial globalization, international risk sharing, home bias, securitization, mortgage markets, asset prices, international business cycles

2.

A Re-Examination of the Link between Real Exchange Rates and Real Interest Rate Differentials

CESifo Working Paper Series No. 894
Number of pages: 33 Posted: 08 Apr 2003
Mathias Hoffmann and Ronald MacDonald
University of Zurich - Department of Economics and University of Strathclyde in Glasgow - Department of Economics
Downloads 412 (53,615)
Citation 3

Abstract:

Real Exchange Rates, Real Interest Rates, Cointegration

3.

Harmonic Regression Models: A Comparative Review with Applications

Institute for Empirical Research in Economics, University of Zurich, Working Paper No. 333
Number of pages: 38 Posted: 27 Sep 2007
University of Manchester - Institute for Political & Economic Governance (IPEG), University of Murcia, University of Zurich - Department of Economics and Indira Gandhi Institute of Development Research (IGIDR)
Downloads 222 (98,852)

Abstract:

mixed spectrum, autoregressive methods, eigenvalue methods, dynamic harmonic regression, data snooping: multiple forecast comparisons

Financial Globalization, International Business Cycles, and Consumption Risk Sharing

University of Zurich Institute for Empirical Research in Economics Working Paper No. 346
Number of pages: 39 Posted: 11 Dec 2007
Michael J. Artis and Mathias Hoffmann
University of Manchester - Institute for Political & Economic Governance (IPEG) and University of Zurich - Department of Economics
Downloads 98 (216,010)
Citation 9

Abstract:

Consumption Risk Sharing, International Business Cycles, Great Moderation, Financial Integration and Capital Flows, Home Bias

Financial Globalization, International Business Cycles and Consumption Risk Sharing

CEPR Discussion Paper No. 4697
Number of pages: 34 Posted: 28 Dec 2004
Michael J. Artis and Mathias Hoffmann
University of Manchester - Institute for Political & Economic Governance (IPEG) and University of Zurich - Department of Economics
Downloads 40 (349,031)
Citation 18

Abstract:

Consumption risk sharing, capital flows, home bias, international and regional business cycles

Financial Globalization, International Business Cycles and Consumption Risk Sharing

Scandinavian Journal of Economics, Vol. 110, Issue 3, pp. 447-471, September 2008
Number of pages: 25 Posted: 17 Sep 2008
Michael J. Artis and Mathias Hoffmann
University of Manchester - Institute for Political & Economic Governance (IPEG) and University of Zurich - Department of Economics
Downloads 2 (539,706)
Citation 9

Abstract:

Consumption risk sharing, international business cycles, great moderation, financial integration and capital flows, home bias

5.

Intra- and International Risk-Sharing in the Short Run and the Long Run

CESifo Working Paper Series No. 1111
Number of pages: 40 Posted: 28 Jan 2004
Sascha O. Becker and Mathias Hoffmann
University of Warwick and University of Zurich - Department of Economics
Downloads 129 (170,324)
Citation 21

Abstract:

consumption risk sharing, home bias, international business cycles, panel vector

6.

Consumption, Wealth and Business Cycles in Germany

CESifo Working Paper Series No. 1443
Number of pages: 46 Posted: 19 Apr 2005
Britta Hamburg, Mathias Hoffmann and Joachim Keller
Deutsche Bundesbank - Economic Research Centre, University of Zurich - Department of Economics and Deutsche Bundesbank - Economic Research Centre
Downloads 115 (184,362)
Citation 9

Abstract:

wealth effect on consumption, business cycles, monetary policy transmission, financial systems, asset price predictability, permanent income hypothesis

7.

Home Bias and the Structure of International and Regional Business Cycles

University of Dortmund Economics Discussion Paper
Number of pages: 35 Posted: 01 Sep 2003
Mathias Hoffmann
University of Zurich - Department of Economics
Downloads 113 (191,686)

Abstract:

Consumption Risk Sharing, International and regional business cycles, Capital flows, Home Bias, Non-stationary panel data

The Home Bias and Capital Income Flows Between Countries and Regions

University of Zurich Working Paper No. 316
Number of pages: 29 Posted: 02 Apr 2007 Last Revised: 25 Oct 2011
Michael J. Artis and Mathias Hoffmann
University of Manchester - Institute for Political & Economic Governance (IPEG) and University of Zurich - Department of Economics
Downloads 83 (240,987)
Citation 9

Abstract:

Consumption Risk Sharing, International and regional business cycles, Capital flows, Home Bias, Non-stationary panel data

The Home Bias and Capital Income Flows between Countries and Regions

CEPR Discussion Paper No. 5691
Number of pages: 35 Posted: 04 Aug 2006
Michael J. Artis and Mathias Hoffmann
University of Manchester - Institute for Political & Economic Governance (IPEG) and University of Zurich - Department of Economics
Downloads 27 (401,723)
Citation 9

Abstract:

Consumption risk sharing, international and regional business cycles, home bias, non-stationary panel data

9.

Consumption Risk Sharing over the Business Cycle: The Role of Small Firms' Access to Credit Markets

Institute for Empirical Research in Economics Working Paper No. 363, CESifo Working Paper Series No. 2544
Number of pages: 53 Posted: 01 Apr 2008
Mathias Hoffmann and Iryna Stewen
University of Zurich - Department of Economics and University of Mainz - Gutenberg School of Economics and Management
Downloads 102 (201,996)
Citation 4

Abstract:

Interstate risk sharing, regional business cycle, proprietary income, small businesses, state banking deregulation

Systematic Consumption Risk in Currency Returns

Number of pages: 81 Posted: 04 Jul 2013
Mathias Hoffmann and Rahel Studer-Suter
University of Zurich - Department of Economics and University of Zurich
Downloads 63 (282,918)

Abstract:

Foreign exchange, uncovered interest parity, carry trade returns, consumption risk, asset pricing, habit model

Systematic Consumption Risk in Currency Returns

CESifo Working Paper Series No. 4273
Number of pages: 47 Posted: 18 Jun 2013
Mathias Hoffmann and Rahel Studer-Suter
University of Zurich - Department of Economics and University of Zurich
Downloads 29 (392,245)

Abstract:

foreign exchange, carry trade returns, consumption risk, asset pricing

11.

Proprietary Income, Entrepreneurial Risk, and the Predictability of U.S. Stock Returns

CESifo Working Paper Series No. 1712
Number of pages: 47 Posted: 23 May 2006
Mathias Hoffmann
University of Zurich - Department of Economics
Downloads 91 (214,710)
Citation 2

Abstract:

non-insurable background risk, entrepreneurial income, equity risk premium, long-horizon predictability

12.

Real Exchange Rates and Real Interest Rate Differentials: A Present Value Interpretation

Number of pages: 47 Posted: 23 Mar 2009
Mathias Hoffmann and Ronald MacDonald
University of Zurich - Department of Economics and University of Strathclyde in Glasgow - Department of Economics
Downloads 89 (219,298)
Citation 1

Abstract:

Real Exchange Rates, Real Interest Rates, Present Value Model

13.

What Drives China's Current Account?

HKIMR Working Paper No. 11/2010
Number of pages: 31 Posted: 22 Jun 2010
Mathias Hoffmann
University of Zurich - Department of Economics
Downloads 88 (213,206)

Abstract:

China, Current Account, Present-Value Models, External Adjustment, Global Imbalances, Savings Glut, Precautionary Saving

14.

Consumption Heterogeneity and Long Run Risk

Number of pages: 25 Posted: 15 Feb 2008
Victoria Galsband and Mathias Hoffmann
University of Zurich - Institute for Empirical Research in Economics and University of Zurich - Department of Economics
Downloads 76 (244,345)

Abstract:

consumption CAPM, idiosyncratic risk, consumption dispersion

Holes in the Dike: The Global Savings Glut, U.S. House Prices and the Long Shadow of Banking Deregulation

CESifo Working Paper Series No. 5332
Number of pages: 49 Posted: 07 May 2015
Mathias Hoffmann and Iryna Stewen
University of Zurich - Department of Economics and University of Mainz - Gutenberg School of Economics and Management
Downloads 27 (401,723)

Abstract:

house prices, savings glut, global imbalances, credit constraints, state banking deregulation

Holes in the Dike: The Global Savings Glut, U.S. House Prices and the Long Shadow of Banking Deregulation

University of Zurich, Department of Economics, Working Paper No. 183
Number of pages: 44 Posted: 18 Dec 2014
Mathias Hoffmann and Iryna Stewen
University of Zurich - Department of Economics and University of Mainz - Gutenberg School of Economics and Management
Downloads 24 (417,327)

Abstract:

House prices, savings glut, global imbalances, credit constraints, state banking deregulation

Holes in the Dike: The Global Savings Glut, U.S. House Prices and the Long Shadow of Banking Deregulation

CAMA Working Paper No. 6/2016
Number of pages: 49 Posted: 04 Feb 2016 Last Revised: 09 Feb 2016
Mathias Hoffmann and Iryna Stewen
University of Zurich - Department of Economics and University of Mainz - Gutenberg School of Economics and Management
Downloads 22 (428,336)

Abstract:

house prices, global imbalances, interstate banking deregulation

A Provincial View of Global Imbalances: Regional Capital Flows in China

University of Zurich Department of Economics Working Paper No. 162
Number of pages: 48 Posted: 01 Jul 2014
Samuel Cudré and Mathias Hoffmann
University of Zurich - Department of Economics and University of Zurich - Department of Economics
Downloads 32 (379,195)

Abstract:

China, Chinese provinces, Capital flows, Current account, Global imbalances, External adjustment, Present-value models, Regional business cycles

A Provincial View of Global Imbalances: Regional Capital Flows in China

CAMA Working Paper No. 18/2016
Number of pages: 50 Posted: 21 Apr 2016
Samuel Cudré and Mathias Hoffmann
University of Zurich - Department of Economics and University of Zurich - Department of Economics
Downloads 18 (450,907)

Abstract:

China, Chinese Provinces, Capital Flows, Current Account, Global Imbalances, External Adjustment, Present-Value Models, Regional Business Cycles

17.

Equity Fund Ownership and the Cross-Regional Diversification of Household Risk

CESifo Working Paper Series No. 2205
Number of pages: 35 Posted: 30 Jan 2008
Sascha O. Becker and Mathias Hoffmann
University of Warwick and University of Zurich - Department of Economics
Downloads 49 (309,465)

Abstract:

consumption risk sharing, regional home bias, survey of household income and wealth, labor income risk, portfolio choice, stock market participation

18.

'By a Silken Thread': Regional Banking Integration and Pathways to Financial Development in Japan's Great Recession

CESifo Working Paper Series No. 4090
Number of pages: 67 Posted: 06 Feb 2013
Mathias Hoffmann and Toshihiro Okubo
University of Zurich - Department of Economics and University of Geneva - Graduate Institute of International Studies (HEI)
Downloads 26 (362,782)

Abstract:

financial development, financial integration, Japan, Great Recession, Lost Decade, banking integration, regional business cycles, transmission of financial shocks, misallocation of credit, trade credit, export finance, silk industry

19.

Has Consumption Risk Sharing Increased in Asia (and Elsewhere)?

Seoul Journal of Economics, Vol. 24, No. 4, pp. 551-574, 2011
Number of pages: 24 Posted: 06 Dec 2011
Mathias Hoffmann
University of Zurich - Department of Economics
Downloads 25 (395,590)

Abstract:

consumption risk sharing, international and regional business cycles, Asian financial crisis, financial globalization, emerging markets

20.

The Cross-Section of Country News, Decoupling Expectations, and Global Business Cycles

HKIMR Working Paper No. 34/2011
Number of pages: 34 Posted: 29 Nov 2011
Mathias Hoffmann and Wei Liao
University of Zurich - Department of Economics and International Monetary Fund
Downloads 22 (395,590)

Abstract:

international business cycles, country-level growth expectations, return predictability, news shocks, decoupling, emerging markets, global imbalances

21.

Declining Home Bias and the Increase in International Risk Sharing: Lessons from European Integration

CEPR Discussion Paper No. DP6617
Number of pages: 29 Posted: 09 Jun 2008
Michael J. Artis and Mathias Hoffmann
University of Manchester - Institute for Political & Economic Governance (IPEG) and University of Zurich - Department of Economics
Downloads 10 (470,794)
Citation 2

Abstract:

Capital flows, Consumption Risk Sharing, EMU, Financial integration, Home Bias

22.

‘By a Silken Thread’: Regional Banking Integration and Pathways to Financial Development in Japan's Great Recession

Number of pages: 68 Posted: 26 Jun 2013
Mathias Hoffmann and Toshihiro Okubo
University of Zurich - Department of Economics and Keio University
Downloads 5 (470,794)

Abstract:

financial development, financial integration, Japan, Great Recession, Lost Decade, banking integration, regional business cycles, transmission of financial shocks, misallocation of credit, trade credit, export finance, silk industry

23.

Analyzing Strongly Periodic Series in the Frequency Domain: A Comparison of Alternative Approaches with Applications

CEPR Discussion Paper No. DP6517
Number of pages: 38 Posted: 05 Jun 2008
University of Manchester - Institute for Political & Economic Governance (IPEG), University of Murcia, University of Zurich - Department of Economics and Indira Gandhi Institute of Development Research (IGIDR)
Downloads 4 (503,979)

Abstract:

autoregressive methods, data snooping, dynamic harmonic regression, eigenvalue methods, mixed spectrum, multiple forecast comparisons

24.

Transmission of Nominal Exchange Rate Changes to Export Prices and Trade Flows and Implications for Exchange Rate Policy

Scandinavian Journal of Economics, Vol. 112, Issue 1, pp. 127-161, March 2010
Number of pages: 35 Posted: 10 Feb 2010
Mathias Hoffmann and Oliver Holtemöller
University of Zurich - Department of Economics and Halle Institute for Economic Research
Downloads 2 (513,855)

Abstract:

25.

Delayed Overshooting and Real Exchange Rate Persistence in an Imperfect Information Model

Scottish Journal of Political Economy, Vol. 58, No. 2, pp. 248-261, 2011
Number of pages: 14 Posted: 14 Feb 2011
University of Zurich - Department of Economics, affiliation not provided to SSRN and CUNY Hunter College - Department of Economics
Downloads 1 (521,869)

Abstract: