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

21

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3,977

TOTAL CITATIONS
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Top 11,555

in Total Papers Citations

69

Scholarly Papers (21)

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 385 (158,106)
Citation 6

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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 305 (204,068)

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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

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 488 (121,028)

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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
The 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 451 (133,021)
Citation 7

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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
The University of Manchester - Institute for Political & Economic Governance (IPEG) and University of Zurich - Department of Economics
Downloads 207 (302,521)
Citation 3

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

Financial Globalization, International Business Cycles and Consumption Risk Sharing

Number of pages: 34 Posted: 28 Dec 2004
Michael J. Artis and Mathias Hoffmann
The University of Manchester - Institute for Political & Economic Governance (IPEG) and University of Zurich - Department of Economics
Downloads 40 (889,725)
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Consumption risk sharing, capital flows, home bias, international and regional business cycles

5.

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 Johannes Gutenberg University Mainz - Gutenberg School of Economics and Management
Downloads 225 (279,378)
Citation 2

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Interstate risk sharing, regional business cycle, proprietary income, small businesses, 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 Johannes Gutenberg University Mainz - Gutenberg School of Economics and Management
Downloads 81 (631,684)

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house prices, global imbalances, interstate banking deregulation

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 Johannes Gutenberg University Mainz - Gutenberg School of Economics and Management
Downloads 80 (636,307)
Citation 11

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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 Johannes Gutenberg University Mainz - Gutenberg School of Economics and Management
Downloads 63 (724,563)
Citation 3

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

7.
Downloads 173 (355,938)
Citation 2

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 114 (501,231)
Citation 2

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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 59 (748,584)

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

8.

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

Number of pages: 40 Posted: 28 Jan 2004
Sascha O. Becker and Mathias Hoffmann
Monash University - Department of Economics and University of Zurich - Department of Economics
Downloads 173 (355,938)
Citation 2

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

9.

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 167 (367,018)
Citation 8

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Real Exchange Rates, Real Interest Rates, Present Value Model

10.

Consumption, Wealth and Business Cycles in Germany

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 162 (376,749)
Citation 8

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

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
The University of Manchester - Institute for Political & Economic Governance (IPEG) and University of Zurich - Department of Economics
Downloads 123 (472,327)
Citation 13

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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
The University of Manchester - Institute for Political & Economic Governance (IPEG) and University of Zurich - Department of Economics
Downloads 28 (1,007,262)
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Consumption risk sharing, international and regional business cycles, home bias, non-stationary panel data

12.

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 144 (415,465)

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

13.

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 141 (422,321)

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

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 74 (665,036)

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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

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 61 (736,483)

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

15.

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 121 (476,157)

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consumption CAPM, idiosyncratic risk, consumption dispersion

16.

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
Monash University - Department of Economics and University of Zurich - Department of Economics
Downloads 93 (573,615)

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

17.

'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 76 (645,282)
Citation 1

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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

18.

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 57 (745,738)
Citation 2

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

19.

‘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 40 (867,065)
Citation 1

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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

20.

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
The University of Manchester - Institute for Political & Economic Governance (IPEG) and University of Zurich - Department of Economics
Downloads 14 (1,143,269)
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Capital flows, Consumption Risk Sharing, EMU, Financial integration, Home Bias

21.

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
The 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 5 (1,247,206)
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autoregressive methods, data snooping, dynamic harmonic regression, eigenvalue methods, mixed spectrum, multiple forecast comparisons