Joscha Beckmann

University of Duisburg-Essen - Department of Economics and Business Administration

Universitätsstr. 9

Essen, 45141

Germany

  • University of Duisburg-Essen - Department of Economics and Business Administration

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 34,321

SSRN RANKINGS

Top 34,321

in Total Papers Downloads

2,288

SSRN CITATIONS
Rank 22,522

SSRN RANKINGS

Top 22,522

in Total Papers Citations

29

CROSSREF CITATIONS

15

Scholarly Papers (16)

Actions:
Email selected abstracts
1.

Exchange Rate Predictability and Dynamic Bayesian Learning

Number of pages: 59 Posted: 15 Nov 2018 Last Revised: 01 Aug 2019
Joscha Beckmann, Gary Koop, Dimitris Korobilis and Rainer Alexander Schüssler
University of Duisburg-Essen - Department of Economics and Business Administration, University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics, University of Glasgow - Adam Smith Business School and University of Rostock - Department of Economics
Downloads 451 (100,106)
Citation 6

Abstract:

Loading...

Exchange Rates, Bayesian Vector Autoregression, Forecasting, Dynamic Portfolio Allocation, Economic Fundamentals

2.

Gold Price Forecasts in a Dynamic Model Averaging Framework – Have the Determinants Changed Over Time?

Ruhr Economic Paper No. 506
Number of pages: 29 Posted: 08 Feb 2015
Dirk G. Baur, Joscha Beckmann and Robert Czudaj
University of Western Australia - Business School, University of Duisburg-Essen - Department of Economics and Business Administration and University of Duisburg-Essen
Downloads 365 (127,824)
Citation 5

Abstract:

Loading...

Bayesian econometrics; dynamic model averaging; forecasting; gold

3.

Gold as an Inflation Hedge in a Time-Varying Coefficient Framework

Ruhr Economic Paper No. 362
Number of pages: 31 Posted: 13 Sep 2012
Joscha Beckmann and Robert Czudaj
University of Duisburg-Essen - Department of Economics and Business Administration and University of Duisburg-Essen
Downloads 286 (165,691)
Citation 9

Abstract:

Loading...

Cointegration, gold price, inflation hedge, Markov-switching error correction, price level

4.

Does Gold Act as a Hedge or a Safe Haven for Stocks?

Ruhr Economic Paper No. 502
Number of pages: 23 Posted: 07 Feb 2015
Joscha Beckmann, Theo Berger and Robert Czudaj
University of Duisburg-Essen - Department of Economics and Business Administration, University of Bremen and University of Duisburg-Essen
Downloads 211 (223,161)
Citation 1

Abstract:

Loading...

Gold; hedge; safe haven; smooth transition; stock prices

5.

A Comprehensive Dynamic Bayesian Model Combination Approach to Forecasting Equity Premia

Number of pages: 50 Posted: 29 Sep 2014 Last Revised: 21 Mar 2015
Joscha Beckmann and Rainer Alexander Schüssler
University of Duisburg-Essen - Department of Economics and Business Administration and University of Rostock - Department of Economics
Downloads 187 (248,599)
Citation 1

Abstract:

Loading...

Equity premium prediction; Density forecasting; Bayesian Analysis; Forecast combination; Model uncertainty; Time-varying parameter models; Stochastic volatility; Asset allocation; Asset pricing

6.

Forecasting Exchange Rates under Parameter and Model Uncertainty

Journal of International Money and Finance, Forthcoming
Number of pages: 46 Posted: 29 Sep 2014 Last Revised: 09 Dec 2015
Joscha Beckmann and Rainer Alexander Schüssler
University of Duisburg-Essen - Department of Economics and Business Administration and University of Rostock - Department of Economics
Downloads 159 (285,786)
Citation 3

Abstract:

Loading...

Shrinkage; Time-varying parameter models; Exchange rate forecasting

7.

How Stable are Monetary Models of the Dollar-Euro Exchange Rate? A Time-Varying Coefficient Approach

Ruhr Economic Paper No. 134, DIW Berlin Discussion Paper No. 944
Number of pages: 45 Posted: 30 Oct 2009 Last Revised: 27 Nov 2009
Joscha Beckmann, Ansgar Hubertus Belke and Michael Kuehl
University of Duisburg-Essen - Department of Economics and Business Administration, University of Duisburg-Essen - Department of Economics and Business Administration and Deutsche Bundesbank - Economics Department
Downloads 98 (409,487)
Citation 3

Abstract:

Loading...

Structural exchange rate models, cointegration, structural breaks, switching regression, time-varying coefficient approach

8.

Interest Rate Pass-Through in the EMU: New Evidence from Nonlinear Cointegration Techniques for Fully Harmonized Data

Downloads 91 (432,533)
Citation 4

Interest Rate Pass-Through in the EMU: New Evidence from Nonlinear Cointegration Techniques for Fully Harmonized Data

DIW Berlin Discussion Paper No. 1223
Number of pages: 31 Posted: 18 Jul 2012
Ansgar Hubertus Belke, Joscha Beckmann and Florian Verheyen
University of Duisburg-Essen - Department of Economics and Business Administration, University of Duisburg-Essen - Department of Economics and Business Administration and University of Duisburg-Essen - Department of Economics and Business Administration
Downloads 51 (593,956)
Citation 1

Abstract:

Loading...

interest rate pass-through, EMU, cointegration, ARDL bounds testing, smooth transition models

Interest Rate Pass-Through in the EMU – New Evidence from Nonlinear Cointegration Techniques for Fully Harmonized Data

Ruhr Economic Paper No. 350
Number of pages: 32 Posted: 04 Aug 2012
Ansgar Hubertus Belke, Joscha Beckmann and Florian Verheyen
University of Duisburg-Essen - Department of Economics and Business Administration, University of Duisburg-Essen - Department of Economics and Business Administration and University of Duisburg-Essen - Department of Economics and Business Administration
Downloads 40 (663,502)
Citation 1

Abstract:

Loading...

Interest rate pass-through, EMU, cointegration, ARDL bounds testing

9.

Global Integration of Central and Eastern European Financial Markets: The Role of Economic Sentiments

Downloads 91 (429,687)
Citation 2

Global Integration of Central and Eastern European Financial Markets: The Role of Economic Sentiments

DIW Berlin Discussion Paper No. 952
Number of pages: 39 Posted: 04 Dec 2009
Ansgar Hubertus Belke, Joscha Beckmann and Michael Kuehl
University of Duisburg-Essen - Department of Economics and Business Administration, University of Duisburg-Essen - Department of Economics and Business Administration and Deutsche Bundesbank - Economics Department
Downloads 51 (593,956)
Citation 2

Abstract:

Loading...

Cointegration, European integration, financial markets, restricted autoregressive model, sentiments

Global Integration of Central and Eastern European Financial Markets: The Role of Economic Sentiments

Ruhr Economic Paper No. 174
Number of pages: 39 Posted: 20 Apr 2010
Ansgar Hubertus Belke, Joscha Beckmann and Michael Kuehl
University of Duisburg-Essen - Department of Economics and Business Administration, University of Duisburg-Essen - Department of Economics and Business Administration and Deutsche Bundesbank - Economics Department
Downloads 40 (657,250)
Citation 1

Abstract:

Loading...

Cointegration, European Integration, Financial Markets, Restricted Autoregressive Model, Sentiments

10.

The Relevance of International Spillovers and Asymmetric Effects in the Taylor Rule

Downloads 70 (500,199)
Citation 5

The Relevance of International Spillovers and Asymmetric Effects in the Taylor Rule

DIW Berlin Discussion Paper No. 1416
Number of pages: 29 Posted: 08 Oct 2014
Joscha Beckmann, Ansgar Hubertus Belke and Christian Dreger
University of Duisburg-Essen - Department of Economics and Business Administration, University of Duisburg-Essen - Department of Economics and Business Administration and European University Viadrina Frankfurt (Oder)
Downloads 36 (683,277)
Citation 3

Abstract:

Loading...

Taylor rule, international spillovers, monetary policy interaction, smooth transition models

The Relevance of International Spillovers and Asymmetric Effects in the Taylor Rule

CEPS Working Documents No. 403
Number of pages: 19 Posted: 14 Feb 2015
Joscha Beckmann, Ansgar Hubertus Belke and Christian Dreger
University of Duisburg-Essen - Department of Economics and Business Administration, University of Duisburg-Essen - Department of Economics and Business Administration and European University Viadrina Frankfurt (Oder)
Downloads 34 (696,824)
Citation 3

Abstract:

Loading...

Taylor, Taylor rule, Taylor benchmark, Taylor rates, Taylor reaction functions

11.

Exchange Rate Pass-Through into German Import Prices – A Disaggregated Perspective

Ruhr Economic Paper No. 427
Number of pages: 30 Posted: 15 Aug 2013
Joscha Beckmann, Ansgar Hubertus Belke and Florian Verheyen
University of Duisburg-Essen - Department of Economics and Business Administration, University of Duisburg-Essen - Department of Economics and Business Administration and University of Duisburg-Essen - Department of Economics and Business Administration
Downloads 56 (558,852)

Abstract:

Loading...

Exchange rate pass-through, Germany, co-integration, time-varying

12.

Is There a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?

Ruhr Economic Paper No. 431
Number of pages: 32 Posted: 15 Aug 2013
Joscha Beckmann and Robert Czudaj
University of Duisburg-Essen - Department of Economics and Business Administration and University of Duisburg-Essen
Downloads 53 (573,101)
Citation 5

Abstract:

Loading...

Bayesian econometrics, cointegration, exchange rates, Markov-switching model, oil prices, oil-importing and oil-exporting countries

13.

Cross-Section Dependence and the Monetary Exchange Rate Model: A Panel Analysis

DIW Berlin Discussion Paper No. 1119
Number of pages: 30 Posted: 22 Apr 2011
Joscha Beckmann, Ansgar Hubertus Belke, Frauke Dobnik and Frauke Dobnik
University of Duisburg-Essen - Department of Economics and Business Administration, University of Duisburg-Essen - Department of Economics and Business Administration and University of Duisburg-Essen - Department of EconomicsRuhr Graduate School in Economics
Downloads 53 (573,101)
Citation 1

Abstract:

Loading...

Monetary exchange rate model, common factors, panel data, cointegration, vector error-correction models

14.

Nonlinear Adjustment, Purchasing Power Parity and the Role of Nominal Exchange Rates and Prices

Number of pages: 29 Posted: 28 Jul 2011
Joscha Beckmann
University of Duisburg-Essen - Department of Economics and Business Administration
Downloads 44 (619,441)
Citation 1

Abstract:

Loading...

Purchasing power parity; cointegration; nonlinear vector error correction

15.

Foreign Exchange Market Interventions and the $-¥ Exchange Rate in the Long Run

Ruhr Economic No. 428
Number of pages: 35 Posted: 17 Aug 2013
Joscha Beckmann, Ansgar Hubertus Belke and Michael Kuehl
University of Duisburg-Essen - Department of Economics and Business Administration, University of Duisburg-Essen - Department of Economics and Business Administration and Deutsche Bundesbank - Economics Department
Downloads 39 (647,684)

Abstract:

Loading...

Structural exchange rate models, cointegration, intervention analysis

16.

Effective Exchange Rates, Current Accounts and Global Imbalances

Number of pages: 42 Posted: 08 Apr 2016
Joscha Beckmann and Robert Czudaj
University of Duisburg-Essen - Department of Economics and Business Administration and University of Duisburg-Essen
Downloads 34 (678,571)
Citation 1

Abstract:

Loading...

Current account; global imbalances; Markov-switching; multivariate cointegration; real exchange rates