Joscha Beckmann

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

Universitätsstr. 9

Essen, 45141

Germany

SCHOLARLY PAPERS

23

DOWNLOADS
Rank 29,451

SSRN RANKINGS

Top 29,451

in Total Papers Downloads

1,596

SSRN CITATIONS
Rank 22,701

SSRN RANKINGS

Top 22,701

in Total Papers Citations

18

CROSSREF CITATIONS

15

Scholarly Papers (23)

1.

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 247 (126,657)
Citation 5

Abstract:

Loading...

Bayesian econometrics; dynamic model averaging; forecasting; gold

2.

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 239 (130,949)
Citation 6

Abstract:

Loading...

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

3.

Exchange Rate Predictability and Dynamic Bayesian Learning

Number of pages: 59 Posted: 15 Nov 2018 Last Revised: 01 Aug 2019
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 185 (167,637)
Citation 1

Abstract:

Loading...

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

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 174 (176,230)

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 153 (196,662)

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 114 (247,437)
Citation 2

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 85 (300,811)
Citation 3

Abstract:

Loading...

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

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 39 (447,615)
Citation 1

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 31 (485,362)
Citation 1

Abstract:

Loading...

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

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
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 44 (426,646)
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
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 24 (526,108)

Abstract:

Loading...

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

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
University of Duisburg-Essen - Department of Economics and Business Administration, University of Duisburg-Essen - Department of Economics and Business Administration and German Institute for Economic Research (DIW Berlin)
Downloads 27 (507,685)
Citation 2

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
University of Duisburg-Essen - Department of Economics and Business Administration, University of Duisburg-Essen - Department of Economics and Business Administration and German Institute for Economic Research (DIW Berlin)
Downloads 24 (526,108)

Abstract:

Loading...

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

11.

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 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 Economics
Downloads 40 (433,946)
Citation 1

Abstract:

Loading...

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

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 39 (438,108)
Citation 1

Abstract:

Loading...

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

13.

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

Ruhr Economic Paper No. 427
Number of pages: 30 Posted: 15 Aug 2013
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 39 (438,108)

Abstract:

Loading...

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

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 33 (463,719)
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 31 (473,037)

Abstract:

Loading...

Structural exchange rate models, cointegration, intervention analysis

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 23 (532,455)
Citation 1

Abstract:

Loading...

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

Effective Exchange Rates, Current Accounts and Global Imbalances

Review of International Economics, Vol. 25, Issue 3, pp. 500-533, 2017
Number of pages: 34 Posted: 05 Jul 2017
Joscha Beckmann and Robert Czudaj
University of Duisburg-Essen - Department of Economics and Business Administration and University of Duisburg-Essen
Downloads 0
  • Add to Cart

Abstract:

Loading...

17.

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

Review of International Economics, Vol. 19, No. 1, pp. 137-157, 2011
Number of pages: 21 Posted: 24 Jan 2011
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 2 (652,715)
  • Add to Cart

Abstract:

Loading...

18.

Monetary Policy Shocks, Expectations, and Information Rigidities

Economic Inquiry, Vol. 56, Issue 4, pp. 2158-2176, 2018
Number of pages: 19 Posted: 26 Sep 2018
Joscha Beckmann and Robert Czudaj
University of Duisburg-Essen - Department of Economics and Business Administration and University of Duisburg-Essen
Downloads 1 (664,566)
  • Add to Cart

Abstract:

Loading...

19.

The Macroeconomic Role of Currency Reserve Accumulation in Emerging Markets—The Asian Experience

The World Economy, Vol. 41, Issue 1, pp. 77-99, 2018
Number of pages: 23 Posted: 18 Jan 2018
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 1 (664,566)
Citation 1
  • Add to Cart

Abstract:

Loading...

cointegration, currency reserves, emerging markets

20.

Productivity Shocks and Real Effective Exchange Rates

Review of Development Economics, Vol. 19, Issue 3, pp. 502-515, 2015
Number of pages: 14 Posted: 16 Jul 2015
Joscha Beckmann, Ansgar Hubertus Belke and Robert Czudaj
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
Downloads 1 (664,566)
  • Add to Cart

Abstract:

Loading...

21.

The Role for Long‐Run Target Values of the Exchange Rate in the Bank of Japan's Policy Reaction Function

The World Economy, Vol. 40, Issue 9, pp. 1836-1865, 2017
Number of pages: 30 Posted: 13 Sep 2017
Joscha Beckmann and Michael Kuehl
University of Duisburg-Essen - Department of Economics and Business Administration and Deutsche Bundesbank - Economics Department
Downloads 0 (681,411)
  • Add to Cart

Abstract:

Loading...

22.

The Importance of Global Shocks for National Policymakers – Rising Challenges for Sustainable Monetary Policies

The World Economy, Vol. 37, Issue 8, pp. 1101-1127, 2014
Number of pages: 27 Posted: 16 Aug 2014
Joscha Beckmann, Ansgar Hubertus Belke and Robert Czudaj
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
Downloads 0 (681,411)
  • Add to Cart

Abstract:

Loading...

23.

Nonlinear Exchange Rate Adjustment and the Monetary Model

Review of International Economics, Vol. 21, Issue 4, pp. 654-670, 2013
Number of pages: 17 Posted: 16 Aug 2013
Joscha Beckmann
University of Duisburg-Essen - Department of Economics and Business Administration
Downloads 0 (681,411)
  • Add to Cart

Abstract:

Loading...