Wilhelm-Epstein-Str. 14
Frankfurt/Main, 60431
Germany
Deutsche Bundesbank
SSRN RANKINGS
in Total Papers Citations
price rigidity, price flexibility, Consumer Price Index, Germany
Trading behavior, Momentum, Contrarian, Black Monday, Globalization, Uncertainty
Regression models, alpha-stable distributions, infinite variance, coefficient of determination, Fama-MacBeth regression, Monte Carlo simulation
regression models, alpha-stable distributions, infinite variance, coefficient of determination, Fama-MacBeth regression, Monte Carlo simulation, signal-to-noise ratio, density transformation theorem
Factor model, MIDAS, Lasso, Elastic Net, ECM, Nowcasting, Forecasting
financial stress indicator, predictability, financial crisis, real economy
nowcasting, dynamic factor model, mixed frequency, pre-selections, co-integration, survey data, trade-off between timeliness and quality, turmoil and tranquility
Asymptotic distribution, rate of convergence, stochastic regressor, stable non-Gaussian, finite or infinite variance, heavy tails
stock return, Inflation, negative short-run relationship, positive long-run relationship, co-existence.
