Walter Orth

University of Cologne - Department of Statistics and Econometrics

Research Associate

Albertus-Magnus-Platz

Cologne, DE 50923

Germany

SCHOLARLY PAPERS

6

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CITATIONS
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6

Scholarly Papers (6)

1.

Global Excess Liquidity and House Prices - A VAR Analysis for OECD Countries

Ruhr Economic Paper No. 37
Number of pages: 30 Posted: 04 Feb 2008
Ansgar Hubertus Belke and Walter Orth
University of Duisburg-Essen - Department of Economics and Business Administration and University of Cologne - Department of Statistics and Econometrics
Downloads 361 (60,207)

Abstract:

Global liquidity, inflation control, international spillovers, asset prices, VAR analysis

2.

Global Liquidity and House Prices: A VAR Analysis for OECD Countries

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 32 Posted: 26 Feb 2008 Last Revised: 24 Jun 2008
University of Duisburg-Essen - Department of Economics and Business Administration, University of Cologne - Department of Statistics and Econometrics and Deutsche Bundesbank
Downloads 302 (77,996)

Abstract:

global liquidity, inflation control, international spillovers, house prices, VAR analysis

3.

The Predictive Accuracy of Credit Ratings: Measurement and Statistical Inference

University of Cologne Statistics and Econometrics Discussion Paper No. 2/10
Number of pages: 19 Posted: 02 Apr 2010 Last Revised: 18 Feb 2011
Walter Orth
University of Cologne - Department of Statistics and Econometrics
Downloads 196 (115,490)
Citation 1

Abstract:

Ratings, predictive accuracy, Accuracy Ratio, Harrell's C, overlapping lifetimes

4.

Default Probability Estimation in Small Samples - With an Application to Sovereign Bonds

Discussion Papers in Statistics and Econometrics, University of Cologne, No. 05/2011
Number of pages: 24 Posted: 28 Sep 2011 Last Revised: 09 Feb 2012
Walter Orth
University of Cologne - Department of Statistics and Econometrics
Downloads 105 (174,593)
Citation 1

Abstract:

Low-default portfolios, empirical Bayes, sovereign default risk, Basel II

5.

Multi-Period Credit Default Prediction with Time-Varying Covariates

Discussion Papers in Statistics and Econometrics No. 3/11
Number of pages: 18 Posted: 24 Mar 2011 Last Revised: 22 Nov 2011
Walter Orth
University of Cologne - Department of Statistics and Econometrics
Downloads 85 (230,845)

Abstract:

6.

Liquidity and the Dynamic Pattern of Price Adjustment: A Global View

Bundesbank Series 1 Discussion Paper No. 2008,25
Number of pages: 48 Posted: 08 Jun 2016
University of Duisburg-Essen - Department of Economics and Business Administration, University of Cologne - Department of Statistics and Econometrics and Deutsche Bundesbank
Downloads 0 (503,890)
Citation 4

Abstract:

Global liquidity, inflation control, monetary policy transmission, asset prices