Search Results - isPartOf:"SFB 649 Discussion Paper"

Nonparametric regression with nonparametrically generated covariates

Mammen, Enno; Rothe, Christoph; Schienle, Melanie - 2010 - This version: September 2010

We analyze the properties of non- and semiparametric estimation procedures involving nonparametric regression with generated covariates. Such estimators appear in numerous econometric applications, including nonparametric estimation of simultaneous equation models, sample selection models,...

Persistent link: https://www.econbiz.de/10008911848

The>< Norges Bank's key rate projections and the news element of monetary policy : a wavelet based jump detection approach

Winkelmann, Lars - 2010

This paper investigates the information content of the Norges Bank's key rate projections. Wavelet spectrum estimates provide the basis for estimating jump probabilities of short- and long-term interest rates on monetary policy announcement days before and after the introduction of key rate...

Persistent link: https://www.econbiz.de/10008911855

A confidence corridor for sparse longitudinal data curves

Zheng, Shuzhuan; Yang, Lijian; Härdle, Wolfgang - 2010

Persistent link: https://www.econbiz.de/10008968411

Combination of multivariate volatility forecasts

Amendola, Alessandra; Storti, Giuseppe - 2009

,1) models, Computational Statistics & Data Analysis, 51, 1803-1821. 14 SFB 649 Discussion Paper Series 2009 For a complete … Combination of multivariate volatility forecasts Alessandra Amendola* Giuseppe Storti* SFB 649 … Discussion Paper 2009-007 S FB 6 4 9 E C O N O M I C R I S K …

Persistent link: https://www.econbiz.de/10004928279

Regulatory risk under optimal incentive regulation

Strausz, Roland - 2009

Regulatory Risk under Optimal Incentive Regulation Roland Strausz* SFB 649 Discussion Paper 2009 …

Persistent link: https://www.econbiz.de/10004928282

On the systemic nature of weather risk

Filler, Günther (contributor) - 2009

Haerdle, W. (2005). Value-at-risk calculation with time varying copulae, SFB 649 Discussion Paper 2005-004: 543{552. Goodwin ….46 333.54 334.64 98.52 14 Figure 1: Distribution of Weather Stations and de nition of Scenarios 15 SFB 649 Discussion Paper … 649 Discussion Paper 2009-002 S FB 6 4 9 E C O N O M I C R I …

Persistent link: https://www.econbiz.de/10004928288

Implied market price of weather risk

Härdle, Wolfgang; López Cabrera, Brenda - 2009

Implied Market Price of Weather Risk Wolfgang Karl Härdle* Brenda López Cabrera* SFB 649 Discussion … Paper 2009-001 S FB 6 4 9 E C O N O M I C R I S K …

Persistent link: https://www.econbiz.de/10004928289

Defending against speculative attacks

Dan¤iels, Tijmen; Jager, Henk; Klaassen, Franc - 2009

SFB 649 Discussion Paper 2009-011 Defending Against Speculative Attacks Tijmen Daniëls …

Persistent link: https://www.econbiz.de/10004935624

Stochastic population forecast for Germany and its consequence for the German pension system

Härdle, Wolfgang; Mysickova, Alena - 2009

SFB 649 Discussion Paper 2009-009 Stochastic Population Forecast for Germany and its …

Persistent link: https://www.econbiz.de/10004935631

Stochastic mortality, macroeconomic risks, and life insurer solvency

Hanewald, Katja; Post, Thomas; Gründl, Helmut - 2009

SFB 649 Discussion Paper 2009-015 Stochastic Mortality, Macroeconomic Risks, and Life … aggregate mortality rates, SFB 649 Discussion Paper 2008-031, Humboldt-Universität zu Berlin. Hanewald, K. (2009), Lee …-Carter and the macroeconomy, SFB 649 Discussion Paper 2009-008, Humboldt-Universität zu Berlin. Härdle, W. K., and Myšičková, A …

Persistent link: https://www.econbiz.de/10004937038