ISSUE 297
Journal Articles
Böck M. , Mori L. :Has globalization changed the international transmission of U.S. monetary policy? Journal of International Economics 157 2025 ), p. 1-17 ISSN: 0022-1996 10.1016/j.jinteco.2025.104139 https://www.sciencedirect.com/science/article/pii/S0022199625000960 Böck M. , Marcellino M. , Pfarrhofer M. , Tornese T. :Predicting Tail-Risks for the Italian Economy Journal of Business Cycle Research 20 2024 ), p. 339–366 ISSN: 2509-7962 10.1007/s41549-025-00106-1 Böck M. , Pfarrhofer M. :Belief Shocks and Implications of Expectations About Growth-at-Risk Journal of Applied Econometrics 40 2025 ), p. 341-348 ISSN: 0883-7252 10.1002/jae.3117 https://onlinelibrary.wiley.com/doi/full/10.1002/jae.3117 Böck M. , Zörner TO. :Natural Gas Prices, Inflation Expectations, and the Pass-Through to Euro Area Inflation Energy Economics 141 2025 ), p. 1-14 ISSN: 0140-9883 10.1016/j.eneco.2024.108061 https://www.sciencedirect.com/science/article/pii/S0140988324007709?via=ihub Beck N. , Dovern J. , Vogl S. :Mind the Naive Forecast! A Rigorous Evaluation of Forecasting Models for Time Series with Low Predictability Applied Intelligence 55 2025 ), Article No.: 395 ISSN: 0924-669X 10.1007/s10489-025-06268-w Böck M. , Feldkircher M. , Raunig B. :A view from outside: sovereign CDS volatility as an indicator of economic uncertainty Macroeconomic Dynamics 28 2024 ), p. 1423-1450 ISSN: 1365-1005 10.1017/S1365100523000524 https://www.cambridge.org/core/journals/macroeconomic-dynamics/article/view-from-outside-sovereign-cds-volatility-as-an-indicator-of-economic-uncertainty/5629ADBA40743A4FD094CBFF9FFE5963 Bjerkander L. , Glas A. :Talking in a language that everyone can understand? Clarity of speeches by the ECB Executive Board Journal of International Money and Finance 2024 )ISSN: 0261-5606 10.1016/j.jimonfin.2024.103200 Böck M. , Zörner TO. :The Impact of Credit Market Sentiment Shocks Journal of Money, Credit and Banking 56 2024 ), p. 1645-1673 ISSN: 0022-2879 10.1111/jmcb.13109 https://onlinelibrary.wiley.com/doi/epdf/10.1111/jmcb.13109 Dovern J. , Glas A. , Kenny G. :Testing for Differences in Survey-Based Density Expectations: a Compositional Data Approach Journal of Applied Econometrics 39 2024 ), p. 1104-1122 ISSN: 0883-7252 10.1002/jae.3080 Möstel L. , Fischer M. , Pfeuffer M. :Composite Tukey-type distributions with application to operational risk management Journal of Operational Risk 19 2024 ), p. 1-27 ISSN: 1744-6740 10.21314/JOP.2023.010 Dovern J. :Eliciting Expectation Uncertainty from Private Households International Journal of Forecasting 40 2024 ), p. 113-123 ISSN: 0169-2070 10.1016/j.ijforecast.2023.01.002 Glas A. , Heinisch K. :Conditional macroeconomic survey forecasts: Revisions and errors Journal of International Money and Finance 138 2023 ), Article No.: 102927 ISSN: 0261-5606 10.1016/j.jimonfin.2023.102927 Dovern J. , Müller L. , Wohlrabe K. :Local Information and Firm Expectations about Aggregates Journal of Monetary Economics 138 2023 ), p. 1-13 ISSN: 0304-3932 10.1016/j.jmoneco.2023.03.005 Mühlroth C. , Kölbl L. , Grottke M. :Innovation signals: leveraging machine learning to separate noise from news Scientometrics 128 2023 ), p. 2649-2676 ISSN: 0138-9130 10.1007/s11192-023-04672-y Dovern J. , Frank J. , Glas A. , Müller LS. , Perico Ortiz H. :Estimating pass-through rates for the 2022 tax reduction on fuel prices in Germany Energy Economics 126 2023 ), p. 106948 ISSN: 0140-9883 10.1016/j.eneco.2023.106948 Born B. , Dovern J. , Enders Z. :Expectation dispersion, uncertainty, and the reaction to news European Economic Review 154 2023 ), p. 104440 ISSN: 0014-2921 10.1016/j.euroecorev.2023.104440 Perico Ortiz H. :Economic Policy Statements, Social Media, and Stock Market Uncertainty: an analysis of Donald Trump’s tweets Journal of Economics and Finance 2022 )ISSN: 1055-0925 10.1007/s12197-022-09608-5 https://link.springer.com/article/10.1007/s12197-022-09608-5 Böck M. , Feldkircher M. , Huber F. :BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R Journal of Statistical Software 2022 ), p. 1-28 ISSN: 1548-7660 10.18637/jss.v104.i09 https://www.jstatsoft.org/article/view/v104i09 Stübinger J. , Walter D. :Using Multi-Dimensional Dynamic Time Warping to Identify Time-Varying Lead-Lag Relationships Sensors 22 2022 ), Article No.: 6884 ISSN: 1424-8220 10.3390/s22186884 Glas A. , Hartmann M. :Uncertainty Measures from Partially Rounded Probabilistic Forecast Surveys Quantitative Economics 13 2022 ), p. 979-1022 ISSN: 1759-7323 10.3982/QE1703 Klein I. , Doll M. :Sample size analysis for two-sample linear rank
tests Communications in Statistics-Theory and Methods 2022 )ISSN: 0361-0926 10.1080/03610926.2022.2068029 https://www.tandfonline.com/doi/full/10.1080/03610926.2022.2068029 Glas A. , Conrad C. , Enders Z. :The role of information and experience for households' inflation expectations European Economic Review 143 2022 ), p. 104015 ISSN: 0014-2921 10.1016/j.euroecorev.2021.104015 https://www.sciencedirect.com/science/article/pii/S001429212100283X Buchheim L. , Dovern J. , Krolage C. , Link S. :Sentiment and Firm Behavior During the COVID-19 Pandemic Journal of Economic Behavior & Organization 195 2022 ), p. 186 - 198 ISSN: 0167-2681 10.1016/j.jebo.2022.01.011 Böck M. , Feldkircher M. :The Impact of Monetary Policy on Yield Curve Expectations Journal of Economic Behavior & Organization 119 2021 ), p. 887-901 ISSN: 0167-2681 10.1016/j.jebo.2021.09.044 https://www.sciencedirect.com/science/article/pii/S0167268121004297?via=ihub Böck M. , Feldkircher M. , Siklos PL. :International Effects of Euro Area Forward Guidance Oxford Bulletin of Economics and Statistics 83 2021 ), p. 1066 - 1110 ISSN: 0305-9049 10.1111/obes.12438 Waldow F. , Schnaubelt M. , Krauss C. , Fischer T. :Machine Learning in Futures Markets Journal of Risk and Financial Management 14 2021 )ISSN: 1911-8066 10.3390/jrfm14030119 Schnaubelt M. :Deep reinforcement learning for the optimal placement of cryptocurrency limit orders European Journal of Operational Research 2021 )ISSN: 0377-2217 10.1016/j.ejor.2021.04.050 Stübinger J. , Schneider L. :Understanding smart city—a data-driven literature review Sustainability 12 2020 ), p. 1-23 ISSN: 2071-1050 10.3390/su12208460 Dovern J. , Kenny G. :Anchoring Inflation Expectations in Unconventional Times: Micro Evidence for the Euro Area International Journal of Central Banking 64 2020 ), p. 309 - 347 ISSN: 1815-4654 https://www.ijcb.org/journal/ijcb20q4a8.pdf https://www.ijcb.org/journal/ijcb20q4a8.htm Dovern J. , Zuber C. :Recessions and Potential Output: Disentangling Measurement Errors, Supply Shocks, and Hysteresis Effects Scandinavian Journal of Economics 122 2020 ), p. 1431-1466 ISSN: 0347-0520 10.1111/sjoe.12385 https://onlinelibrary.wiley.com/doi/epdf/10.1111/sjoe.12385 Schneider L. , Stübinger J. :Dispersion trading based on the explanatory power of S&P 500 stock returns Mathematics 8 2020 ), Article No.: 1627 ISSN: 2227-7390 10.3390/math8091627 Dovern J. , Zuber C. :How Economic Crises Damage Potential Output – Evidence from the Great Recession Journal of Macroeconomics 65 2020 ), Article No.: 103239 ISSN: 0164-0704 10.1016/j.jmacro.2020.103239 https://www.sciencedirect.com/science/article/abs/pii/S0164070420301658 Stübinger J. , Schneider L. :Epidemiology of Coronavirus COVID-19: Forecasting the Future Incidence in Different Countries Healthcare 8 2020 )ISSN: 2227-9032 10.3390/healthcare8020099 Dovern J. , Manner H. :Order-Invariant Tests for Proper Calibration of Multivariate Density Forecasts Journal of Applied Econometrics 35 2020 ), p. 440-456 ISSN: 0883-7252 10.1002/jae.2755 Stübinger J. , Adler K. :How to identify varying lead-lag effects in time series data: Implementation, validation, and application of the generalized causality algorithm Algorithms 13 2020 ), Article No.: 95 ISSN: 1999-4893 10.3390/A13040095 Klein I. , Doll M. :Tests on asymmetry for ordered categorical variables Journal of Applied Statistics 2020 )ISSN: 0266-4763 10.1080/02664763.2020.1757045 Schnaubelt M. , Fischer T. , Krauß C. :Separating the signal from the noise - financial machine learning for Twitter Journal of Economic Dynamics & Control 114 2020 ), p. 103895 ISSN: 0165-1889 10.1016/j.jedc.2020.103895 https://www.sciencedirect.com/science/article/pii/S0165188920300634 Knoll J. , Stübinger J. :Machine-Learning-Based Statistical Arbitrage Football Betting Künstliche Intelligenz 34 2020 ), p. 69-80 ISSN: 0933-1875 10.1007/s13218-019-00610-4 Mühlroth C. , Grottke M. :Artificial Intelligence in Innovation: How to Spot Emerging Trends and Technologies IEEE Transactions on Engineering Management 2020 )ISSN: 0018-9391 10.1109/TEM.2020.2989214 Rufino VQ. , De Aguiar LP. , Menasche DS. , Lima C. , Cunha I. , Altman E. , El-Azouzi R. , De Pellegrini F. , Avritzer A. , Grottke M. :Beyond Herd Immunity Against Strategic Attackers IEEE Access 8 2020 ), p. 66365-66399 ISSN: 2169-3536 10.1109/ACCESS.2020.2983652 dos Reis G. , Pfeuffer M. , Smith G. :Capturing model risk and rating momentum in the estimation of probabilities of default and credit rating migrations Quantitative Finance 2020 )ISSN: 1469-7688 10.1080/14697688.2020.1726439 Glas A. :Five Dimensions of the Uncertainty-Disagreement Linkage International Journal of Forecasting 36 2020 ), p. 607-627 ISSN: 0169-2070 10.1016/j.ijforecast.2019.07.010 https://www.sciencedirect.com/science/article/abs/pii/S0169207019302249?via=ihub Klein I. , Doll M. :(Generalized) Maximum Cumulative Direct, Residual, and Paired Φ Entropy Approach Entropy 2020 )ISSN: 1099-4300 10.3390 Stübinger J. , Mangold B. , Knoll J. :Machine learning in football betting: Prediction of match results based on player characteristics Applied Sciences 10 2020 ), Article No.: 46 ISSN: 2076-3417 10.3390/app10010046 Pfeuffer M. , Nagl M. , Fischer M. , Rösch D. :Parameter estimation, bias correction and uncertainty quantification in the Vasicek credit portfolio model The Journal of Risk 22 2020 ), p. 1-30 ISSN: 1465-1211 10.21314/JOR.2020.429 Böck M. , Zörner TO. , Zens G. :The heterogeneous impact of monetary policy on the US labor market Journal of Economic Dynamics & Control 2020 ), Article No.: 103989 ISSN: 0165-1889 Endres S. , Stübinger J. :Optimal trading strategies for Levy-driven Ornstein-Uhlenbeck processes Applied economics 51 2019 ), p. 3153-3169 ISSN: 0003-6846 10.1080/00036846.2019.1566688 Stübinger J. :Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500 Quantitative Finance 19 2019 ), p. 921-935 ISSN: 1469-7688 10.1080/14697688.2018.1537503 Stübinger J. , Schneider L. :Statistical Arbitrage with Mean-Reverting Overnight Price Gaps on High-Frequency Data of the S&P 500 Journal of Risk and Financial Management 12 2019 )ISSN: 1911-8066 10.3390/jrfm12020051 Knoll J. , Stübinger J. , Grottke M. :Exploiting social media with higher-order Factorization Machines: statistical arbitrage on high-frequency data of the S&P 500 Quantitative Finance 19 2019 ), p. 571-585 ISSN: 1469-7688 10.1080/14697688.2018.1521002 Kölbl L. , Mühlroth C. , Wiser F. , Grottke M. , Durst C. :Big Data im Innovationsmanagement: Wie Machine Learning die Suche nach Trends und Technologien revolutioniert. HMD : Praxis der Wirtschaftsinformatik 56 2019 ), p. 900-913 ISSN: 1436-3011 10.1365/s40702-019-00528-3 Möstel L. , Fischer M. , Pfaelzner F. , Pfeuffer M. :Parameter estimation of Tukey-type distributions: A comparative analysis Communications in Statistics-Simulation and Computation 2019 )ISSN: 0361-0918 10.1080/03610918.2019.1571604 Endres S. , Stübinger J. :A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns Quantitative Finance 2019 )ISSN: 1469-7688 10.1080/14697688.2019.1585562 Fischer T. , Krauss C. , Deinert A. :Statistical Arbitrage in Cryptocurrency Markets Journal of Risk and Financial Management 12 2019 )ISSN: 1911-8066 10.3390/jrfm12010031 Schnaubelt M. , Rende J. , Krauss C. :Testing Stylized Facts of Bitcoin Limit Order Books Journal of Risk and Financial Management 12 2019 )ISSN: 1911-8066 10.3390/jrfm12010025 Rende J. :Pairs trading with the persistence-based
decomposition model Managerial and Decision Economics 2019 ), p. 151-180 ISSN: 0143-6570 10.7494/manage.2019.20.2.151 Sylvia, Endres:Review of stochastic differential equations in statistical arbitrage pairs trading Managerial and Decision Economics 20 2019 ), p. 71-118 ISSN: 0143-6570 DOI: https://doi.org/10.7494/manage.2019.20.2.71
Stübinger J. , Mangold B. , Krauss C. :Statistical arbitrage with vine copulas Quantitative Finance 2018 )ISSN: 1469-7688 10.1080/14697688.2018.1438642 Stübinger J. , Endres S. :Pairs trading with a mean-reverting jump-diffusion model on high-frequency data. Quantitative Finance 2018 )ISSN: 1469-7688 10.1080/14697688.2017.1417624 Kißlinger AL. , Stummer W. :A new toolkit for robust distributional change detection Applied Stochastic Models in Business and Industry 34 2018 ), p. 682-699 ISSN: 1524-1904 10.1002/asmb.2357 Pfeuffer M. , Möstel L. , Fischer M. :An Extended Likelihood Framework for Modeling Discretely Observed Credit Rating Transitions Quantitative Finance 2018 )ISSN: 1469-7688 10.1080/14697688.2018.1465196 Mühlroth C. , Grottke M. :A systematic literature review of mining weak signals and trends for corporate foresight Journal of Business Economics 88 2018 ), p. 643-687 ISSN: 0044-2372 10.1007/s11573-018-0898-4 Fischer T. , Krauß C. :Deep learning with long short-term memory networks for financial market predictions European Journal of Operational Research 270 2018 ), p. 654-669 ISSN: 0377-2217 10.1016/j.ejor.2017.11.054 Glas A. , Donaubauer J. , Meyer B. , Nunnenkamp P. :Disentangling the impact of infrastructure on trade using a new index of infrastructure Review of World Economics 2018 ), p. 745-784 ISSN: 1610-2878 https://link.springer.com/article/10.1007/s10290-018-0322-8?wt_mc=Internal.Event.1.SEM.ArticleAuthorOnlineFirst Clegg M. , Krauß C. :Pairs trading with partial cointegration Quantitative Finance 18 2018 ), p. 121-138 ISSN: 1469-7688 Klein I. , Fischer M. , Pleier T. :Weighted Power Mean Copulas: Theory and Application Model Assisted Statistics and Applications 13 2018 ), p. 253-270 ISSN: 1574-1699 10.3233/MAS-180436 Krauss C. , Stübinger J. :Nonlinear dependence modeling with bivariate copulas: Statistical arbitrage pairs trading on the S&P 100. Applied economics 49 2017 ), p. 5352-5369 ISSN: 0003-6846 10.1080/00036846.2017.1305097 Agarwal N. , Grottke M. , Mishra S. , Brem A. :A Systematic Literature Review of Constraint-Based Innovations: State of the Art and Future Perspectives IEEE Transactions on Engineering Management 64 2017 ), p. 3-15 ISSN: 0018-9391 10.1109/TEM.2016.2620562 Pfeuffer M. :ctmcd: An R Package for Estimating the Parameters of a Continuous-Time Markov Chain from Discrete-Time Data The R Journal 9 2017 ), p. 127-141 ISSN: 2073-4859 https://journal.r-project.org/archive/2017/RJ.../RJ-2017-038.pdf Krauß C. , Do XA. , Huck N. :Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 European Journal of Operational Research 259 2017 ), p. 689-702 ISSN: 0377-2217 10.1016/j.ejor.2016.10.031 Dovern J. , Hartmann M. :Forecast performance, disagreement, and heterogeneous signal-to-noise ratios Empirical Economics 53 2017 ), p. 63-77 ISSN: 0377-7332 10.1007/s00181-016-1137-x http://rdcu.be/jSoD Krauss C. , Stübinger J. :Non-linear dependence modelling with bivariate copulas: statistical arbitrage pairs trading on the S&P 100 Applied economics 49 2017 ), p. 5352-5369 ISSN: 0003-6846 10.1080/00036846.2017.1305097 Krauß C. , Herrmann K. :On the power and size properties of cointegration tests in the light of high-frequency stylized facts Journal of Financial Risk Management 10 2017 ), Article No.: 7 ISSN: 2167-9533 Krauß C. :Statistical arbitrage pairs trading strategies: Review and outlook Journal of Economic Surveys 31 2017 ), p. 513-545 ISSN: 0950-0804 10.1111/joes.12153 Stübinger J. , Bredthauer J. :Statistical arbitrage pairs trading with high-frequency data. International Journal of Economics and Financial Issues 7 2017 ), p. 650-662 ISSN: 2146-4138 https://www.google.com/url?sa=t&rct=j&q=&esrc=s&source=web&cd=1&ved=2ahUKEwiSw5L0iZLdAhXH2aQKHbP2BjkQFjAAegQIAxAC&url=http://dergipark.gov.tr/download/article-file/364651&usg=AOvVaw187wlF7WlxoMoTTn2vStkG Fischer M. , Kraus D. , Pfeuffer M. , Czado C. :Stress Testing German Industry Sectors: Results from a Vine Copula Based Quantile Regression. Risks 5 2017 ), p. 38 ISSN: 2227-9091 10.3390/risks5030038 Dovern J. , Jannsen N. :Systematic errors in growth expectations over the business cycle International Journal of Forecasting 33 2017 ), p. 760-769 ISSN: 0169-2070 10.1016/j.ijforecast.2017.03.003 http://www.sciencedirect.com/science/article/pii/S0169207017300353 Rickels W. , Dovern J. , Quaas M. :Beyond fisheries: Common-pool resource problems in oceanic resources and services Global Environmental Change-Human and Policy Dimensions 40 2016 ), p. 37-49 ISSN: 0959-3780 10.1016/j.gloenvcha.2016.06.013 http://www.sciencedirect.com/science/article/pii/S0959378016300875 Glas A. , Hübler M. , Nunnenkamp P. :Catching up of emerging economies: the role of capital goods imports, FDI inflows, domestic investment and absorptive capacity Applied Economics Letters 2016 ), p. 117-120 ISSN: 1350-4851 10.1080/13504851.2015.1054065 https://www.econstor.eu/bitstream/10419/107697/1/818419512.pdf Klein I. , Mangold B. , Doll M. :Cumulative Paired ϕ-Entropy Entropy 18 2016 ), p. 1-45 ISSN: 1099-4300 10.3390/e18070248 Willert V. , Schnaubelt M. :Data control: A feedback control design for clustering of networked data At-Automatisierungstechnik 64 2016 ), p. 618-632 ISSN: 0178-2312 10.1515/auto-2016-0059 Dovern J. , Feldkircher M. , Huber F. :Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR Journal of Economic Dynamics & Control 70 2016 ), p. 86-100 ISSN: 0165-1889 10.1016/j.jedc.2016.06.006 http://www.sciencedirect.com/science/article/pii/S0165188916301051 Fischer M. , Pfeuffer M. :IFRS 9 Impairment von Finanzinstrumenten: Parametrische Modellierung von PD-Kurven Risiko Manager 11 2016 ), p. 10-14 ISSN: 1861-9363 Rickels W. , Dovern J. , Hoffmann J. , Quaas MF. , Schmidt JO. , Visbeck M. :Indicators for monitoring sustainable development goals: An application to oceanic development in the European Union Earth's Future 4 2016 ), p. 252-267 ISSN: 2328-4277 10.1002/2016EF000353 http://onlinelibrary.wiley.com/doi/10.1002/2016EF000353/full Glas A. , Hübler M. , Nunnenkamp P. :Indicators of Absorptive Capacity and Import‐induced South–North Convergence in Labour Intensities World Economy 2016 ), p. 1756-1791 ISSN: 0378-5920 10.1111/twec.12300 http://onlinelibrary.wiley.com/doi/10.1111/twec.12300/abstract;jsessionid=13 Glas A. , Hartmann M. :Inflation uncertainty, disagreement and monetary policy: Evidence from the ECB Survey of Professional Forecasters Journal of Empirical Finance 2016 ), p. 215-228 ISSN: 0927-5398 10.1016/j.jempfin.2016.05.001 Grottke M. , Avritzer A. , Menasché DS. , Altman E. :On the efficiency of sampling and countermeasures to critical-infrastructure-targeted malware campaigns ACM SIGMETRICS Performance Evaluation Review 43 2016 ), p. 33-42 ISSN: 0163-5999 10.1145/2897356.2897361 Grottke M. , Kim DS. , Mansharamani R. , Manoj N. , Natella R. , Trivedi KS. :Recovery from software failures caused by Mandelbugs IEEE Transactions on Reliability 65 2016 ), p. 70-87 ISSN: 0018-9529 10.1109/TR.2015.2452933 Dovern J. :A multivariate analysis of forecast disagreement: Confronting models of disagreement with survey data European Economic Review 80 2015 ), p. 16-35 ISSN: 0014-2921 10.1016/j.euroecorev.2015.08.009 http://www.sciencedirect.com/science/article/pii/S0014292115001257 Dovern J. , Huber F. :Global prediction of recessions Economics letters 133 2015 ), p. 81-84 ISSN: 0165-1765 10.1016/j.econlet.2015.05.022 Dovern J. , Fritsche U. , Loungani P. , Tamirisa N. :Information rigidities: Comparing average and individual forecasts for a large international panel International Journal of Forecasting 31 2015 ), p. 144-154 ISSN: 0169-2070 10.1016/j.ijforecast.2014.06.002 Dovern J. , Quaas MF. , Rickels W. :A comprehensive wealth index for cities in Germany Ecological Indicators 41 2014 ), p. 79-86 ISSN: 1470-160X 10.1016/j.ecolind.2014.01.009 http://www.sciencedirect.com/science/article/pii/S0165176513002899 Dovern J. , Van Roye B. :International transmission and business-cycle effects of financial stress Journal of Financial Stability 13 2014 ), p. 1-17 ISSN: 1572-3089 10.1016/j.jfs.2014.02.006 Kilgert B. , Rybizki L. , Grottke M. , Neurath M. , Neumann H. :Prospective long-term assessment of sedation-related adverse events and patient satisfaction for upper endoscopy and colonoscopy Digestion 90 2014 ), p. 42-8 ISSN: 0012-2823 10.1159/000363567 Glas A. , Hübler M. :The Energy-Bias of North–South Technology Spillovers: A Global, Bilateral, Bisectoral Trade Analysis Environmental & Resource Economics 2014 ), p. 59-89 ISSN: 0924-6460 10.1007/s10640-013-9690-7 http://link.springer.com/article/10.1007/s10640-013-9690-7 Grottke M. , Schleich B. :How does testing affect the availability of aging software systems? Performance Evaluation 70 2013 ), p. 179–196 ISSN: 0166-5316 10.1016/j.peva.2012.05.007 Grottke M. , Schleich B. :How the distribution of the number of items rated per user influences the quality of recommendation Performance Evaluation 2013 ), p. 179-196 ISSN: 0166-5316 10.1016/j.peva.2012.05.007 Dovern J. :When are GDP forecasts updated? Evidence from a large international panel Economics letters 2013 ), p. 521-523 ISSN: 0165-1765 10.1016/j.econlet.2013.06.007 http://www.sciencedirect.com/science/article/pii/S0165176513002899 Fischer M. , Köck C. :Constructing and generalizing given multivariate copulas: A unifying approach Statistics 46 2012 ), p. 1-12 ISSN: 0233-1888 10.1080/02331888.2010.500028 Dovern J. , Fritsche U. , Slacalek J. :Disagreement among Forecasters in G7 Countries Review of Economics and Statistics 94 2012 ), p. 1081-1096 ISSN: 0034-6535 http://www.mitpressjournals.org/doi/abs/10.1162/REST_a_00207?journalCode=rest Dovern J. , Weisser J. :Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7 International Journal of Forecasting 27 2011 ), p. 452-465 ISSN: 0169-2070 10.1016/j.ijforecast.2010.05.016 http://www.sciencedirect.com/science/article/pii/S016920701000110X Karg LM. , Grottke M. , Beckhaus A. :A systematic literature review of software quality cost research Journal of Systems and Software 84 2011 ), p. 415-427 ISSN: 0164-1212 10.1016/j.jss.2010.11.904 Trivedi K. , Grottke M. , Andrade E. :Software fault mitigation and availability assurance techniques International Journal of Systems Assurance Engineering and Management 1 2011 ), p. 340-350 ISSN: 0975-6809 10.1007/s13198-011-0038-9 Klein I. , Stroebel A. , Bergner M. , Reulbach U. , Biermann T. , Groemer TW. , Kornhuber J. :Statistical methods for detecting and comparing periodic data and their application to the circadian rhythm of bodily harm Journal of Circadian Rhythms 8 2010 ), p. 1-10 ISSN: 1740-3391 http://www.jcircadianrhythms.com/articles/10.1186/1740-3391-8-10/ Fischer M. , Herrmann K. :An Alternative Maximum Entropy Model for Time-Varying Moments with Application to Financial Returns Studies in Nonlinear Dynamics and Econometrics 14 2010 ), p. 2-21 ISSN: 1081-1826 10.2202/1558-3708.1694 Dovern J. , Meier CP. , Vilsmeier J. :How resilient is the German banking system to macroeconomic shocks Journal of Banking & Finance 34 2010 ), p. 1839-1848 ISSN: 0378-4266 10.1016/j.jbankfin.2009.12.001 http://www.sciencedirect.com/science/article/pii/S0378426609003276 Klein I. , Köck C. , Tinkl F. :Spatial-serial dependency in multivariate GARCH models and dynamic copulas: A simulation study Ekonomia Menedżerska 7 2010 ), p. 43-62 ISSN: 1898-1143 Dovern J. , Blank S. :What macroeconomic shocks affect the German banking system? Analysis in an integrated micro‐macro model Journal of Financial Economic Policy 2 2010 ), p. 126-148 ISSN: 1757-6385 http://www.emeraldinsight.com/journals.htm?articleid=1875563 Gartner H. , Blien U. , Stüber H. , Wolf K. :Regional price levels and the agglomeration wage differential in western Germany The annals of regional science 43 2009 ), p. 71-88 ISSN: 0570-1864 10.1007/s00168-007-0205-8 Fischer M. , Köck C. , Weigert F. , Schlüter S. :An empirical analysis of multivariate copula models Quantitative Finance 9 2009 ), p. 839-854 ISSN: 1469-7688 10.1080/14697680802595650 Klein I. , Fischer M. :A Note on the Kurtosis Ordering of the Generalized Secant Hyperbolic Distribution Communications in Statistics-Theory and Methods 37 2008 ), p. 1-7 ISSN: 0361-0926 10.1080/03610920701648839 Dovern J. , Döpke J. , Fritsche U. , Slacalek J. :The Dynamics of European Inflation Expectations The B.E. Journal of Macroeconomics 8 2008 )ISSN: 1935-1690 10.2202/1935-1690.1540 http://onlinelibrary.wiley.com/doi/10.1111/j.1467-6435.2007.00376.x/abstract Dovern J. , Döpke J. , Fritsche U. , Slacalek J. :The Sticky Information Phillips Curve. European Evidence Journal of Money, Credit and Banking 40 2008 ), p. 1513-1519 ISSN: 0022-2879 http://onlinelibrary.wiley.com/doi/10.1111/j.1538-4616.2008.00169.x/abstract Dovern J. , Nunnenkamp P. :Aid and Growth Accelerations: An Alternative Approach to Assessing the Effectiveness of Aid Kyklos 60 2007 ), p. 359-383 ISSN: 0023-5962 10.1111/j.1467-6435.2007.00376.x http://onlinelibrary.wiley.com/doi/10.1111/j.1467-6435.2007.00376.x/abstract Fischer M. , Klein I. :Construction of Symmetric Generalized FGM Copulas by means of certain Univariate Distributions Metrika 65 2007 ), p. 243-260 ISSN: 0026-1335 10.1007/s00184-006-0075-6 Grottke M. , Trivedi K. :Fighting bugs: Remove, retry, replicate, and rejuvenate Computer 40 2007 ), p. 107-109 ISSN: 0018-9162 10.1109/MC.2007.55 Fischer M. , Klein I. , Horn A. :Tukey-type Distributions in the context of financial data Communications in Statistics-Theory and Methods 36 2007 ), p. 23-35 ISSN: 0361-0926 10.1080/03610920500476382 Grottke M. , Li L. , Vaidyanathan K. , Trivedi K. :Analysis of software aging in a web server IEEE Transactions on Reliability 55 2006 ), p. 411-420 ISSN: 0018-9529 10.1109/TR.2006.879609 Klein I. , Bissantz N. , Manns C. :Competitive Intelligence bei einem Pharma-Hersteller HMD : Praxis der Wirtschaftsinformatik 249 2006 ), p. 91-98 ISSN: 1436-3011 Klein I. , Fischer M. :Power Kurtosis Transformations: De finitions, Properties and Ordering Advances in Statistical Analysis 90 2006 ), p. 395-401 ISSN: 1863-8171 10.1007/s10182-006-0241-1 Klein I. , Fischer M. :Skewness by Splitting the scale parameter Communications in Statistics-Theory and Methods 35 2006 ), p. 1159-1171 ISSN: 0361-0926 10.1080/03610920600692730 Grottke M. , Trivedi K. :Software faults, software aging and software rejuvenation Journal of Reliability Engineering Association of Japan 27 2005 ), p. 425-438 ISSN: 0919-2697 10.11348/reajshinrai.27.7_425 Grottke M. , Trivedi K. :Truncated non-homogeneous Poisson process models - Properties and performance OPSEARCH 42 2005 ), p. 310-321 ISSN: 0030-3887 Klein I. , Fischer M. :Kurtosis modelling by means of the J-transformation Allgemeines Statistisches Archiv 88 2004 ), p. 35-50 ISSN: 0002-6018 10.1007/s101820400158
Book Contributions
Avritzer A. , Grottke M. , Menasché DS. :Using Software Aging Monitoring and Rejuvenation for the Assessment of High-Availability Systems In: Handbook of Software Aging and Rejuvenation 2020 , p. 197-228 ISBN: 978-981-121-456-1 10.1142/9789811214578_0008 Kölbl L. , Grottke M. :Obtaining More Specific Topics and Detecting Weak Signals by Topic Word Selection In: Hoang Pham (ed.): Reliability and Statistical Computing Springer 2020 , p. 193-206 (Springer Series in Reliability Engineering) 10.1007/978-3-030-43412-0_12 Kißlinger AL. , Stummer W. :Robust statistical engineering by means of scaled Bregman distances. In: C. Agostinelli, A. Basu, P. Filzmoser, D. Mukherjee (ed.): Recent Advances in Robust Statistics: Theory and Applications Springer 2016 , p. 81-113 10.1007/978-81-322-3643-6_5 Grottke M. :Prognose von Softwarezuverlässigkeit, Softwareversagensfällen und Softwarefehlern In: Mertens Peter, Susanne Rässler (ed.): Prognoserechnung Berlin Springer/Physica 2012 , p. 585-619 Beckhaus A. , Karg LM. , Graf C. , Grottke M. , Neumann D. :A decision support scheme for software process improvement prioritization In: J. Cordeiro, A. Ranchordas, B. Shishka (ed.): Software and Data Technologies Berlin Springer Verlag 2011 , p. 85-93 (Communications in Computer and Information Science, Vol.50) 10.1007/978-3-642-20116-5 Dovern J. , Rickels W. , Klepper G. :Large-Scale Intentional Interventions into the Climate System? Assessing the Climate Engineering Debate In: Kiel Earth Institute (ed.): Report for the German Federal Ministry of Education and Research, Kiel, December 2011 2011 http://www.kiel-earth-institute.de/scoping-report-climate-engineering.html Klein I. :Möglichkeiten der empirischen Erfassung von Automietpreisen In: Holzer-Thieser A., Roth S. (ed.): Versicherungswissenschaft - im Wandel wirtschaftsrechtlicher und rechtsökonomischer Analysen mit Finanzmarkt- und Freiberufsrecht. FS für Harald Herrmann Nürnberg IF Verlag 2011 , p. 323-331 ISBN: 978-3-934674-00-4 Grottke M. , Apte V. , Trivedi K. , Woolet S. :Response time distributions in networks of queues In: R. Boucherie, N. Van Dijk (ed.): Queueing Networks: A Fundamental Approach New York Springer 2011 , p. 587-641 (Springer International Series in Operations Research & Management Science)ISBN: 978-1441964717 10.1007/978-1-4419-6472-4_14 Klein I. :Bivariate Abhängigkeitsmessung für ordinalskalierte Merkmale im Falle fixierter Randverteilungen In: Brachinger H.W., Hamerle A., Münnich R., Schweitzer W. (ed.): Wirtschaftsstatistik - Festschrift zum 65. Geburtstag von Prof. Dr. E. Schaich München Vahlen 2005 , p. 81-109 ISBN: 978-3-8006-3289-3 Klein I. :Streuungsmessung ordinalskalierter Merkmale mittels Rangordnungsstatistiken In: Dobbener R, Kolb U, Wan Hussin D (ed.): Arbeiten aus der Statistik - Festschrift für F. Vogel Bamberg 2005 , p. 1-18 Klein I. , Fischer M. :Tailabhängigkeit und Asymmetrie in multivariaten Finanzmarktdaten In: M. Bank, B. Schiller (ed.): Finanzintermediation: Theoretische, wirtschaftspolitische und praktische Aspekte aktueller Entwicklungen im Bank- und Börsenwesen. Festschrift für Wolfgang Gehrke zum 60. Geburtstag Stuttgart Schäffer-Pöschel Verlag 2004 , p. 69-102 ISBN: 3791022571 Klein I. , Fischer M. :gh-transformed of symmetrical distributions In: Klein I., Mittnik S. (ed.): Contributions to modern econometrics Boston Kluwer Academic Publishers 2002 , p. 119-134 ISBN: 978-4419-5331-5 10.1007/978-1-4757-3602-1 Klein I. , Fischer M. :Symmetrical gh-transformed distributions In: Klein Ingo, Mittnik Stefan (ed.): Contributions to Modern Econometrics Boston Kluwer Academic Publishers 2002 , p. 119-134 ISBN: 1-4020-7334-8
Conference Contributions
Bazhenov O. , Oykher A. , Baev D. :The Impact of Financial and Economic Crises on the Performance Indicators of Copper Mining Enterprises 2nd International Scientific conference on New Industrialization - Global, National, Regional Dimension (SICNI) (Ekaterinburg, RUSSIA December 4, 2018 - December 5, 2018 )In: PROCEEDINGS OF THE 2ND INTERNATIONAL SCIENTIFIC CONFERENCE ON NEW INDUSTRIALIZATION: GLOBAL, NATIONAL, REGIONAL DIMENSION (SICNI 2018) , PARIS 2019 10.2991/sicni-18.2019.27 Grottke M. , Avritzer A. , Menasché DS. , Alonso J. , de Aguiar L. , Alvarez SG. :Models and metrics for the assessment of critical-infrastructure-targeted malware campaigns 26th IEEE International Symposium on Software Reliability Engineering (ISSRE) (Gaithersburg, MD, USA November 2, 2015 - November 5, 2015 )10.1109/ISSRE.2015.7381826 Grottke M. , Schleich B. :Cost Optimality in Testing and Rejuvenation WoSAR 2012, The 4th International Workshop on Software Aging and Rejuvenation (Dallas, TX November 27, 2012 - November 30, 2012 )In: 2012 IEEE 23rd International Symposium on Software Reliability Engineering Workshops (ISSREW) 2012 10.1109/ISSREW.2012.84 Alonso J. , Grottke M. , Nikora A. , Trivedi K. :The nature of the times to flight software failure during space missions 2012 IEEE 23rd International Symposium on Software Reliability Engineering (Dallas November 27, 2012 - November 30, 2012 )10.1109/ISSRE.2012.32 Trivedi K. , Mansharamani R. , Kim DS. , Grottke M. , Nambiar M. :Recovery from Failures Due to Mandelbugs in IT Systems 2011 IEEE 17th Pacific Rim International Symposium on Dependable Computing (Pasadena, CA, USA December 12, 2011 - December 14, 2011 )10.1109/PRDC.2011.34 Grottke M. , Nikora A. , Trivedi K. :An empirical investigation of fault types in space mission system software 40th Annual IEEE/IFIP International Conference on Dependable Systems and Networks (Chicago, IL June 28, 2010 - July 1, 2010 )10.1109/DSN.2010.5544284 Grottke M. , Karg LM. , Beckhaus A. :Team factors and failure processing efficiency: An exploratory study of closed and open source software development 34th Annual IEEE International Computer Software and Applications Conference (Seoul July 19, 2010 - July 23, 2010 )10.1109/COMPSAC.2010.25 Karg LM. , Grottke M. , Beckhaus A. :Conformance quality and failure costs in the software industry: An empirical analysis of open source software IEEE International Conference on Industrial Engineering and Engineering Management (Hong Kong December 8, 2009 - December 11, 2009 )10.1109/IEEM.2009.5373044 Grottke M. , Graf C. :Modeling and predicting software failure costs 33rd Annual IEEE International Computer Software and Applications Conference (Seattle, WA July 20, 2009 - July 24, 2009 )10.1109/COMPSAC.2009.195 Beckhaus A. , Karg LM. , Graf C. , Grottke M. , Neumann D. :Prioritization of software process improvements: A COQUALMO-based case study and derived decision support scheme 4th International Conference on Software and Data Technologies (Sofia July 26, 2009 - July 29, 2009 )Trivedi K. , Ciardo G. , Dasarathy B. , Grottke M. , Matias R. , Rindos A. , Vashaw B. :Achieving and assuring high availability 5th International Service Availability Symposium (Miami, FL April 14, 2008 - April 18, 2008 )10.1007/978-3-540-68129-8_4 Grottke M. , Sun H. , Fricks RM. , Trivedi K. :Ten fallacies of availability and reliability analysis 5th International Service Availability Symposium (Tokyo May 19, 2008 - May 21, 2008 )10.1007/978-3-540-68129-8_15 Grottke M. , Matias R. , Trivedi K. :The fundamentals of software aging 1st International Workshop on Software Aging and Rejuvenation/19th IEEE International Symposium on Software Reliability Engineering (Seattle, WA November 11, 2008 - November 14, 2008 )10.1109/ISSREW.2008.5355512 Okamura H. , Grottke M. , Dohi T. , Trivedi K. :Variational Bayesian approach for interval estimation of NHPP-based software reliability models International IEEE Conference on Dependable Systems and Networks 2007 (Edinburgh June 25, 2007 - June 28, 2007 )10.1109/DSN.2007.101 Avritzer A. , Bondi AB. , Grottke M. , Trivedi K. , Weyuker EJ. :Performance assurance via software rejuvenation: Monitoring, statistics and algorithms International Conference on Dependable Systems and Networks 2006 (Philadelphia, PA June 25, 2006 - June 28, 2006 )10.1109/DSN.2006.58 Grottke M. , Trivedi K. :On a method for mending time to failure distributions International Conference on Dependable Systems and Networks 2005 (Yokohama June 28, 2005 - July 1, 2005 )10.1109/DSN.2005.72 Grottke M. :A vector Markov model for structural coverage growth and the number of failure occurrences Thirteenth International IEEE Symposium on Software Reliability Engineering
Miscellaneous
Glas A. , Müller L. :Talking in a Language That Everyone Can Understand? Clarity of Speeches by the ECB Executive Board 2023 )https://www.zew.de/en/publications/talking-in-a-language-that-everyone-can-understand-clarity-of-speeches-by-the-ecb-executive-board-2 Perico Ortiz H. :Inflation News Coverage, Expectations
and Risk Premium 2023 )https://www.iwf.rw.fau.de/files/2023/10/05_2023.pdf Perico Ortiz H. , Schnaubelt M. , Seifert O. :A Topic Modeling Perspective on Investor Uncertainty 2023 )https://www.iwf.rw.fau.de/files/2023/04/04_2023.pdf Frank J. :Forecasting Realized Volatility in Turbulent Times using Temporal Fusion Transformers 2023 )Born B. , Dovern J. , Enders Z. :Expectation Dispersion, Uncertainty, and the Reaction to News 2020 )Buchheim L. , Dovern J. , Krolage C. , Link S. :Zur Reaktion von Unternehmen auf die Coronakrise: Welche Rolle spielen die erwartete Krisendauer und die Geschäftslage vor der Krise? Ifo-Schnelldienst 2020 )ISSN: 0018-974X https://www.ifo.de/publikationen/2020/aufsatz-zeitschrift/zur-reaktion-von-unternehmen-auf-die-coronakrise-welche Dovern J. , Buchheim L. , Krolage C. , Link S. :Firm-Level Expectations and Behavior in Response to the Covid-19 Crisis 2020 ), Article No.: 8304 10.2139/ssrn.3603773 https://www.cesifo.org/en/publikationen/2020/working-paper/firm-level-expectations-and-behavior-response-covid-19-crisis Dovern J. , Müller LS. , Wohlrabe K. :How Do Firms Form Expectations of Aggregate Growth? New Evidence from a Large-Scale Business Survey 2020 ), p. 30 10.2139/ssrn.3564860 https://www.cesifo.org/en/publikationen/2020/working-paper/how-do-firms-form-expectations-aggregate-growth-new-evidence-large Doll M. , Seebauer M. , Tonn M. :Bargaining over waiting time in gain and loss framed ultimatum games 2017 )https://www.econstor.eu/handle/10419/167685 Dovern J. , Kenny G. :The Long-term Distribution of Expected Inflation in the Euro Area: What Has Changed since the Great Recession? 2017 ), Article No.: 1999 http://www.ecb.europa.eu/pub/pdf/scpwps/ecbwp1999.en.pdf Clegg M. , Krauss C. , Rende J. :partialCI: An R package for the analysis of partially cointegrated time series 2017 )ISSN: 1867-6707 https://www.iwf.rw.fau.de/discussion-papers/ Mangold B. , Konopik J. :A general class of entropy based control charts In: FAU Discussion Papers in Economics No. 04/2017 Erlangen Friedrich-Alexander-Universität Erlangen-Nürnberg, Institute for Economics, Nürnberg 2017 http://hdl.handle.net/10419/150013 Dovern J. , Fritsche U. , Tamirisa N. , Loungani P. :Information Rigidities in Economic Growth Forecasts: Evidence from a Large International Panel 2013 ), Article No.: 13/56 https://www.imf.org/external/pubs/ft/wp/2013/wp1356.pdf Klein I. :Van Zwet Ordering for Fechner Asymmetry 08-2011 2011 )ISSN: 1867-6707 https://www.iwf.rw.fau.de/research/iwf-discussion-paper-series/ Klein I. :Van Zwet Ordering and the Ferreira-Steel Family of Skewed Distributions 13-2011 2011 ), p. 1-20 ISSN: 1867-6707 https://www.iwf.rw.fau.de/research/iwf-discussion-paper-series/ Klein I. , Christa F. :Families of Copulas closed under the Construction of Generalized Linear Means 04/2011 2011 )ISSN: 1867-6707 https://www.iwf.rw.fau.de/research/iwf-discussion-paper-series/ Dovern J. , Fritsche U. , Slacalek J. :Disagreement among Forecasters In G7 Countries 2009 ), Article No.: 1082 http://www.ecb.int/pub/pdf/scpwps/ecbwp1082.pdf Dovern J. , Fritsche U. , Slacalek J. , Döpke J. :Sticky Information Phillips Curves: European Evidence 2008 ), Article No.: 930 http://www.ecb.int/pub/pdf/scpwps/ecbwp930.pdf Klein I. , Grottke M. :On J.M. Keynes' "The Principal Averages and the Laws of Error which Lead to Them" - Refinement and Generalisation Nr. 07/2008 2008 )ISSN: 1867-6707 https://www.iwf.rw.fau.de/research/iwf-discussion-paper-series/