Veröffentlichungen

Herausgebertätigkeit:

  • Seit 2012 Herausgeber der Wismarer Diskussionspapiere der Fakultät für Wirtschaftswissenschaften der Hochschule Wismar
  • Seit 2015 Mitglied des Editorial Boards der Zeitschrift Economies – Open Access Journal

2017

  •  „Forecasting Euro Area Inflation Using Single-Equation and Multivariate VAR-Models“
    Koautoren: D. Gerdesmeier (EZB), B. Roffia (EZB, Folia Oeconomica Stetinencia, Vol. 16(2), S. 19-34.

 2016

  • Does public investment stimulate private investment? Evidence for the euro area, Koautor: C. Dreger (DIW), Economic Modelling, Vol. 58(c), S. 154-158.

  • Asset prices and comsumer prices: Exploring the linkages, Koautoren: Dieter Gerdesmeier, Barbara Roffia, Applied Economics Quarterly, Vol. 62(3), S. 169-186.

2013

  • Does euro area membership affect the relation between GDP growth and public debt?, Koautor: C. Dreger (DIW), Journal of Macroeconomic, Vol. 38, S. 481-486.

2012

  • Early Warning Indicator Model of Financial Developments Using an Ordered Logit, Business and Economic Research, Vol. 2(2).

  • The role of wealth for private consumption: Evidence from paneleconometric models, Koautor: C. Dreger, Portuguese Economic Journal, No. 1, S. 21-34.

2011

  • Early warning indicators of financial booms, Koautoren: D. Gerdesmeier (ECB), B. Roffia (ECB), Review of Economics & Finance, Vol. 3, S. 1-20.

  • A functional coefficient approach to modeling the Fisher hypothesis: World wide evidence, Koautor: H. Herwartz, Macroeconomic Dynamics, Vol. 15, S. 93-118.

  • On the role of sectoral and national components in the wage bargaining process, Koautor: C. Dreger (DIW), Regional and sectoral economic studies, Vol. 11-1, S. 17-26.

2010 

  • Asset prices misalignments and the role of money and credit, Koautoren: D. Gerdesmeier (ECB), B. Roffia (ECB), International Finance, Vol. 13, S. 377-407.

  • Applying a new bubble test for a composite indicator, Koautoren: D. Gerdesmeier (ECB), B. Roffia (ECB), Folia Oeconomica Stetinensia, Vol. 9, S. 7-24.

  • Do benchmark revisions affect the consumption-to-output and investment-to-output ratios in Germany? Koautor: T. Knetsch, Journal of Business Cycle Measurement and Analysis, S. 57-72.

2009 

  • Hysteresis in the Development of Unemployment: The EU and US Experience, Koautor: C. Dreger, Spanish Economic Review, Vol. 11, S. 267-276.

  • How to Treat Benchmark Revisions? The Case of German Production and Order Statistics, Koautor: T.A. Knetsch, Oxford Bulletin of Economics & Statistics, Vol. 69, S. 209 - 235.

2007

  • Long-run Money Demand Function in the New EU Member States with Exchange Rate Effects, Koautoren: C. Dreger, B. Roffia, Eastern European Economics, Vol. 7, S. 77-96

  • Estimates of Money Demand Functions for Estonia, Koautor: K. Roht, Transition Studies Review, Vol 14, S. 425-439.

2006

  • Panel Nonstationary Tests of the Fisher Hypothesis: An Analysis of 114 Economies During the Period 1960-2004, Koautor: H. Herwartz, International Journal of Applied Econometrics and Quantitative Studies, Vol. 6-3, S. 39-54.

  • Long-Run Links Among Money, Output, and Prices: World-Wide Evidence, Koautor: H. Herwartz, German Economic Review, Vol. 7, S. 65-86.

  • Consumption and Disposable Income in the EU Countries: The Role of Wealth Effects, Koautor: C. Dreger, Empirica, Vol. 33, S. 245-254.

2005

  • Forecasting Real GDP: What Role for Narrow Money? Koautoren C. Brand, F. Seitz, Jahrbuch der Wirtschaftswissenschaften Band 55, 3, S. 246-262.

  • Health Care Expenditures in OECD Countries : A Panel Unit Root and Cointegration Analysis, Koautor: C. Dreger, International Journal of Applied Econometrics and Quantitative Studies, Vol. 2,2.

  • Panel Seasonal Unit Root Test: Further Simulations and An Application to Unemployment Data, Koautor: C. Dreger, Statistisches Archiv, Vol. 89/3 S. 319-336.

2003

  • Does Money Matter for Prices in the Euro Area?, Jahrbücher für Nationalökonomie und Statistik Band 223/5 (2003), S. 581-602.

  • Does Money Include Information for Output in the Euro Area?, Schweizerische Zeitschrift für Volkswirtschaft und Statistik, Vol. 139 (2003) S. 231-252. 

  • Seasonal Cointegration Analysis of German M3 Money Demand, Applied Financial Economics, Vol. 13 (2003), S. 71-79, Koautor: H. Herwartz.

2002

  • Purchasing Power Parity and Cointegrating Tests Using Pooled Data, Japan and the World Economy, Vol. 14 (2002), S. 45-62, Koautor: H. Herwartz.

  • Are the Volatility Processes of Exchange Rates Stable? Applied Stochastic Models in Business and Industry, Vol. 18 (2002), S. 3-22, Koautor: H. Herwartz.

  • Testing Growth Ratios via Pooled Error Correction Models , Economics Bulletin, Vol. 3, No. 15 (2002), S. 1-11 (Internet-Zeitschrift, www.economicsbulletin.com), Koautor: H. Herwartz.

2001

  • Labour Demand in Germany and Seasonal Cointegration, Allgemeines Statistisches Archiv, Band 85 (2001), S. 283-299.

  • Currency Substitution: A Theoretical and Empirical Analysis for Europe, The Manchester School, vol. 67 (1999), S. 137-153, Koautor F. Seitz.

1999

  • Unterschiedliche Volatilitätsregime am deutschen Rentenmarkt, Jahrbücher für Nationalökonomie und Statistik, vol. 219/3+4 (1999), S. 375-392, Koautor H. Herwartz.

1997

  • Seasonal Cointegration Analysis of German Consumption Function, Empirical Economics, vol. 22 (1997), S. 369-380.

  • Forecasting of Seasonal Cointegrated Processes, International Journal of Forecasting, vol. 13 (1997), S. 369-380.

1995

  • Interval Forecasting in Cointegrated Systems, Statistische Hefte, vol. 36 (1995), S. 349-369.

1994

  • P-Star as a Link Between Money an Prices in Germany, Weltwirtschaftliches Archiv, vol. 130 (1994) S. 273-289, Koautor K.-H. Tödter.

1992

  • Impulse Response Analysis of Cointegrated Systems; Journal of Economic Dynamics and Control, vol. 16 (1992), S. 53-78, Koautor H. Lütkepohl.

  • Granger-Causality in Cointegrated VAR Processes: The Case of the Term Structure, Economics Letters, vol. 40 (1992) S. 263-268, Koautor H. Lütkepohl

  • Comparisons of Tests for Multivariate Cointegration, Statistische Hefte, vol. 33 (1992), S. 335-359.

 

Veröffentlichungen in Sammelbänden

 

  • Panel Nonstationary Tests of the Fisher Hypothesis in a World Wide Context, Koautor: H. Herwartz, in J. Bartog (Hrsg.) Baltic Business Development, Finance and Currency, Faculty of Economics and Management, University of Szczecin, S. 100-131, 2006.

  • Consumption and Income in the Euro Area: Empirical Evidence Based on Panel Cointegration Methods, Koautor: C. Dreger, in C. Dreger, H.P. Galler (Hrsg.): Advances in Macroeconometric Modeling, Band 19, Nomos-Verlag, Baden-Baden, S. 46-62, 2005.

  • Einfache Schätzungen einer langfristigen Geldnachfragefunktion EU-Beitrittskandidaten, in G. Peschutter, H.-E. Reimers und M. Schleicher (Hrsg.): Osterweiterung der Europäischen Union - Band zur Tagung der Volkswirtschaftsprofessoren an Fachhochschulen, Lucius & Lucius, Stuttgart, S. 32-51, 2004.

  • Forecasting real GDP: What role for narrow money?, Koautoren: C. Brand (EZB) und F. Seitz (FH Amberg-Weiden) in O. Issing (Hrsg.): Background Studies for the ECB's Evaluation of its Monetary Policy Strategy, EZB, Frankfurt am Main,  S. 301-328, 2003.

  • Comparison of M3 and Divisia M3 Aggregates for the Euro Area, in S. Mittnik und I. Klein (Hrsg.): Contribution to Modern Econometrics - From Data Analysis to Economic Policy, Kluwer-Verlag, S. 169-183, 2002.

  • Schätzung einer deutschen Arbeitsnachfragefunktion unter  besonderer Berücksichtigung von Strukturbrüchen bei saisonalen  Zeitreihen, in R. Pohl  und H.P. Galler (Hrsg.) ''Implikationen der Währungsunion für  makroökonomische Modelle'', Nomos-Verlag, Baden-Baden, S. 127-144, 2001.

  • M3 Weighted Monetary Aggregates, Koautoren H. Herrmann, K.-H. Tödter in: Divisia Monetary Aggregates, Right in Theory - Useful in Practice?, M. Belongia, J. Binner, MacMillan, 2000.

  • The Transmission of Monetary Policy in the Econometric Model of the Deutsche Bundesbank for the German Economy, Koautor W. Jahnke, in: Financial Structure and the Monetary Policy Transmission Mechanism, Bank for International Settlements, Basel, 1995.

 

Veröffentlichungen des Sammelbandes:

  • Osterweiterung der Europäischen Union - Band zur Bundesfachtagung der Volkswirtschaftsprofessoren an Fach- und Gesamthochschulen, G. Peschutter, H.-E. Reimers, M. Schleicher (Hrsgs.) Lucius & Lucius, Stuttgart, 2004.

 

Arbeitspapiere:

  • On the relationship between public and private investment in the euro area, Koautor: C. Dreger (DIW), DIW-Discussion paper Nr. 1365, Berlin, www.diw.de 2014.

  • Testing for the existence of a bubble in the stock market, Koautoren: D. Gerdesmeier (EZB), B. Roffia (EZB), Wismarer Diskussionspapiere Heft 01/2013, 2013.

  • Does Euro Area Membership Affect the Relation Between GDP Growth and Public Debt, Koautor: C. Dreger (DIW), DIW-Discussion paper Nr. 1249, Berlin,www.diw.de 2012.

  • On the Role of Sectoral and National Components in the Wage Bargaining Process, Koautor: C. Dreger (DIW), IZA-Discussion paper IZA 4908, Bonn, 2010.  www.iza.org

  • Asset prices misalignments and the role of money and credit, Koautoren: D. Gerdesmeier (EZB), B. Roffia (EZB), Discussion paper No. 1068, European Central Bank, 2009. www.ecb.int

  • The Role of Asset Markets for Private Consumption. Evidence from Paneleconometric Models, Koautor: C. Dreger, DIW-Discussion paper Nr. 872, www.diw.de 2009.

  • How to treat benchmark revisions? The case of German production and order statistics, Koautor: T.A. Knetsch, Deutsche Bundesbank, Discussion Paper Nr. 38, Frankfurt am Main, 2006. www.bundesbank.de

  • Long-run Money Demand in the New EU Member States with Exchange Rate Effects, Koautoren: C. Dreger, B. Roffia, European Central Bank, Working Paper Series No. 628, Frankfurt am Main, 2006. www.ecb.int 

  • Hysteresis and Persistance in the Course of Unemployment: The EU14 and US Experience, Koautor: C. Dreger, Hochschule Wismar, 2006.

  • Modeling the Fisher Hypothesis: World Wide Evidence, Koautor: H. Herwartz, Discussionspapier, Institut für Statistik und Ökonometrie, Christian-Albrechts-Universität zu Kiel, 2006.

  • Health Care Expenditures in OECD Countries: A Panel Unit Root and Cointegration Analysis, Koautor: C. Dreger, iza discussion paper no. 1469, 2005.

  • Panel Seasonal Unit Root Test With An Application for Unemployment Data, Koautor: C. Dreger, Discussionspapier Nr. 191, Institut für Wirtschaftsforschung Halle, 2004.

  • Forecasting Real GDP: What Role for Narrow Money? European Central Bank Working Paper No. 254, September, Frankfurt am Main; or Narrow Money and the Business Cycle: Theoretical Aspects and Euro Area Evidence, Koautoren C. Brand, F. Seitz, publiziert als Hintergrundbeitrag zur ECB-Strategiediskussion: www.ecb.int2003

  • Analysing Divisia Aggregates for the Euro Area, Discussion Paper, Economic Research Center of the Deutsche Bundesbank 13/02, Frankfurt am Main, 2002.

  • Long-Run Links Among Money, Output, and Prices: World-Wide Evidence, Koautor: H. Herwartz, Discussion paper 14/01, Economic Research Center of the Deutsche Bundesbank, 2001.

  • Dynamic Relationships Between International Bond Markets, Koautor H. Herwartz, Hochschule Wismar, 1999.

Die Diskussionsbeiträge werden auf Anfrage (hans-eggert.reimers ad hs-wismar.de) zugesendet.

 

Monographie:

  • Analyse kointegrierter Variablen mittels vektorautoregressiver Modelle, Physica-Verlag Heidelberg, 1991.