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Christian Aßmann
(Christian Assmann)

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First Name:Christian
Middle Name:
Last Name:Assmann
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RePEc Short-ID:pam154
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Research output

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Working papers

  1. Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus, 2014. "Bayesian analysis of dynamic factor models: An ex-post approach towards the rotation problem," Kiel Working Papers 1902, Kiel Institute for the World Economy (IfW Kiel).
  2. Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus, 2012. "The directional identification problem in Bayesian factor analysis: An ex-post approach," Kiel Working Papers 1799, Kiel Institute for the World Economy (IfW Kiel).
  3. Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus, 2012. "The directional identification problem in Bayesian factor analysis: An ex-post approach," Economics Working Papers 2012-11, Christian-Albrechts-University of Kiel, Department of Economics.
  4. Aßmann, Christian & Boysen-Hogrefe, Jens & Jannsen, Nils, 2011. "Costs of housing crises: International evidence," Kiel Working Papers 1524 [rev.], Kiel Institute for the World Economy (IfW Kiel).
  5. Aßmann, Christian, 2011. "Assessing the effect of current account and currency crises on economic growth," BERG Working Paper Series 80, Bamberg University, Bamberg Economic Research Group.
  6. Aßmann, Christian & Boysen-Hogrefe, Jens, 2009. "Determinants of government bond spreads in the Euro Area: in good times as in bad," Kiel Working Papers 1548, Kiel Institute for the World Economy (IfW Kiel).
  7. Aßmann, Christian & Boysen-Hogrefe, Jens, 2009. "A bayesian approach to model-based clustering for panel probit models," Economics Working Papers 2009-03, Christian-Albrechts-University of Kiel, Department of Economics.
  8. Aßmann, Christian & Boysen-Hogrefe, Jens, 2009. "Determinants of government bond spreads in the Euro Area: in good times as in bad," Kiel Working Papers 1548, Kiel Institute for the World Economy (IfW Kiel).
  9. Aßmann, Christian & Boysen-Hogrefe, Jens & Jannsen, Nils, 2009. "Costs of housing crises: International evidence," Kiel Working Papers 1524, Kiel Institute for the World Economy (IfW Kiel).
  10. Aßmann, Christian, 2007. "Determinants and Costs of Current Account Reversals under Heterogeneity and Serial Correlation," Economics Working Papers 2007-17, Christian-Albrechts-University of Kiel, Department of Economics.
  11. Liesenfeld, Roman & Hogrefe, Jens & Aßmann, Christian, 2005. "The Decline in German Output Volatility: A Bayesian Analysis," Economics Working Papers 2006-02, Christian-Albrechts-University of Kiel, Department of Economics.

    repec:kie:kieliw:1902 is not listed on IDEAS

Articles

  1. Christian Aßmann & Marcel Preising, 2020. "Bayesian estimation and model comparison for linear dynamic panel models with missing values," Australian & New Zealand Journal of Statistics, Australian Statistical Publishing Association Inc., vol. 62(4), pages 536-557, December.
  2. Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus, 2016. "Bayesian analysis of static and dynamic factor models: An ex-post approach towards the rotation problem," Journal of Econometrics, Elsevier, vol. 192(1), pages 190-206.
  3. Christian Aßmann, 2015. "Rossi, Peter E.: Bayesian non- and semi-parametric methods and applications," Journal of Economics, Springer, vol. 115(2), pages 195-197, June.
  4. Hans Walter Steinhauer & Christian Aßmann & Sabine Zinn & Solange Goßmann & Susanne Rässler, 2015. "Sampling and Weighting Cohort Samples in Institutional Contexts," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 9(2), pages 131-157, November.
  5. Christian Aßmann & Jens Boysen-Hogrefe & Nils Jannsen, 2013. "Costs Of Housing Crises: International Evidence," Bulletin of Economic Research, Wiley Blackwell, vol. 65(4), pages 299-313, October.
  6. Christian Aßmann & Jens Boysen-Hogrefe, 2012. "Determinants of government bond spreads in the euro area: in good times as in bad," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 39(3), pages 341-356, August.
  7. Aßmann, Christian & Boysen-Hogrefe, Jens, 2011. "A Bayesian approach to model-based clustering for binary panel probit models," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 261-279, January.
  8. Christian Aßmann & Jens Boysen-Hogrefe, 2010. "Analysis of current account reversals via regime switching models," Economic Change and Restructuring, Springer, vol. 43(1), pages 21-43, February.
  9. Christian Aßmann & Jens Hogrefe & Roman Liesenfeld, 2009. "The decline in German output volatility: a Bayesian analysis," Empirical Economics, Springer, vol. 37(3), pages 653-679, December.
  10. Christian Aßmann, 2009. "Christensen, B.J. and Kiefer, N.M.: Economic modeling and inference," Journal of Economics, Springer, vol. 98(3), pages 257-259, December.
  11. Aßmann, Christian & Hogrefe, Jens, 2009. "Dynamic multi-sector CGE modeling and the specification of capital: Comment on Farmer and Wendner (2004)," Structural Change and Economic Dynamics, Elsevier, vol. 20(1), pages 74-75, March.

Chapters

  1. Christian Aßmann & Eva Krampe & Christian Henning, 2018. "The Formation of Elite Communication Networks in Malawi: A Bayesian Econometric Approach," Advances in African Economic, Social and Political Development, in: Christian Henning & Ousmane Badiane & Eva Krampe (ed.), Development Policies and Policy Processes in Africa, pages 213-233, Springer.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Aßmann, Christian & Boysen-Hogrefe, Jens & Jannsen, Nils, 2011. "Costs of housing crises: International evidence," Kiel Working Papers 1524 [rev.], Kiel Institute for the World Economy (IfW Kiel).

    Cited by:

    1. R. Barrell & D. Karim & C. Macchiarelli, 2020. "Towards an understanding of credit cycles: do all credit booms cause crises?," The European Journal of Finance, Taylor & Francis Journals, vol. 26(10), pages 978-993, July.
    2. Boysen-Hogrefe, Jens, 2011. "Sinkende Immobilienpreise in China: Gefahr für die Weltkonjunktur?," Kiel Insight 2011.22, Kiel Institute for the World Economy (IfW Kiel).
    3. Boysen-Hogrefe, Jens & Jannsen, Nils & Meier, Carsten-Patrick, 2016. "A Note On Banking And Housing Crises And The Strength Of Recoveries," Macroeconomic Dynamics, Cambridge University Press, vol. 20(7), pages 1924-1933, October.
    4. Stelios Bekiros & Amanda Dahlström & Gazi Salah Uddin & Oskar Ege & Ranadeva Jayasekera, 2020. "A tale of two shocks: The dynamics of international real estate markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(1), pages 3-27, January.

  2. Aßmann, Christian, 2011. "Assessing the effect of current account and currency crises on economic growth," BERG Working Paper Series 80, Bamberg University, Bamberg Economic Research Group.

    Cited by:

    1. Dräger, Lena & Proaño, Christian R., 2015. "Cross-border banking and business cycles in asymmetric currency unions," BERG Working Paper Series 105, Bamberg University, Bamberg Economic Research Group.
    2. Meyer, Dietmar & Shera, Adela, 2015. "Remittances' impact on the labor supply and on the deficit of current account," BERG Working Paper Series 97, Bamberg University, Bamberg Economic Research Group.
    3. Schmitt, Noemi & Westerhoff, Frank, 2015. "Evolutionary competition and profit taxes: market stability versus tax burden," BERG Working Paper Series 104, Bamberg University, Bamberg Economic Research Group.
    4. Schmitt, Noemi & Westerhoff, Frank, 2016. "Herding behavior and volatility clustering in financial markets," BERG Working Paper Series 107, Bamberg University, Bamberg Economic Research Group.
    5. Franke, Reiner & Westerhoff, Frank, 2011. "Why a simple herding model may generate the stylized facts of daily returns: Explanation and estimation," BERG Working Paper Series 83, Bamberg University, Bamberg Economic Research Group.
    6. Schmitt, Noemi & Tuinstra, Jan & Westerhoff, Frank, 2015. "Side effects of nonlinear profit taxes in an evolutionary market entry model: abrupt changes, coexisting attractors and hysteresis problems," BERG Working Paper Series 103, Bamberg University, Bamberg Economic Research Group.
    7. Aßmann, Christian & Boysen-Hogrefe, Jens & Jannsen, Nils, 2009. "Costs of housing crises: International evidence," Kiel Working Papers 1524, Kiel Institute for the World Economy (IfW Kiel).
    8. Fatoke-Dato, Mafaïzath A., 2015. "Impact of income shock on children's schooling and labor in a West African country," BERG Working Paper Series 102, Bamberg University, Bamberg Economic Research Group.
    9. Fatoke-Dato, Mafaïzath A., 2015. "Impact of an educational demand-and-supply policy on girls' education in West Africa: Heterogeneity in income, school environment and ethnicity," BERG Working Paper Series 101, Bamberg University, Bamberg Economic Research Group.
    10. Bexheti, Abdylmenaf & Mustafi, Besime, 2015. "Impact of public funding of education on economic growth in Macedonia," BERG Working Paper Series 98, Bamberg University, Bamberg Economic Research Group.
    11. Proaño, Christian R. & Lojak, Benjamin, 2015. "Debt stabilization and macroeconomic volatility in monetary unions under heterogeneous sovereign risk perceptions," BERG Working Paper Series 106, Bamberg University, Bamberg Economic Research Group.
    12. Seregi, János & Lelovics, Zsuzsanna & Balogh, László, 2012. "The social welfare function of forests in the light of the theory of public goods," BERG Working Paper Series 87, Bamberg University, Bamberg Economic Research Group.

  3. Aßmann, Christian & Boysen-Hogrefe, Jens, 2009. "Determinants of government bond spreads in the Euro Area: in good times as in bad," Kiel Working Papers 1548, Kiel Institute for the World Economy (IfW Kiel).

    Cited by:

    1. António Afonso & Michael G. Arghyrou & María Dolores Gadea & Alexandros Kontonikas, 2017. ""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Working Papers REM 2017/02, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    2. Oliveira, Luís & Curto, José Dias & Nunes, João Pedro, 2012. "The determinants of sovereign credit spread changes in the Euro-zone," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(2), pages 278-304.
    3. Ehrmann, Michael & D'Agostino, Antonello, 2013. "The pricing of G7 sovereign bond spreads: the times, they are a-changin," Working Paper Series 1520, European Central Bank.
    4. Piotr Ciżkowicz & Andrzej Rzońca & Rafał Trzeciakowski, 2015. "Membership in the Euro area and fiscal sustainability - Analysis through panel fiscal reaction functions," a/ Working Papers Series 1501, Italian Association for the Study of Economic Asymmetries, Rome (Italy).
    5. Bernoth, Kerstin & Erdogan, Burcu, 2010. "Sovereign bond yield spreads: a time-varying coefficient approach," Discussion Papers 289, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
    6. Boysen-Hogrefe, Jens, 2017. "Risk assessment on euro area government bond markets – The role of governance," Journal of International Money and Finance, Elsevier, vol. 73(PA), pages 104-117.
    7. Feld, Lars P. & Kalb, Alexander & Moessinger, Marc-Daniel & Osterloh, Steffen, 2017. "Sovereign bond market reactions to no-bailout clauses and fiscal rules – The Swiss experience," Journal of International Money and Finance, Elsevier, vol. 70(C), pages 319-343.
    8. Hoffmann Andreas, 2013. "The Euro as a Proxy for the Classical Gold Standard? Government Debt Financing and Political Commitment in Historical Perspective," Journal des Economistes et des Etudes Humaines, De Gruyter, vol. 19(1), pages 41-61, November.
    9. Afonso, António & Arghyrou, Michael G. & Bagdatoglou, George & Kontonikas, Alexandros, 2015. "On the time-varying relationship between EMU sovereign spreads and their determinants," Economic Modelling, Elsevier, vol. 44(C), pages 363-371.
    10. Antonio Afonso & Mina Kazemi, 2018. "Euro Area Sovereign Yields and the Power of Unconventional Monetary Policy," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 68(2), pages 100-119, April.
    11. Jens Klose, 2019. "Measuring Redenomination Risks in the Euro Area - New Evidence from Survey Data," MAGKS Papers on Economics 201903, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    12. Nicolas Huchet & Bénédicte Serbini, 2013. "Public finance, banking sector and sovereign bond risk premiums in the Eurozone," Post-Print hal-03124168, HAL.
    13. Carlo A. Favero, 2012. "Modelling and Forecasting Yield Differentials in the euro area. A non-linear Global VAR model," Working Papers 431, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    14. Juha Kilponen & Helinä Laakkonen & Jouko Vilmunen, 2015. "Sovereign Risk, European Crisis-Resolution Policies, and Bond Spreads," International Journal of Central Banking, International Journal of Central Banking, vol. 11(2), pages 285-323, March.
    15. Dovern, Jonas & Gern, Klaus-Jürgen & Jannsen, Nils & Van Roye, Björn & Scheide, Joachim & Boysen-Hogrefe, Jens & Meier, Carsten-Patrick, 2010. "Weltkonjunktur im Frühjahr 2010," Kiel Discussion Papers 476/477, Kiel Institute for the World Economy (IfW Kiel).
    16. Ludwig, Alexander, 2014. "A unified approach to investigate pure and wake-up-call contagion: Evidence from the Eurozone's first financial crisis," Journal of International Money and Finance, Elsevier, vol. 48(PA), pages 125-146.
    17. António Afonso & João Tovar Jalles, 2017. "Quantitative Easing and Sovereign Yield Spreads: Euro-Area Time-Varying Evidence," Working Papers REM 2017/20, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    18. Borgy, V. & Laubach, T. & Mésonnier, J-S. & Renne, J-P., 2011. "Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads Markets," Working papers 350, Banque de France.
    19. Luciano Greco & Francesco J. Pintus & Davide Raggi, 2023. "When Fiscal Discipline meets Macroeconomic Stability: the Euro-stability Bond," Working Papers 2023:11, Department of Economics, University of Venice "Ca' Foscari".
    20. António Afonso, & Manuel Reis, 2016. "Revisiting Sovereign Bond Spreads’Determinants in the EMU," Working Papers Department of Economics 2016/08, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    21. Freitag L., 2014. "Default probabilities, CDS premiums and downgrades : A probit-MIDAS analysis," Research Memorandum 038, Maastricht University, Graduate School of Business and Economics (GSBE).
    22. Marta Gómez-Puig & Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2014. "An update on EMU sovereign yield spread drivers in time of crisis: A panel data analysis," Working Papers 2014-04, Universitat de Barcelona, UB Riskcenter.
    23. Boysen-Hogrefe, Jens, 2011. "Für einen Schuldenschnitt und gegen den Rettungsschirm? Argumente auf dem Prüfstand," Kiel Policy Brief 29, Kiel Institute for the World Economy (IfW Kiel).
    24. Serhan Cevik & João Tovar Jalles, 2020. "This Changes Everything: Climate Shocks and Sovereign Bonds," Working Papers REM 2020/0132, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    25. Paolo Canofari & Giancarlo Marini & Giovanni Piersanti, 2015. "Expectations and systemic risk in EMU government bond spreads," Quantitative Finance, Taylor & Francis Journals, vol. 15(4), pages 711-724, April.
    26. Johannes W. Fedderke, 2020. "Is the Phillips curve framework still useful for understanding inflation dynamics in South Africa," Working Papers 10142, South African Reserve Bank.
    27. Pawel Gajewski, 2014. "Sovereign spreads and financial market behavior before and during the crisis," Lodz Economics Working Papers 4/2014, University of Lodz, Faculty of Economics and Sociology.
    28. Favero, Carlo A., 2013. "Modelling and forecasting government bond spreads in the euro area: A GVAR model," Journal of Econometrics, Elsevier, vol. 177(2), pages 343-356.
    29. Heinemann, Friedrich & Osterloh, Steffen & Kalb, Alexander, 2013. "Sovereign risk premia: The link between fiscal rules and stability culture," ZEW Discussion Papers 13-016, ZEW - Leibniz Centre for European Economic Research.
    30. Ehrhold, Frank & Rahausen, Christian, 2015. "Zinsersparnisse des Bundes im Zeitraum 2009 - 06/2015 und als Szenariobetrachtung bis 2019," Wirtschaftswissenschaftliche Diskussionspapiere 02/2015, University of Greifswald, Faculty of Law and Economics.
    31. Wolfgang Nierhaus & Timo Wollmershäuser, 2016. "ifo Konjunkturumfragen und Konjunkturanalyse: Band II," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 72, September.
    32. Martinez, Lisana B. & Terceño, Antonio & Teruel, Mercedes, 2013. "Sovereign bond spreads determinants in Latin American countries: Before and during the XXI financial crisis," Emerging Markets Review, Elsevier, vol. 17(C), pages 60-75.
    33. António Afonso & Mina Kazemi, 2017. "Euro area sovereign yields and the power of QE," Working Papers Department of Economics 2017/12, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    34. Yelkesen, OÄŸuzhan, 2022. "The Dynamic Link between Bond Spreads and Fiscal Indicators: An Empirical Investigation of Turkey," Asian Journal of Applied Economics, Kasetsart University, Center for Applied Economics Research, vol. 29(2).
    35. Boysen-Hogrefe, Jens & Dovern, Jonas & Gern, Klaus-Jürgen & Meier, Carsten-Patrick & Scheide, Joachim, 2010. "Schwache Konjunktur im Euroraum: Nur langsamer Abbau der Ungleichgewichte," Open Access Publications from Kiel Institute for the World Economy 45583, Kiel Institute for the World Economy (IfW Kiel).
    36. Wojciech Grabowski & Ewa Stawasz-Grabowska, 2019. "News Releases, Credit Rating Announcements, and Anti-Crisis Measures as Determinants of Sovereign Bond Spreads in the Peripheral Euro-Area Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(2), pages 149-173, April.
    37. Nicolas Afflatet, 2019. "Public Interest Payments and Bond Yields: A Panel Data Estimation for the Eurozone," Applied Economics and Finance, Redfame publishing, vol. 6(1), pages 109-117, January.
    38. Klose, Jens & Weigert, Benjamin, 2013. "Sovereign yield spreads during the Euro-crisis: Fundamental factors versus redenomination risk," Working Papers 07/2012 [rev.], German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
    39. António Afonso & Mina Kazemi, 2018. "Sovereign Bond Yields Spreads Spillovers in the EMU," Working Papers REM 2018/52, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    40. Schmidt, Christoph & Weigert, Benjamin, 2013. "Weathering the crisis and beyond: Perspectives for the Euro Area," CEPR Discussion Papers 9414, C.E.P.R. Discussion Papers.
    41. Britta Niehof, 2014. "Spillover Effects in Government Bond Spreads: Evidence from a GVAR Model," MAGKS Papers on Economics 201458, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    42. Indalecio Perez & Pablo Castellanos & Jose Manuel Sanchez-Santos, 2013. "Risk premium as an economic policy objective: The Spanish case," Economics and Business Letters, Oviedo University Press, vol. 2(3), pages 94-104.
    43. Klose, Jens & Weigert, Benjamin, 2012. "Determinants of sovereign yield spreads during the Euro-crisis: Fundamental factors versus systemic risk," Working Papers 07/2012, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
    44. Tim Oliver Berg & Kai Carstensen & Hans-Werner Sinn, 2011. "Was kosten Eurobonds?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 64(17), pages 25-33, September.
    45. Boysen-Hogrefe, Jens, 2013. "A dynamic factor model with time-varying loadings for euro area bond markets during the debt crisis," Economics Letters, Elsevier, vol. 118(1), pages 50-54.
    46. Ludwig, Alexander, 2013. "Sovereign risk contagion in the Eurozone: A time-varying coefficient approach," Dresden Discussion Paper Series in Economics 02/13, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
    47. Köhler, Ekkehard A. & Hirsch, Patrick & Palhuca, Leonardo, 2024. "A database: How the euro crisis ended: Not with a (fiscal) bang but a whimper," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1422-1441.
    48. Samir Kadiric, 2020. "The determinants of sovereign risk premiums in the UK and the European government bond market: The impact of Brexit," EIIW Discussion paper disbei271, Universitätsbibliothek Wuppertal, University Library.
    49. Samir Kadiric, 2022. "The determinants of sovereign risk premiums in the UK and the European government bond market: the impact of Brexit," International Economics and Economic Policy, Springer, vol. 19(2), pages 267-298, May.
    50. Sérgio C. Lagoa & Emanuel R. Leão & Diptes P. Bhimjee, 2022. "Dynamics of the public-debt-to-gdp ratio: can it explain the risk premium of treasury bonds?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(4), pages 1089-1122, November.

  4. Aßmann, Christian & Boysen-Hogrefe, Jens, 2009. "Determinants of government bond spreads in the Euro Area: in good times as in bad," Kiel Working Papers 1548, Kiel Institute for the World Economy (IfW Kiel).

    Cited by:

    1. António Afonso & Michael G. Arghyrou & María Dolores Gadea & Alexandros Kontonikas, 2017. ""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Working Papers REM 2017/02, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    2. Oliveira, Luís & Curto, José Dias & Nunes, João Pedro, 2012. "The determinants of sovereign credit spread changes in the Euro-zone," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(2), pages 278-304.
    3. Ehrmann, Michael & D'Agostino, Antonello, 2013. "The pricing of G7 sovereign bond spreads: the times, they are a-changin," Working Paper Series 1520, European Central Bank.
    4. Piotr Ciżkowicz & Andrzej Rzońca & Rafał Trzeciakowski, 2015. "Membership in the Euro area and fiscal sustainability - Analysis through panel fiscal reaction functions," a/ Working Papers Series 1501, Italian Association for the Study of Economic Asymmetries, Rome (Italy).
    5. Bernoth, Kerstin & Erdogan, Burcu, 2010. "Sovereign bond yield spreads: a time-varying coefficient approach," Discussion Papers 289, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
    6. Boysen-Hogrefe, Jens, 2017. "Risk assessment on euro area government bond markets – The role of governance," Journal of International Money and Finance, Elsevier, vol. 73(PA), pages 104-117.
    7. Feld, Lars P. & Kalb, Alexander & Moessinger, Marc-Daniel & Osterloh, Steffen, 2017. "Sovereign bond market reactions to no-bailout clauses and fiscal rules – The Swiss experience," Journal of International Money and Finance, Elsevier, vol. 70(C), pages 319-343.
    8. Hoffmann Andreas, 2013. "The Euro as a Proxy for the Classical Gold Standard? Government Debt Financing and Political Commitment in Historical Perspective," Journal des Economistes et des Etudes Humaines, De Gruyter, vol. 19(1), pages 41-61, November.
    9. Afonso, António & Arghyrou, Michael G. & Bagdatoglou, George & Kontonikas, Alexandros, 2015. "On the time-varying relationship between EMU sovereign spreads and their determinants," Economic Modelling, Elsevier, vol. 44(C), pages 363-371.
    10. Antonio Afonso & Mina Kazemi, 2018. "Euro Area Sovereign Yields and the Power of Unconventional Monetary Policy," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 68(2), pages 100-119, April.
    11. Jens Klose, 2019. "Measuring Redenomination Risks in the Euro Area - New Evidence from Survey Data," MAGKS Papers on Economics 201903, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    12. Nicolas Huchet & Bénédicte Serbini, 2013. "Public finance, banking sector and sovereign bond risk premiums in the Eurozone," Post-Print hal-03124168, HAL.
    13. Carlo A. Favero, 2012. "Modelling and Forecasting Yield Differentials in the euro area. A non-linear Global VAR model," Working Papers 431, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    14. Juha Kilponen & Helinä Laakkonen & Jouko Vilmunen, 2015. "Sovereign Risk, European Crisis-Resolution Policies, and Bond Spreads," International Journal of Central Banking, International Journal of Central Banking, vol. 11(2), pages 285-323, March.
    15. Dovern, Jonas & Gern, Klaus-Jürgen & Jannsen, Nils & Van Roye, Björn & Scheide, Joachim & Boysen-Hogrefe, Jens & Meier, Carsten-Patrick, 2010. "Weltkonjunktur im Frühjahr 2010," Kiel Discussion Papers 476/477, Kiel Institute for the World Economy (IfW Kiel).
    16. Ludwig, Alexander, 2014. "A unified approach to investigate pure and wake-up-call contagion: Evidence from the Eurozone's first financial crisis," Journal of International Money and Finance, Elsevier, vol. 48(PA), pages 125-146.
    17. António Afonso & João Tovar Jalles, 2017. "Quantitative Easing and Sovereign Yield Spreads: Euro-Area Time-Varying Evidence," Working Papers REM 2017/20, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    18. Borgy, V. & Laubach, T. & Mésonnier, J-S. & Renne, J-P., 2011. "Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads Markets," Working papers 350, Banque de France.
    19. Luciano Greco & Francesco J. Pintus & Davide Raggi, 2023. "When Fiscal Discipline meets Macroeconomic Stability: the Euro-stability Bond," Working Papers 2023:11, Department of Economics, University of Venice "Ca' Foscari".
    20. António Afonso, & Manuel Reis, 2016. "Revisiting Sovereign Bond Spreads’Determinants in the EMU," Working Papers Department of Economics 2016/08, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    21. Freitag L., 2014. "Default probabilities, CDS premiums and downgrades : A probit-MIDAS analysis," Research Memorandum 038, Maastricht University, Graduate School of Business and Economics (GSBE).
    22. Marta Gómez-Puig & Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2014. "An update on EMU sovereign yield spread drivers in time of crisis: A panel data analysis," Working Papers 2014-04, Universitat de Barcelona, UB Riskcenter.
    23. Boysen-Hogrefe, Jens, 2011. "Für einen Schuldenschnitt und gegen den Rettungsschirm? Argumente auf dem Prüfstand," Kiel Policy Brief 29, Kiel Institute for the World Economy (IfW Kiel).
    24. Serhan Cevik & João Tovar Jalles, 2020. "This Changes Everything: Climate Shocks and Sovereign Bonds," Working Papers REM 2020/0132, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    25. Paolo Canofari & Giancarlo Marini & Giovanni Piersanti, 2015. "Expectations and systemic risk in EMU government bond spreads," Quantitative Finance, Taylor & Francis Journals, vol. 15(4), pages 711-724, April.
    26. Johannes W. Fedderke, 2020. "Is the Phillips curve framework still useful for understanding inflation dynamics in South Africa," Working Papers 10142, South African Reserve Bank.
    27. Pawel Gajewski, 2014. "Sovereign spreads and financial market behavior before and during the crisis," Lodz Economics Working Papers 4/2014, University of Lodz, Faculty of Economics and Sociology.
    28. Favero, Carlo A., 2013. "Modelling and forecasting government bond spreads in the euro area: A GVAR model," Journal of Econometrics, Elsevier, vol. 177(2), pages 343-356.
    29. Heinemann, Friedrich & Osterloh, Steffen & Kalb, Alexander, 2013. "Sovereign risk premia: The link between fiscal rules and stability culture," ZEW Discussion Papers 13-016, ZEW - Leibniz Centre for European Economic Research.
    30. Ehrhold, Frank & Rahausen, Christian, 2015. "Zinsersparnisse des Bundes im Zeitraum 2009 - 06/2015 und als Szenariobetrachtung bis 2019," Wirtschaftswissenschaftliche Diskussionspapiere 02/2015, University of Greifswald, Faculty of Law and Economics.
    31. Wolfgang Nierhaus & Timo Wollmershäuser, 2016. "ifo Konjunkturumfragen und Konjunkturanalyse: Band II," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 72, September.
    32. Martinez, Lisana B. & Terceño, Antonio & Teruel, Mercedes, 2013. "Sovereign bond spreads determinants in Latin American countries: Before and during the XXI financial crisis," Emerging Markets Review, Elsevier, vol. 17(C), pages 60-75.
    33. António Afonso & Mina Kazemi, 2017. "Euro area sovereign yields and the power of QE," Working Papers Department of Economics 2017/12, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    34. Yelkesen, OÄŸuzhan, 2022. "The Dynamic Link between Bond Spreads and Fiscal Indicators: An Empirical Investigation of Turkey," Asian Journal of Applied Economics, Kasetsart University, Center for Applied Economics Research, vol. 29(2).
    35. Boysen-Hogrefe, Jens & Dovern, Jonas & Gern, Klaus-Jürgen & Meier, Carsten-Patrick & Scheide, Joachim, 2010. "Schwache Konjunktur im Euroraum: Nur langsamer Abbau der Ungleichgewichte," Open Access Publications from Kiel Institute for the World Economy 45583, Kiel Institute for the World Economy (IfW Kiel).
    36. Wojciech Grabowski & Ewa Stawasz-Grabowska, 2019. "News Releases, Credit Rating Announcements, and Anti-Crisis Measures as Determinants of Sovereign Bond Spreads in the Peripheral Euro-Area Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(2), pages 149-173, April.
    37. Nicolas Afflatet, 2019. "Public Interest Payments and Bond Yields: A Panel Data Estimation for the Eurozone," Applied Economics and Finance, Redfame publishing, vol. 6(1), pages 109-117, January.
    38. Klose, Jens & Weigert, Benjamin, 2013. "Sovereign yield spreads during the Euro-crisis: Fundamental factors versus redenomination risk," Working Papers 07/2012 [rev.], German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
    39. António Afonso & Mina Kazemi, 2018. "Sovereign Bond Yields Spreads Spillovers in the EMU," Working Papers REM 2018/52, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    40. Schmidt, Christoph & Weigert, Benjamin, 2013. "Weathering the crisis and beyond: Perspectives for the Euro Area," CEPR Discussion Papers 9414, C.E.P.R. Discussion Papers.
    41. Britta Niehof, 2014. "Spillover Effects in Government Bond Spreads: Evidence from a GVAR Model," MAGKS Papers on Economics 201458, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    42. Indalecio Perez & Pablo Castellanos & Jose Manuel Sanchez-Santos, 2013. "Risk premium as an economic policy objective: The Spanish case," Economics and Business Letters, Oviedo University Press, vol. 2(3), pages 94-104.
    43. Klose, Jens & Weigert, Benjamin, 2012. "Determinants of sovereign yield spreads during the Euro-crisis: Fundamental factors versus systemic risk," Working Papers 07/2012, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
    44. Tim Oliver Berg & Kai Carstensen & Hans-Werner Sinn, 2011. "Was kosten Eurobonds?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 64(17), pages 25-33, September.
    45. Boysen-Hogrefe, Jens, 2013. "A dynamic factor model with time-varying loadings for euro area bond markets during the debt crisis," Economics Letters, Elsevier, vol. 118(1), pages 50-54.
    46. Ludwig, Alexander, 2013. "Sovereign risk contagion in the Eurozone: A time-varying coefficient approach," Dresden Discussion Paper Series in Economics 02/13, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
    47. Köhler, Ekkehard A. & Hirsch, Patrick & Palhuca, Leonardo, 2024. "A database: How the euro crisis ended: Not with a (fiscal) bang but a whimper," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1422-1441.
    48. Samir Kadiric, 2020. "The determinants of sovereign risk premiums in the UK and the European government bond market: The impact of Brexit," EIIW Discussion paper disbei271, Universitätsbibliothek Wuppertal, University Library.
    49. Samir Kadiric, 2022. "The determinants of sovereign risk premiums in the UK and the European government bond market: the impact of Brexit," International Economics and Economic Policy, Springer, vol. 19(2), pages 267-298, May.
    50. Sérgio C. Lagoa & Emanuel R. Leão & Diptes P. Bhimjee, 2022. "Dynamics of the public-debt-to-gdp ratio: can it explain the risk premium of treasury bonds?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(4), pages 1089-1122, November.

  5. Aßmann, Christian & Boysen-Hogrefe, Jens & Jannsen, Nils, 2009. "Costs of housing crises: International evidence," Kiel Working Papers 1524, Kiel Institute for the World Economy (IfW Kiel).

    Cited by:

    1. R. Barrell & D. Karim & C. Macchiarelli, 2020. "Towards an understanding of credit cycles: do all credit booms cause crises?," The European Journal of Finance, Taylor & Francis Journals, vol. 26(10), pages 978-993, July.
    2. Boysen-Hogrefe, Jens, 2011. "Sinkende Immobilienpreise in China: Gefahr für die Weltkonjunktur?," Kiel Insight 2011.22, Kiel Institute for the World Economy (IfW Kiel).
    3. Boysen-Hogrefe, Jens & Jannsen, Nils & Meier, Carsten-Patrick, 2016. "A Note On Banking And Housing Crises And The Strength Of Recoveries," Macroeconomic Dynamics, Cambridge University Press, vol. 20(7), pages 1924-1933, October.
    4. Stelios Bekiros & Amanda Dahlström & Gazi Salah Uddin & Oskar Ege & Ranadeva Jayasekera, 2020. "A tale of two shocks: The dynamics of international real estate markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(1), pages 3-27, January.

  6. Aßmann, Christian, 2007. "Determinants and Costs of Current Account Reversals under Heterogeneity and Serial Correlation," Economics Working Papers 2007-17, Christian-Albrechts-University of Kiel, Department of Economics.

    Cited by:

    1. Aßmann, Christian & Boysen-Hogrefe, Jens, 2011. "A Bayesian approach to model-based clustering for binary panel probit models," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 261-279, January.
    2. Christian Aßmann & Marcel Preising, 2020. "Bayesian estimation and model comparison for linear dynamic panel models with missing values," Australian & New Zealand Journal of Statistics, Australian Statistical Publishing Association Inc., vol. 62(4), pages 536-557, December.
    3. Aßmann, Christian & Boysen-Hogrefe, Jens, 2009. "A bayesian approach to model-based clustering for panel probit models," Economics Working Papers 2009-03, Christian-Albrechts-University of Kiel, Department of Economics.

  7. Liesenfeld, Roman & Hogrefe, Jens & Aßmann, Christian, 2005. "The Decline in German Output Volatility: A Bayesian Analysis," Economics Working Papers 2006-02, Christian-Albrechts-University of Kiel, Department of Economics.

    Cited by:

    1. Buch Claudia M & Doepke Joerg & Stahn Kerstin, 2009. "Great Moderation at the Firm Level? Unconditional vs. Conditional Output Volatility," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 9(1), pages 1-27, May.
    2. Hogrefe, Jens, 2007. "The yield spread and GDP growth - Time Varying Leading Properties and the Role of Monetary Policy," Economics Working Papers 2007-12, Christian-Albrechts-University of Kiel, Department of Economics.
    3. Konstantin A. Kholodilin & Erik Klär, 2007. "Dem Konjunkturzyklus auf der Spur: zur Prognose konjunktureller Wendepunkte in Deutschland," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 76(4), pages 8-20.
    4. Magnus Reif, 2020. "Macroeconomics, Nonlinearities, and the Business Cycle," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 87.
    5. Sandra Bilek-Steindl, 2011. "On the Change in the Austrian Business Cycle," WIFO Working Papers 384, WIFO.
    6. Magnus Reif, 2022. "Time‐Varying Dynamics of the German Business Cycle: A Comprehensive Investigation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(1), pages 80-102, February.
    7. Claudia M. Buch & Martin Schlotter, 2008. "Regional Origins of Employment Volatility: Evidence from German States," CESifo Working Paper Series 2296, CESifo.
    8. Robert Lehmann & Lara Zarges, 2024. "What Drives German Trend Output Growth? A Sectoral View," CESifo Working Paper Series 11089, CESifo.
    9. Strotmann, Harald & Döpke, Jörg & Buch, Claudia M., 2006. "Does trade openness increase firm-level volatility?," Discussion Paper Series 1: Economic Studies 2006,40, Deutsche Bundesbank.

Articles

  1. Christian Aßmann & Marcel Preising, 2020. "Bayesian estimation and model comparison for linear dynamic panel models with missing values," Australian & New Zealand Journal of Statistics, Australian Statistical Publishing Association Inc., vol. 62(4), pages 536-557, December.

    Cited by:

    1. Michael Bergrab & Christian Aßmann, 2024. "Automated Bayesian variable selection methods for binary regression models with missing covariate data," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 18(2), pages 203-244, June.

  2. Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus, 2016. "Bayesian analysis of static and dynamic factor models: An ex-post approach towards the rotation problem," Journal of Econometrics, Elsevier, vol. 192(1), pages 190-206.

    Cited by:

    1. Sylvia Kaufmann & Markus Pape, 2024. "A geometric approach to factor model identification," Working Papers 24.06, Swiss National Bank, Study Center Gerzensee.
    2. Simon Beyeler & Sylvia Kaufmann, 2016. "Factor augmented VAR revisited - A sparse dynamic factor model approach," Working Papers 16.08, Swiss National Bank, Study Center Gerzensee.
    3. Adrian Quintero & Emmanuel Lesaffre & Geert Verbeke, 2024. "Bayesian Exploratory Factor Analysis via Gibbs Sampling," Journal of Educational and Behavioral Statistics, , vol. 49(1), pages 121-142, February.
    4. Samad Sarferaz & Florian Eckert, 2019. "Agnostische Schätzung und Zerlegung von Produktionslücken," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 13(4), pages 27-36, December.
    5. Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Papers 2021_19, Business School - Economics, University of Glasgow.
    6. Simon Beyeler & Sylvia Kaufmann, 2021. "Reduced‐form factor augmented VAR—Exploiting sparsity to include meaningful factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(7), pages 989-1012, November.
    7. Christian Aßmann & Jens Boysen-Hogrefe & Markus Pape, 2024. "Post-processing for Bayesian analysis of reduced rank regression models with orthonormality restrictions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 108(3), pages 577-609, September.
    8. Javier Maldonado & Esther Ruiz, 2021. "Accurate Confidence Regions for Principal Components Factors," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(6), pages 1432-1453, December.
    9. Gregor Kastner & Sylvia Fruhwirth-Schnatter & Hedibert Freitas Lopes, 2016. "Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models," Papers 1602.08154, arXiv.org, revised Jul 2017.
    10. Kaufmann, Sylvia & Schumacher, Christian, 2019. "Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification," Journal of Econometrics, Elsevier, vol. 210(1), pages 116-134.
    11. Florian Eckert & Samad Sarferaz, 2019. "Agnostic Output Gap Estimation and Decomposition in Large Cross-Sections," KOF Working papers 19-467, KOF Swiss Economic Institute, ETH Zurich.
    12. Justyna Wr'oblewska & {L}ukasz Kwiatkowski, 2024. "Identification of structural shocks in Bayesian VEC models with two-state Markov-switching heteroskedasticity," Papers 2406.03053, arXiv.org, revised Jun 2024.
    13. Lin, L. & Fong, D.K.H., 2019. "Bayesian multidimensional scaling procedure with variable selection," Computational Statistics & Data Analysis, Elsevier, vol. 129(C), pages 1-13.
    14. Sylvia Fruhwirth-Schnatter & Darjus Hosszejni & Hedibert Freitas Lopes, 2023. "When it counts -- Econometric identification of the basic factor model based on GLT structures," Papers 2301.06354, arXiv.org.
    15. Sylvia Kaufmann & Markus Pape, 2023. "Bayesian (non-)unique sparse factor modelling," Working Papers 23.04, Swiss National Bank, Study Center Gerzensee.
    16. L Schiavon & A Canale & D B Dunson, 2022. "Generalized infinite factorization models [A latent factor linear mixed model for high-dimensional longitudinal data analysis]," Biometrika, Biometrika Trust, vol. 109(3), pages 817-835.

  3. Hans Walter Steinhauer & Christian Aßmann & Sabine Zinn & Solange Goßmann & Susanne Rässler, 2015. "Sampling and Weighting Cohort Samples in Institutional Contexts," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 9(2), pages 131-157, November.

    Cited by:

    1. Ralf Thomas Münnich, 2015. "Vorwort des Herausgebers," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 9(2), pages 79-81, November.
    2. Sabine Zinn & Ariane Würbach & Hans Walter Steinhauer & Angelina Hammon, 2020. "Attrition and selectivity of the NEPS starting cohorts: an overview of the past 8 years [Ausfall und Selektivitäten in den NEPS Startkohorten: ein Überblick über die letzten 8 Jahre]," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 14(2), pages 163-206, July.
    3. Ann-Kristin Kreutzmann, 2018. "Estimation of sample quantiles: challenges and issues in the context of income and wealth distributions [Die Schätzung von Quantilen: Herausforderungen und Probleme im Kontext von Einkommens- und V," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 12(3), pages 245-270, December.
    4. Hans Kiesl, 2016. "Indirect Sampling: A Review of Theory and Recent Applications," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 10(4), pages 289-303, December.
    5. Carol, Sarah & Schulz, Benjamin, 2018. "Religiosity as a bridge or barrier to immigrant children’s educational achievement?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 55, pages 75-88.

  4. Christian Aßmann & Jens Boysen-Hogrefe & Nils Jannsen, 2013. "Costs Of Housing Crises: International Evidence," Bulletin of Economic Research, Wiley Blackwell, vol. 65(4), pages 299-313, October.
    See citations under working paper version above.
  5. Christian Aßmann & Jens Boysen-Hogrefe, 2012. "Determinants of government bond spreads in the euro area: in good times as in bad," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 39(3), pages 341-356, August.
    See citations under working paper version above.
  6. Aßmann, Christian & Boysen-Hogrefe, Jens, 2011. "A Bayesian approach to model-based clustering for binary panel probit models," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 261-279, January.

    Cited by:

    1. Carmelo J. León & Jorge E. Araña, 2012. "The Dynamics of Preference Elicitation after an Environmental Disaster: Stability and Emotional Load," Land Economics, University of Wisconsin Press, vol. 88(2), pages 362-381.
    2. León, Carmelo J. & Araña, Jorge E. & Hanemann, W. Michael & Riera, Pere, 2014. "Heterogeneity and emotions in the valuation of non-use damages caused by oil spills," Ecological Economics, Elsevier, vol. 97(C), pages 129-139.
    3. Michael Bergrab & Christian Aßmann, 2024. "Automated Bayesian variable selection methods for binary regression models with missing covariate data," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 18(2), pages 203-244, June.
    4. Sylvia Frühwirth-Schnatter, 2011. "Panel data analysis: a survey on model-based clustering of time series," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 5(4), pages 251-280, December.

  7. Christian Aßmann & Jens Boysen-Hogrefe, 2010. "Analysis of current account reversals via regime switching models," Economic Change and Restructuring, Springer, vol. 43(1), pages 21-43, February.

    Cited by:

    1. Alfonso Camba-Crespo & José García-Solanes & Fernando Torrejón-Flores, 2021. "Current-account breaks and stability spells in a global perspective," Applied Economic Analysis, Emerald Group Publishing Limited, vol. 30(88), pages 1-17, July.
    2. Luiz de Mello & Pier Carlo Padoan & Linda Rousová, 2012. "Are Global Imbalances Sustainable? Shedding Further Light on the Causes of Current Account Reversals," Review of International Economics, Wiley Blackwell, vol. 20(3), pages 489-516, August.

  8. Christian Aßmann & Jens Hogrefe & Roman Liesenfeld, 2009. "The decline in German output volatility: a Bayesian analysis," Empirical Economics, Springer, vol. 37(3), pages 653-679, December.
    See citations under working paper version above.

Chapters

  1. Christian Aßmann & Eva Krampe & Christian Henning, 2018. "The Formation of Elite Communication Networks in Malawi: A Bayesian Econometric Approach," Advances in African Economic, Social and Political Development, in: Christian Henning & Ousmane Badiane & Eva Krampe (ed.), Development Policies and Policy Processes in Africa, pages 213-233, Springer.

    Cited by:

    1. Mabiso, Athur & van Rheenen, Teunis & Ferguson, Jenna, 2013. "Organizational partnerships for food Policy research impact: A review of what works:," IFPRI discussion papers 1305, International Food Policy Research Institute (IFPRI).

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (4) 2006-09-16 2009-09-19 2012-11-03 2014-02-08
  2. NEP-IFN: International Finance (3) 2007-07-27 2008-02-02 2011-05-24
  3. NEP-CBA: Central Banking (2) 2007-07-27 2008-02-02
  4. NEP-FDG: Financial Development and Growth (2) 2008-02-02 2011-05-24
  5. NEP-MAC: Macroeconomics (2) 2006-09-16 2009-06-17
  6. NEP-DEV: Development (1) 2008-02-02
  7. NEP-EEC: European Economics (1) 2009-09-26
  8. NEP-ETS: Econometric Time Series (1) 2006-09-16
  9. NEP-FMK: Financial Markets (1) 2006-09-16
  10. NEP-OPM: Open Economy Macroeconomics (1) 2011-05-24
  11. NEP-URE: Urban and Real Estate Economics (1) 2009-06-17

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