Publications
2012
Bauer, T.K., Bender, S., Paloyo A.R and Schmidt, C.M. (2012). Evaluating The Labor-Market Effects of Compulsory Military Service. European Economic Review, forthcoming. DOI: http://dx.doi.org/10.1016/j.euroecorev.2012.02.002
Garmann, S. and Grundke, P. (2012). On the Influence of Autocorrelation and GARCH-Effects on Goodness-of-Fit-Tests for Copulas. European Journal of Finance, forthcoming.
Keil, J. (2012). Financial Integration and Business Cycle Synchronization: Further Evidence from Panel Data. Journal of Economic Policy Reform, forthcoming.
Keese, M. (2012). Who feels constrained by high debt burdens? Subjective vs. objective measures of household debt. Journal of Economic Psychology 33, 125–141.
Meng, A. (2012). Informal caregiving and the retirement decision. German Economic Review, DOI: 10.1111/j.1468-0475.2011.00559.x
2011
Belau, J. (2011). Outside Options in probabilistic Coalition Situations. International Game Theory Review, forthcoming.
Belke, A., Dobnik, F. and Dreger, C., (2011). Energy Consumption and Economic Growth: New Insights into the cointegration relationship. Energy Economics 33(5): 782–789.
Dobnik, F., Beckman, J., and Belke, A. (2011). Cross-section dependence and the monetary exchange rate model - A panel analysis. North American Journal of Economics and Finance, forthcoming.
Engel, D. and Procher, V. (2011). Export, FDI, and Productivity: Evidence for French Firms. Applied Economics 44 (15): 1931-1940.
Krämer, W. and Van Kampen, M. (2011). A Simple Nonparametric Test for Structural Change in Tail Probabilities. Economics Letters 110(3): 245-247.
Körner, T., and Schnabel, I. (2011). Public Ownership of Banks and Economic Growth - The Impact of Country Heterogeneity. Economics of Transition 19(3): 407-441.
Meng, A. (2011). Informal home care and labor force participation of household members. Empirical Economics.
Procher, V. (2011). Agglomeration Effects and the Location of FDI: Evidence from French First-Time Movers. The Annals of Regional Science 46(2): 295-312.
Stiebale, J., and Trax, M. (2011). The effects of cross-border M&As on the acquirers' domestic economic performance: Firm-level Evidence. Canadian Journal of Economics 44(3): 957-990.
2010
Brenner, J. (2010). Life-Cycle Variations in the Association between Current and Lifetime Earnings: Evidence for German Natives and Guest Workers. Labour Economics 17(2): 392-406.
Caporale, G. M., and Hanck, C. (2010). Are PPP Tests Erratically Behaved? Some Panel Evidence. International Review of Applied Economics 24(2): 203-221.
Giesecke, M., Bönke, T. and Lüthen H. (2010). Ungleichheitsdynamik in Deutschland: Divergenz oder transitorische Fluktuation? Deutsche Rentenversicherung Bund (Hrsg.): DRV-Schriften Band 55: 177-193.
Hanck, C., and Krämer, W. (2010). The Exact Bias of S2 in Linear Panel Regressions with Spatial Autocorrelation. Economics Letters 110(1): 67-70.
Herr, A. (2010). Quality and Welfare in a Mixed Duopoly with Regulated Prices: The Case of a Public and a Private Hospital. German Economic Review 12(4): 422-437. DOI: 10.1111/j.1468-0475.2010.00527.x
Herr, A., Schmitz, H., and Augurzky B. (2010). Profit Efficiency and Ownership of German Hospital. Health Economics 20(6): 660-674. DOI: 10.1002/hec.1622
Khudnistkaya, A. (2010). Microenvironment-Specific Effects in the Application Credit Scoring Model. China-USA Business Review.
Paloyo, A., Vance, C., and Vorell, M. (2010). The Regional Economic Effects of Military Base Realignments and Closures in Germany. Defence and Peace Economics 21(5-6): 567-579.
Rausch, S., and Rutherford, T. F. (2010). Computation of Equilibria in OLG Models with Many Heterogeneous Households. Computational Economics 36(2): 171-189.
Schmitz, H. (2010). Why are the Unemployed in Worse Health? The Causal Effect of Unemployment on Health. Labour Economics 18(11): 71-78.
Schmitz, H., and Wübker, A. (2011). What Determines Influenza Vaccination Take-Up of Elderly Europeans. Health Economics 20(11): 1281-1297. DOI: 10.1002/hec.1672
Wenzel, T. (2010). Liberalization of Opening Hours with Free Entry. German Economic Review 11 (4): 511-526.
2009
Procher, V. (2009). FDI Location Choices: Evidence from French First-Time Movers. AStA – Wirtschafts- und Sozialstatistisches Archiv 61 (3): 209-220.
Basilio, L., Bauer, T.K. and Sinning M. (2009). Analyzing the Labor Market Activity of Immigrant Families in Germany. Labour Economics 16 (5): 510-520.
Caporale, G. M., and Hanck C. (2009). Cointegration Tests of PPP: Do They Also Exhibit Erratic Behaviour? Applied Economics Letters 16: 9-15.
Gu, Y., and Wenzel, T. (2009). A Note on the excess entry theorem in spatial models with elastic demand. International Journal of Industrial Organization 27 (5): 567-571.
Corneo, G., Keese, M., and Schröder C. (2009). The Riester Scheme and Private Savings: An empirical analysis based on the German SOEP. Schmollers Jahrbuch 129(2): 312-332.
Hanck, C. (2009). A Meta Analytic Approach to Testing for Panel Cointegration. Communications in Statistics - Simulation and Computation 38 (5): 1051-1070.
Hanck, C. (2009). For Which Countries did PPP hold? A Multiple Testing Approach. Empirical Economics 37: 93-103.
Hanck, C. (2009). Cross-Sectional Correlation Robust Tests for Panel Cointegration. Journal of Applied Statistics 36(7): 817-833.
Hanck, C., and Krämer, W. (2009). More on the F-test under Nonspherical Disturbances. Statistical Inference, Econometric Analysis and Matrix Algebra 4: 179-184.
Hörmann, M., and Schabert, A. (2009). An interest peg might be better than you think. Economic Letters 105 (2): 156-158.
Rausch, S. (2009). Chapter 1 in Macroeconomic Consequences of Demographic Change: Modeling Issues and Applications. Lecture Notes in Economics and Mathematical Systems 621:1-10.
Scott, A., Schurer,S., Jensen, P., and Sivey P. (2009). The effects of an incentive program on quality of care in diabetes management. Health Economics 18 (9): 1019-1108.
2008
Engel, D., and Trax, M. (2008). Der Beschäftigungsbeitrag kleiner und mittlerer Unternehmen nach der EU-Definition, erste Ergebnisse auf Basis des IAB-Betriebspanels für Deutschland. Jahrbücher für Nationalökonomie und Statistik 228: 64-83.
Hanck, C. (2008). The Error-in-Rejection Probability of Meta Analytic Panel Tests. Economics Letters 101: 27-30.
Hanck, C. and Krämer, W. (2008). OLS-based estimation of the disturbance variance under spatial autocorrelation. Recent Advances in Linear Models and Related Areas 18: 357-366.
Herr, A. (2008). Cost and Technical Efficiency of German Hospitals: Does Ownership matter? Health Economics 17(9): 1057-1071.
Karanasos, M., and Schurer, S. (2008). Is the relationship between inflation and its uncertainty linear? German Economic Review 9: 265-286.
Stoimenov, P.A., and Siburg, K. F. (2008). A scalar product for copulas. Journal of Mathematical Analysis and Applications 344: 429-439.
2007
Wilkens, S., and Stoimenov, P.A. (2007). The pricing of leverage products: An empirical investigation of the German market for "long"' and "short" stock index certificates. Journal of Banking & Finance 31: 735-750.
Tameze, B., and Krämer, W. (2007). Structural Change and Estimated Persistence in the GARCH(1,1)-model. Economics Letters 97: 17–23.
2006
2005
Stoimenov, P.A., and Wilkens, S. (2005). Die empirische Validierung des Capital Asset Pricing Model. WiSt - Wirtschaftswissenschaftliches Studium 34 (5): 269-273.
Stoimenov, P.A., and Wilkens, S. (2005). Das Capital Asset Pricing Model. WiSt - Wirtschaftswissenschaftliches Studium 34 (5): 295-300.
Karanasos, M., and Schurer, S. (2005). Is the reduction in output growth related to the increase in its uncertainty? The case of Italy. WSEAS Transactions in Business and Economics 2 (3): 116-122.
Stoimenov, P. A., and Wilkens, S. (2005). Strukturierte Finanzprodukte am deutschen Kapitalmarkt. Finanz Betrieb 7: 512-517.
Stoimenov, P. A., and Wilkens, S. (2005). Are structured products "fairly" priced? An analysis of the German market for equity-linked instruments. Journal of Banking & Finance 29: 2971-2993.
2004
Stoimenov, P.A, and Wilkens S. (2004). Markt für strukturierte Aktienprodukte in Deutschland - Produktüberblick, Bewertung und empirische Untersuchung der Preisbildung. Finanz Betrieb 4: 207-218.