Ver?ffentlichungen
Artikel in referierten Fachzeitschriften
Strohsal, T., Proa?o C.R. und J. Wolters (2019),
Characterizing the financial cycle: Evidence from a frequency domain analysis.
Ver?ffentlicht in Journal of Banking & Finance, https://doi.org/10.1016/j.jbankfin.2019.06.010
Schmitt, N. und F. Westerhoff (2018),
Short-run momentum, long-run mean reversion and excess volatiliy: An elementary housing model.
Ver?ffentlicht in Economics Letters, https://doi.org/10.1016/j.econlet.2018.12.013
Martin, C. und F. Westerhoff (2018),
Regulation speculative housing markets via public housing construction programs: Insights from a heterogeneous model.
Ver?ffentlicht in Journal of Economics and Statistics, in press
Dieci, R., Schmitt, N. und F. Westerhoff (2018),
Steady states, stability and bifurcations in multi-asset market models.
Ver?ffentlicht in Decisions in Economics and Finance, in press
Dieci, R., Schmitt, N. und F. Westerhoff (2018),
Interactions between stock, bond and housing markets.
Ver?ffentlicht in Journal of Economic Dynamics and Control, https://doi.org/10.1016/j.jedc.2018.05.001
Blaurock, I., N. Schmitt und F. Westerhoff (2018),
Market entry waves and volatility outbursts in stock markets.
Ver?ffentlicht in Journal of Economic Behavior and Organization, https://doi.org/10.1016/j.jebo.2018.03.022
BERG Working Paper 128(1.1 MB), Universit?t Bamberg
Proa?o C.R. und A. Tarassow (2018),
Evaluating the predicting power of ordered probit models for multiple business cycle phases in the U.S. and Japan.
Ver?ffentlicht in Journal of the Japanese and International Economies, doi.org/10.1016/j.jjie.2018.08.002
Hommes, C.H., Lustenhouwer, J. und K. Mavromatis (2018),
Fiscal consolidations and heterogeneous expectations.
Ver?ffentlicht in Journal of Economic Dynamics and Control, doi.org/10.1016/j.jedc.2017.12.002
Anufriev, M., Hommes, C. und T. Makarewicz (2018),
Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments.
Ver?ffentlicht in Journal of the European Economic Association
Dr?ger, L. und C.R. Proa?o (2018),
Cross-border banking and macroprudential policies in asymmetric monetary unions.
Ver?ffentlicht in Macroeconomic Dynamics, doi.org/10.1017/S1365100518000214
Franke, R. und F. Westerhoff (2017),
Taking stock: a rigorous modelling of animal spirits in macroeconomics.
Ver?ffentlicht in Journal of Economic Surveys31, 1152-1182, doi: 10.1111/joes.12219
Menden, C. und C.R. Proa?o (2017), Dissecting the Financial Cycle with Dynamic Factor Models.
Ver?ffentlicht in Quantitative Finance, doi: 10.1080/14697688.2017.1357971
BERG Working Paper 126(1.7 MB, 45 Seiten), Universit?t Bamberg
Flaschel, P., Charpe, M., Galanis, G., Proa?o, C.R. und R. Veneziani (2017),
Macroeconomic and Stock Market Interactions with Endogenous Aggregate Sentiment Dynamics.
Ver?ffentlicht in Journal of Economic Dynamics and Control, doi: 10.1016/j.jedc.2017.10.002
BERG Working Paper 125(7.1 MB, 38 Seiten), Universit?t Bamberg
Working Papers
Proa?o C.R., Pe?a J.C. und Saalfeld T. (2019),
Inequality, Macroeconomic Performance and Political Polarization: An Empirical Analysis.
BERG Working Paper 149(1.1 MB, 50 Seiten), Universit?t Bamberg
Proa?o C.R., und Lojak B. (2019),
Animal Spirits, Risk Premia and Monetary Policy at the Zero Lower Bound.
BERG Working Paper 148(484.5 KB, 30 Seiten), Universit?t Bamberg
Hagenhoff T. und Lustenhouwer J. (2019),
The Rationality Bias.
BERG Working Paper 144(467.6 KB, 44 Seiten), Universit?t Bamberg
Martin, C., N. Schmitt und F. Westerhoff (2018),
Housing markets, expectation formation and interest rates.
BERG Working Paper 142(4.5 MB, 48 Seiten), Universit?t Bamberg
Makarewicz T. (2019),
Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics.
BERG Working Paper 141(624.6 KB, 56 Seiten), Universit?t Bamberg
Hagenhoff T. (2018),
An aggregate welfare optimizing interest rate rule under heterogeneous expectations.
BERG Working Paper 139(442.1 KB, 46 Seiten) Universit?t Bamberg
Lustenhouwer J. (2018),
Fiscal Stimulus in an Expectation Driven Liquidity Trap.
BERG Working Paper 138(511.1 KB, 59 Seiten) Universit?t Bamberg
Ahrens S., J. Lustenhouwer & M. Tettamanzi (2018),
The Stabilizing Role of Forward Guidance: A Macro Experiment.
BERG Working Paper 137(686.1 KB, 48 Seiten) Universit?t Bamberg
Hommes, C.H. & J. Lustenhouwer (2017),
Managing Unanchored, Heterogeneous Expectations and Liquidity Traps.
BERG Working Paper 131(1.8 MB, 52 Seiten), Universit?t Bamberg
Lustenhouwer, J. & K. Mavromatis (2017),
Fiscal Consolidations and Finite Planning Horizons.
BERG Working Paper 130(679.8 KB, 62 Seiten), Universit?t Bamberg