Publications Scientific papers, economic policy articles, expert reports, blog posts, and more 12 Results enter search term Search Reset filter Suchfilter Topics Business Cycle (1) Business Cycle World (1) Publicationtype Journal Article (7) Working Paper (5) Units Macroeconomic Policy under Market Imperfections (12) Forecasting and Business Cycle Analysis (7) International Macroeconomics (6) Forecasting Center (3) Economic Outlook (2) Macroeconomic Policies over the Business Cycle (2) Authors Christian Aßmann (12) Jens Boysen-Hogrefe (12) Markus Pape (3) Nils Jannsen (2) Roman Liesenfeld (1) Publication Series Kiel Working Papers (4) Date Last Month Last Year Select Period start date to end date Sort by Relevance Date Aktive Filter Authors: Christian Aßmann Remove all filters Journal Article Dynamic multi-sector CGE modeling and the specification of capital: Comment on Farmer and Wendner (2004) Structural Change and Economic Dynamics 03/2009 Christian Aßmann , Jens Boysen-Hogrefe Farmer and Wendner [Farmer, K., Wendner R., 2004. Dynamic multi-sector CGE modeling and the specification of capital. Structural... Journal Article A Bayesian Approach to Model-Based Clustering for Binary Panel Probit Models Computational Statistics and Data Analysis 01/2011 Christian Aßmann , Jens Boysen-Hogrefe Considering latent heterogeneity is of special importance in non-linear models in order to gauge correctly the effect of explanatory... Working Paper Determinants of government bond spreads in the Euro area – in good times as in bad Kiel Working Papers 09/2009 Download Christian Aßmann , Jens Boysen-Hogrefe Despite the single currency, yields on government bonds in the Euro Area deviate from German bond yields. These bond spreads are... Journal Article The Decline in German Output Volatility: A Bayesian Analysis Empirical Economics 12/2009 Christian Aßmann , Jens Boysen-Hogrefe , Roman Liesenfeld Using Bayesian methods, we analyze whether a volatility reduction as sharp as documented for growth of U.S. gross domestic product... Working Paper Reproducing business cycle features in Germany - an evaluation for the need of nonlinear models 06/2009 Download Christian Aßmann , Jens Boysen-Hogrefe There exists a wide literature starting by Hess and Iwata (1997) on the issue whether nonlinear time series models are needed to... Journal Article Analysis of Current Account Reversals via Regime Switching Models Economic Change and Restructuring 02/2010 Christian Aßmann , Jens Boysen-Hogrefe The analysis of sharp and persistent reductions of current account deficits, which can be characterized as the transition from an... Journal Article Determinants of Government Bond Spreads in the Euro: In Good Times as in Bad Empirica-Journal of European Economics 07/2012 Christian Aßmann , Jens Boysen-Hogrefe Government bond spreads increased rapidly during the financial turmoil in the euro area. In general, government bond spreads in the... Working Paper Bayesian Analysis of Dynamic Factor Models: An Ex-Post Approach towards the Rotation Problem Kiel Working Papers 02/2014 Download Christian Aßmann , Jens Boysen-Hogrefe , Markus Pape Due to their indeterminacies, static and dynamic factor models require identifying assumptions to guarantee uniqueness of the... Journal Article Bayesian Analysis of Static and Dynamic Factor Models: An Ex-Post Approach towards the Rotation Problem Journal of Econometrics 01/2016 Christian Aßmann , Jens Boysen-Hogrefe , Markus Pape Due to their indeterminacies, static and dynamic factor models require identifying assumptions to guarantee uniqueness of the... Working Paper Costs of Housing Crises: International Evidence Kiel Working Papers 06/2009 Download Christian Aßmann , Jens Boysen-Hogrefe , Nils Jannsen This paper analyzes the costs of housing crises in terms of GDP growth and the economic conditions under which crises are particularly... Journal Article Costs of Housing Crises: International Evidence Bulletin of Economic Research 10/2013 Christian Aßmann , Jens Boysen-Hogrefe , Nils Jannsen This paper analyzes the costs of housing crises in terms of GDP growth and the economic conditions under which crises are particularly... Working Paper The Directional Identification Problem in Bayesian Factor Analysis: An Ex-Post Approach Kiel Working Papers 10/2012 Download Christian Aßmann , Jens Boysen-Hogrefe , Markus Pape Due to their well-known indeterminacies, factor models require identifying assumptions to guarantee unique parameter estimates. For... Selected Publication Series Kiel Working Papers Kiel Policy Briefs Kiel Institute Economic Outlook Economics E-Journal Review of World Economics Kiel Focus
Journal Article Dynamic multi-sector CGE modeling and the specification of capital: Comment on Farmer and Wendner (2004) Structural Change and Economic Dynamics 03/2009 Christian Aßmann , Jens Boysen-Hogrefe Farmer and Wendner [Farmer, K., Wendner R., 2004. Dynamic multi-sector CGE modeling and the specification of capital. Structural...
Journal Article A Bayesian Approach to Model-Based Clustering for Binary Panel Probit Models Computational Statistics and Data Analysis 01/2011 Christian Aßmann , Jens Boysen-Hogrefe Considering latent heterogeneity is of special importance in non-linear models in order to gauge correctly the effect of explanatory...
Working Paper Determinants of government bond spreads in the Euro area – in good times as in bad Kiel Working Papers 09/2009 Download Christian Aßmann , Jens Boysen-Hogrefe Despite the single currency, yields on government bonds in the Euro Area deviate from German bond yields. These bond spreads are...
Journal Article The Decline in German Output Volatility: A Bayesian Analysis Empirical Economics 12/2009 Christian Aßmann , Jens Boysen-Hogrefe , Roman Liesenfeld Using Bayesian methods, we analyze whether a volatility reduction as sharp as documented for growth of U.S. gross domestic product...
Working Paper Reproducing business cycle features in Germany - an evaluation for the need of nonlinear models 06/2009 Download Christian Aßmann , Jens Boysen-Hogrefe There exists a wide literature starting by Hess and Iwata (1997) on the issue whether nonlinear time series models are needed to...
Journal Article Analysis of Current Account Reversals via Regime Switching Models Economic Change and Restructuring 02/2010 Christian Aßmann , Jens Boysen-Hogrefe The analysis of sharp and persistent reductions of current account deficits, which can be characterized as the transition from an...
Journal Article Determinants of Government Bond Spreads in the Euro: In Good Times as in Bad Empirica-Journal of European Economics 07/2012 Christian Aßmann , Jens Boysen-Hogrefe Government bond spreads increased rapidly during the financial turmoil in the euro area. In general, government bond spreads in the...
Working Paper Bayesian Analysis of Dynamic Factor Models: An Ex-Post Approach towards the Rotation Problem Kiel Working Papers 02/2014 Download Christian Aßmann , Jens Boysen-Hogrefe , Markus Pape Due to their indeterminacies, static and dynamic factor models require identifying assumptions to guarantee uniqueness of the...
Journal Article Bayesian Analysis of Static and Dynamic Factor Models: An Ex-Post Approach towards the Rotation Problem Journal of Econometrics 01/2016 Christian Aßmann , Jens Boysen-Hogrefe , Markus Pape Due to their indeterminacies, static and dynamic factor models require identifying assumptions to guarantee uniqueness of the...
Working Paper Costs of Housing Crises: International Evidence Kiel Working Papers 06/2009 Download Christian Aßmann , Jens Boysen-Hogrefe , Nils Jannsen This paper analyzes the costs of housing crises in terms of GDP growth and the economic conditions under which crises are particularly...
Journal Article Costs of Housing Crises: International Evidence Bulletin of Economic Research 10/2013 Christian Aßmann , Jens Boysen-Hogrefe , Nils Jannsen This paper analyzes the costs of housing crises in terms of GDP growth and the economic conditions under which crises are particularly...
Working Paper The Directional Identification Problem in Bayesian Factor Analysis: An Ex-Post Approach Kiel Working Papers 10/2012 Download Christian Aßmann , Jens Boysen-Hogrefe , Markus Pape Due to their well-known indeterminacies, factor models require identifying assumptions to guarantee unique parameter estimates. For...
