9 Results enter search term Search Reset filter Suchfilter Topics Business Cycle (2) Business Cycle World (2) Monetary Policy (2) China (1) Natural Resources (1) USA (1) Publication Type Journal Article (5) Working Paper (2) Research Macroeconomic Research (8) Macroeconomic Policies over the Business Cycle (5) International Macroeconomics (4) Business Cycles and Growth (2) Forecasting and Business Cycle Analysis (1) Experts Helmut Herwartz (9) Henning Weber (4) Leonardo Morales-Arias (2) Martin Ademmer (2) Jonas Dovern (1) Kai Carstensen (1) Publication Series Kiel Working Papers (2) Date Last Month Last Year Select Period start date to end date Sort by Relevance Date Aktive Filter Experts: Helmut Herwartz Remove all filters Journal Article The macroeconomic effects of oil price shocks: Evidence from a statistical identification approach Journal of International Money and Finance 03/2016 Martin Plödt, Helmut Herwartz We analyze the dynamics in the global crude oil market based on a structural vector autoregressive model. We identify the model by presuming... Journal Article Simulation Evidence on Theory-based and Statistical Identification under Volatility Breaks Oxford Bulletin of Economics and Statistics 02/2016 Martin Plödt, Helmut Herwartz Beside a priori theoretical assumptions on instantaneous or long-run effects of structural shocks, sign restrictions have become a prominent... Journal Article The Role of Cross-Sectional Heterogeneity for Magnitude and Timing of the Euro's Trade Effect Journal of International Money and Finance. 10/2013 Helmut Herwartz, Henning Weber This paper examines the role of cross-sectional heterogeneity for estimating the euro's effect on euro-area trade. In the empirical analysis,... Working Paper The Euro’s Trade Effect under Cross-Sectional Heterogeneity and Stochastic Resistance Kiel Working Papers 06/2010 Download Helmut Herwartz, Henning Weber This paper investigates if the euro's effect on euro-area trade differs across trade sectors and across country pairs, and to what degree... The Euro’s Trade Effect under Cross-Sectional Heterogeneity and Stochastic Resistance 06/2010 Helmut Herwartz, Henning Weber Journal Article In-Sample and Out-of-Sample Properties of International Stock Return Dynamics Conditional on Equilibrium Pricing Factors European Journal of Finance 01/2009 Helmut Herwartz, Leonardo Morales-Arias We conduct a comprehensive analysis of the in-sample and out-of-sample properties of stock return dynamics in 14 developed and 12 emerging... DFG-Antrag, Inflationsunsicherheit 03/2008 Kai Carstensen, Jonas Dovern, Helmut Herwartz Journal Article Exchange rate uncertainty and trade growth - a comparison of linear and nonlinear (forecasting) models Applied Stochastic Models in Business and Industry 01/2005 Henning Weber, Helmut Herwartz A huge body of empirical and theoretical literature has emerged on the relationship between foreign exchange (FX) uncertainty and... Working Paper An Empirical Analysis of the Relationship between US Monetary Policy and International Asset Prices Kiel Working Papers 01/2010 Download Helmut Herwartz, Leonardo Morales-Arias This article investigates the empirical relationship between monetary policy in the United States (US) and international equity, bond and real... Selected Publication Series Kiel Working Papers Kiel Policy Briefs Kiel Institute Economic Outlook Kiel Focus Review of World Economics
Journal Article The macroeconomic effects of oil price shocks: Evidence from a statistical identification approach Journal of International Money and Finance 03/2016 Martin Plödt, Helmut Herwartz We analyze the dynamics in the global crude oil market based on a structural vector autoregressive model. We identify the model by presuming...
Journal Article Simulation Evidence on Theory-based and Statistical Identification under Volatility Breaks Oxford Bulletin of Economics and Statistics 02/2016 Martin Plödt, Helmut Herwartz Beside a priori theoretical assumptions on instantaneous or long-run effects of structural shocks, sign restrictions have become a prominent...
Journal Article The Role of Cross-Sectional Heterogeneity for Magnitude and Timing of the Euro's Trade Effect Journal of International Money and Finance. 10/2013 Helmut Herwartz, Henning Weber This paper examines the role of cross-sectional heterogeneity for estimating the euro's effect on euro-area trade. In the empirical analysis,...
Working Paper The Euro’s Trade Effect under Cross-Sectional Heterogeneity and Stochastic Resistance Kiel Working Papers 06/2010 Download Helmut Herwartz, Henning Weber This paper investigates if the euro's effect on euro-area trade differs across trade sectors and across country pairs, and to what degree...
The Euro’s Trade Effect under Cross-Sectional Heterogeneity and Stochastic Resistance 06/2010 Helmut Herwartz, Henning Weber
Journal Article In-Sample and Out-of-Sample Properties of International Stock Return Dynamics Conditional on Equilibrium Pricing Factors European Journal of Finance 01/2009 Helmut Herwartz, Leonardo Morales-Arias We conduct a comprehensive analysis of the in-sample and out-of-sample properties of stock return dynamics in 14 developed and 12 emerging...
Journal Article Exchange rate uncertainty and trade growth - a comparison of linear and nonlinear (forecasting) models Applied Stochastic Models in Business and Industry 01/2005 Henning Weber, Helmut Herwartz A huge body of empirical and theoretical literature has emerged on the relationship between foreign exchange (FX) uncertainty and...
Working Paper An Empirical Analysis of the Relationship between US Monetary Policy and International Asset Prices Kiel Working Papers 01/2010 Download Helmut Herwartz, Leonardo Morales-Arias This article investigates the empirical relationship between monetary policy in the United States (US) and international equity, bond and real...
