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9 Results

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  • 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

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  • Experts: Helmut Herwartz
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  1. 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...

  2. 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...

  3. 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,...

  4. Working Paper

    The Euro’s Trade Effect under Cross-Sectional Heterogeneity and Stochastic Resistance

    Kiel Working Papers
    06/2010
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    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...

  5. The Euro’s Trade Effect under Cross-Sectional Heterogeneity and Stochastic Resistance

    06/2010
    Helmut Herwartz, Henning Weber

  6. 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...

  7. DFG-Antrag, Inflationsunsicherheit

    03/2008
    Kai Carstensen, Jonas Dovern, Helmut Herwartz

  8. 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...

  9. Working Paper

    An Empirical Analysis of the Relationship between US Monetary Policy and International Asset Prices

    Kiel Working Papers
    01/2010
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    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...

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Subject dossiers compile selected publications and articles by our experts on current economic policy topics as well as related projects and events.

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