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Corporate Taxation and Capital Structure Choice in Germany: A General Equilibrium Model

Reint E. Gropp
FinanzArchiv, Vol. 52 (2), 1995
Abstract
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Rsquare in restricted linear models (zusammen mit Knautz, H.)

Joachim Wilde
Communications in Statistics-Theory and Methods, 1993
Abstract
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Une présentation brève du modèle SNUS-1 (Straßenverkehrs-Nachfrage, Unfälle und ihre Schwere)

Ulrich Blum
Modèlisation de l insècuritè routière, Paradigme, 1993
Abstract
Artikel Lesen

A Spatial Model of the State

Ulrich Blum, Leonard Dudley
Zeitschrift für die gesamte Staatswissenschaft (Journal of Institutional and Theoretical Economics), 1991
Abstract
Artikel Lesen

Aggregate Time Series Gasoline Demand Models: Review of Literature and New Evidence for West Germany

Ulrich Blum, Marc Gaudry, Gertraud Foos
Transportation Research A 22, 1988
Abstract
Artikel Lesen

The Input-Output-Model of the GDR Forest Sector

Hans-Ulrich Brautzsch
Input-Output-Modelling, 1987
Abstract
Artikel Lesen

A GDR Module of the European Forest Sector Model

Hans-Ulrich Brautzsch
WP-85-39, 1985
Abstract
Artikel Lesen
08
OKT 2018
14:15 - 15:45

IWH Research Seminar

The New Area-Wide Model II: An Extended Version the ECB's Micro-founded Model for Forecasting and Policy Analysis with a Financial Sector

Wer
Günther Coenen
Wo
IWH conference room, Leipziger Straße 100

This paper provides a detailed description of an extended version of the ECB's New Area-Wide Model (NAWM) of the euro area (cf. Christoffel, Coenen and Warne, 2008).

Event ansehen
03
JUL 2017
14:15 - 15:45

IWH Research Seminar

Predicting Ordinary and Severe Recessions with a Three-state Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle

Wer
Maik Wolters (Friedrich-Schiller-Universität Jena)
Wo
IWH conference room

We estimate a Markow-switching dynamic factor model with three states based on six leading business cycle indicators for Germany preselected from a broader set using the Elastic Net softthresholding rule.

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03
APR 2017
14:15 - 15:45

IWH Research Seminar

On the Robustness of the Unlevered Capital Asset Pricing Model

Wer
Lammertjan Dam (University of Groningen)
Wo
conference room, Leipziger Straße 100

Firms’ financial leverage can largely explain the value effect, however, we document that the expected return-beta relationship of equity in unconditional tests of the CAPM is more generally distorted by leverage.

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