Wissenschaftliche LiteraturModel evaluationVWL
Eine Auswahl unserer Fachbücher
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Chong Dae KimThree Essays on Housing Market Analysis in Germany
Schriftenreihe volkswirtschaftliche Forschungsergebnisse
This book is made up of three distinct papers, all of which focus on real house prices in Germany. The German economy is especially interesting for this endeavor as real house prices, until recently, have been falling steadily over the last twenty five years.
The approach of this book is to first examine the development of housing in Germany on an…
Agent-based modelAgentenbasierte ModellierungDSGE-ModellDynamic stochastic general equilibrium modelingHousing marketHousing priceHypothekImmobilienmarktMacro-economicsMakroökonomieMathematical methodsMathematische MethodenModel evaluationModellbewertungMortgageMultiple Lineare RegressionMultiple linear regressonVolkswirtschaftWohnungspreise
Daniel HartmannStock Markets and Real-Time Macroeconomic Data
Schriftenreihe volkswirtschaftliche Forschungsergebnisse
It has been common practice in empirical studies to use revised macroeconomic data that are available to a researcher ex post for the analysis of historical time series. This practice, however, does not take into account that macroeconomic data are revised over time and that theses revisions can be substantial. Results of empirical analyses may change when data…
Evaluation of forecasting accuracyPerformance of investment strategiesPredictability of stock market volatilityPredictability of stock returnsProduction-based asset-pricing modelReal-time macroeconomic dataStock MarketsVolkswirtschaftslehreHäufige Schlagworte im Fachgebiet