Macroeconomics Department Publications

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1927 results, from 101
  • Refereed essays Web of Science

    The Balance Sheet Effects of Oil Market Shocks: An Industry Level Analysis

    The paper estimates the dynamic impact of structural oil market shocks on the balance sheet of US firms, using industry level data covering manufacturing, trade and mining sectors. For manufacturing firms, findings indicate that an unexpected disruption in oil supply that raises oil prices by 1% lowers firm profits by 1.3% on impact. On the other hand, profits rise by 0.39% in response to the same ...

    In: Journal of Banking & Finance 95 (2018), S. 112-127 | Khalid ElFayoumi
  • Refereed essays Web of Science

    Welfare Effects of TTIP in a DSGE Model

    We analyze the welfare effects of the Transatlantic Trade and Investment Partnership (TTIP) between the United States (US) and the European Union (EU). Earlier TTIP studies analyze welfare effects in a framework where output and welfare coincide. We believe that the utility function of households, which depends on consumption and employment, is the best criterion for assessing TTIP. We measure the ...

    In: Economic Modelling 70 (2018), S. 230-238 | Philipp Engler, Juha Tervala
  • Refereed essays Web of Science

    Social Image Concerns and Welfare Take-Up

    Using a laboratory experiment, we present first evidence that social image concerns causally reduce the take-up of an individually beneficial transfer. Our design manipulates the informativeness of the take-up decision by varying whether transfer eligibility is based on ability or luck, and how the transfer is financed. We find that subjects avoid the inference both of being low-skilled (ability stigma) ...

    In: Journal of Public Economics 168 (2018), S. 174-192 | Jana Friedrichsen, Tobias König, Renke Schmacker
  • Refereed essays Web of Science

    Third Country Effects of Fiscal Devaluations

    We analyze fiscal devaluation in a three-country model. The introduction of the third country, outside a monetary union, increases the expansionary effect of fiscal devaluation and the second country of the monetary union experiences a boom instead of a recession.

    In: Economics Letters 163 (2018), S. 13-16 | Philipp Engler, Sandra Pasch, Juha Tervala
  • Refereed essays Web of Science

    Think National, Forecast Local: A Case Study of 71 German Urban Housing Markets

    In this article, we examine whether the local indicators are able to predict the city-level housing prices and rents better than national indicators. For this purpose, we assess the forecasting ability of 126 indicators and 21 types of forecast combinations using a sample of 71 large German cities. There are several predictors that are especially useful, namely price-to-rent ratios, national-level ...

    In: Applied Economics 49 (2017), 42, S. 4271-4297 | Konstantin A. Kholodilin, Boriss Siliverstovs
  • Refereed essays Web of Science

    Determinants of Chinese Direct Investments in the European Union

    This article analyses the determinants of Chinese foreign direct investment (FDI) activities in the European Union (EU). Evidence is based on panel Poisson models drawing on two investment monitors at the individual project level. Greenfield investments (GI) and mergers and acquisitions (M&A) are distinguished. The findings indicate that market size and bilateral trade are the main factors for Chinese ...

    In: Applied Economics 49 (2017), 42, S. 4231-4240 | Christian Dreger, Yun Schüler-Zhou, Margot Schüller
  • Refereed essays Web of Science

    The Market Value of Energy Efficiency in Buildings and the Mode of Tenure

    Concerns about global warming and growing scarcity of fossil fuels require substantial changes in energy consumption patterns and energy systems, as targeted by many countries around the world. One key element to achieve such transformation is to increase energy efficiency of the housing stock. In this context, it is frequently argued that private investments are too low in the light of the potential ...

    In: Urban Studies 54 (2017), 14, S. 3218-3238 | Claus Michelsen, Andreas Mense, Konstantin Kholodilin
  • Refereed essays Web of Science

    Austerity and Private Debt

    This study provides empirical evidence that the costs of austerity crucially depend on the level of private indebtedness. In particular, fiscal consolidations lead to severe contractions when implemented in high private-debt states. Contrary, fiscal consolidations have no significant effect on economic activity when private debt is low. These results are robust to alternative definitions of private-debt ...

    In: Journal of Money, Credit and Banking 49 (2017), 7, S. 1555-1585 | Mathias Klein
  • Refereed essays Web of Science

    Do Media Data Help to Predict German Industrial Production?

    In an uncertain world, decisions by market participants are based on expectations. Therefore, sentiment indicators reflecting expectations have a proven track record at predicting economic variables. However, survey respondents largely perceive the world through media reports. Here, we want to make use of that. We employ a rich dataset provided by Media Tenor International, based on sentiment analysis ...

    In: Journal of Forecasting 36 (2017), 5, S. 483-496 | Konstantin A. Kholodilin, Dirk Ulbricht, Tobias Thomas
  • Refereed essays Web of Science

    Family Ownership: Does It Matter for Funding and Success of Corporate Innovations?

    Using the Mannheim innovation panel, we investigate whether family firms have higher financial need and how this affects both innovation input and innovation outcomes such as firm or market novelties, or process innovation. Applying the CDM framework, we find that family firms are more likely to have a latent financial need for innovation, which means that they have innovation ideas which they have ...

    In: Small Business Economics 48 (2017), 4, S. 931-951 | Dorothea Schäfer, Andreas Stephan, Jennifer Solórzano Mosquera
1927 results, from 101
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