Macroeconomics Department Publications

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  • DIW Discussion Papers 1530 / 2015

    Fifty Shades of State: Quantifying Housing Market Regulations in Germany

    The paper aims at measuring the rental housing market regulations in Germany between 1913 and 2015. Four classes of housing policy are considered: Rent controls, tenant protection, rationing of housing, and fostering of social housing. Based on a thorough analysis of federal and regional legislation, for each class, an index is constructed, increasing in degree of regulation. The average of class-specific ...

    2015| Konstantin A. Kholodilin
  • DIW Discussion Papers 1518 / 2015

    When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries

    This study examines foreign exchange intervention based on novel daily data covering 33 countries from 1995 to 2011. We find that intervention is widely used and an effective policy tool, with a success rate in excess of 80 percent under some criteria. The policy works well in terms of smoothing the path of exchange rates, and in stabilizing the exchange rate in countries with narrow band regimes. ...

    2015| Marcel Fratzscher, Oliver Goede, Lukas Menkhoff, Lucio Sarno, Tobias Stöhr
  • DIW Discussion Papers 1496 / 2015

    The Real-Time Predictive Content of Asset Price Bubbles for Macro Forecasts

    This paper contributes to the debate of whether central banks can "lean against the wind" of emerging stock or house price bubbles. Against this background, the paper evaluates if new advances in real-time bubble detection, as brought forward by Phillips et al. (2011), can timely detect bubble emergences and collapses. Building on simulations, the paper shows that the detection capabilities of all ...

    2015| Benjamin Beckers
  • DIW Discussion Papers 1490 / 2015

    Asymmetric Perceptions of the Economy: Media, Firms, Consumers, and Experts

    This article sheds light on the interaction of media, economic actors, and economic experts. Based on a unique data set of 86,000 news items rated by professional analysts of Media Tenor International and survey data, we first analyze the overall tone of the media, consumers’, firms’, and economic experts’ opinions on the state and outlook of the economy. Second, we assess the protagonist’s ability ...

    2015| Konstantin A. Kholodilin, Christian Kolmer, Tobias Thomas, Dirk Ulbricht
  • DIW Discussion Papers 1488 / 2015

    The Ruble between the Hammer and the Anvil: Oil Prices and Economic Sanctions

    The exchange rate fluctuations strongly affect the Russian economy, given its heavy dependence on foreign trade and investment. Since January 2014, the Ruble lost 50% of its value against the US Dollar. The fall of the currency started with the conflict between Russia and Ukraine. The impact of the conflict on Russia may have been amplified by sanctions imposed by Western countries. However, as Russia ...

    2015| Christian Dreger, Jarko Fidrmuc, Konstantin Kholodilin, Dirk Ulbricht
  • DIW Discussion Papers 1484 / 2015

    Are Ethical and Social Banks Less Risky? Evidence from a New Dataset

    This paper introduces a new and comprehensive dataset on “alternative” banks in EU and OECD countries. Alternative banks (e.g. ethical, social or sustainable banking) experienced a recent increase in media interest and have been hailed as an answer to the financial crisis but no research exists on their stability. This paper studies whether alternative banks differ from conventional banks in terms ...

    2015| Marlene Karl
  • DIW Discussion Papers 1480 / 2015

    Determinants of Chinese Direct Investments in the European Union

    This paper analyses the determinants of Chinese direct investment (DI) in the European Union (EU). Evidence is based on panel Poisson models drawing on two investment monitors for individual projects. We distinguish between the numbers of greenfield investments (GIs) and mergers and acquisitions (M&As). The findings indicate that market size and trade relationships with China are the primary factors ...

    2015| Christian Dreger, Yun Schüler-Zhou, Margot Schüller
  • DIW Discussion Papers 1479 / 2015

    Euro Area Government Bonds: Integration and Fragmentation during the Sovereign Debt Crisis

    The paper analyzes the integration of euro area sovereign bond markets during the European sovereign debt crisis. It tests for contagion (i.e., an intensification in the transmission of shocks across countries), fragmentation (a reduction in spillovers) and flight-to-quality patterns, exploiting the heteroskedasticity of intraday changes in bond yields for identification. The paper finds that euro ...

    2015| Michael Ehrmann, Marcel Fratzscher
  • DIW Discussion Papers 1477 / 2015

    War, Housing Rents, and Free Market: A Case of Berlin's Rental Housing Market during the World War I

    Before the World War I, the urban rental housing market in Germany could be described as a free and competitive market. The government hardly interfered in the relationships between the landlords and ten- ants. The rents were set freely. During the World War I, the market was hit by several violent shocks. The outbreak of the war led initially to a huge outflow of men from cities to the fronts. Towards ...

    2015| Konstantin A. Kholodilin
  • DIW Discussion Papers 1461 / 2015

    The Impact of South-South Trade Agreements on FDI

    The integration of emerging markets into the global economy is heavily promoted by foreign direct investment (FDI) inflows. Within the factors driving the location of FDI, regional trade agreements (RTAs) become increasingly relevant for emerging markets. We explore the impact of South-South trade agreements on FDI by dynamic panel models. The MENA countries are compared to the better performing regions ...

    2015| Mondher Cherif, Christian Dreger
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