Dräger, L., & Nghiem, G. (2025). Inflation Literacy, Inflation Expectations, and Trust in the Central Bank: A Survey Experiment. Forthcoming at the Review of Economics and Statistics.
Grammig, J., Hanenberg, C., Schlag, C., & Sönksen, J. (2025). Diverging Roads: Theory-Based vs. Machine Learning-Implied Stock Risk Premia. Forthcoming at the Journal of Financial Econometrics. https://doi.org/10.2139/ssrn.3536835
Dräger, L.; Gründler, K., & Potrafke, N. (2025). Political Shocks and Inflation Expectations: Evidence from the 2022 Russian Invasion of Ukraine. Journal of International Economics, 153, 104029. https://doi.org/10.1016/j.jinteco.2024.104029
Dierkes, M., Hollstein, F., Prokopczuk, M., & Würsig, C. M. (2024). Measuring Tail Risk. Journal of Econometrics, 241(2), 105769. https://doi.org/10.1016/j.jeconom.2024.105769
Martínez Flores, F., Reitmann, A., Reichert, A., & Milusheva, S. (2024). Climate anomalies and international migration: A disaggregated analysis for West Africa. Journal of Environmental Economics and Management, 126, 102997. https://doi.org/10.1016/j.jeem.2024.102997
Dräger, L. Lamla, M. J., & Pfajfar, D. (2024). How to limit the spillover from an inflation surge to inflation expectations? Journal of Monetary Economics, 144, 104029. https://doi.org/10.1016/j.jmoneco.2023.12.004
Drobetz, W., Hollstein, F., Otto, T., & Prokopczuk, M. (2024). Estimating Stock Market Betas via Machine Learning. Forthcoming at the Journal of Financial and Quantitative Analysis. https://doi.org/10.1017/S0022109024000036
Dierkes, M., Krupski, J., Schroen, S., & Sibbertsen, P. (2024). Volatility‑dependent probability weighting and the dynamics of the pricing kernel puzzle. Review of Derivatives Research, 27, 1-35. https://doi.org/10.1007/s11147-023-09197-3
Blaufus, K., Schöndube, J. R., & Wielenberg, S. (2024). Information sharing between tax and statutory auditors: implications for tax audit efficiency. European Accounting Review, 33(2), 545–568. https://doi.org/10.1080/09638180.2022.2108094
Prokopczuk, M., & Hollstein, F. (2023). Managing the Market Portfolio. Management Science, 69(6), 3675-3696. https://doi.org/10.1287/mnsc.2022.4459
Jacob, M., & Todtenhaupt, M. (2023). Withholding Taxes, Compliance Cost and Foreign Portfolio Investment. The Accounting Review, 98 (2), 299-327. https://doi.org/10.2308/TAR-2020-0721
Dräger, L., Kolaiti, T., & Sibbertsen, P. (2023). Measuring Macroeconomic Convergence and Divergence within EMU Using Long Memory. Empirical Economics, 65, 2333 – 2356. https://doi.org/10.1007/s00181-023-02426-6
Blaufus, K., Fochmann, N., Hundsdoerfer, J., & Milde, M. (2023). How Does the Deferral of a Distortive Tax Affect Overproduction and Asset Allocation? European Accounting Review, 32(5), 1157-1184. https://doi.org/10.1080/09638180.2021.2018341
Bose, D., Cordes, H., Nolte, S., Schneider, J.C., & Camerer, C.F. (2022). Decision Weights for Experimental Asset Prices Based on Visual Salience. Review of Financial Studies, 35 (11), 5094–5126. https://doi.org/10.1093/rfs/hhac027
Dimpfl, T., Sönksen, J., Bechmann, I., & Grammig, J. (2022). Estimating the SARS-CoV-2 Infection Fatality Rate by Data Combination: The Case of Germany's First Wave. The Econometrics Journal, 25 (2), 515-530, https://doi.org/10.1093/ectj/utac004
Blaufus, K., Chirvi, M., Huber, H. P., Maiterth, R., & Sureth-Sloane, C. (2022). Tax misperception and its effects on decision making–literature review and behavioral taxpayer response model. European Accounting Review, 31(1), 111-144. https://doi.org/10.1080/09638180.2020.1852095
Kruse, T., Schneider, J.C., & Schweizer, N. (2021). A toolkit for robust risk assessment using F-divergences. Management Science, 67(10), 6529-6552. https://doi.org/10.1287/mnsc.2020.3822
Dräger, L., & Nghiem, G. (2021). Are Consumers‘ Spending Decisions in Line With an Euler Equation? Review of Economics and Statistics, 103(3), 580-596. https://doi.org/10.1162/rest_a_00909
Bluhm, R., Gassebner, M., Langlotz, S., & Schaudt, P. (2021). Fueling Conflict? (De)escalation and Bilateral Aid. Journal of Applied Econometrics, 36(2), 244-261. https://doi.org/10.1002/jae.2797
Dissanayake, P., Brown, J., Sibbertsen, P., & Winter, C. (2021). Using a two-step framework for the investigation of storm impacted beach/dune erosion. Coastal Engineering, 168, 103939. https://doi.org/10.1016/j.coastaleng.2021.103939
Blaufus, K., & Milde, M. (2021). Tax misperceptions and the effect of informational tax nudges on retirement savings. Management Science, 67(8), 5011-5031. https://doi.org/10.1287/mnsc.2020.3761
Garcia-Mandicó, S., Reichert, A., & Strupat, C. (2021). The social value of health insurance: Results from Ghana. Journal of Public Economics, 194, 104314. https://doi.org/10.1016/j.jeem.2024.102997
Sönksen, J., & Grammig, J. (2021). Empirical Asset Pricing with Multi-Period Disaster Risk. Journal of Econometrics, 222 (1, Part C), 805-832.
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Becker, J., Hollstein, F., Prokopczuk, M., & Sibbertsen, P. (2021). The Memory of Beta. Journal of Banking and Finance, 124, 106026. https://doi.org/10.1016/j.jbankfin.2020.106026
Kanamura, T., Homann, L., & Prokopczuk, M. (2021). Pricing Analysis of Wind Power Derivatives for Renewable Energy Risk Management. Applied Energy, 304, 117827. https://doi.org/10.1016/j.apenergy.2021.117827
Petters, L. M., & Schröder, M. (2020). Negative side effects of affirmative action: How quotas lead to distortions in performance evaluation. European Economic Review, 130, 103500. https://doi.org/10.1016/j.euroecorev.2020.103500
Edwards, A., & Todtenhaupt, M. (2020). Capital Gains Taxation and Funding for Start-Ups. Journal of Financial Economics, 138 (2), 549-671. https://doi.org/10.1016/j.jfineco.2020.06.009
Hollstein, F., Prokopczuk, M., & Wese Simen, C. (2020). The Conditional Capital Asset Pricing Model Revisited: Evidence from High-Frequency Betas. Management Science, 66(6), 2474-2494. https://doi.org/10.1287/mnsc.2019.3317
Nguyen, D. B. B., Prokopczuk, M., & Sibbertsen, P. (2020). The Memory of Stock Return Volatility: Asset Pricing Implications. Journal of Financial Markets, 47, 100487. https://doi.org/10.1016/j.finmar.2019.01.002
Kruse, T., Schneider, J.C., & Schweizer, N. (2019). Technical Note-The joint impact of F-divergences and reference models on the contents of uncertainty sets. Operations Research, 67(2), 428-435. https://doi.org/10.1287/opre.2018.1807
D’Acunto, F., Prokopczuk, M., & Weber, M. (2019). Historical Antisemitism, Ethnic Specialization, and Financial Development. Review of Economic Studies, 86(3), 1170-1206. https://doi.org/10.1093/restud/rdy021
Sibbertsen, P., Leschinski, C., & Busch, M. (2018). A Multivariate Test Against Spurious Long Memory. Journal of Econometrics, 203, 33-49. https://doi.org/10.1016/j.jeconom.2017.07.005
Blaufus, K., Bob, J., Otto, P. E., & Wolf, N. (2017). The effect of tax privacy on tax compliance–An experimental investigation. European Accounting Review, 26(3), 561-580. https://doi.org/10.1080/09638180.2016.1258319
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Dräger, L.; Lamla, M. J., & Pfajfar, D. (2016). Are Survey Expectations Theory-Consistent? The Role of Central Bank Communication and News. European Economic Review, 85, 84-111, https://doi.org/10.1016/j.euroecorev.2016.01.010
Gassebner, M., Gutmann, J., & Voigt, S. (2016). When to Expect a Coup d’État? An Extreme Bounds Analysis of Coup Determinants. Public Choice, 169(3-4), 293-313. https://doi.org/10.1007/s11127-016-0365-0
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