Christian Conrad
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View article: Heterogeneous Expectations among Professional Forecasters
Heterogeneous Expectations among Professional Forecasters Open
View article: Volatility forecasting for low-volatility investing
Volatility forecasting for low-volatility investing Open
View article: Modelling Volatility Cycles: The MF2‐GARCH Model
Modelling Volatility Cycles: The MF2‐GARCH Model Open
We propose a novel multiplicative factor multi‐frequency GARCH (MF2‐GARCH) model, which exploits the empirical fact that the daily standardized forecast errors of one‐component GARCH models are predictable by a moving average of past stand…
View article: Wage Bargaining and Inflation: Perception Thresholds in the Labor Market and the Impact on Distribution and Economic Development -Evidence From Two Behavioral Experiments
Wage Bargaining and Inflation: Perception Thresholds in the Labor Market and the Impact on Distribution and Economic Development -Evidence From Two Behavioral Experiments Open
View article: Inflation Forecast Targeting Revisited
Inflation Forecast Targeting Revisited Open
View article: Inflation Forecast Targeting Revisited
Inflation Forecast Targeting Revisited Open
View article: The Impact of Inflation and a Real Interest Rate Gap on the Capital Market and Economic Development - Evidence from Two Behavioral Experiments
The Impact of Inflation and a Real Interest Rate Gap on the Capital Market and Economic Development - Evidence from Two Behavioral Experiments Open
This paper investigates the impact of central bank interventions in the capital market on savers and corporate investments through two behavioral experiments. The interest lag hypothesis is confirmed. Inflation changes the distributi…
View article: The Influence of Speculation in Food and Commodities and the Impact of Futures Prices on Spot Prices- Evidence from two Behavioral Experiments
The Influence of Speculation in Food and Commodities and the Impact of Futures Prices on Spot Prices- Evidence from two Behavioral Experiments Open
This paper examines the impact of speculation on commodity and food futures on spot prices. Econometric studies contradict each other, coming not to a clear empirical outcome. Therefore, we take an alternative methodological approach with …
View article: Investments as Business Cycle Trigger - Testing Hicks-Model hypotheses with Demand and Interest Rate Changes: Evidence from Two Behavioral Experiments
Investments as Business Cycle Trigger - Testing Hicks-Model hypotheses with Demand and Interest Rate Changes: Evidence from Two Behavioral Experiments Open
The central Hicks hypotheses were tested using a behavioral science and the model with capacity effects and price changes. In a further step, the model was expanded to include interest-dependent investments. The Hicks hypotheses were confi…
View article: The Impact of Inflation and a Real Interest Rate Gap on the Capital Market and Economic Development -Evidence from Two Behavioral Experiments
The Impact of Inflation and a Real Interest Rate Gap on the Capital Market and Economic Development -Evidence from Two Behavioral Experiments Open
View article: Rules or Forward Guidance versus Discretion in Monetary Policy, Evidence from two Behavioral Experiments
Rules or Forward Guidance versus Discretion in Monetary Policy, Evidence from two Behavioral Experiments Open
View article: The Influence of Speculation in Food and Commodities and the Impact of Futures Prices on Spot Prices- Evidence from two Behavioral Experiments
The Influence of Speculation in Food and Commodities and the Impact of Futures Prices on Spot Prices- Evidence from two Behavioral Experiments Open
View article: Testing the Goodwin Model: Can Distribution Battles Trigger Business Cycles? Evidence from a Behavioral Experiment
Testing the Goodwin Model: Can Distribution Battles Trigger Business Cycles? Evidence from a Behavioral Experiment Open
View article: Speculation in Food and Commodities - A Research Report: A Critical Discussion of the Econometric Research Method and an Alternative Analysis
Speculation in Food and Commodities - A Research Report: A Critical Discussion of the Econometric Research Method and an Alternative Analysis Open
This paper is a report of the research on the effect of speculation on commodities and food since deregulation. Econometrics can be applied to show how speculation influences price and vice versa. However, there is no clear empirical pictu…
View article: Testing the Phillips Curve: Inflation or Unemployment? Evidence from a Behavioral Experiment
Testing the Phillips Curve: Inflation or Unemployment? Evidence from a Behavioral Experiment Open
The central thesis of the Phillips Curve is that inflation leads to less unemployment. The link between inflation and employment has been tested empirically many times using econometrics but never by behavioral science. The purpose of this…
View article: Inhalt
Inhalt Open
View article: Heterogeneous Expectations among Professional Forecasters
Heterogeneous Expectations among Professional Forecasters Open
View article: Long-Term Volatility Shapes the Stock Market's Sensitivity to News
Long-Term Volatility Shapes the Stock Market's Sensitivity to News Open
View article: Heterogeneous Expectations among Professional Forecasters
Heterogeneous Expectations among Professional Forecasters Open
View article: The role of information and experience for households’ inflation expectations
The role of information and experience for households’ inflation expectations Open
View article: The Effects of Demand and Interest Rates on Investments, Evidence of Overinvestment from Two Behavioral Experiments
The Effects of Demand and Interest Rates on Investments, Evidence of Overinvestment from Two Behavioral Experiments Open
This article analyzes the causes of overinvestment and thus investment cycles with two behavioral experiments. In the experimental simulations increases in demand and cuts in interest rates increased unit profits, which led to uncoordinate…
View article: Volatility Forecasting for Low-Volatility Investing
Volatility Forecasting for Low-Volatility Investing Open
View article: The Effects of Money Supply and Interest Rates on Stock Prices, Evidence from Two Behavioral Experiments
The Effects of Money Supply and Interest Rates on Stock Prices, Evidence from Two Behavioral Experiments Open
What is the impact of interest rate and monetary policy on the stock market? Some studies find a positive impact of expansive monetary policy on stock prices others prove the opposite. This paper examines the effects of monetary expansion …
View article: The Effects of Money Supply and Interest Rates on Stock Prices , Evidence from Two Behavioral Experiments
The Effects of Money Supply and Interest Rates on Stock Prices , Evidence from Two Behavioral Experiments Open
What is the impact of interest rate and monetary policy on the stock market? Some studies find a positive impact of expansive monetary policy on stock prices others prove the opposite. This paper examines the effects of monetary expansion …
View article: The Role of Information and Experience for Households' Inflation Expectations
The Role of Information and Experience for Households' Inflation Expectations Open
View article: Modelling Volatility Cycles: the (MF)^2 GARCH Model
Modelling Volatility Cycles: the (MF)^2 GARCH Model Open
View article: Business Ethics - A Philosophical and Behavioral Approach
Business Ethics - A Philosophical and Behavioral Approach Open
View article: The role of information and experience for households’ inflation expectations
The role of information and experience for households’ inflation expectations Open
Based on a new survey of German households, we investigate the role of information channels and lifetime experience for households’ inflation expectations. We show that the types of information channels that households use to inform themse…
View article: RIBuild: Survey of historic building stock - with case studies on renovation
RIBuild: Survey of historic building stock - with case studies on renovation Open
Database prepared in Excel including four elements, as background information for RIBuild Deliverable D1.1 about the historic building stock: Historic buildings stock energy consumption (1) Historic building stock description (2) Building …
View article: RIBuild: Survey of historic building stock - with case studies on renovation
RIBuild: Survey of historic building stock - with case studies on renovation Open
Database prepared in Excel including four elements, as background information for RIBuild Deliverable D1.1 about the historic building stock: Historic buildings stock energy consumption (1) Historic building stock description (2) Building …