@article{Strohe1996,
  author    = {Strohe, Hans Gerhard},
  title     = {A dynamical partial least sqares approach to macroeconometric modelling},
  year      = {1996},
  language  = {en}
}
@article{Strohe1998,
  author    = {Strohe, Hans Gerhard},
  title     = {A heuristic partial-least-squares approach to estimating dynamic path models},
  series = {Classification, Data Analysis, and Data Highways},
  journal   = {Classification, Data Analysis, and Data Highways},
  publisher = {Springer},
  address   = {Berlin, Heidelberg},
  isbn      = {3-540-63909-8},
  doi       = {10.1007/978-3-642-72087-1},
  year      = {1998},
  language  = {en}
}
@book{NastanskyMehnertStrohe2014,
  author    = {Nastansky, Andreas and Mehnert, Alexander and Strohe, Hans Gerhard},
  title     = {A vector error correction model for the relationship between public debt and inflation in Germany},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-50246},
  publisher      = {Universit{\"a}t Potsdam},
  year      = {2014},
  abstract  = {In the paper, the interaction between public debt and inflation including mutual impulse response will be analysed. The European sovereign debt crisis brought once again the focus on the consequences of public debt in combination with an expansive monetary policy for the development of consumer prices. Public deficits can lead to inflation if the money supply is expansive. The high level of national debt, not only in the Euro-crisis countries, and the strong increase in total assets of the European Central Bank, as a result of the unconventional monetary policy, caused fears on inflating national debt. The transmission from public debt to inflation through money supply and long-term interest rate will be shown in the paper. Based on these theoretical thoughts, the variables public debt, consumer price index, money supply m3 and long-term interest rate will be analysed within a vector error correction model estimated by Johansen approach. In the empirical part of the article, quarterly data for Germany from 1991 by 2010 are to be examined.},
  language  = {en}
}
@article{RambertStrohe2001,
  author    = {Rambert, Laurence and Strohe, Hans Gerhard},
  title     = {Analyse der Besch{\"a}ftigungsentwicklung in brandenburgischen Betrieben anhand Paneldaten der amtlichen Statistik},
  year      = {2001},
  language  = {de}
}
@book{RugeStrohe2008,
  author    = {Ruge, Marcus and Strohe, Hans Gerhard},
  title     = {Analyse von Erwartungen in der Volkswirtschaft mit Partial-Least-Squares-Modellen},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-27010},
  publisher      = {Universit{\"a}t Potsdam},
  year      = {2008},
  abstract  = {Der statistische Diskussionbeitrag untersucht, ob und wie sich Erwartungen und Stimmungen in der Wirtschaft bilden bzw. von welchen volkswirtschaftlichen Gr{\"o}ßen sie abh{\"a}ngen. Als Methodik werden Partial Least Squares (PLS) Modelle genutzt, eine Modellklasse der Pfadanalyse mit latenten Variablen. Die verwendeten Daten wurden vom Ifo-Institut und aus der amtlichen Statistik entnommen.},
  language  = {de}
}
@book{KunzeStrohe2010,
  author    = {Kunze, Karl-Kuno and Strohe, Hans Gerhard},
  title     = {Antipersistence in German stock returns},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-45582},
  publisher      = {Universit{\"a}t Potsdam},
  year      = {2010},
  abstract  = {Persistence of stock returns is an extensively studied and discussed theme in the analysis of financial markets. Antipersistence is usually attributed to volatilities. However, not only volatilities but also stock returns can exhibit antipersistence. Antipersistent noise has a somewhat rougher appearance than Gaussian noise. Heuristically spoken, price movements are more likely followed by movements in the opposite direction than in the same direction. The pertaining integrated process exhibits a smaller range - prices seem to stay in the vicinity of the initial value. We apply a widely used test based upon the modified R/S-Method by Lo [1991] to daily returns of 21 German stocks from 1960 to 2008. Combining this test with the concept of moving windows by Carbone et al. [2004], we are able to determine periods of antipersistence for some of the series under examination. Our results suggest that antipersistence can be found for stocks and periods where extraordinary corporate actions such as mergers \& acquisitions or financial distress are present. These effects should be properly accounted for when choosing and designing models for inference.},
  language  = {en}
}
@book{KunzeStrohe2010,
  author    = {Kunze, Karl-Kuno and Strohe, Hans Gerhard},
  title     = {Antipersistence in German Stock Returns},
  series = {Statistische Diskussionsbeitr{\"a}ge},
  volume    = {39},
  journal   = {Statistische Diskussionsbeitr{\"a}ge},
  publisher = {Univ.},
  address   = {Potsdam},
  issn      = {0949-068x},
  pages     = {16 S.},
  year      = {2010},
  language  = {en}
}
@article{RambertStrohe2002,
  author    = {Rambert, Laurence and Strohe, Hans Gerhard},
  title     = {Besch{\"a}ftigungsentwicklung in der brandenburgischen Industrie anhand von Betriebs-Panel-Daten der regionalen Statistik},
  year      = {2002},
  language  = {de}
}
@article{FaberStrohe2000,
  author    = {Faber, Cathleen and Strohe, Hans Gerhard},
  title     = {Consumer prices in russia and transforming official statistics},
  year      = {2000},
  language  = {en}
}
@article{StroheFaber2005,
  author    = {Strohe, Hans Gerhard and Faber, Cathleen},
  title     = {Core inflation in Russia : different approaches for the period from january 1997 to april 2003},
  year      = {2005},
  language  = {en}
}