@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} } @book{KunzeStrohe2010, author = {Kunze, Karl-Kuno and Strohe, Hans Gerhard}, title = {Time-varying persistence in the German stock market}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-42046}, publisher = {Universit{\"a}t Potsdam}, year = {2010}, abstract = {This paper studies the persistence of daily returns of 21 German stocks from 1960 to 2008. We apply a widely used test based upon the modified R/S-Method by Lo [1991]. As an extension to Lux [1996] and Carbone et al. [2004] and in analogy to moving average or moving volatility, the statistics is calculated for moving windows of length 4, 8, and 16 years for every time series. Periods of persistence or long memory in returns can be found in some but not all time series. Robustness of results is verified by investigating stationarity and short memory effects.}, language = {en} } @book{NastanskyStrohe2010, author = {Nastansky, Andreas and Strohe, Hans Gerhard}, title = {The impact of changes in asset prices on real economic activity : a cointegration analysis for Germany}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-43762}, publisher = {Universit{\"a}t Potsdam}, year = {2010}, abstract = {This paper reviews theoretical and empirical evidence of asset price movements impact on the real economic activity. A key channel is the wealth effect on consumption. Fluctuations in stock prices and housing prices influence the households wealth and could have important impacts on households consumption. In addition, stock prices may affect corporate sector investments and property prices may affect building activity. Here, the method of cointegration is used to estimate the wealth effect and the investment effect in aggregate time series for Germany after the Reunification in 1990. Moreover, we discuss the role of asset prices in the monetary policy strategy of the ECB.}, 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{StroheAchsani2006, author = {Strohe, Hans Gerhard and Achsani, Noer Azam}, title = {The transmission of economic fluctuations between Russia, Europe, Asia and North America}, isbn = {3-540-24183-3}, year = {2006}, 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} } @article{AchsaniStrohe2004, author = {Achsani, Noer Azam and Strohe, Hans Gerhard}, title = {Dynamic causal links between the russian stock exchange and selected international stock markets}, year = {2004}, language = {en} } @article{StroheNoer2004, author = {Strohe, Hans Gerhard and Noer, Achsani}, title = {Dynamic causal relationships between central-east european stock market prices and selected international indices}, year = {2004}, language = {en} } @book{Strohe2004, author = {Strohe, Hans Gerhard}, title = {Time Series Analysis : Textbook for Students of Economics and Business Administration}, publisher = {Univ.}, address = {Potsdam}, pages = {63 S.}, year = {2004}, language = {en} } @book{Strohe2004, author = {Strohe, Hans Gerhard}, title = {Time series analysis}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-6601}, publisher = {Universit{\"a}t Potsdam}, year = {2004}, subject = {Zeitreihenanalyse}, language = {en} } @article{FaberStrohe2003, author = {Faber, Cathleen and Strohe, Hans Gerhard}, title = {Structure and Growth of Private Consumption in Russia and East Germany}, isbn = {3-540-00910-8}, year = {2003}, language = {en} } @article{GeppertStrohe2001, author = {Geppert, Frank and Strohe, Hans Gerhard}, title = {DPLS : partial least squares program}, isbn = {3-540-67545-0}, year = {2001}, language = {en} } @article{StroheFaber2000, author = {Strohe, Hans Gerhard and Faber, Cathleen}, title = {Official statistics in russia and the measurement of the crisis : some remarks on russian price statistics}, year = {2000}, language = {en} } @article{FaberStrohe2000, author = {Faber, Cathleen and Strohe, Hans Gerhard}, title = {Consumer prices in russia and transforming official statistics}, year = {2000}, language = {en} } @article{Strohe2000, author = {Strohe, Hans Gerhard}, title = {The use of confidential industrial microdata of the Brandenburg official statistics for modelling regional economics : a project report}, year = {2000}, language = {en} } @book{StroheHaerdleGeppert1999, author = {Strohe, Hans Gerhard and H{\"a}rdle, Wolfgang and Geppert, Frank}, title = {DPLS in XploRe : a PLS approach to dynamic path models}, series = {Discussion Paper / Humboldt-Universit{\"a}t zu Berlin, SFB 373, Quantifikations und Simulatio}, journal = {Discussion Paper / Humboldt-Universit{\"a}t zu Berlin, SFB 373, Quantifikations und Simulatio}, publisher = {Humboldt-Univ.}, address = {Berlin}, issn = {1436-0640}, pages = {15 S.}, year = {1999}, language = {en} } @article{RambertStrohe1999, author = {Rambert, Laurence and Strohe, Hans Gerhard}, title = {The perspective of new organisation of work with regard on the position of the labour market in the state of Brandenburg : a statistical analysis}, year = {1999}, 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} } @article{Strohe1997, author = {Strohe, Hans Gerhard}, title = {Dynamic partial-least-squares models}, year = {1997}, language = {en} } @article{Strohe1996, author = {Strohe, Hans Gerhard}, title = {A dynamical partial least sqares approach to macroeconometric modelling}, year = {1996}, language = {en} } @article{Strohe1996, author = {Strohe, Hans Gerhard}, title = {Dynamic partial least squares models}, year = {1996}, language = {en} } @article{Strohe1995, author = {Strohe, Hans Gerhard}, title = {Dynamic latent variables path models : an alternative PLS estimation}, series = {Statistische Diskussionsbeitr{\"a}ge}, volume = {1}, journal = {Statistische Diskussionsbeitr{\"a}ge}, publisher = {Univ.}, address = {Potsdam}, pages = {18 S.}, year = {1995}, language = {en} }