@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{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{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}
}
@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{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}
}
@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}
}
@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{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{Strohe1997,
  author    = {Strohe, Hans Gerhard},
  title     = {Dynamic partial-least-squares models},
  year      = {1997},
  language  = {en}
}