TY  - BOOK
A1  - Kunze, Karl-Kuno
A1  - Strohe, Hans Gerhard
T1  - Time-varying persistence in the German stock market
N2  - 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.
T3  - Statistische Diskussionsbeiträge - 37 
KW  - Persistenz
KW  - Aktienmarkt
KW  - persistence
KW  - stock market
Y1  - 2010
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-42046
ER  - 
TY  - BOOK
A1  - Strohe, Hans Gerhard
T1  - Time Series Analysis : Textbook for Students of Economics and Business Administration
Y1  - 2004
UR  - http://www.uni-potsdam.de/statoek/documents/zeitr/Time_Series_Analysis_Script2.pdf
PB  - Univ.
CY  - Potsdam
ER  - 
TY  - BOOK
A1  - Strohe, Hans Gerhard
T1  - Time series analysis
BT  - textbook for students of economics and business administration ; [part 2]
KW  - Zeitreihenanalyse
KW  - Stationärer Prozess
KW  - Spektraldichte
KW  - Autokorrelation
KW  - Time Series Analysis
KW  - Stationary Stochastic Processes
KW  - ARMA Processes
KW  - Autocorrelation
KW  - Spectral Density
KW  - ARIMA Models
KW  - ARCH
KW  - GARCH
Y1  - 2004
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-6601
ER  - 
TY  - JOUR
A1  - Strohe, Hans Gerhard
T1  - The use of confidential industrial microdata of the Brandenburg official statistics for modelling regional economics : a project report
Y1  - 2000
ER  - 
TY  - JOUR
A1  - Strohe, Hans Gerhard
A1  - Achsani, Noer Azam
T1  - The transmission of economic fluctuations between Russia, Europe, Asia and North America
Y1  - 2006
SN  - 3-540-24183-3
ER  - 
TY  - JOUR
A1  - Rambert, Laurence
A1  - Strohe, Hans Gerhard
T1  - The perspective of new organisation of work with regard on the position of the labour market in the state of Brandenburg : a statistical analysis
Y1  - 1999
ER  - 
TY  - BOOK
A1  - Nastansky, Andreas
A1  - Strohe, Hans Gerhard
T1  - The impact of changes in asset prices on real economic activity : a cointegration analysis for Germany
N2  - 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.
T3  - Statistische Diskussionsbeiträge - 38 
KW  - Stock Prices
KW  - Property Prices
KW  - Consumption
KW  - Investment
KW  - Central Banking Policy
Y1  - 2010
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-43762
ER  - 
TY  - JOUR
A1  - Faber, Cathleen
A1  - Strohe, Hans Gerhard
T1  - Structure and Growth of Private Consumption in Russia and East Germany
Y1  - 2003
SN  - 3-540-00910-8
ER  - 
TY  - JOUR
A1  - Strohe, Hans Gerhard
A1  - Faber, Cathleen
T1  - Official statistics in russia and the measurement of the crisis : some remarks on russian price statistics
Y1  - 2000
ER  - 
TY  - JOUR
A1  - Strohe, Hans Gerhard
T1  - Dynamic partial-least-squares models
Y1  - 1997
ER  -