Lecturer | Prof. Dr. J. Grammig, Dipl.-Volkswirtin K.Kehrle Dipl.-Volkswirtin F.Peter |
Profiles | |
Prerequisites | |
Language | English |
Time and Place | 18.05.08 - 21.05.08 in Konstanz. (Blockseminar) |
Exam | |
Credit Points | 7,5 ECTS 6LP |
Course Ref. No. | S510 |
News
Information regarding the Seminar can be downloaded here <link fileadmin uni_tuebingen fakultaeten wiso wiwi uploads lehrstuehle prof._grammig lehress08 seminar vorbesprechung.pdf download>(pdf)
Literature and Topics
Topic A: Cointegration
Bauwens, L., Deprings, D., and J.-P. Vandeuren, (1997). "Modelling Interest Rates with a Cointegrated VAR-GARCH Model.", Papers 9780, Catholique de Louvain - Center for Operations Research and Economics,
Term paper: Björn König (Supervisor: Franziska Peter)
Discussant: Marcel Smolka
Topics B: Microeconometrics
B1
Buch, C.M., and A. Lipponer (2007). "FDI-versus-exports: Evidence from German banks." Journal of Banking and Finance, 31, 805-826.
Term paper: Marcel Smolka (Supervisor: Franziska Peter)
Discussant: Peter Malec
B2
Hausmann, J., Lo, A., and A. MacKinley (1992), "An Ordered Probit Analysis of Transaction Stock Prices", Journal of Financial Economics, 31(3) ,319-379.
Term paper: Peter Malec (Supervisor: Kerstin Kehrle)
Discussant: Björn König