Working Papers

Nowcasting Macroeconomic Variables with a Sparse Mixed Frequency Dynamic Factor Model, with Domenic Franjic, February 2024

Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors, February 2024 [Suppl. Material A, Suppl. Material B]

Integrated Variance Estimation for Assets Traded in Multiple Venues, with Gustavo Fruet Dias, Februar 2024

The Asymptotic Theory of Hasbrouck Information Shares, January 2024

Multiple Structural Breaks in Vector Error Correction Models, with Markus Mößler, August 2023

Predictor Pre-Selection for Mixed-Frequency Dynamic Factor Models: A Simulation Study with an Empirical Application to GDP Nowcasting, with Domenic Franjic, July 2023

Bootstrap Inference for Cointegrating Polynomial Regressions, December 2021


Selected Papers

Information shares for markets with partially overlapping trading hours, with Thomas Dimpfl,
Journal of Banking & Finance, 2023, 154, 106970

Price discovery in equity markets: A state-dependent analysis of spot and futures markets, with Konstantin Kuck,
Journal of Banking & Finance, 2023, 149, 106808 [Preprint, Suppl. Material]

Spatial Panel Count Data Models: Modeling and Forecasting of Urban Crimes, with Stephanie Glaser and Robert Jung,
Journal of Spatial Econometrics, 2022, 3(2), 1–29 [Preprint]

Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions,
Journal of Time Series Analysis, 2022, 43, 83-104 [Preprint]

Bootstrap confidence intervals and hypothesis testing for market information shares,
Journal of Financial Econometrics, 2021, 19(5), 934-959 [Preprint]

Forecasting Baden-Württemberg's GDP Growth: MIDAS Regressions versus Dynamic Mixed-Frequency Factor Models, with Konstantin Kuck,
Journal of Forecasting, 2021, 40, 861-882

Price Effects of the Austrian Fuel Price Fixing Act: A Synthetic Control Study, with Maike Becker and Gregor Pfeifer,
Energy Economics, 2021, 97, 105207 [Preprint, Online Appendix]

A Note on Adaptive Group LASSO for Structural Break Time Series, with Simon Behrendt,
Econometrics and Statistics, 2021, 17, 156-172 [Preprint]

Are gold and silver cointegrated? New evidence from quantile cointegrating regressions,
Journal of Banking & Finance, 2018, 88, 44-51 [Preprint]

A Markov regime-switching model of crude oil market integration, with Konstantin Kuck,
Journal of Commodity Markets, 2017, 6, 16-31 [Preprint]


Other Papers

Vertical greening systems serve as effective means to promote pollinators: Experimental comparison of vertical and horizontal plantings, with Manuel Treder, Vera Joedecke, Kirsten Traynor, Ute Ruttensperger and Peter Rosenkranz,
Landscape and Urban Planning, 2023, 243, 104951

Benefits of fiber-enriched foods on satiety and parameters of human well-being in adults with or without cardiometabolic risk, with Janine Ehret, Beate Brandl, Rachel Rennekamp, Nanette Ströbele-Benschop, Thomas Skurk and Hans Hauner,
Nutrients, 2023, 15(18), 3871

Farm size, farmers' perceptions and chemical fertilizer overuse in grain production: Evidence from maize farmers in northern China, with Xiaomin Yu, Yajuan Li, Ji Ma, and Reiner Doluschitz,
Journal of Environmental Management, 2023, 325 Part A, 116347

Investigating the environmental Kuznets curve between economic growth and chemical fertilizer surpluses in China: A provincial panel cointegration approach, with Xiaomin Yu and Reiner Doluschitz,
Environmental Science and Pollution Research, 2022, 29, 18472-18494

Multiple Structural Breaks in Cointegrating Regressions: A Model Selection Approach, with Alexander Schmidt,
Studies in Nonlinear Dynamics & Econometrics, 2022, 26(2), 219-254 [Preprint]

The Need for Consumer-Focused Household Food Waste Reduction Policies by Using Dietary Patterns and Socioeconomic Status as Predictors: A Study on Wheat Bread Waste in Shiraz, Iran, with Shahin Ghaziani, Delaram Ghodsi, Gholamreza Dehbozorgi, Hamid Rasekhi, Shiva Faghih, and Reiner Doluschitz,
Foods, 2022, 11, 2886

Household Food Waste Quantification and Cross-Examining the Official Figures: A Study on Household Wheat Bread Waste in Shiraz, Iran, with Shahin Ghaziani, Delaram Ghodsi, Gholamreza Dehbozorgi, Shiva Faghih, Shabnam Mohabati and Reiner Doluschitz,
Foods, 2022, 11, 1188

Detecting a Copycat Effect in School Shootings Using Spatio-Temporal Panel Count Models, with Manuel Huth and Mark P. Gius,
Contemporary Economic Policy, 2021, 39, 719-736 [Preprint]

Environmental factors affect melezitose production in honeydew from aphids and scale insects of the order Hemiptera, with Victoria Seeburger, Basel Shaaban, Gertrud Lohaus, Annette Schroeder, and Martin Hasselmann,
Journal of Apicultural Research, 2021, 61(1), 127-137

Comparison of floral traits in Calibrachoa cultivars and assessment of their impacts on attractiveness to flower-visiting insects, with Melanie Marquardt, Lydia Kienbaum, Dominik Losert, Lea Annina Kretschmer, Marina Rigling, Yanyan Zhang, Nils Westermann, Ute Ruttensperger and Peter Rosenkranz,
Arthropod-Plant Interactions, 2021, 15, 517-534

Changes of microorganism composition in fresh and stored bee pollen from Southern Germany, with Carolin Friedle, Paul D'Alvise, Klaus Wallner, and Martin Hasselmann,
Environmental Science and Pollution Research, 2021, 28, 47251-47261

A Comparison of Different Data-Driven Procedures to Determine the Bunching Window, with Vincent Dekker,
Public Finance Review, 2021, 49(2), 262-293

Flight to Quality - Gold Mining Shares versus Gold Bullion, with Dirk Baur and Philipp Prange,
Journal of International Financial Markets, Institutions & Money, 2021, 71, 101296 [Preprint]

Evaluation of the importance of ornamental plants for pollinators in urban and suburban areas in Stuttgart, Germany, with Melanie Marquardt, Lydia Kienbaum, Lea Annina Kretschmer, Anja Penell, Ute Ruttensperger, Peter Rosenkranz,
Urban Ecosystems, 2021, 24, 811-825

The arbuscular mycorrhizal mycelium from barley differentially influences various defense parameters in the non-host sugar beet under co-cultivation, with Roghieh Hajiboland, Noushin Sadeghzadeh, Narges Moradtalab, Nasser Aliasgharzad, and Charlotte Poschenrieder,
Mycorrhiza, 2020, 30, 647-661

The Trisaccharide Melezitose Impacts Honey Bees and their Intestinal Microbiota, with Victoria Seeburger, Paul D'Alvise, Basel Shaaban, Gertrud Lohaus, Annette Schroeder, and Martin Hasselmann,
PLoS ONE, 2020, 15(4), 1-19

Testing for cointegration with threshold adjustment in the presence of structural breaks,
Studies in Nonlinear Dynamics & Econometrics, 2020, 24 (1), 1-26, [Preprint, Code]

Price Regulations and Price Adjustment Dynamics: Evidence from the Austrian Retail Fuel Market, with Eva Fasoula
Journal of Transportation Economics and Policy, 2020, 54(1), 21-39 [Preprint]

On the Validity of Tests for Asymmetry in Residual-based Threshold Cointegration Models, with Karl-Heinz Schild,
Econometrics, 2019, 7 (1), 1-13

Asymmetric price transmission in the US and German fuel markets: a quantile autoregression approach,
Empirical Economics, 2019, 56 (3), 1071-1095 [Preprint]

Asymmetric over- and undershooting of major exchange rates: Evidence from quantile regressions, with Konstantin Kuck and Robert Maderitsch,
Economics Letters, 2015, 126, 114-118


Statistical Consulting Projects

The Digital Leadership Framework: Insights into new leadership roles in facing digital transformation, with Marion Büttgen, Eva-Helen Krehl and Ellen Weber, July 2020

Increased honey bee density changes foraging dynamics in flower-rich meadows without impacting reproductive rates of a solitary bee species (Osmia bicornis), with Manuel Treder, Michael Glück, Raghdan Alkattea, Martin Dieterich, Ulrich Ernst, Vera Joedecke, Peter Rosenkranz, Ute Ruttensperger, and Kirsten Traynor, December 2023

How do flower morphological features involved in tactile signaling influence pollinator behavior in a sexually deceptive system?, with Noa L. A. Schwabe, Johannes L. M. Steidle, Mattia Alessandrini, Salvatore Cozzolino, Philipp M. Schlüter, December 2023