Publications

A New Sectoral Unit Labour Cost Indicator Based on Global Value Chains

Applied Economics Letters, 29(13), 1152–1157, 2022

joint with Thomas Beissinger

A Class of Periodic Trend Models for Seasonal Time Series

Journal of Forecasting, 38, 106–121, 2019

joint with Tommaso Proietti and Gian Luigi Mazzi

Illuminating the World Cup Effect: Night Lights Evidence from South Africa

Journal of Regional Science, 58(5), 887–920, 2018

joint with Gregor Pfeifer and Fabian Wahl

Companion document: List of projects in South Africa 2004 - 2013 (Download)

A Data-Cleaning Augmented Kalman Filter for Robust Estimation of State Space Models

Econometrics and Statistics, 5, 107-123, 2018

joint with Tommaso Proietti and Stefano Grassi

EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area

Journal of Applied Econometrics, 32, 683-703, 2017

joint with Tommaso Proietti and Gian Luigi Mazzi

Monthly US Business Cycle Indicators: A New Multivariate Approach Based on a Band-Pass Filter

Empirical Economics, 52, 1379-1408, 2017

joint with Víctor Gómez

Bidirectional Relationship between Investor Sentiment and Excess Returns: New Evidence from the Wavelet Perspective

Applied Economics Letters, 23(18), 1305-1311, 2016

joint with Thomas Beissinger

Outlier Detection in Structural Time Series Models: The Indicator Saturation Approach

International Journal of Forecasting, 32(1), 180–202, 2016

joint with Tommaso Proietti

Cyclicality of Real Wages in the USA and Germany: New Insights from Wavelet Analysis

Economic Modelling, 47, 40–52, 2015

joint with Víctor Gómez

Real Wages and the Business Cycle in Germany

Empirical Economics, 44, 469–490, 2013

joint with Thomas Beissinger

Working Papers and Reports

Technical Change, Task Allocation, and Labor Unions

IZA Discussion Paper No. 15632, 2022

joint with Thomas Beissinger and Franziska Brall

Divergence in Labour Force Growth: Should Wages and Prices Grow Faster in Germany?

IZA Discussion Paper No. 13538, 2020

joint with Thomas Beissinger and Joel Hellier

Competitiveness at the Country-Sector Level: New Measures Based on Global Value Chains

IZA Discussion Paper No. 11499, 2018. Revise & Resubmit in The World Economy

joint with Thomas Beissinger

SPECTRAN, a Set of Matlab Programs for Spectral Analysis

FZID Discussion Paper No. 60, 2012

joint with Víctor Gómez

Maßnahmen zur Förderung der Chancengleichheit sowie Frauen in Führungspositionen in baden-württembergischen Betrieben

IAW-Kurzbericht No. 5, December 2009

joint with Günther Klee