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Christian Haefke

Professor of Economics

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    Fingerprint Weighted list of dominant concepts in the researcher's publications (titles and abstracts).

    Neural networks Engineering & Materials Science
    Error correction Engineering & Materials Science
    Network architecture Engineering & Materials Science
    Linear networks Engineering & Materials Science
    Hill Estimator Mathematics
    Extreme Order Statistics Mathematics
    Error Correction Model Mathematics
    Strong Mixing Mathematics

    Research Output 1995 2013

    Bayesian analysis and model selection of garch models with additive jumps

    Haefke, C. & Soegner, L., Jan 1 2013, Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis: Essays in Honor of Halbert L. White Jr. Springer New York, p. 179-208 30 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

    Bayesian analysis
    Model selection
    GARCH model
    Bayesian model

    Wage rigidity and job creation

    Haefke, C., Sonntag, M. & van Rens, T., Nov 1 2013, In : Journal of Monetary Economics. 60, 8, p. 887-899 13 p.

    Research output: Contribution to journalArticle

    Wage rigidity
    Job creation
    Labour market

    Product market deregulation and the US employment miracle

    Ebell, M. & Haefke, C., Jul 1 2009, In : Review of Economic Dynamics. 12, 3, p. 479-504 26 p.

    Research output: Contribution to journalArticle

    Product market
    Equilibrium unemployment
    Unemployment rate
    Monopolistic competition

    Mixtures of t-distributions for finance and forecasting

    Giacomini, R., Gottschling, A., Haefke, C. & White, H., May 1 2008, In : Journal of Econometrics. 144, 1, p. 175-192 18 p.

    Research output: Contribution to journalArticle

    Density forecasts
    Option pricing
    Density function

    Turbulence and unemployment in a job matching model

    den Haan, W. J., Haefke, C. & Ramey, G., Dec 1 2005, In : Journal of the European Economic Association. 3, 6, p. 1360-1385 26 p.

    Research output: Contribution to journalArticle

    Job matching
    Matching model