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Christian Haefke

Professor of Economics

19952013
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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
Jump
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
Wages
Job creation
Workers
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

Deregulation
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

Finance
Econometrics
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

Unemployment
Job matching
Turbulence
Matching model
Workers