WorldCat Identities

Döpke, Jörg

Overview
Works: 101 works in 239 publications in 2 languages and 1,113 library holdings
Roles: Author, Editor
Classifications: HB5, 332.6420943
Publication Timeline
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Most widely held works by Jörg Döpke
Quo vadis, Euroland? by Jörg Döpke( Book )

5 editions published in 1998 in English and German and held by 49 WorldCat member libraries worldwide

Euroland: new conditions for economic policy by Jörg Döpke( Book )

6 editions published in 1998 in English and German and held by 48 WorldCat member libraries worldwide

Zur Qualität von Konjunkturprognosen für Westdeutschland : 1976 - 1994 by Jörg Döpke( Book )

7 editions published in 1995 in German and Undetermined and held by 45 WorldCat member libraries worldwide

Real-time macroeconomic data and ex ante predictability of stock returns by Jörg Döpke( Book )

3 editions published in 2006 in English and held by 35 WorldCat member libraries worldwide

The within-distribution business cycle dynamics of German firms by Jörg Döpke( Book )

4 editions published in 2006 in English and held by 34 WorldCat member libraries worldwide

Does trade openness increase firm-level volatility? by Claudia M Buch( Book )

3 editions published in 2006 in English and held by 34 WorldCat member libraries worldwide

Real-time forecasting and political stock market anomalies : evidence for the U.S. by Martin T Bohl( Book )

3 editions published in 2006 in English and held by 34 WorldCat member libraries worldwide

Preisrigiditäten, Lohnrigiditäten und Mengenrationierungen : eine empirische Analyse für die Bundesrepublik Deutschland by Jörg Döpke( Book )

2 editions published in 1993 in German and held by 30 WorldCat member libraries worldwide

Real-time data and business cycle analysis in Germany by Jörg Döpke( Book )

3 editions published in 2004 in English and held by 29 WorldCat member libraries worldwide

This paper examines the consequences of using so-called "real-time" data for business cycle analysis in Germany. Based on a novel data set covering quarterly real output data from 1980 to 2002 real-time output gaps using some popular filter methods are calculated. They differ considerably from their counterparts based on the most recent data and are, thus, not very reliable. While real-time output gaps are generally not unbiased forecasts of the final output gap series, they provide at least some information regarding the sign of the final output gap. The information content of output gaps calculated in real-time for future inflation is tested by means of an out-of-sample forecast exercise and found to be very limited. Generally, the results for simple growth rates appear to be more promising that the results for simple filters to estimate the output gap. This points to the possibility that the problematic nature of the real-time output gaps is not due to revisions of the underlying data but due to the end-of-sample problem that occurs in filtering recent data. All in all, the results support previous findings regarding other countries that revisions of data and output gap estimates can seriously distort business cycle analysis and, thus, research and policy decisions
What can the ECB learn from Bundesbank interventions? : evidence on the link between exchange rate volatility and interventions by Jörg Döpke( Book )

7 editions published in 1999 in English and held by 25 WorldCat member libraries worldwide

Stock market dispersion, sectoral shocks, and the German business cycle by Jörg Döpke( Book )

5 editions published in 2000 in English and held by 24 WorldCat member libraries worldwide

Sources of euro real exchange rate fluctuations : what is behind the euro weakness in 1999-2000 by Jörg Döpke( Book )

5 editions published in 2001 in English and held by 24 WorldCat member libraries worldwide

Predicting Germany's recessions with leading indicators : evidence from probit models by Jörg Döpke( Book )

6 editions published in 1999 in English and held by 24 WorldCat member libraries worldwide

Stylized facts of Euroland's business cycle by Jörg Döpke( Book )

5 editions published in 1998 in English and held by 24 WorldCat member libraries worldwide

Financial market volatility and inflation uncertainty : an empirical investigation by Jörg Döpke( Book )

5 editions published in 1999 in English and held by 23 WorldCat member libraries worldwide

The "employment intensity" of growth in Europe by Jörg Döpke( Book )

5 editions published in 2001 in English and held by 23 WorldCat member libraries worldwide

Politics and the stock market : evidence from Germany by Jörg Döpke( Book )

7 editions published in 2004 in English and held by 23 WorldCat member libraries worldwide

Brokers and business cycles : does financial market volatility cause real fluctuations? by Jörg Döpke( Book )

4 editions published in 1998 in English and held by 23 WorldCat member libraries worldwide

Inflation and the skewness of the distribution of relative price changes : empirical evidence for Germany by Jörg Döpke( Book )

5 editions published in 2001 in English and held by 23 WorldCat member libraries worldwide

Great moderation at the firm level? unconditional vs. conditional output volatility by Claudia M Buch( Book )

5 editions published in 2008 in English and held by 11 WorldCat member libraries worldwide

Aggregated output in industrialized countries has become less volatile over the past decades. Whether this "Great Moderationʺ can be found in firm level data as well remains disputed. We study the evolution of firm level output volatility using a balanced panel dataset on German firms that covers 35 years (1971-2005) and about 1,500 firms per year. In contrast to earlier work using firm level data, we use the multifactor residual model proposed by Pesaran (2006) to isolate the idiosyncratic component of firms' real sales growth from macroeconomic developments. Our paper has three main findings. First, time trends in unconditional firm level and aggregated output volatility in Germany are similar. There has been a long-run downward trend, which was interrupted by the unification period. Second, the conditional, idiosyncratic firm level volatility does not exhibit a downward trend. If anything idiosyncratic volatility has been on a slow trend rise. Third, we find evidence of a positive link between growth and volatility at the firm level
 
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Audience level: 0.90 (from 0.53 for Great mode ... to 0.93 for Real-time ...)

Alternative Names
Döpke, J. 1963-

Döpke, Jörg

Languages
English (84)

German (10)