WorldCat Identities

Döpke, Jörg

Overview
Works: 143 works in 344 publications in 2 languages and 1,303 library holdings
Roles: Author, Editor, Contributor
Classifications: HB5, 332.6420943
Publication Timeline
.
Most widely held works by Jörg Döpke
Quo vadis, Euroland? by Jörg Döpke( Book )

4 editions published in 1998 in English and German and held by 52 WorldCat member libraries worldwide

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

5 editions published in 1998 in English and German and held by 50 WorldCat member libraries worldwide

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

6 editions published in 1995 in German and held by 48 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

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

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

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

4 editions published between 2004 and 2005 in English and held by 34 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
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 )

3 editions published in 1993 in German and held by 33 WorldCat member libraries worldwide

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

7 editions published in 2008 in English and held by 28 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
Financial openness and business cycle volatility by Claudia M Buch( Book )

11 editions published between 2002 and 2005 in English and German and held by 27 WorldCat member libraries worldwide

This paper discusses whether the integration of international financial markets affects business cycle fluctuations. In the framework of a new open economy macro-model, we show that the link between financial openness and business cycle volatility depends on the nature of the underlying shock. Empirical evidence supports this conclusion. Our results also show that the link between business cycle volatility and financial openness has not been stable over time
Predicting Germany's recessions with leading indicators : evidence from probit models by Jörg Döpke( Book )

7 editions published in 1999 in English and held by 27 WorldCat member libraries worldwide

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

9 editions published in 2001 in English and held by 27 WorldCat member libraries worldwide

What can the ECB learn from Bundesbank interventions? : evidence on the link between exchange rate volatility and interventions by Jörg Döpke( Book )

8 editions published in 1999 in English and held by 27 WorldCat member libraries worldwide

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

8 editions published in 2000 in English and held by 26 WorldCat member libraries worldwide

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

9 editions published in 2001 in English and held by 26 WorldCat member libraries worldwide

The paper elaborates on the employment intensity of growth. Previous evidence regarding this question is surveyed. Empirical results concerning Europe and selected other industrial countries reveal that the cyclical link between unemployment and growth is still stable in the nineties. However, the relation strongly depends on the variable chosen to represent the labor market situation. Test on an asymmetric relation leads to ambitious results. Cross-country and panel evidence suggest that the employment intensity of growth is influenced by the country's wage setting process, the share of the service sector, and labor market flexibility. A clear-cut importance of exchange rate volatility cannot be found. Some conclusions with regard to economic policy are drawn
Macroeconomic forecasts and the nature of economic shocks in Germany by Jörg Döpke( Book )

9 editions published in 2000 in English and held by 25 WorldCat member libraries worldwide

The paper investigates the sources of macroeconomic forecast errors in Germany. The predictions of the so-called "six leading" research institutes are analyzed. The forecast errors are discussed within an aggregate demand/supply scheme. Structural Vector Autoregressive Models are estimated to identify the shocks underlying the business cycle. It is tested whether these shocks can explain the forecast errors. The empirical results suggest that, in general, the shocks are helpful in explaining the forecast errors. However, the correlations are rather weak. In addition, lagged shocks help also to explain the mispredictions of the institutes. Thus, forecasters' expectations are not rational
Politics and the stock market : evidence from Germany by Jörg Döpke( Book )

10 editions published in 2004 in English and German and held by 25 WorldCat member libraries worldwide

Consumer preferences and the reliability of Euler equation tests of capital mobility : some simulation-based evidence by Claudia M Buch( Book )

8 editions published in 2002 in English and German and held by 25 WorldCat member libraries worldwide

Business cycle volatility in Germany by Claudia M Buch( Book )

9 editions published in 2002 in English and German and held by 25 WorldCat member libraries worldwide

Stylized facts suggest that output volatility in OECD countries has declined in recent years. However, the causes and the nature of this decline have so far been analyzed mainly for the United States. In this paper, we analyze whether structural breaks in the dynamics and the volatility of the real output process in Germany can be detected. We report evidence that output volatility has declined in Germany. Yet, this decline in output volatility is not as clear-cut as it is in the case of the United States. In consequence, it is difficult to answer the question whether the decline in output volatility in Germany reflects good economic and monetary policy or merely "good luck"
 
moreShow More Titles
fewerShow Fewer Titles
Audience Level
0
Audience Level
1
  Kids General Special  
Audience level: 0.88 (from 0.49 for Great mode ... to 0.91 for Euroland: ...)

Alternative Names
Döpke, J. 1963-

Döpke, Jörg

Languages
English (115)

German (15)