Working papers
 
  • "Patterns of Deception: Why and How Rising States Cloak Their Power." latest version: August 14, 2008. (download PDF)

    Abstract:

This paper examines the widespread practice of deliberate deception in the international realm and presents a theory of "dynamic deception" that helps predict when countries will try to understate their actual strength and when they are likely to overstate it. Concretely, I explain when and why a rising power will abruptly switch from understating its military capabilities to overstating them and illustrate my theory using data on Germany's behavior in the interwar years.

  • "The Elusive Link: New Evidence on the Interplay of Trade and Conflict." latest version: April 10, 2008. (download PDF)

    Abstract:

This paper revisits the view that trade fosters peaceful relations among nations. Based upon a new data set covering the years 1900 to 1944, I first show that the track record of trade volumes in the four major European powers and the U.S. is decidedly mixed before and during World War I as well as World War II. Trade volumes rose in five out of the nine wartime cases for which data are available. Further, I show that in the case of Nazi Germany increased trade was not a hindrance to, but rather a consequence of impending conflict. These findings cast considerable doubt upon the validity of the peace-through-trade hypothesis.

  • "Revenue Patterns in the U.S. States." latest version: March 1, 2007. (download PDF)

    Please note: This paper will be revised substantially in the near future.

    Abstract:

    This paper empirically evaluates partisan policy influences on state-level general fund revenue changes in all 50 American states for the period 1988 to 2004. Contrary to the earlier literature on partisan tax policy in the U.S., I find little substantively meaningful evidence to back up the claim of a systematic difference in general fund revenue changes depending upon state governors' party affiliation.

    A July 2006 version has been published as the John-F.-Kennedy-Institut Working Paper #135, John-F.-Kennedy-Institute for North American Studies, Freie Universität Berlin, and can be downloaded as a PDF file here.
  • with Thomas Kreye. "The Value of Corporate Industrial and International Diversification: Evidence from Germany." latest version: July 14, 2007. (download PDF)

    Abstract:

    This paper examines the stock-market valuation impact of industrial and international diversification for German firms from 2000 to 2003. We posit that the relationship between industrial diversification and valuation has an inverted-U-shape, while international diversification should affect a firm's value in an increasing, linear fashion. Using a novel data set, we find strong empirical support for our first theoretical conjecture, yet only limited support for the second one. In addition, we identify a sizable positive interaction effect between R&D spending and the value of international diversification.

    An earlier version (February 2006) can be downloaded from the 2006 European Economic Association annual conference website.

  • "Defying the Random Walk: An Empirical Assessment of Professional USD/€ Foreign Exchange Rate Forecasts." latest version: February 20, 2007. (download PDF)

    Abstract:

This research note examines the accuracy of USD/€ foreign exchange rate forecasts for four forecasting horizons. I find that while professional forecasts do on average not outperform a simple random walk model when the forecast horizon is either one month, three months or twelve months, two-year forecasts perform notably better than a simple extrapolation of the current exchange rate.

Note: The accompanying data set can be downloaded here.

last update: May 28, 2008

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