Priv.-Doz. Dr. Jürgen Ehlgen

Academic Publications

• "The Influence of Real Factors on Nominal Exchange Rates," Discussion Papers on Monetary Macroeconomics No. 21, University of Siegen, Department of Economics, 1986 (with Wolfgang Leoni).
• "The Identification of Industry-Specific Business Cycle Indicators," Economic Discussion Papers 23-91, University of Siegen, Department of Economics, 1991 (with Matthias Schlemper and Klaus Schöler).
• “Solving the Stochastic Growth Model by Parameterizing the Decision Function,” Economic Discussion Papers 28-92, University of Siegen, Department of Economics, 1992.
• "The Application of Industry-Specific Business Cycle Indicators," Economic Discussion Papers 30-92, University of Siegen, Department of Economics, 1992 (with Matthias Schlemper and Klaus Schöler).
• "Business Cycle Indicators Based on Survey Data – Part I," in: Yearbook of National Economy and Statistics 212, pp. 248–256, Gustav Fischer Verlag, 1993 (with Matthias Schlemper and Klaus Schöler).
• "Business Cycle Indicators Based on Survey Data – Part II," in: Yearbook of Economics and Statistics 212, pp. 419–441, Gustav Fischer Verlag, 1993 (with Matthias Schlemper and Klaus Schöler).
• Consumption and Income: Approaches to Explaining the Deaton Paradox, Haag and Herchen, 1994 (doctoral dissertation).
• "Software Review: Time Series Processor 4.3A," in: Computational Statistics 11, pp. 495–500, Physica-Verlag, 1996.
• “Income, Consumption, and Rational Expectations,” in: WiSt—Economics Studies 26, pp. 274–278, C.H. Beck, 1997.
• "Book Review: Stefan Glaß, In Favor of a Direct Price Level Target in Monetary Policy," in: Kredit und Kapital 30, pp. 488–492, Duncker & Humblot, 1997.
• "A Comparison of Solution Methods for Real Business Cycle Models," Volkswirtschaftliche Diskussionsbeiträge 66–98, University of Siegen, Department of Economics, 1998.
• “Computing the Moments of the Filtered Variables in a State-Space System,” in: Applied Economics Letters 5, pp. 759–760, Routledge, 1998.
• "Distortionary Effects of the Optimal Hodrick-Prescott Filter," in: Economics Letters 61, pp. 345–349, Elsevier Science, 1998.
• "A Nonrecursive Solution Method for the Linear-Quadratic Optimal Control Problem with a Singular Transition Matrix," in: Computational Economics 13, pp. 17–23, Kluwer Academic Publishers, 1999.
• "A Simple Algorithm to Factorize the Autocovariance Function of a Moving Average Process," in: Computational Statistics 14, pp. 189–195, Physica-Verlag, 1999.
• "Book Review: Ernst Baltensperger (ed.), Speculation, Price Formation, and Volatility in Financial and Foreign Exchange Markets," in: Kredit und Kapital 32, pp. 481–486, Duncker & Humblot, 1999.
• Numerical Methods for the Analysis of Dynamic Stochastic Equilibrium Models, Papers on Applied Econometrics, Haag + Herchen Verlag, 2001 (habilitation thesis).
• "Book Review: Martin Leschke, Monetary Policy in Germany and Europe," in: Kredit und Kapital 34, pp. 137–142, Duncker & Humblot, 2001.
• “Monetary Policy Strategies: A Comparison of the Deutsche Bundesbank and the European Central Bank,” Economic Discussion Papers 93-01, University of Siegen, Department of Economics, 2001.
• "Book Review: Michael Graff, Financial Development and Real Economic Growth," in: Kredit und Kapital 35, pp. 488–492, Duncker & Humblot, 2002.
• "Money," in: Economics Education 3, pp. 3–10, Friedrich Verlag, 2002.
• "Business Cycle," in: *Economics Education* 5, pp. 3–14, Friedrich Verlag, 2004.