Browsing by Person "Schweikert, Karsten"

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Benefits of fiber-enriched foods on satiety and parameters of human well-being in adults with and without cardiometabolic risk
(2023) Ehret, Janine; Brandl, Beate; Schweikert, Karsten; Rennekamp, Rachel; Ströbele-Benschop, Nanette; Skurk, Thomas; Hauner, Hans
Consumption of fiber-rich foods is linked to beneficial effects on chronic diseases and gut health, while implications towards improving satiety and parameters of well-being remain unclear. A randomized placebo-controlled intervention study was conducted to compare the effects of fiber-enriched foods to their non-enriched counterparts in adults over a 12-week period on selected clinical parameters—satiety, quality of life, body sensation, and life satisfaction—subjective health status, and importance of diet for well-being. Quality of life (QOL) differed significantly between intervention and control groups at baseline, throughout, and at the end of the study. No effects on satiety, satisfaction with life, or the importance of diet for well-being could be shown between groups. With higher fiber intake, body sensation ratings increased. A higher BMI was significantly associated with lower-body sensation, subjective health status and quality of life. Fiber-enriched foods do not seem to affect feeling of satiety or parameters of well-being. Larger samples and additional methods are necessary to fully explore the effect of increased fiber intake on patient-related outcomes in more detail.
Household food waste quantification and cross-examining the official figures: A study on household wheat bread waste in Shiraz, Iran
(2022) Ghaziani, Shahin; Ghodsi, Delaram; Schweikert, Karsten; Dehbozorgi, Gholamreza; Faghih, Shiva; Mohabati, Shabnam; Doluschitz, Reiner
The global consumer food waste (FW) estimates are mainly based on modeling data obtained from governments. However, a major data gap exists in FW at the household level, especially in developing countries. Meanwhile, the reliability of the existing data is questionable. This study aimed to quantify wheat bread waste (HBW) in Shiraz, Iran, and cross-examine the governmental HBW data. Face-to-face waste recall questionnaire interviews were conducted in 419 households from December 2018 to August 2019. A multistage sampling strategy consisting of stratification, clustering, and systematic sampling was employed. Moreover, we carried out a comprehensive document review to extract and analyze the official HBW data. The results revealed that the HBW in Shiraz is 1.80%—the waste amounts for traditional bread and non-traditional bread were 1.70% and 2.50%, respectively. The survey results were compared with the previous official data, revealing a substantial contradiction with the 30% HBW reported between 1991 and 2015. Possible reasons for this disparity are explored in this paper. Although our results cannot be generalized to other food commodities and locations, our findings suggest that considering the substantial likelihood of bias in the official data, policymakers should conduct more FW measurements and re-evaluate the accuracy of the existing data.
Modelling nonlinearities in cointegration relationships
(2017) Schweikert, Karsten; Jung, Robert
This thesis is concerned with the statistical modelling of long-run equilibrium relationships between economic variables. It comprises of four main chapters - each representing a standalone research paper. The connecting thread is the use of nonlinear cointegration models. More precisely: Chapter 2, Asymmetric price transmission in the US and German fuel markets: A quantile autoregression approach, proposes a new econometric model for asymmetric price transmissions using quantile regressions. Chapter 3, Are gold and silver cointegrated? New evidence from quantile cointegration, investigates the potentially nonlinear long-run relationship between gold and silver prices. Chapter 4, Testing for cointegration with SETAR adjustment in the presence of structural breaks, develops a new cointegration test with SETAR adjustment allowing for the presence of structural breaks in the equilibrium equation. Chapter 5, A Markov regime-switching model of crude oil market integration, revisits the globalization-regionalization hypothesis for the world crude oil using a Markov-switching vector error correction model.
Price regulations and price adjustment dynamics : evidence from the Austrian retail fuel market
(2018) Schweikert, Karsten; Fasoula, Evanthia
After controversial public debates, fuel price regulations were implemented in Austria prohibiting fuel retailers from raising their prices more than once per day. This paper investigates whether these policy measures affected the price transmission dynamics from crude oil prices to retail fuel prices. We estimate different specifications of nonlinear error correction models to quantify a potentially asymmetric adjustment behaviour and compare the results over three subsamples. Particularly, we estimate our models for a pre-regulation period, a between-regulations and a post-regulation period. At first glance, we obtain conflicting results on the efficacy of this policy measure. While the adjustment to the long-run equilibrium seems to be faster if crude oil prices are relatively low, transitory crude oil price decreases are passed through faster than price increases. Only if we consider the combined effect of a crude oil price shock, we can reveal that crude oil price changes are generally passed through faster in the postregulation period. Further, we find that crude oil price decreases are now passed through slightly faster than crude oil price increases. Hence, we conclude that the Austrian fuel price regulation seems to have fostered competition between fuel retailers.
Testing for cointegration with threshold adjustment in the presence of structural breaks
(2018) Schweikert, Karsten
In this paper, we develop new threshold cointegration tests with SETAR and MTAR adjustment allowing for the presence of structural breaks in the equilibrium equation. We propose a simple procedure to simultaneously estimate the previously unknown breakpoint and test the null hypothesis of no cointegration. Thereby, we extend the well-known residual-based cointegration test with regime shift introduced by Gregory and Hansen (1996a) to include forms of nonlinear adjustment. We derive the asymptotic distribution of the test statistics and demonstrate the finite-sample performance of the tests in a series of Monte Carlo experiments. We find a substantial decrease of power of the conventional threshold cointegration tests caused by a shift in the slope coefficient of the equilibrium equation. The proposed tests perform superior in these situations. An application to the ‘rockets and feathers’ hypothesis of price adjustment in the US gasoline market provides empirical support for this methodology.