> Verlagsreihe
-
no 2024, 04:
The transmission of bank liquidity shocks evidence from the Eurosystem collateral framework Pia Hüttl, Matthias Kaldorf
Frankfurt am Main: Deutsche Bundesbank, [2024]
-
no 2024, 02:
Back to the roots of internal credit risk models does risk explain why banks' risk-weighted asset levels converge over time? Victoria Böhnke, Steven Ongena, Florentina Paraschiv, Endre J. Reite
Frankfurt am Main: Deutsche Bundesbank, [2024]
-
no 2024, 03:
How good are banks' forecasts? Lotta Heckmann-Draisbach, Christoph Memmel
Frankfurt am Main: Deutsche Bundesbank, [2024]
-
no 2024, 07:
COVID-19 and the fragmentation of the European interbank market Melissa Pala
Frankfurt am Main: Deutsche Bundesbank, [2024]
-
no 2024, 01:
On household labour supply in sticky-wage HANK models Rafael Gerke, Sebastian Giesen, Matija Lozej, Joost Röttger
Frankfurt am Main: Deutsche Bundesbank, [2024]
-
no 2024, 05:
Excess reserves and monetary policy tightening Daniel Fricke, Stefan Greppmair, Karol Paludkiewicz
Frankfurt am Main: Deutsche Bundesbank, [2024]
-
no 2024, 06:
Macroprudential capital regulation and fiscal balances in the euro area Nikolay Hristov, Oliver Hülsewig, Benedikt Kolb
Frankfurt am Main: Deutsche Bundesbank, [2024]
-
no 2024, 10:
Risky firms and fragile banks implications for macroprudential policy Tommaso Gasparini, Vivien Lewis, Stéphane Moyen, Stefania Villa
Frankfurt am Main: Deutsche Bundesbank, [2024]
-
no 2024, 11:
The fall and rebound of average establishment size in West Germany Tim Kovalenko, Timo Sauerbier, Benedikt Schröpf
Frankfurt am Main: Deutsche Bundesbank, [2024]
-
no 2024, 09:
On curbing the rise in energy prices an examination of different mitigation approaches Natascha Hinterlang, Marius Jäger, Nikolai Stähler, Johannes Strobel
Frankfurt am Main: Deutsche Bundesbank, [2024]
-
no 2024, 08:
Securities lending and information acquisition Stefan Greppmair, Stephan Jank, Pedro A. C. Saffi, Jason Sturgess
Frankfurt am Main: Deutsche Bundesbank, [2024]
-
no 2023, 07:
The rollout of internal credit risk models implications for the novel partial-use philosophy Carina Schlam, Corinna Woyand
Frankfurt am Main: Deutsche Bundesbank, [2023]
-
no 2023, 04:
Shocks to transition risk Christoph Meinerding, Yves S. Schüler, Philipp Zhang
Frankfurt am Main: Deutsche Bundesbank, [2023]
-
no 2023, 05:
Time-varying stock return correlation, news shocks, and business cycles Norbert Metiu, Esteban Prieto
Frankfurt am Main: Deutsche Bundesbank, [2023]
-
no 2023, 06:
Asset allocation with recursive parameter updating and macroeconomic regime identifiers Milad Goodarzi, Christoph Meinerding
Frankfurt am Main: Deutsche Bundesbank, [2023]
-
no 2023, 02:
Households' expectations and regional COVID-19 dynamics Misina Cato, Tobias Schmidt
Frankfurt am Main: Deutsche Bundesbank, [2023]
-
no 2023, 03:
Inflation expectations in the wake of the war in Ukraine Geghetsik Afunts, Misina Cato, Tobias Schmidt
Frankfurt am Main: Deutsche Bundesbank, [2023]
-
no 2023, 26:
Effects of bank capital requirements on lending by banks and non-bank financial institutions Peter Bednarek, Olga Briukhova, Steven Ongena, Natalja von Westernhagen
Frankfurt am Main: Deutsche Bundesbank, [2023]
-
no 2023, 27:
Forceful or persistent wow the ECB's new inflation target affects households' inflation expectations Mathias Hoffmann, Emanuel Moench, Lora Pavlova, Guido Schultefrankenfeld
Frankfurt am Main: Deutsche Bundesbank, [2023]
-
no 2023, 22:
Learning monetary policy strategies at the effective lower bound with sudden surprises Spencer Krane, Leonardo Melosi, Matthias Rottner
Frankfurt am Main: Deutsche Bundesbank, [2023]
-
no 2023, 24:
Towards seasonal adjustment of infra-monthly time series with JDemetra+ Karsten Webel, Anna Smyk
Frankfurt am Main: Deutsche Bundesbank, [2023]
-
no 2023, 25:
Precision-based sampling for state space models that have no measurement error Elmar Mertens
Frankfurt am Main: Deutsche Bundesbank, [2023]
-
no 2023, 01:
Make-up strategies with incomplete markets and bounded rationality Michael Dobrew, Rafael Gerke, Sebastian Giesen, Joost Röttger
Frankfurt am Main: Deutsche Bundesbank, [2023]
-
no 2023, 29:
Effects of mergers on network models of the financial system Daniel Nevermann, Lotta Heckmann-Draisbach
Frankfurt am Main: Deutsche Bundesbank, [2023]
-
no 2023, 20:
Forecasting banknote circulation during the COVID-19 pandemic using structural time series models Nikolaus Bartzsch, Marco Brandi, Raymond de Pastor, Lucas Devigne, Gianluca Maddaloni, Diana Posada Restrepo, Gabriele Sene
Frankfurt am Main: Deutsche Bundesbank, [2023]
-
no 2023, 34:
Nowcasting consumer price inflation using high-frequency scanner data evidence from Germany Günter W. Beck, Kai Carstensen, Jan-Oliver Menz, Richard Schnorrenberger, Elisabeth Wieland
Frankfurt am Main: Deutsche Bundesbank, [2023]
-
no 2023, 31:
Collateral scarcity and market functioning insights from the eurosystem securities lending facilities Stefan Greppmair, Stephan Jank
Frankfurt am Main: Deutsche Bundesbank, [2023]
-
no 2023, 32:
The macroeconomic effects of inflation uncertainty Norbert Metiu, Esteban Prieto
Frankfurt am Main: Deutsche Bundesbank, [2023]
-
no 2023, 17:
The pass-through from inflation perceptions to inflation expectations Stefanie J. Huber, Daria Minina, Tobias Schmidt
Frankfurt am Main: Deutsche Bundesbank, [2023]
-
no 2023, 28:
Energy prices and inflation expectations evidence from households and firms Nils Wehrhöfer
Frankfurt am Main: Deutsche Bundesbank, [2023]
-
no 2023, 30:
Staggered difference-in-differences in gravity settings revisiting the effects of trade agreements Arne J. Nagengast, Yoto V. Yotov
Frankfurt am Main: Deutsche Bundesbank, [2023]
-
no 2023, 16:
Corporate taxes, productivity, and business dynamism Andrea Colciago, Vivien Lewis, Branka Matyska
Frankfurt am Main: Deutsche Bundesbank, [2023]
-
no 2023, 15:
Convenient but risky government bonds Matthias Kaldorf, Joost Röttger
Frankfurt am Main: Deutsche Bundesbank, [2023]
-
no 2023, 18:
Monetary policy rules under bounded rationality Michael Dobrew, Rafael Gerke, Daniel Kienzler , Alexander Schwemmer
Frankfurt am Main: Deutsche Bundesbank, [2023]
-
no 2023, 19:
The state-dependent impact of changes in bank capital requirements Jan Hannes Lang, Dominik Menno
Frankfurt am Main: Deutsche Bundesbank, [2023]
-
no 2023, 13:
Mental accounting and the marginal propensity to consume René Bernard
Frankfurt am Main: Deutsche Bundesbank, [2023]
-
no 2023, 14:
Shadow-rate VARs Andrea Carriero, Todd E. Clark, Massimiliano Marcellino, Elmar Mertens
Frankfurt am Main: Deutsche Bundesbank, [2023]
-
no 2023, 08:
Pricing the Bund term structure with linear regressions without an observable short rate Christian Speck
Frankfurt am Main: Deutsche Bundesbank, [2023]
-
no 2023, 09:
Banks of a feather the informational advantage of being alike Peter Bednarek, Valeriya Dinger, Alison Schultz, Natalja von Westernhagen
Frankfurt am Main: Deutsche Bundesbank, [2023]
-
no 2023, 10:
On the empirical relevance of the exchange rate as a shock absorber at the zero lower bound David Finck, Mathias Hoffmann, Patrick Hürtgen
Frankfurt am Main: Deutsche Bundesbank, [2023]
-
no 2023, 12:
Long-term deposit funding and demand for central bank funds evidence from targeted longer-term refinancing operations Adina-Elena Fudulache, Martin R. Goetz
Frankfurt am Main: Deutsche Bundesbank, [2023]
-
no 2023, 33:
The role of emission disclosure for the low-carbon transition Ivan Frankovic, Benedikt Kolb
Frankfurt am Main: Deutsche Bundesbank, [2023]
-
no 2023, 21:
Effects of the ECB's communication on government bond spreads Sebastian Camarero Garcia, Frederik Neugebauer, Jan Russnak, Lilli Zimmermann
Frankfurt am Main: Deutsche Bundesbank, [2023]
-
no 2023, 23:
Capital reallocation under climate policy uncertainty Makram Khalil, Felix Strobel
Frankfurt am Main: Deutsche Bundesbank, [2023]
-
no 2023, 11:
Banks' net interest margin and changes in the term structure Christoph Memmel, Lotta Heckmann-Draisbach
Frankfurt am Main: Deutsche Bundesbank, [2023]
-
no 2022, 18:
Time inconsistency and overdraft use evidence from transaction data and behavioral measurement experiments Andrej Gill, Florian Hett, Johannes Tischer
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 23:
Pulling ourselves up by our bootstraps the greenhouse gas value of products, enterprises and industries Ulf von Kalckreuth
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 37:
Basel III and SME bank finance in Germany Philipp Marek, Ingrid Stein
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 38:
The effects of sanctions on Russian banks in TARGET2 transactions data Constantin Drott, Stefan Goldbach, Volker Nitsch
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 40:
Determinants of TARGET2 transactions of European banks based on micro-data Constantin Drott, Stefan Goldbach, Axel Jochem
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 06:
Banks' strategic interaction, adverse price dynamics and systemic liquidity risk Ulrich Krüger, Christoph Roling, Leonid Silbermann, Lui-Hsian Wong
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 07:
The impact of carbon pricing in a multi-region production network model and an application to climate scenarios Ivan Frankovic
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 08:
Cybersecurity and financial stability Kartik Anand, Chanelle Duley, Prasanna Gai
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 09:
Existence and uniqueness of solutions to dynamic models with occasionally binding constraints Tom D. Holden
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 24:
CDS market structure and bond spreads Andrada Bilan, Yalin Gündüz
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 25:
Carbon pricing, border adjustment and climate clubs an assessment with EMuSe Anne Ernst, Natascha Hinterlang, Alexander Mahle, Nikolai Stähler
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 35:
Robust real-time estimates of the German output gap based on a multivariate trend-cycle decomposition Tino Berger, Christian Ochsner
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 36:
The impact of natural disasters on banks' impairment flow evidence from Germany Iliriana Shala, Benno Schumacher
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 39:
The Eurosystem's asset purchase programmes, securities lending and Bund specialness Markus Baltzer, Kathi Schlepper, Christian Speck
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 11:
Wealth and subjective well-being in Germany Antje Jantsch, Julia Le Blanc, Tobias Schmidt
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 12:
Inflation expectations and climate concern Christoph Meinerding, Andrea Poinelli, Yves Schüler
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 14:
Interest rate shocks, competition and bank liquidity creation Thomas Kick
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 51:
The preferential treatment of green bonds Francesco Giovanardi, Matthias Kaldorf, Lucas Radke, Florian Wicknig
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 52:
Bayesian VARs and prior calibration in times of COVID-19 Benny Hartwig
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 41:
Who creates and who bears flow externalities in mutual funds? Daniel Fricke, Stephan Jank, Hannes Wilke
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 13:
Addressing COVID-19 outliers in BVARs with stochastic volatility Andrea Carriero, Todd E. Clark, Massimiliano Marcellino, Elmar Mertens
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 50:
Score-based calibration testing for multivariate forecast distributions Malte Knüppel, Fabian Krüger, Marc-Oliver Pohle
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 17:
Would households understand average inflation targeting? Mathias Hoffmann, Lora Pavlova, Emanuel Moench, Guido Schultefrankenfeld
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 19:
The impact of German public support transfers on firm finance evidence from the Covid-19 crisis Leo Gärtner, Philipp Marek
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 10:
Optimal timing of policy interventions in troubled banks Philipp J. König, Paul Mayer, David Pothier
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 45:
A nonlinear generalization of the country-product-dummy method Ludwig von Auer, Sebastian Weinand
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 46:
What drives inflation? disentangling demand and supply factors Sandra Eickmeier, Boris Hofmann
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 49:
Estimating the impact of quality adjustment on consumer price inflation Jan-Oliver Menz, Elisabeth Wieland, Jens Mehrhoff
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 47:
On the macroeconomic effects of reinvestments in asset purchase programmes Rafael Gerke, Daniel Kienzler, Alexander Scheer
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 34:
Global monetary and financial spillovers evidence from a new measure of Bundesbank policy shocks James S. Cloyne, Patrick M. Hürtgen, Alan M. Taylor
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 43:
The global financial cycle and macroeconomic tail risks Johannes Beutel, Lorenz Emter, Norbert Metiu, Esteban Prieto, Yves Schüler
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 48:
Real interest rates, bank borrowing, and fragility Toni Ahnert, Kartik Anand, Philipp Johann König
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 16:
What moves markets? Mark Kerssenfischer, Maik Schmeling
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 42:
Robust real rate rules Tom D. Holden
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 44:
Chinese supply chain shocks Makram Khalil, Marc-Daniel Weber
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 29:
Information transmission between banks and the market for corporate control Christian Bittner, Falko Fecht, Melissa Pala, Farzad Saidi
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 31:
A review of some recent developments in the modelling and seasonal adjustment of infra-monthly time series Karsten Webel
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 32:
New facts on consumer price rigidity in the euro area Erwan Gautier, Cristina Conflitti, Riemer P. Faber, Brian Fabo, Ludmila Fadejeva, Valentin Jouvanceau, Jan-Oliver Menz, Teresa Messner, Pavlos Petroulas, Pau Roldan-Blanco, Fabio Rumler, Sergio Santoro, Elisabeth Wieland, Hélène Zimmer
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 30:
Loan pricing in internal capital markets and the impact of the two-tier system finance groups in Germany Ulrike Busch, Nuri Khayal, Melanie Klein
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 33:
Going below zero - how do banks react? Henrike Michaelis
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 05:
Time-variation in the effects of push and pull factors on portfolio flows evidence from a Bayesian dynamic factor model Timo Bettendorf, Aikaterini Karadimitropoulou
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 01:
Climate change and individual behavior René Bernard, Panagiota Tzamourani, Michael Weber
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 02:
EU enlargement and (temporary) migration effects on labour market outcomes in Germany Luisa Hammer, Matthias S. Hertweck
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 03:
You can‘t always get what you want (where you want it) cross-border effects of the US money market fund reform Daniel Fricke, Stefan Greppmair, Karol Paludkiewicz
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 27:
The impact of weight shifts on inflation evidence for the euro area HICP Thomas A. Knetsch, Patrick Schwind, Sebastian Weinand
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 28:
Smart or smash? the effect of financial sanctions on trade in goods and services Tibor Besedeš, Stefan Goldbach, Volker Nitsch
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 21:
Monetary policy and endogenous financial crises Frédéric Boissay, Fabrice Collard, Jordi Galí, Cristina Manea
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 20:
Foreign exchange interventions and their impact on expectations evidence from the USD/ILS options market Markus Hertrich, Daniel Nathan
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 22:
The augmented bank balance-sheet channel of monetary policy Christian Bittner, Diana Bonfim, Florian Heider, Farzad Saidi, Glenn Schepens, Carla Soares
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 15:
Financial crises and shadow banks a quantitative analysis Matthias Rottner
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 26:
Spending effects of child-related fiscal transfers Olga Goldfayn-Frank, Vivien Lewis, Nils Wehrhöfer
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2022, 04:
Calibration alternatives to logistic regression and their potential for transferring the dispersion of discriminatory power into uncertainties of probabilities of default Jan Henrik Wosnitza
Frankfurt am Main: Deutsche Bundesbank, [2022]
-
no 2021, 07:
The role of information and experience for households' inflation expectations Christian Conrad, Zeno Enders, Alexander Glas
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 01:
A structural investigation of quantitative easing Gregor Boehl, Gavin Goy, Felix Strobel
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 41:
Monetary policy and Bitcoin Sören Karau
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 42:
Bank risk-taking and impaired monetarypolicy transmission Philipp J. Koenig, Eva Schliephake
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 43:
Gauging the effects of the German COVID-19 fiscal stimulus package Natascha Hinterlang, Stéphane Moyen, Oke Röhe, Nikolai Stähler
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 24:
Reversal interest rate and macroprudential policy Matthieu Darracq Pariès, Christoffer Kok, Matthias Rottner
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 46:
Why are interest rates on bank deposits so low? Ramona Busch, Christoph Memmel
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 49:
US trade policy and the US dollar Makram Khalil, Felix Strobel
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 51:
Optimal monetary policy using reinforcement learning Natascha Hinterlang, Alina Tänzer
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 55:
The hockey stick Phillips curve and the effective lower bound Gregor Boehl, Philipp Lieberknecht
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 56:
Economic theories and macroeconomic reality Francesca Loria, Christian Matthes, Mu-Chun Wang
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 15:
Contagious zombies Christian Bittner, Falko Fecht, Co-Pierre Georg
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2022, 01:
Climate change and individual behavior René Bernard, Panagiota Tzamourani, Michael Weber
[Köln]: Verein für Socialpolitik, [2022]
-
no 2021, 03:
Re-allocating taxing rights and minimum tax rates in international profit taxation Gerhard Kempkes, Nikolai Stähler
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 04:
Real estate transaction taxes and credit supply Michael Koetter, Philipp Marek, Antonios Mavropoulos
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 05:
Toothless tiger with claws? financial stability communication, expectations, and risk-taking Johannes Beutel, Norbert Metiu, Valentin Stockerl
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 02:
A note of caution on quantifying banks' recapitalization effects Kirsten Schmidt, Felix Noth, Lena Tonzer
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 06:
Quantifying bias and inaccuracy of upper-level aggregation in HICPs for Germany and the euro area Julika Herzberg, Thomas A. Knetsch, Patrick Schwind, Sebastian Weinand
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 08:
Liquidity in the German corporate bond market has the CSPP made a difference? Lena Boneva, Mevlud Islami, Kathi Schlepper
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 09:
Synthetic leverage and fund risk-taking Daniel Fricke
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 25:
Equity premium predictability over the business cycle Emanuel Moench, Tobias Stein
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 27:
Decomposing the yield curve with linear regressions and survey information Arne Halberstadt
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 28:
Return differences between DAX ETFs and the benchmark DAX Christoph Schmidhammer
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 30:
Better be careful the replenishment of ABS backed by SME loans Arved Fenner, Philipp Klein, Carina Mössinger
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 29:
On the importance of fiscal space evidence from short sellers during the COVID-19 pandemic Stefan Greppmair, Stephan Jank, Esad Smajlbegovic
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 32:
Macroprudential policy and the sovereign-bank nexus in the euro area Nikolay Hristov, Oliver Hülsewig, Benedikt Kolb
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 33:
Benefits of internationalisation for acquirers and targets - but unevenly distributed Rainer Frey, Stefan Goldbach
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 34:
Pandemic recessions and contact tracing Leonardo Melosi, Matthias Rottner
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 26:
The case for a positive euro area inflation target evidence from France, Germany and Italy Klaus Adam, Erwan Gautier, Sergio Santoro, Henning Weber
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 31:
The leverage effect of bank disclosures Philipp J. König, Christian Laux, David Pothier
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 35:
Quantitative easing,safe asset scarcity and bank lending Johannes Tischer
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 36:
Banks' credit losses and lending dynamics Peter Raupach, Christoph Memmel
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 39:
Safe asset shortage and collateral reuse Stephan Jank, Emanuel Moench, Michael Schneider
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 20:
The impact of borrower-based instruments on household vulnerability in Germany Nataliya Barasińska, Johannes Ludwig, Edgar Vogel
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 22:
Labor adjustment and productivity in the OECD Maarten Dossche, Andrea Gazzani, Vivien Lewis
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 45:
Identifying empty creditors with a shock and micro-data Hans Degryse, Yalin Gündüz, Kuchulain O'Flynn, Steven Ongena
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 50:
Using energy and emissions taxation to finance labor tax reductions in a multi-sector economy an assessment with EMuSe Natascha Hinterlang, Anika Martin, Oke Röhe, Nikolai Stähler, Johannes Strobel
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 53:
Economic analysis using higher frequency time series challenges for seasonal adjustment Daniel Ollech
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 54:
Markups and financial shocks Philipp Meinen, Ana Cristina Soares
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 23:
German banks' behavior in the low interest rate environment Ramona Busch, Helge C.N. Littke, Christoph Memmel, Simon Niederauer
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 52:
Exchange rate depreciations and local business cycles the role of bank loan supply Thorsten Beck, Peter Bednarek, Daniel te Kaat, Natalja von Westernhagen
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 19:
System-wide and banks' internal stress tests regulatory requirements and literature review Kamil Pliszka
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 16:
Banks fearing the drought? liquidity hoarding as a response to idiosyncratic interbank funding dry-ups Helge C.N. Littke, Matias Ossandon Busch
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 17:
Covid-19 and capital flows the responses of investors to the responses of governments Stefan Goldbach, Volker Nitsch
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 18:
The effect of unemployment insurance benefits on (self-)employment two sides of the same coin? Sebastian Camarero Garcia, Michelle Hansch
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 37:
Financial integration and the co-movement of economic activity evidence from U.S. states Martin R. Goetz, Juan Carlos Gozzi
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 38:
Structural change revisited the rise of manufacturing jobs in the service sector Dominik Boddin, Thilo Kroeger
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 40:
Hitting the elusive inflation target Francesco Bianchi, Leonardo Melosi, Matthias Rottner
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 10:
Inter-cohort risk sharing with long-term guarantees evidence from German participating contracts Johan Hombert, Axel Möhlmann, Matthias Weiß
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 11:
Precision-based sampling with missing observations a factor model application Philipp Hauber, Christian Schumacher
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 13:
Do exchange rates absorb demand shocks at the ZLB? Mathias Hoffmann, Patrick Hürtgen
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 14:
Banks' complexity-risk nexus and the role of regulation Natalya Martynova, Ursula Vogel
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 21:
Lighting up the dark liquidity in the German corporate bond market Yalin Gündüz, Loriana Pelizzon, Michael Schneider, Marti G. Subrahmanyam
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 44:
Household bargaining, pension contributions and retirement expectations evidence from the German Panel on Household Finances Inês Fernandes, Tobias Schmidt
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 47:
Consumption taxation to finance pension payments Kilian Ruppert, Matthias Schön, Nikolai Stähler
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 48:
Do inflation expectations improve model-based inflation forecasts? Marta Bańbura, Danilo Leiva-León, Jan-Oliver Menz
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2021, 12:
What drives the German TARGET balances? evidence from a BVAR approach Timo Bettendorf, Axel Jochem
Frankfurt am Main: Deutsche Bundesbank, [2021]
-
no 2020, 36:
Central bank funding and credit risk-taking Peter Bednarek, Valeriya Dinger, Daniel Marcel te Kaat, Natalja von Westernhagen
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 37:
Negative monetary policy rates and systemic banks' risk-taking evidence from the euro area securities register Johannes Bubeck, Angela Maddaloni, José-Luis Peydró
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 43:
Interactions between bank levies and corporate taxes how is bank leverage affected? Franziska Bremus, Kirsten Schmidt, Lena Tonzer
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 63:
Buried in the vaults of central banks monetary gold hoarding and the slide into the Great Depression Sören Karau
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 51:
Classification of monetary and fiscal dominance regimes using machine learning techniques Natascha Hinterlang, Josef Hollmayr
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 56:
Bank capital forbearance and serial gambling Natalya Martynova, Enrico Perotti, Javier Suarez
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 53:
Real effects of foreign exchange risk migration evidence from matched firm-bank microdata Puriya Abbassi, Falk Bräuning
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 55:
A random forest-based approach to identifying the most informative seasonality tests Daniel Ollech, Karsten Webel
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 52:
Anticipation effects of protectionist U.S. trade policies Norbert Metiu
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 54:
Sovereign risk and bank fragility Kartik Anand, Jochen Mankart
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 20:
The German housing market cycle answers to FAQs Florian Kajuth
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 26:
Stressed banks? evidence from the largest-ever supervisory review Puriya Abbassi, Rajkamal Iyer, José-Luis Peydró, Paul E. Soto
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 19:
Unconventional monetary policy shocks in the euro area and the sovereign-bank nexus Nikolay Hristov, Oliver Hülsewig, Johann Scharler
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 23:
Interbank risk assessment a simulation approach Maximilian Jager, Thomas Siemsen, Johannes Vilsmeier
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 24:
Measuring price dynamics of package holidays with transaction data Karola Henn, Chris-Gabriel Islam, Patrick Schwind, Elisabeth Wieland
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 27:
Loan supply and bank capital a micro-macro linkage Thomas Kick, Swetlana Malinkovich, Christian Merkl
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 28:
On the credit-to-GDP gap and spurious medium-term cycles Yves Schüler
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 39:
Financial shocks and the relative dynamics of tangible and intangible investment evidence from the euro area Johannes Gareis, Eric Mayer
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 44:
Predicting monetary policy using artificial neural networks Natascha Hinterlang
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 65:
US business cycle dynamics at the zero lower bound Gregor Boehl, Felix Strobel
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 66:
"The devil is in the details, but so is salvation" different approachesin money market measurement Alexander Müller, Jan Paulick
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 38:
Procyclical asset management and bond risk premia Alexandru Barbu, Christoph Fricke, Emanuel Moench
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 40:
Does greater transparency discipline the loan loss provisioning of privately held banks? Jannis Bischof, Daniel Foos, Jan Riepe
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 64:
Demographic change and the German current account surplus Matthias Schön
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 35:
Fiscal sustainability duringthe COVID-19 pandemic Patrick Hürtgen
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 34:
Robust inference intime-varying structural VAR models the DC-Cholesky multivariate stochasticvolatility model Benny Hartwig
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 41:
Household savings, capital investments and public policies what drives the German current account? Kilian Ruppert, Nikolai Stähler
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 42:
Estimation of heterogeneous agent models a likelihood approach Juan Carlos Parra-Alvarez, Olaf Posch, Mu-Chun Wang
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 45:
Backtesting macroprudential stress tests Amanah Ramadiah, Daniel Fricke, Fabio Caccioli
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 46:
Beta dispersion and market timing Laura-Chloé Kuntz
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 47:
Capital controls checkup cases, customs, consequences Stefan Goldbach, Volker Nitsch
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 48:
Connected funds Daniel Fricke, Hannes Wilke
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 67:
Global value chain participation and exchange rate pass-through Georgios Georgiadis, Johannes Gräb, Makram Khalil
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 32:
The (ir)relevance of the nominal lower bound for real yield curve analysis Fabian Schupp
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 29:
Estimating the effects of the Eurosystem's asset purchase programme at the country level Martin Mandler, Michael Scharnagl
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 30:
The impact of aging and automation on the macroeconomy and inequality Nikolai Stähler
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 31:
The fiscal footprint of macroprudential policy Ricardo Reis
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 57:
Demographic change and the rate of return in PAYG pension systems Matthias Schön
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 59:
Hampered interest rate pass-through a supply side story? Lotta Heckmann-Draisbach, Julia Moertel
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 60:
Global oil prices and the macroeconomy the role of tradeable manufacturing versus nontradeable services Makram Khalil
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 01:
Indeterminacy and imperfect information Thomas A. Lubik, Christian Matthes, Elmar Mertens
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 03:
The power of forward guidance in a quantitative TANK model Rafael Gerke, Sebastian Giesen, Alexander Scheer
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 05:
Financial variables as predictors of real growth vulnerability Lucrezia Reichlin, Giovanni Ricco, Thomas Hasenzagl
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 50:
Interest rate pegs and the reversal puzzle on the role of anticipation Rafael Gerke, Sebastian Giesen, Daniel Kienzler
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 58:
Performance of maturity transformation strategies Christoph Schmidhammer, Vanessa Hille, Arnd Wiedemann
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 61:
Monetary policy, firm exit and productivity Benny Hartwig, Philipp Lieberknecht
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 62:
GMM weighting matrices incross-sectional asset pricing tests Nora Laurinaityte, Christoph Meinerding, Christian Schlag, Julian Thimme
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 02:
Interest and credit risk management in German banks evidence from a quantitative survey Vanessa Dräger, Lotta Heckmann-Draisbach, Christoph Memmel
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 04:
Financial stability committees and the countercyclical capital buffer Rochelle M. Edge, J. Nellie Liang
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 06:
Partial pooling with cross-country priors an application to house price shocks Markus Roth
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 07:
Leaping into the dark a theory of policy gambles Kartik Anand, Prasanna Gai, Philipp J. König
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 49:
Coin migration between Germany and other euro area countries Matthias Uhl
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 33:
Identifying indicators of systemic risk Benny Hartwig, Christoph Meinerding, Yves Schüler
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 22:
Long-term outlook for the German statutory pension system Matthias Schön
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 25:
Compilation of commercial property price indices for Germany tailored for policy use Thomas A. Knetsch
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 08:
Recession probabilities falling from the STARs Sercan Eraslan, Marvin Nöller
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 09:
The market impact of systemic risk capital surcharges Yalin Gündüz
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 10:
Implications of negative interest rates for the net interest margin and lending of euro area banks Melanie Klein
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 11:
On adjusting the one-sided Hodrick-Prescott filter Elias Wolf, Frieder Mokinski, Yves Schüler
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 12:
Measuring spatial price differentials a comparison of stochastic index number methods Sebastian Weinand
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 13:
Central bank information shocks and exchange rates Thorsten Franz
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 14:
The impact of uncertainty and certainty shocks Yves S. Schüler
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 15:
Demographics and the decline in firm entry lessons from a life-cycle model Oke Röhe, Nikolai Stähler
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 16:
Dynamic pricing and exchange rate pass-through evidence from transaction-level data Arne J. Nagengast, Dirk Bursian, Jan-Oliver Menz
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 17:
Rebalancing the euro area is wage adjustment in Germany the answer? Mathias Hoffmann, Martin Kliem, Michael Krause, Stephane Moyen, Radek Sauer
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 18:
Doing more with less the catalytic function of IMF lending and the role of program size Tobias Krahnke
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2020, 21:
Foreign exchange interventions under a one-sided target zone regime and the Swiss franc Markus Hertrich
Frankfurt am Main: Deutsche Bundesbank, [2020]
-
no 2019, 22:
Financial cycles across G7 economies a view from wavelet analysis Martin Mandler, Michael Scharnagl
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 20:
The rise of part-time work a German-French comparison Petra Marotzke
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 17:
Stress testing the German mortgage market Nataliya Barasinska, Philipp Haenle, Anne Koban, Alexander Schmidt
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 21:
Bank profitability, leverage constraints, and risk-taking Natalya Martynova, Lev Ratnovski, Razvan Vlahu
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 18:
Agricultural productivity shocks and poverty in India the short- and long-term effects of monsoon rainfall Björn Brey, Matthias S. Hertweck
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 42:
OTC discount Calebe de Roure, Emanuel Moench, Loriana Pelizzon, Michael Schneider
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 45:
Capital flows, real estate, and local cycles evidence from German cities, banks, and firms Peter Bednarek, Daniel Marcel te Kaat, Chang Ma, Alessandro Rebucci
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2018, 51:
Bank capital buffers in a dynamic model Jochen Mankart, Alexander Michaelides, Spyros Pagratis
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2018, 53:
Politics, banks, and sub-sovereign debt unholy trinity or divine coincidence? Michael Koetter, Alexander Popov
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2018, 56:
Assessing the uncertainty in central banks' inflation outlooks Malte Knüppel, Guido Schultefrankenfeld
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2018, 57:
Credit crunches from occasionally binding bank borrowing constraints Tom D. Holden, Paul Levine, Jonathan M. Swarbrick
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 09:
Model and estimation risk in credit risk stress tests Peter Grundke, Kamil Pliszka, Michael Tuchscherer
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 31:
A novel housing price misalignment indicator for Germany Markus Hertrich
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 36:
Uncertainty shocks and financial crisis indicators Nikolay Hristov, Markus Roth
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 38:
The real effects of bank distress evidence from bank bailouts in Germany Johannes Bersch, Hans Degryse, Thomas Kick, Ingrid Stein
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 39:
Foreign exchange dealer asset pricing Stefan Reitz, Dennis Umlandt
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 46:
The impact of US tariffs against China on US imports evidence for trade diversion? Philipp Meinen, Patrick Schulte, Simone Cigna, Nils Steinhoff
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 47:
Financial frictions,the Phillips curve and monetary policy Philipp Lieberknecht
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2018, 45:
Freeze! financial sanctions and bank responses Matthias Efing, Stefan Goldbach, Volker Nitsch
[Leipzig]: Verein für Socialpolitik, 2019
-
no 2018, 49:
May the force be with you exit barriers, governance shocks, and profitability sclerosis in banking Michael Koetter, Carola Müller, Felix Noth, Benedikt Fritz
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2018, 52:
The role of non-performing loans for bank lending rates Sebastian Bredl
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2018, 55:
Revisiting the finance and growth nexus a deeper look at sectors and instruments Robert Unger
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 04:
Anatomy of regional price differentials evidence from micro price data Sebastian Weinand, Ludwig von Auer
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 06:
Connectedness between G10 currencies searching for the causal structure Timo Bettendorf, Reinhold Heinlein
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 32:
Price trends over the product life cycle and the optimal inflation target Klaus Adam, Henning Weber
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 33:
When old meets young? Germany's population ageing and the current account Matthias Schön, Nikolai Stähler
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 37:
Statistical governance and FDI in emerging economies Ulf von Kalckreuth
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 29:
Going the extra mile effort by workers and job-seekers Matthias S. Hertweck, Vivien Lewis, Stefania Villa
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 30:
Risk weighting, private lending and macroeconomic dynamics Michael Donadelli, Marcus Jüppner, Lorenzo Prosperi
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 35:
Estimating regional wealth in Germany how different are East and West really? Ann-Kristin Kreutzmann, Philipp Marek, Nicola Salvati, Timo Schmid
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 34:
Expectations formation, sticky prices, and the ZLB Betsy Bersson, Patrick Hürtgen, Matthias Paustian
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 43:
The fire-sale channels of universal banks in the European sovereign debt crisis Giulio Bagattini, Falko Fecht, Patrick Weber
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 48:
Does the lack of financial stability impair the transmission of monetary policy? Viral V. Acharya, Björn Imbierowicz, Sascha Steffen, Daniel Teichmann
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 27:
Do conventional monetary policy instruments matter in unconventional times? Manuel Buchholz, Kirsten Schmidt, Lena Tonzer
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 23:
Bank loan supply shocks and alternative financing of non-financial corporations in the euro area Martin Mandler, Michael Scharnagl
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 26:
The effects of the eurosystem's APP on euro area bank lending letting different data speak Barno A. Blaes, Björn Kraaz, Christian J. Offermanns
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 44:
Labor productivity, effort and the euro area business cycle Vivien Lewis, Stefania Villa, Maik Wolters
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 24:
Capital flows in the euro area and TARGET2 balances Nikolay Hristov, Oliver Hülsewig, Timo Wollmershäuser
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 28:
Forecast uncertainty, disagreement, and the linear pool Malte Knüppel, Fabian Krüger
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2018, 50:
Monetary-fiscal interaction and quantitative easing Josef Hollmayr, Michael Kühl
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019,01:
The interest rate exposure of euro area households Panagiota Tzamourani
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 02:
Monetary policy, housing, and collateral constraints Thorsten Franz
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 03:
Who benefits from using property taxes to finance a labor tax wedge reduction? Nikolai Stähler
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2018, 54:
Effects of bank capital requirement tightenings on inequality Sandra Eickmeier, Benedikt Kolb, Esteban Prieto
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 07:
Information effects of euro area monetary policy new evidence from high-frequency futures data Mark Kerssenfischer
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 05:
What drives the short-term fluctuations of banks' exposure to interest rate risk? Christoph Memmel
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 08:
The nonlinear dynamics of corporate bond spreads regime-dependent effects of their determinants Henning Fischer, Oscar Stolper
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 10:
Procyclical leverage in Europe and its role in asset pricing Markus Baltzer, Alexandra Koehl, Stefan Reitz
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 11:
Redemptions and asset liquidations in corporate bond funds Niko Dötz, Mark Weth
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 12:
Fear, deposit insurance schemes, and deposit reallocation in the German banking system Falko Fecht, Stefan Thum, Patrick Weber
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 14:
Equilibrium real exchange rate estimates across time and space Christoph Fischer
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 16:
Extreme inflation and time-varying consumption growth Ilya Dergunov, Christoph Meinerding, Christian Schlag
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 25:
Macro to the rescue? an analysis of macroprudential instruments to regulate housing credit Alexander Falter
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 40:
Cross-country differences in homeownership a cultural phenomenon? Stefanie J. Huber, Tobias Schmidt
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 41:
Nowcasting GDP with a large factor model space Sercan Eraslan, Maximilian Schröder
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 13:
Labor market reforms, precautionary savings, and global imbalances Brigitte Hochmuth, Stephane Moyen, Nikolai Stähler
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 15:
A flexible state-space model with lagged states and lagged dependent variables simulation smoothing Philipp Hauber, Christian Schumacher, Jiachun Zhang
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2019, 49:
The transmission of bank capital requirements and monetary policy to bank lending Björn Imbierowicz, Axel Löffler, Ursula Vogel
Frankfurt am Main: Deutsche Bundesbank, [2019]
-
no 2018, 10:
A note on the predictive power of survey data in nowcasting euro area GDP Jeong-Ryeol Kurz-Kim
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 13:
International monetary policy spillovers through the bank funding channel Peter Lindner, Axel Loeffler, Esther Segalla, Guzel Valitova, Ursula Vogel
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 19:
International trade and retail market performance and structure theory and empirical evidence Philipp Meinen, Horst Raff
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 21:
Pre-emptive sovereign debt restructuring and holdout litigation Kartik Anand, Prasanna Gai
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 29:
Interest rate rules under financial dominance Vivien Lewis, Markus Roth
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 37:
Equilibrium asset pricing in directed networks Nicole Branger, Patrick Konermann, Christoph Meinerding, Christian Schlag
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 41:
Seasonal adjustment of daily time series Daniel Ollech
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 43:
Implications of bank regulation for loan supply and bank stability a dynamic perspective Monika Bucher, Diemo Dietrich, Achim Hauck
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 47:
A structural quantitative analysis of services trade de-liberalization Sven Blank, Peter H. Egger, Valeria Merlo, Georg Wamser
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 48:
An evaluation of early warning models for systemic banking crises does machine learning improve predictions? Johannes Beutel, Sophia List, Gregor von Schweinitz
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 26:
Bank use of sovereign CDS in the eurozone crisis hedging and risk incentives Viral V. Acharya, Yalin Gündüz, Timothy C. Johnson
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 32:
The role of central bank knowledge and trust for the public's inflation expectations Sathya Mellina, Tobias Schmidt
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 34:
What are the real effects of financial market liquidity? evidence on bank lending from the euro area Andreas R. Dombret, Daniel Foos, Kamil Pliszka, Alexander Schulz
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 35:
Mitigating counterparty risk Yalin Gündüz
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 39:
Coordination failures, bank runs and asset prices Monika Bucher, Diemo Dietrich, Mich Tvede
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 40:
Large mixed-frequency VARs with a parsimonious time-varying parameter structure Thomas B. Götz, Klemens Hauzenberger
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 45:
Freeze! financial sanctions and bank responses Matthias Efing, Stefan Goldbach, Volker Nitsch
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 46:
Monetary policy communication shocks and the macroeconomy Robert Goodhead, Benedikt Kolb
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 28:
Fiscal multipliers of central, state and local government and of the social security funds in Germany evidence of a SVAR Josef Hollmayr, Jan Kuckuck
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 36:
Short-term forecasting economic activity in Germany a supply and demand side system of bridge equations Nicolas Pinkwart
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 42:
The pricing of FX forward contracts micro evidence from banks' dollar hedging Puriya Abbassi, Falk Bräuning
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 06:
Banks' equity stakes and lending evidence from a tax reform Bastian von Beschwitz, Daniel Foos
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 07:
How far can we forecast? statistical tests of the predictive content Jörg Breitung, Malte Knüppel
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 14:
The time-varying impact of systematic risk factors on corporate bond spreads Arne C. Klein, Kamil Pliszka
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 18:
Time-varying capital requirements and disclosure rules effects on capitalization and lending decisions Björn Imbierowicz, Jonas Kragh, Jesper Rangvid
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 20:
Quantitative easing, portfolio rebalancing and credit growth micro evidence from Germany Johannes Tischer
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 22:
Unconventional monetary policy, bank lending, and security holdings the yield-induced portfolio rebalancing channel Karol Paludkiewicz
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 04:
Financial cycles in euro area economies a cross-country perspective Davor Kunovac, Martin Mandler, Michael Scharnagl
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 08:
A comprehensive view on risk reporting evidence from supervisory data Puriya Abbassi, Michael Schmidt
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 15:
Safe but fragile information acquisition, sponsor support and shadow bank runs Philipp J. König, David Pothier
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 16:
The international transmission of monetary policy Claudia M. Buch, Matthieu Bussiere, Linda Goldberg, Robert Hills
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 23:
Love and money with inheritance marital sorting by labor income and inherited wealth in the modern partnership Etienne Pasteau, Junyi Zhu
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 25:
Interest rate pass-through to the rates of core deposits a new perspective Heiko Sopp
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 05:
Global liquidity and exchange market pressure in emerging market economies Oliver Hossfeld, Marcus Pramor
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 09:
Cheap talk? financial sanctions and non-financial activity Tibor Besedeš, Stefan Goldbach, Volker Nitsch
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 11:
Fiscal regimes and the (non)stationarity of debt Josef Hollmayr
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 12:
Uncertainty about QE effects when an interest rate peg is anticipated Rafael Gerke, Sebastian Giesen, Daniel Kienzler
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 17:
Offshoring and the polarisation of the demand for capital Dirk Bursian, Arne J. Nagengast
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 24:
Convertible bonds and bank risk-taking Natalya Martynova, Enrico Perotti
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 01:
An analysis of non-traditional activities at German savings banks does the type of fee and commission income matter? Matthias Köhler
Frankfurt am Main: Deutsche Bundesbank, [05.02.2018]
-
no 2018, 02:
Mixed frequency models with MA components Claudia Foroni, Massimiliano Marcellino, Dalibor Stevanović
Frankfurt am Main: Deutsche Bundesbank, [13.02.2018]
-
no 2018, 03:
On the cyclical properties of Hamilton's regression filter Yves S. Schüler
Frankfurt am Main: Deutsche Bundesbank, [14.02.2018]
-
no 2018, 27:
With a little help from my friends survey-based derivation of euro area short rate expectations at the effective lower bound Felix Geiger, Fabian Schupp
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 30:
Labor tax reductions in Europe the role of property taxation Marcin Bielecki, Nikolai Stähler
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 31:
On a quest for robustness about model risk, randomness and discretion in credit risk stress tests Thomas Siemsen, Johannes Vilsmeier
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 33:
To sign or not to sign? on the response of prices to financial and uncertainty shocks Philipp Meinen, Oke Röhe
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 38:
Oil price shocks and stock return volatility new evidence based on volatility impulse response analysis Sercan Eraslan, Faek Menla Ali
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2018, 44:
Macroeconomic effects of bank capital regulation Sandra Eickmeier, Benedikt Kolb, Esteban Prieto
Frankfurt am Main: Deutsche Bundesbank, [2018]
-
no 2017, 23:
The financial market effects of the ECB's asset purchase programs Vivien Lewis (KU Leuven and Deutsche Bundesbank), Markus Roth (Deutsche Bundesbank)
Frankfurt am Main: Deutsche Bundesbank, [25.08.2017]
-
no 2017, 27:
Do all new brooms sweep clean? evidence for outside bank appointments Thomas Kick (Deutsche Bundesbank), Inge Nehring (University of Lueneburg), Andrea Schertler (University of Lueneburg)
Frankfurt am Main: Deutsche Bundesbank, [22.09.2017]
-
no 2017, 28:
Should unconventional monetary policies become conventional? Dominic Quint (Deutsche Bundesbank), Pau Rabanal (International Monetary Fund)
Frankfurt am Main: Deutsche Bundesbank, [25.09.2017]
-
no 2017, 24:
Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve Daniel Foos (Deutsche Bundesbank), Eva Lütkebohmert (University of Freiburg), Mariia Markovych (University of Freiburg), Kamil Pliszka (Deutsche Bundesbank)
Frankfurt am Main: Deutsche Bundesbank, [31.08.2017]
-
no 2017, 25:
Optimal trend inflation Klaus Adam (University of Mannheim and CEPR), Henning Weber (Deutsche Bundesbank)
Frankfurt am Main: Deutsche Bundesbank, [31.08.2017]
-
no 2017, 26:
An integrated shortfall measure for Basel III Ingo Torchiani (Deutsche Bundesbank), Thomas Heidorn (Frankfurt School of Finance and Management), Christian Schmaltz (University of Aarhus)
Frankfurt am Main: Deutsche Bundesbank, [21.09.2017]
-
no 2017, 38:
Changes in education, wage inequality and working hours over time Thomas Davoine, Jochen Mankart
Frankfurt am Main: Deutsche Bundesbank, [19.12.2017]
-
no 2017, 29:
Disagreement and monetary policy Elisabeth Falck (Goethe University Frankfurt), Mathias Hoffmann (Deutsche Bundesbank), Patrick Hürtgen (Deutsche Bundesbank)
Frankfurt am Main: Deutsche Bundesbank, [29.09.2017]
-
no 2017, 33:
Moral suasion in regional government bond markets Jana Ohls
Frankfurt am Main: Deutsche Bundesbank, [04.12.2017]
-
no 2017, 34:
A severity function approach to scenario selection Frieder Mokinski
Frankfurt am Main: Deutsche Bundesbank, [04.12.2017]
-
no 2017, 30:
(Un)expected monetary policy shocks and term premia Martin Kliem (Deutsche Bundesbank), Alexander Meyer-Gohde (Universität Hamburg and Humboldt-Universität zu Berlin)
Frankfurt am Main: Deutsche Bundesbank, [13.10.2017]
-
no 2017, 31:
Bargaining power and outside options in the interbank lending market Puriya Abbassi (Deutsche Bundesbank), Falk Bräuning (Federal Reserve Bank of Boston), Niels Schulze (Deutsche Bundesbank)
Frankfurt am Main: Deutsche Bundesbank, [27.10.2017]
-
no 2017, 32:
Vulnerable asset management? the case of mutual funds Christoph Fricke (Deutsche Bundesbank), Daniel Fricke (University College London, London School of Economics, and Saïd Business School, Oxford)
Frankfurt am Main: Deutsche Bundesbank, [30.10.2017]
-
no 2017, 36:
Liquidity provision as a monetary policy tool the ECB's non-standard measures after the financial crisis Dominic Quint, Oreste Tristani
Frankfurt am Main: Deutsche Bundesbank, [05.12.2017]
-
no 2017, 35:
Why do banks bear interest rate risk? Christoph Memmel
Frankfurt am Main: Deutsche Bundesbank, [05.12.2017]
-
no 2017, 37:
A stress test framework for the German residential mortgage market methodology and application Thomas Siemsen, Johannes Vilsmeier
Frankfurt am Main: Deutsche Bundesbank, [18.12.2017]
-
no 2017, 39:
Appropriate monetary policy and forecast disagreement at the FOMC Guido Schultefrankenfeld
Frankfurt am Main: Deutsche Bundesbank, [29.12.2017]
-
no 2016/03:
Heterogeneity in euro-area monetary policy transmission results from a large multi-country BVAR model Martin Mandler, Michael Scharnagl, Ute Volz
Frankfurt am Main: Deutsche Bundesbank, [2016]
-
no 2016/09:
Credit risk interconnectedness what does the market really know? Puriya Abbassi (Deutsche Bundesbank), Christian Brownlees (Universitat Pompeu Fabra and Barcelona GSE), Christina Hans (Universitat Pompeu Fabra and Barcelona GSE), Natalia Podlich (Deutsche Bundesbank)
Frankfurt am Main: Deutsche Bundesbank, [2016]
-
no 2016/14:
How central is central counterparty clearing? a deep dive into a European repo market during the crisis André Ebner (Deutsche Bundesbank), Falko Fecht (Frankfurt School of Finance & Management and Deutsche Bundesbank), Alexander Schulz (Deutsche Bundesbank)
Frankfurt am Main: Deutsche Bundesbank, [2016]
-
no 2016/02:
Markup responses to Chinese imports Philipp Meinen (Deutsche Bundesbank and Aarhus University)
Frankfurt am Main: Deutsche Bundesbank, [2016]
-
no 2016/06:
Does banknote quality affect counterfeit detection? experimental evidence from Germany and the Netherlands Frank van der Horst (De Nederlandsche Bank), Martina Eschelbach (Deutsche Bundesbank), Susann Sieber (Deutsche Bundesbank), Jelle Miedema (De Nederlandsche Bank)
Frankfurt am Main: Deutsche Bundesbank, [2016]
-
no 2016/13:
The joint dynamics of sovereign ratings and government bond yields Makram El-Shagi (Henan University Kaifeng, School of Economics and Halle Institute for Economic Research (IWH)), Gregor von Schweinitz (Halle Institute for Economics Research (IWH) and Deutsche Bundesbank)
Frankfurt am Main: Deutsche Bundesbank, [2016]
-
no 2016/10:
The rise of the added worker effect Jochen Mankart (Deutsche Bundesbank), Rigas Oikonomou (UC Louvain)
Frankfurt am Main: Deutsche Bundesbank, [2016]
-
no 2016/11:
Traditional banks, shadow banks and the US credit boom credit origination versus financing Robert Unger
Frankfurt am Main: Deutsche Bundesbank, [2016]
-
no 2016/01:
The effect of peer observation on consumption choices experimental evidence Sahra Sakha (Deutsche Bundesbank and German Institute for Economic Research), Antonia Grohmann (German Institute for Economic Research)
Frankfurt am Main: Deutsche Bundesbank, [2016]
-
no 2016/07:
A data-driven selection of an appropriate seasonal adjustment approach Karsten Webel
Frankfurt am Main: Deutsche Bundesbank, [2016]
-
no 2016/08:
Cyclical investment behavior across financial institutions Yannick Timmer (Trinity College Dublin and Deutsche Bundesbank)
Frankfurt am Main: Deutsche Bundesbank, [2016]
-
no 2016/05:
How do regional labor markets adjust to immigration? a dynamic analysis for post-war Germany Sebastian Till Braun (Kiel Institute for the World Economy), Henning Weber (Deutsche Bundesbank)
Frankfurt am Main: Deutsche Bundesbank, March 2, 2016
-
no 2016/12:
You're banned! the effect of sanctions on German cross-border financial flows Tibor Besedeš (Georgia Institute of Technology), Stefan Goldbach (Deutsche Bundesbank), Volker Nitsch (Technische Universität Darmstadt and CESifo)
Frankfurt am Main: Deutsche Bundesbank, [2016]
-
no 2019, 19:
Banks' holdings of risky sovereign bonds in the absence of the nexus yield seeking with central bank funding or de-risking? Rainer Frey, Mark Weth
Frankfurt am Main: Deutsche Bundesbank, [2019]