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Refereed publications

Forthcoming

  • Adam, K., J. Beutel and A. Marcet,
    Stock Price Booms and Expected Capital Gains, American Economic Review, forthcoming.
  • Anand, K, S. Friedrich et al.,
    The Missing Links: A global study on uncovering financial network structure from partial data, Journal of Financial Stability, forthcoming.
  • Beckmann, J. and M. Kühl,
    The Role for Long-Run Target Values of the Exchange Rate in the Bank of Japan's Policy Reaction Function, World Economy, forthcoming.
  • Berner E., l. Birg and D. Bodding,
    Retailers and Consumers: The Pass-through of Import Price Changes, World Economy, forthcoming.
  • Bettendorf, T.,
    Idiosyncratic and international transmission of shocks in the G7: does EMU matter?, Review of International Economics, forthcoming.
  • Blum, U., C. Fuhrmeister, P. Marek and M. Titze,
    R&D collaborations and the role of proximity, Regional Studies, forthcoming.
  • Bover, O., J. Casado, S. Costa, P. Du Caju, Y. McCarthy, E. Sierminska, P. Tzamourani, E. Villanueva and T. Zavadil,
    The distribution of debt across euro area countries: The role of individual characteristics, institutions and credit conditions, International Journal of Central Banking, forthcoming.
  • Bursian, D. and N. Stähler,
    Macroeconomic Effects of Increased Wage Flexibility in EMU, Journal of Economic Policy Reform, forthcoming.
  • Busch, R. and C. Memmel,
    Banks' net interest margin and the level of interest rates, Credit and Capital Markets, forthcoming.
  • Cardoso-Costa, J. and V. Lewis,
    Fiscal Policy and Inflation in a Monetary Union, Economica, forthcoming.
  • Döhrmann, D., M. Gürtler and M. Hibbeln,
    Insured Loss Inflation: How Natural Catastrophes Affect Reconstruction Costs, Journal of Risk and Insurance, forthcoming.
  • Eickmeier, S. and M. Kühnlenz,
    China's role in global inflation dynamics, Macroeconomic Dynamics, forthcoming.
  • Frey, R., C. Kerl and A. Lipponer,
    Withdrawal from foreign lending in the financial crisis by parent banks and their branches and subsidiaries: Supply versus demand effects, Journal of Financial Services Research, forthcoming.
  • Friebel, G., M. Heinz, M. Krüger and N. Zubanov,
    Team Incentives and Performance: Evidence from a Retail Chain, American Economic Review, forthcoming.
  • Ghysels, E., C. Horan and E. Mönch,

    Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability, Review of Financial Studies, forthcoming.

  • Hoffmann, M., M. Krause and T. Laubach,
    The expectations-driven US current account, Economic Journal, forthcoming.
  • Hoffmann, A. and A. Loeffler,
    Surplus liquidity, central bank losses and the use of reserve requirements in emerging markets, Review of International Economics, forthcoming.
  • Kajuth, F.,
    A benchmark for wage growth through the lens of the Beveridge curve, Applied Economics Letters, forthcoming.
  • Kaufmann, S. and C. Schumacher,
    Identifying relevant and irrelevant variables in sparse factor models, Journal of Applied Econometrics, forthcoming.
  • Kerl C.,
    German Banks in Financial Centers: How Risky is Their Business?, The Journal of Financial Perspectives, forthcoming.
  • Knetsch, T. and A. Nagengast,

    Penny Wise and Pound Foolish? On the Income from Germany's Foreign Investments, Review of World Economics/Weltwirtschaftliches Archiv, forthcoming.

  • Knüppel, M. and G. Schultefrankenfeld,
    Interest rate assumptions and predictive accuracy of central bank forecasts, Empirical Economics, forthcoming.
  • Kühl M.,
    Bank capital, the state contingency of banks' assets and its role for the transmission of shocks, Journal of Macroeconomics, forthcoming.
  • Kühl M.,
    Excess comovements between the Euro/US dollar and Pound Sterling/US dollar exchange rates, Applied Economics, forthcoming.
  • Kühl M.,
    The Effects of Government Bond Purchases on Leverage Constraints of Banks and Non-Financial Firms, International Journal of Central Banking, forthcoming.
  • Le Blanc J., A. Porpiglia, F. Teppa, J. Zhu and M. Ziegelmeyer,
    Household saving behavior and credit constraints in the Euro area, International Journal of Central Banking, forthcoming
  • Le Blanc J. and A. Scholl,
    Optimal savings for retirement: The role of individual accounts, Macroeconomic Dynamics, forthcoming.
  • Lewis V. and R. Winkler,
    Government Spending, Entry and the Consumption Crowding-In Puzzle, International Economic Review, forthcoming.
  • Löffler G. and P. Raupach,
    Pitfalls in the use of systemic risk measures, Journal of Financial and Quantitative Analysis, forthcoming.
  • Mankart J. and R.Oikonomou,
    Household search and the aggregate labor market, Review of Economic Studies, forthcoming.
  • Memmel C., A. Seymen and M. Teichert,
    Banks' Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence, GERMAN Economic Review, forthcoming.
  • Miller, P. and E. Töws,
    Loss given default adjusted workout processes for leases, Journal of Banking and Finance, forthcoming.
  • Müller P. and T. Schmidt,
    Identifying income and wealth-poor households in the euro area, Journal of Poverty, forthcoming.
  • Sigmund M. and I. Stein,
    What predicts financial (in)stability? A Bayesian approach, Credit and Capital Markets, forthcoming.

2017

  • Abbassi P., C. Brownlees, C. Hans and N. Podlich,
    Credit risk interconnectedness: what does the market really know?, Journal of Financial Stability, Vol. 29, pp. 1-12.
  • Abbassi, P., F. Fecht, and J.P. Tischer,
    Variations in market liquidity and the intraday interest rate, Journal of Money, Credit and Banking, Vol. 49(4), pp. 733-765.
  • Beckers, B., H. Herwartz and M. Seidel,
    Risk forecasting in (T)GARCH models with uncorrelated dependent innovations, Quantitative Finance, Vol. 17, pp. 121-137.
  • Behr P., D. Foos and L. Norden,
    Cyclicality of SME lending and government involvement in banks, Journal of Banking and Finance, Vol. 77, pp. 64-77.
  • Berg T. and P. Koziol,
    An analysis of the consistency of banks’ internal ratings, Journal of Banking and Finance, Vol. 78, pp. 27-41.
  • Besedes T., S. Goldbach and V. Nitsch,

    You’re banned! The effect of sanctions on German cross-border financial flows, Economic Policy, Vol. 32(90), pp. 263-318.

  • Bettendorf T.,
    Investigating Global Imbalances: Empirical Evidence from a GVAR Approach, Economic Modelling, Vol. 64, pp. 201-210.
  • Bettendorf T. and D.Bursian,
    Chow-Lin X N: How adding a panel dimension can improve accuracy, Economics Letters, Vol. 157, pp. 5-9.
  • Bilias, Y., D. Georgarakos and M. Haliassos,
    Has Greater Stock Market Participation Increased Wealth Inequality in the Us?, Review of Income and Wealth, Vol. 63(1), pp. 169-188.
  • Börsch-Supan, A., A. Ludwig and E. Vogel,
    Aging and Pension Reform: Extending the Retirement Age and Human Capital Formation, Journal of Pension Economics and Finance, Vol. 16(1), pp. 81-107.
  • Bursian, D.,
    Solving RE models with discontinuous policy rules – An application to minimum wage setting in Germany, Applied Economics Letters, Vol. 24(15), pp. 1121-1126.
  • Gelman, M., A. Jochem and S. Reitz,
    Transmission of Global Financial Shocks to EMU Member States: The Role of Monetary Policy and National Factors, Applied Economics Letters, Vol. 24, pp. 727-731.
  • Hertrich M. and H. Zimmermann,
    On the Credibility of the Euro/Swiss Franc Floor: A Financial Market Perspective, Journal of Money, Credit and Banking, Vol. 49(2-3), pp. 567-578.
  • Meinen P. and O. Röhe,
    On Measuring Aggregate Uncertainty and its Impact on Investment: Cross-country Evidence from the Euro Area, European Economic Review, Vol. 92, pp. 161-179.
  • Meller B. and N. Metiu,
    The synchronization of credit cycles, Journal of Banking and Finance, Vol. 82, pp. 98-111.
  • Menkhoff, L. and S. Sakha,
    Estimating Risky Behavior with Multiple-Item Risk Measures: Experimental Evidence, Journal of Economic Psychology, Vol. 59, pp. 56-86.
  • Ohls J., M. Pramor and L. Tonzer,
    International Banking and Cross-Border Effects of Regulation: Lessons from Germany, International Journal of Central Banking, Vol. 13(S1), pp. 129-162.
  • Richter M.,
    Asymmetric effects on financial cycles in a monetary union with diverging country preferences for variable- and fixed-rate mortgages, Review of Economics and Finance, Vol. 7(1), 19-36.
  • Sieber S. and T. Schmidt,

    The influence of an up-front experiment on respondents' recording behaviour in payment diaries: Evidence from Germany, Journal of Official Statistics, Vol. 33(29), pp. 427-454.

  • Unger R.,
    Asymmetric credit growth and current account imbalances in the euro area, Journal of International Money and Finance, Vol. 73(Part. B), pp. 435-451.

2016

  • Abbassi, P., R. Iyer, J. Peydró and F. Tous,
    Securities trading by banks and credit supply: Microevidence, Journal of Financial Economics, Vol. 121(3), pp. 569-594.
  • Abbate, A., S. Eickmeier, W. Lemke and M. Marcellino,
    The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR, Journal of Money, Credit and Banking, Vol. 48, pp. 573-601.
  • Abrahams, M., T. Adrian, R.K. Crump and E. Mönch (2016),

    Decomposing Real and Nominal Yield Curves, Journal of Monetary Economics, Vol. 84, pp. 182-200.

  • Ampudia, M., A. Pavlickova, J. Slacalek and E. Vogel,
    Household Heterogeneity in the Euro Area Since the Onset of the Great Recession, Journal of Policy Modeling, Vol. 38, pp. 181-197.
  • Andrade, P., R.K. Crump, S. Eusepi and E. Mönch,
    Fundamental Disagreement, Journal of Monetary Economics, Vol. 83, pp. 106-128.
  • Arnold, E.A., I. Größl, and P. Koziol,
    Market Discipline Across Bank Governance Models - Empirical Evidence from German Depositors, Quarterly Review of Economics and Finance, Vol. 61, issue C, pp. 126-138.
  • Arrondel, L., L. Bartiloro, P. Fessler, P. Lindner, T. Mathä, C. Rampazzi , F. Savignac, T. Schmidt, M. Schürz and P. Vermeulen, How do households allocate their assets? Stylized facts from the Eurosystem Household Finance and Consumption survey, International Journal of Central Banking, June, pp. 129-220.
  • Bagnall, J., D. Bounie, K. Huynh, A. Kosse, T. Schmidt, S. Schuh and H. Stix,

    Consumer cash usage: A cross-country comparison with payment diary survey data, International Journal of Central Banking, December/2016, pp. 1-62.

  • Bender, S., J. Schmieder and T. von Wachter ,
    The Effect of Unemployment Benefits and Nonemployment Durations on Wages, American Economic Review, Vol. 106, pp. 739-777.
  • Berger, A., C. Bouwman, T. Kick and K. Schaeck,
    Bank liquidity creation and risk taking during distress, Journal of Financial Intermediation, Vol. 26, pp. 115-141.
  • Borstel, J. von, S. Eickmeier and L. Krippner,

    The interest rate pass-through in the euro area during the sovereign debt crisis, Journal of International Money and Finance, Vol. 68, pp. 386-402.

  • Buch, C., M. Koetter and J. Ohls,
    Banks and sovereign risk: A granular view, Journal of Financial Stability, Vol. 25, pp. 1-15.
  • Busch, R. and C. Memmel,

    Quantifying the Components of the Banks' Net Interest Margin, Financial Markets and Portfolio Management, Vol. 30(4), pp. 371-396.

  • Cloyne, J. and P. Hürtgen,
    The macroeconomic effects of monetary policy: A new measure for the United Kingdom, American Economic Journal:Macroeconomics, Vol. 8(4), pp. 75-102.
  • Daude C., A. Nagengast and E. Levy Yeyati,

    On the effectiveness of exchange rate interventions in emerging markets, Journal of International Money and Finance, Vol. 64, pp. 239-261.

  • Droll T., N. Podlich and M. Wedow,
    Out of sight, out of mind? On the risk of sub-custodian structures, Journal of Banking and Finance, Vol. 68, pp. 47-56.
  • Eickmeier S., Marcellino M. and E. Prieto Fernandez,
    Time variation in macro-financial linkages, Journal of Applied Econometrics, Vol 31(7), pp. 1215-1233.
  • Fink K., U. Krüger, B. Meller and L. Wong,
    The credit quality channel: Modeling contagion in the interbank market, Journal of Financial Stability, Vol. 25, pp. 83-97.
  • Fischer C.,

    Determining global currency bloc equilibria: An empirical strategy based on estimates of anchor currency choice, Journal of International Money and Finance, Vol. 64, pp. 214-238.

  • Frey C. and F. Mokinski,
    Forecasting with bayesian vector autoregressions estimated using professional forecasts, Journal of Applied Econometrics, Vol. 31(6), pp. 1083-1099.
  • Gadatsch N., K. Hauzenberger and N. Stähler,
    Fiscal policy during the crisis: A look on Germany and the Euro area with GEAR, Economic Modelling, Vol. 52, pp. 997-1016.
  • Giesen S. and R. Scheufele,
    Effects of Incorrect Specification on the Finite Sample Properties of Full and Limited Information Esti-mators in DSGE Models, Journal of Macroeconomics, Vol. 48, pp. 1-18.
  • Götz T., A. Hecq and S. Smeekes,
    Testing for Granger causality in large mixed-frequency VARs, Journal of Econometrics, Vol. 193, pp. 418-432.
  • Hoffmann, M. and P. Hürtgen,
    Inflation Expectations, Disagreement and Monetary Policy, Economic Letters, Vol. 146, pp. 59-63.
  • Hollmayr, J. und M. Kühl,
    Imperfect Information about Financial Frictions and Consequences for the Business Cycle, Review of Economic Dynamics, Vol. 22, pp. 179-207.
  • Hossfeld, O. and A. Röthig,
    Do speculative traders anticipate or follow USD/EUR exchange rate movements? New evidence on the efficiency of the EUR currency futures market, Finance Research Letters, Vol. 18, pp. 218-228.
  • Kick T., M. Koetter and T. Poghosyan,
    Bank Recapitalization, Regulatory Intervention, and Repayment, Journal for Money, Credit and Banking, Vol. 48(7), pp. 1467-1494.
  • Kliem M., A. Kriwoluzky and S. Sarferaz,
    Monetary-fiscal policy interaction and fiscal inflation: A tale of three countries, European Economic Review, Vol. 88, pp. 158-184.
  • Kliem M. and H. Uhlig,
    Bayesian estimation of a dynamic stochastic general equlibrium model with asset prices, Quantitative Economics, Vol. 7, pp. 257-287.
  • Kohlbrecher B., C. Merkl and D. Nordmeier,
    Revisiting the Matching Function, Journal of Economic Dynamics and Control, Vol. 69, pp. 350-374.
  • Krause M. and S. Moyen,
    Public debt and changing inflation targets, American Economic Journal: Macroeconomics, Vol. 8(4), pp. 142-176.
  • Kremer J. and N. Stähler,

    Structural and cyclical effects of tax progression, Finanz Archiv, Vol. 72, pp. 41-73.

  • Liu W. and E. Mönch,
    What predicts US recessions? International Journal of Forecasting, Vol. 32(4), pp. 1138-1150.
  • Mankart J. and R. Oikonomou,
    The rise of the added worker effect, Economics Letters, Vol. 143, pp. 48-51.
  • Meinen P.,
    Markup responses to Chinese imports, Economics Letters, Vol. 141, pp. 122-124.
  • Metiu N.,
    How does the stock market respond to changes in bank lending standards? Economics Letters, Vol. 144, pp. 92-97.
  • Mokinski F.,
    Using time-stamped survey responses to measure expectations at a daily frequency, International Journal of Forecasting, Vol. 32, pp. 271-282.
  • Nagengast A. and R. Stehrer,
    The great collapse in value added trade, Review of International Economics, Vol. 24, pp. 392-421.
  • Nagengast A. and R. Stehrer,
    Accounting for the differences between gross and value added trade balances, World Economy, Vol. 39(9), pp. 1276-1306.
  • Nordmeier D., H.Schmerer and E. Weber,
    Trade and labor market dynamics: What do we learn from the data? Economics Letters, Vol. 145, pp. 206-209.
  • Vilsmeier J.,

    Updating the option implied probability of default methodology, Journal of Computational Finance, Vol. 19.

  • Vogel E.,
    Forward looking behavior in ECB liquidity auctions: evidence from the pre-crisis period, Journal of Inter-national Money and Finance, Vol. 61, pp. 120-142.

2015

  • Adrian, T., R. K. Crump and E. Moench,
    Regression-Based Estimation of Dynamic Asset Pricing Models, Federal Reserve Bank of New York Staff Reports No. 493, June 2014, Journal of Financial Economics, Vol. 118, (2), pp. 211-244.
  • Alter, A., B. Craig and P. Raupach,
    Centrality-based capital allocations, International Journal of Central Banking, Vol. 11(3), 329-377.
  • Arnold, E.A., I. Größl, and P. Koziol,
    Market Discipline Across Bank Governance Models - Empirical Evidence from German Depositors, Quarterly Review of Economics and Finance, forthcoming.
  • Baltzer, M., O. Stolper and A. Walter,
    Home-field advantage or a matter of ambiguity aversion? Local bias among German individual investors, European Journal of Finance, Vol. 21 (9), pp. 734-754.
  • Bleich, D. and A. Dombret,
    Financial System Leverage and the Shortage of Safe Assets: Exploring the Policy Options, German Economic Review, Vol. 16(2), pp. 161-180.
  • Böninghausen, B. and M. Köhler,
    Diversification and determinants of international credit portfolios: evidence from German banks, International Review of Economics and Finance, Vol. 39, 57-75.
  • Bornemann, S., T. Kick, A. Pfingsten and A. Schertler,
    Earnings baths by CEOs during turnovers: Empirical evidence from German savings banks, Journal of Banking and Finance, Vol. 53, pp. 188-201.
  • Borsi, M. T. and N. Metiu,
    The evolution of economic convergence in the European Union, Empirical Economics, Vol. 48(2), pp. 657-681.
  • Brei M., Buzaushina A.,
    International financial shocks in emerging markets, Journal of International Money and Finance, Vol. 58, pp. 51-74
  • Breitung, J. and S. Eickmeier,
    Analyzing international business and financial cycles using multi-level factor models: A comparison of alternative approaches, Advances in Econometrics, Vol. 35.
  • Breitung, J. and S. Eickmeier,
    Analyzing business cycle asymmetries in a multi-level factor model, Economics Letters, Vol. 127, pp. 31-34.
  • Bursian, D., A. Weichenrieder, J. Zimmer,
    Trust in government and fiscal adjustments, International Tax and Public Finance, Vol. 22, pp. 663-682.
  • Busch, R. and T. Kick,
    Income Structure and Bank Business Models: Evidence on Performance and Stability from the German Banking Industry, Schmalenbach Business Review, Vol. 67, pp. 226-253.
  • Christelis, D., D. Georgarakos and T. Jappelli,
    Wealth Shocks, Unemployment Shocks and Consumption in the Wake of the Great Recession, Journal of Monetary Economics, Vol. 72, pp. 21-41.
  • Cici, G., S. Gibson, Y. Gündüz and J. J. Merrick Jr.,
    Market Transparency and the Marking Precision of Bond Mutual Fund Managers, Journal of Portfolio Management, Vol. 41(2), pp. 126-137.
  • Eickmeier, S., W. Lemke and M. Marcellino,
    Classical time-varying FAVAR models - Estimation, forecasting and structural analysis, Journal of the Royal Statistical Society - Series A, Vol. 178(3), pp. 493-533.
  • Eickmeier, S. and T. Ng,
    How do US credit supply shocks propagate internationally? A GVAR approach, European Economic Review, Vol. 74, pp. 128-145.
  • Entrop, O., C. Memmel, B. Ruprecht and M. Wilkens,
    Determinants of bank interest margins: Impact of maturity transformation, Journal of Banking and Finance, Vol. 54, 1-19.
  • Foroni, C., M. Marcellino and C. Schumacher,
    U-MIDAS: MIDAS regressions with unrestricted lag polynomials, Journal of the Royal Statistical Society – Series A, Vol. 178, pp. 57-82.
  • Gehde -Trapp M., Gündüz Y. and J. Nasev,
    The Liquidity Premium in CDS Transaction Prices: Do Frictions Matter? Journal of Banking and Finance, Vol. 61, pp. 184-205.
  • Georgarakos, D. and S. Fuerth,
    Household Repayment Behavior: The Role of Social Capital, Institutional, Political, and Religious Beliefs, European Journal of Political Economy, Vol. 37, pp. 249-265.
  • Gündüz, Y., C. Memmel and P. Raupach,
    The Common Drivers of Default Risk, Journal of Financial Stability, Vol. 16, pp. 232-247.
  • Harms, P., M. Hoffmann and C. Ortseifer,
    The Home Bias in Equities and Distribution Costs, Scandinavian Journal of Economics, Vol. 117(3), pp. 983-1018.
  • Hollmayr J. and C. Matthes,
    Learning about fiscal policy and the effects of policy uncertainty, Journal of Economic Dynamics and Control, Vol. 59, pp. 142-162.
  • Hübner M. and G. Vannoorenberghe,
    Patience and long-run growth Economics Letters, Vol.137, pp. 163-167.
  • Kick, T. and E. Prieto,
    Bank Risk and Competition: Evidence from Regional Banking Markets, Review of Finance, Vol. 19(3), 1185-1222.
  • Kliem, M. and H. Uhlig,
    Bayesian Estimation of a DSGE Model with Asset Prices, Quantitative Economics, forthcoming.
  • Knüppel M.,
    Evaluating the calibration of multi-step-ahead density forecasts using raw moments, Journal of Business and Economic Statistics, Vol. 33, pp. 270-28.
  • Köhler, M.,
    Ertragssteigerung für Genossenschaftsbanken und Sparkassen, bank und markt, Vol. 7, pp. 30-33.
  • Köhler, M.,
    Which Banks are More Risky? The impact of business models on bank stability, Journal of Financial Stability, Vol. 16, pp. 195-212.
  • Koziol, C., P. Koziol and T. Schön,
    Do correlated defaults matter for CDS premia? An empirical analysis, Review of Derivatives Research, Vol 18(3), 191-224.
  • Lucca, D. and E. Moench,
    The Pre-FOMC Announcement Drift, Federal Reserve Bank of New York Staff Reports No. 512, July 2013, Journal of Finance, Vol. 70(1), pp. 329-371.
  • Mankart, J. and G. Rodano,
    Personal Bankruptcy Law, Debt Portfolios, and Entrepreneurship, Journal of Monetary Economics, Vol. 76, pp. 157-172.
  • Meinen, P.,
    Sunk Costs of Exporting and the Role of Experience in International Trade, Canadian Journal of Economics, Vol. 48(1), pp.335-367.
  • Memmel, C., Y. Gündüz and P. Raupach,
    The Common Drivers of Default Risk, Journal of Financial Stability, Vol. 16, pp. 232-247.
  • Prieto, E., S. Eickmeier and M. Marcellino, Time variation in macro-financial linkages, Journal of Applied Econometrics, forthcoming.

2014

  • Baltzer, M., O. Stolper and A. Walter,
    Home-field advantage or a matter of ambiguity aversion? Local bias among German individual investors, European Journal of Finance, forthcoming.
  • Berger, A., T. Kick and K. Schaeck,
    Executive board composition and bank risk taking, Journal of Corporate Finance, Vol. 28, pp. 48-65.
  • Beyer, A., V. Gaspar, C. Gerberding and O. Issing,
    Opting Out of the Great Inflation: German Monetary Policy after the Break Down of Bretton Woods. In M. D. Bordo and A. Orphanides (eds), The Great Inflation, University of Chicago Press, Chicago, forthcoming.
  • Bornemann, S., S. Homölle, C. Hubensack, T. Kick and A. Pfingsten,
    Visible Reserves in Banks – Determinants of Initial Creation, Usage, and Contribution to Bank Stability, Journal of Business Finance and Accounting, Vol. 41(5) & (6), pp. 507-544.
  • Buch, C. M., S. Eickmeier and E. Prieto,
    In search for yield? Survey-based evidence on bank risk taking, Journal of Economic Dynamics and Control, Vol. 43, pp. 12-30.
  • Buch, C. M., S. Eickmeier and E. Prieto,
    Macroeconomic factors and micro-level bank behavior, Journal of Money, Credit and Banking, Vol. 46(4), pp. 715-751.
  • Buch, C.M., I. Kesternich, A. Lipponer and M. Schnitzer,
    Financial Constraints and Foreign Direct Investment: Firm-Level Evidence, Review of World Economics, Vol. 150 (2), pp. 393-420.
  • Buch, C. M. and E. Prieto,
    Do Better Capitalized Banks Lend Less? Long-Run Panel Evidence from Germany, International Finance, Vol. 17(1), pp. 1-23.
  • Bursian, D. and M. Roth,
    Optimal policy and Taylor rule cross-checking under parameter uncertainty, B.E. Journal of Macroeconomics, Vol. 14(1), pp. 301–324,.
  • Clerc, L., A. Derviz, C. Mendicino, S. Moyen, K. Nikolov, L. Stracca, J. Suarez and A. Vardoulakis,
    Capital Regulation in a Macroeconomic Model with Three Layers of Default, International Journal of Central Banking, forthcoming.
  • Dombret, A., T. Liebig and I. Stein,
    Trennbankensystem - ein Weg zu mehr Finanzstabilität in Deutschland?, Perspektiven der Wirtschaftspolitik, Vol. 15, pp. 41-55.
  • Dräger, L., U. Fritsche and J.-O. Menz,
    Perceived Inflation under Loss Aversion, Applied Economics, Vol 46(3), pp. 282-293.
  • Dufour, J.-M. and J.-R. Kurz-Kim,
    Editors’ introduction: Heavy tails and stable Paretian distributions in econometrics, Journal of Econometrics, Vol. 181, pp. 1-2
  • Düllmann, K. and T. Kick,
    Stress testing German banks against a global credit crunch, Financial Markets and Portfolio Management, Vol. 28, pp. 337-361.
  • Düllmann, K. and P. Koziol,
    Are SME Loans Less Risky than Regulatory Capital Requirements Suggest?, Journal of Fixed Income, Vol. 23(4), pp. 89-103
  • Eickmeier, S., L. Gambacorta and B. Hofmann,
    Understanding global liquidity, European Economic Review, Vol. 68, pp. 1-18.
  • Fischer, C. and O. Hossfeld,
    A consistent set of multilateral productivity approach-based indicators of price competitiveness - results for Pacific Rim economies, Journal of International Money and Finance, Vol. 49(A), pp. 152-169.
  • Frey, R. and C. Kerl,
    Multinational banks in the crisis: Foreign affiliate lending as a mirror of funding pressure and competition on the internal capital market, Journal of Banking and Finance, Vol. 50, pp. 52-68.
  • Georgarakos, D., M. Haliassos and G. Pasini,
    Household Debt and Social Interactions, The Review of Financial Studies, Vol. 27(5), pp. 1404-1433.
  • Gerke, R. and F. Hammermann,
    Robust Monetary Policy in a New Keynesian Model with Imperfect Interest Rate Pass-Through, Macroeconomic Dynamics, forthcoming.
  • Goldbach S. and V. Nitsch,
    Extra Credit: Bank Finance and Firm Export Status in Germany, The World Economy, Vol. 37(7), pp. 883-891.
  • Gündüz, Y. and O. Kaya,
    Impacts of the Financial Crisis on Eurozone Sovereign CDS Spreads, Journal of International Money and Finance, Vol. 49, 425-442.
  • Gündüz, Y., C. Memmel and P. Raupach,
    The Common Drivers of Default Risk, Journal of Financial Stability, Vol. 16, pp. 232-247.
  • Gündüz, Y. and M. Uhrig-Homburg,
    Does Modeling Framework Matter? A Comparative Study of Structural and Reduced-Form Models, Review of Derivatives Research, Vol. 17, pp. 39-78.
  • Hansen, J. D., P. Meinen and J. U. M. Nielsen,
    Elasticity of Substitution and Anti-Dumping Decisions, Review of World Economics, 4.
  • Hürtgen, P. and R. Rühmkorf,
    Sovereign default risk and state-dependent twin deficits, Journal of International Money and Finance, Vol. 48, pp. 357-382
  • Islami, M. and J.-R. Kurz-Kim,
    A single composite financial stress indicator and ist real impact in the euro area, International Journal of Finance and Economics, Vol. 19(3), pp. 204-211.
  • Jahn, N. and T. Kick,
    Early Warning Indicators for the German Banking System: A Macroprudential Analysis, Credit and Capital Markets, Vol. 47(1), 5-47.
  • Kajuth, F.,
    NAIRU estimates for Germany: New evidence on the inflation-unemployment tradeoff, German Economic Review, forthcoming.
  • Kalckreuth, U. von, T. Schmidt and H. Stix,
    Choosing and using payment instruments: evidence from German microdata, Empirical Economics, Vol. 46(3), pp. 1019-1055.
  • Kalckreuth, U. von, T. Schmidt and H. Stix,
    Using Cash to Monitor Liquidity – Implications for Payments, Currency Demand and Withdrawal Behavior, Journal of Money, Credit and Banking, Vol. 46(8), pp. 1753-1786.
  • Kempkes, G.,
    Cyclical adjustment in fiscal rules: some evidence on real-time bias for EU-15 countries, FinanzArchiv, Vol. 70(2), pp. 278-315.
  • Kliem, M. and A. Kriwoluzky,
    Toward a Taylor rule for fiscal policy, Review of Economic Dynamics, Vol. 17(2), pp. 294-302.
  • Kliem, M., A. Kriwoluzky and S. Sarferaz,
    On the low-frequency relationship between public deficits and inflation, Journal of Applied Econometrics, forthcoming.
  • Knetzsch, T.A., K. Sonderhof and W.Kempe,
    Das Erwerbspersonenpotenzial zu Vollzeitäquivalenten: Messkonzept, Projektion und Anwen-dungsbeispiele, Schmollers Jahrbuch, Vol. 134(1), pp. 1-24.
  • Knüppel, M.,
    Efficient Estimation of Forecast Uncertainty Based on Recent Forecast Errors, International Journal of Forecasting, Vol. 30(2), pp. 257-267.
  • Knüppel, M.,
    Can Capacity Constraints Explain Asymmetries of the Business Cycle?, Macroeconomic Dynamics, Vol. 18(1), pp. 65-92.
  • Köhler, M.,
    Provisionseinkommen: Alternative Einnahmequelle von Retailbanken, BankPraktiker, 9, pp. 326-328.
  • Köhler, M.,
    Business Models in Banking - How did they evolve and how do they need to be changed in the post-crisis period?, Journal of Financial Perspectives, Vol. 2(I), pp. 161-176.
  • Köhler, M.,
    Does Non-Interest Income Make Banks More risky? Retail- vs. Investment-Oriented Banks, Review of Financial Economics, Vol. 23, pp. 182-193.
  • Koziol, P.,
    Inflation and Interest Rate Derivatives for FX Risk Management: Implications for Exporting Firms under Real Wealth, Quarterly Review of Economics and Finance, Vol. 54(4), 459-472.
  • Kurz-Kim, J.-R. and M. Loretan,
    On the properties of the coefficient of determination in regression models with infinite-variance variables, Journal of Econometrics, Vol. 181, pp. 15-24.
  • Kuzin, V. and F. M. Bremus,
    Unemployment and Portfolio choice: Does persistence matters?, Journal of Macroeconomics, Vol. 40, pp. 99-113.
  • Le Blanc, J. and T. Schmidt,
    Knocking on Respondents' Doors - Interviewers and Unit Non-Response in a Large Wealth Survey, JSM Proceedings, Survey Methodology Section, Alexandria, VA: American Statistical Association, pp. 943-957.
  • Löffler, A. and A. Hoffmann,
    Low Interest Rate Policy and the Use of Reserve Requirements in Emerging Markets, Quarterly Review of Economics and Finance, Vol. 54(3), pp. 307-314.
  • Mankart, J.,
    The (Un-) importance of Chapter 7 wealth exemption levels, Journal of Economic Dynamics and Control, Vol. 38, pp. 1-16.
  • Memmel, C.,
    Banks' interest rate risk: The net interest income perspective and the market value perspective, Quantitative Finance, Vol. 14(6), pp. 1059-1068.
  • Moyen, S. and N. Stähler,
    Unemployment Insurance and the Business Cycle: Should Entitlement Duration React to the Cycle?, Macroeconomic Dynamics, Vol. 18, pp. 497-525.
  • Nordmeier, D.,
    Worker flows in Germany: Inspecting the time aggregation bias, Labour Economics, Vol. 28, pp. 70-83.
  • Röthig, A.,
    Time-varying cross-speculation in currency futures markets: an empirical analysis, In Dieci, R., He, T. und C. Hommes: "Nonlinear Economic Dynamics and Financial Modelling, Essays in Honour of Carl Chiarella", Springer, pp. 225-233.
  • Schmidt, T.,
    Consumers' Recording Behaviour in Payment Diaries – Empirical Evidence from Germany, Survey Methods: Insights from the Field, August 2014, http://surveyinsights.org/?p=4563, DOI: 10.13094/SMIF-2014-00008.
  • Schulz, A. and J. Stapf,
    Price discovery on traded inflation expectations: Does the financial crisis matter?, European Journal of Finance, Vol. 20(11), pp. 1037-1063.
  • Schulze, K.,
    Existence and Computation of the Aumann-Serrano Index of Riskiness and its Extension, Journal of Mathematical Economics, Vol. 50(1), pp. 219-224.
  • Schumacher, C.,
    Comments on "Short-term inflation projections: A Bayesian vector autoregressive approach", International Journal of Forecasting, Vol. 30 (3), pp. 645-647.
  • Schwarzmüller, T. and N. Stähler,
    Reforming the labor market and improving competitiveness: An analysis for Spain using FiMod, SERIEs - Journal of the Spanish Economics Association, forthcoming.
  • Tasca, P., P. Mavrodiev and F. Schweitzer,
    Quantifying the Impact of Leveraging and Diversification on Systemic Risk, Journal of Financial Stability, Vol. 15, pp. 43-52.
  • Umber, M., M. Grote and R. Frey,
    Same as it ever was? Europe's national borders and the market for corporate control, Journal of International Money and Finance, Vol. 40, pp. 109-127.

2013

  • Adrian, T., R. K. Crump and E. Moench (2013),
    Pricing the Term Structure with Linear Regressions, Journal of Financial Economics, Vol. 110(1), pp. 110-138.
  • Baltzer, M. (2013),
    Speculation as a trigger for regulation of capital markets in Germany in the late 19th century, Economic History Yearbook 2013/2, 95-110.
  • Baltzer, M., O. Stolper and A. Walter (2013),
    Is local bias a cross-border phenomenon? Evidence from individual investors' international asset allocation, Journal of Banking and Finance, Vol. 37(8), 2823-2835.
  • Berger, A., T. Kick, M. Koetter and K. Schaeck (2013),
    Does it pay to have friends? Social ties and executive appointments in banking, Journal of Banking and Finance, Vol. 37, pp. 2087-2105.
  • Bleich, D., T. Bleich and R. Fendel (2013),
    Einige Anmerkungen zum Wesen der Deflation aus Sicht der Finanzstabilität, Zeitschrift für Wirtschaftspolitik, Vol. 62(2), 134-158.
  • Bleich, D., R. Fendel and J.-C. Rülke (2013)
    Monetary Policy and Stock Market Volatilit, Economics Bulletin, Vol. 33(3), 1669-1680.
  • Christelis, D. and D. Georgarakos (2013),
    Investing at Home and Abroad: Different Costs, Different People?, Journal of Banking and Finance, Vol. 37, pp. 2069-2086.
  • Christelis, D., D. Georgarakos and M. Haliassos (2013),
    Differences in Portfolios across Countries: Economic Environment versus Household Characteristics, The Review of Economics and Statistics, Vol. 95(1), pp. 220-236.
  • Dombret, A. and A. Ebner (2013),
    Default of systemically important financial intermediaries: short-term stability versus incentive compatibility?, German Economic Review, Vol. 14(1), 15-30.
  • Durand, P., Y. Gündüz and I. Thomazeau (2013), Estimating Endogenous Liquidity Using Transaction and Order Book Information, in: J. Batten, P. MacKay, N. Wagner (eds.), Advances in Financial Risk Management-Corporates, Intermediaries and Portfolios, Palgrave MacMillan.
  • Eickmeier, S. and B. Hoffmann (2013),
    Monetary policy, housing booms, and financial (im)balances, Macroeconomic Dynamics, Vol. 17(4), pp. 830-860.
  • Eickmeier, S. and K. Pijnenburg (2013),
    The global dimension of inflation-evidence from factor-augmented Phillips curves, Oxford Bulletin of Economics and Statistics, Vol. 75(1), pp. 103-122.
  • Gerberding, C., F. Seitz and A. Worms (2013),
    Interest rate rules and money, Kredit und Kapital, Vol. 45(4), 501-529.
  • Gerke, R., M. Jonsson, M. Kliem, M. Kolasa, P. Lafourcade, A. Locarno, K. Makarskic and P. McAdam (2013),
    Assessing Macro-Financial Linkages: A Model Comparison Exercise, Economic Modelling, Vol. 31(3), 253-264.
  • Jordà, Ò., M. Knüppel and M. Marcellino (2013),
    Empirical Simultaneous Prediction Regions for Path-Forecasts, International Journal of Forecasting, Vol. 29(3), 456-468.
  • Kliem, M. and A. Kriwoluzky (2013),
    Reconciling narrative monetary policy disturbances with structural VAR model shocks?, Economics Letters, Vol. 121(2), 247-251.
  • Knetsch, T. A. (2013),
    Ein nutzungskostenbasierter Ansatz zur Messung des Faktors Kapital in aggregierten Produktionsfunktionen, Jahrbücher für Nationalökonomie und Statistik, Vol. 233(5+6), 638-660.
  • Kurz, C. and J.-R. Kurz-Kim (2013),
    What determines the dynamics of absolute excess returns on stock markets?, Economics Letters, Vol. 118(2), 342-346.
  • Kuzin, V., M. Marcellino and C. Schumacher (2013),
    Pooling versus model selection for nowcasting GDP with many predictors: Empirical evidence for six industrialized countries, Journal of Applied Econometrics, Vol. 28, 392-411.
  • Mayer, E. and N. Stähler (2013),
    The debt brake: business cycle and welfare consequences of Germany's new fiscal policy rule, Empirica: Journal of European Economics, Vol. 40(1), 39-74.
  • Meller, B. (2013),
    The Two-Sided Effect of Financial Globalization on Output Volatility, Review of World Economics, Vol. 149(3), pp. 477-504.
  • Moench, E., S. Ng, and S. Potter (2013),
    Dynamic Hierarchical Factor Models, Review of Economics and Statistics, Vol. 95(5), pp. 1811-1817.
  • Podlich, N. and M. Wedow (2013),
    Are insurers SIFIs? A MGARCH model to measure interconnectedness, Applied Economics Letters, Vol. 20(7), pp. 677-681.
  • Puzanova, N. and K. Düllmann (2013),
    Systemic risk contributions: A credit portfolio approach, Journal of Banking and Finance, Vol. 37, 1243-1257.
  • Schultefrankenfeld, G. (2013),
    Forecast uncertainty and the Bank of England’s interest rate decisions, Studies in Nonlinear Dynamics and Econometrics, Vol. 17(1), 1-20.

2012

  • Abbassi, P. and T. Linzert (2012),
    The effectiveness of monetary policy in steering money during the financial crisis, Journal of Macroeconomics, online.
  • Abbassi, P. and D. Nautz (2012),
    Monetary transmission right from the start: On the information content of the eurosystem's main refinancing operations, The North American Journal of Economics and Finance, Vol. 23(1), 54-69.
  • Baumann, F., M. Oschinski and N. Stähler (2012),
    On the Effects of Fair Trade on the Welfare of the Poor, Journal of International Development, Vol. 24(1), 159-172.
  • Beckmann, J., A. Belke and M. Kühl (2012),
    The cross-country importance of global sentiments-evidence for smaller EU countries, International Economics and Economic Policy, Vol. 9(3-4), pp. 245-264.
  • Bertola, G., A. Dabusinskas, M. Hoeberichts, M. Izquierdo, C. Kwapil, J. Montornès and D. Radowski (2012),
    Price, wage and employment response to shocks: evidence from the WDN survey, Labour Economics, Vol. 19(5), 783-791.
  • Biewen, E. (2012),
    KombiFiD: A First Glimpse of the Bundesbank Data, Schmollers Jahrbuch, Vol. 132(3), 405-418.
  • Biewen, E., A. Gruhl, C. Gürke, T. Hethey-Maier and E. Weiß (2012),
    Combined Firm Data for Germany - Possibilities and Consequences of Merging Firm Data from Different Data Producers, Schmollers Jahrbuch, Vol. 132(3), 361-377.
  • Bleich, D. and R. Fendel (2012),
    Monetary Policy Conditions in Spain before and after the Changeover to the Euro: A Taylor Rule Based Assessment, Review of Applied Economics, Vol. 8(1), 51-67.
  • Bleich, D., R. Fendel and J.-C. Rülke (2012),
    Inflation Targeting Makes the Difference: Novel Evidence on Inflation Stabilization, Journal of International Money and Finance, Vol. 31(5), 1092-1105.
  • Bleich, D., R. Fendel and J.-C. Rülke (2012),
    Monetary Policy and Oil Price Expectations, Applied Economics Letters, Vol. 19(10), 969-993.
  • Bornemann, S., T. Kick, C. Memmel and A. Pfingsten (2012),
    Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany, Journal of Banking and Finance, Vol. 36, 2403–2415.
  • de Faria, P. and T. Schmidt (2012),
    International cooperation on innovation: firm-level evidence from two European countries, Innovation: Management, Policy and Practice, Vol. 14(3), 304-324.
  • Fischer, C. (2012),
    Price convergence in the EMU? Evidence from micro data, European Economic Review, Vol. 56(4), 757-776.
  • Galsband, V. (2012),
    Downside Risk of International Stock Returns, Journal of Banking and Finance, Vol. 36(8), 2379-2388.
  • Gerberding, C., R. Gerke and F. Hammermann (2012),
    Price-level targeting when there is price-level drift, Journal of Macroeconomics, Vol. 34(3), 757-768.
  • Gerke, R., F. Hammermann and V. Lewis (2012),
    Robust Monetary Policy in a Model with Financial Distress, Journal of Macroeconomics, Vol. 34(2), 318-325.
  • Hoffmann, M., M. U. Krause and T. Laubach (2012),
    Trend Growth Expectations and U.S. House Prices before and after the Crisis, Journal of Economic Behavior & Organization, Vol. 83, 394-409.
  • Hoffmann, M. and P. Tillmann (2012),
    International Financial Integration and National Price Levels: The Role of the Exchange Rate Regime, Journal of International Money and Finance, Vol. 31(6), 1503-1528.
  • Kadow, A., M. Cerrato, R. MacDonald and S. Straetmans (2012),
    Does the euro dominate Central and Eastern European money markets? Journal of International Money and Finance, Vol. 32, 700-718.
  • Kajuth, F. (2012),
    Identifying the Phillips curve through shifts in volatility, Journal of Macroeconomics, Vol. 34, 975-991.
  • Knetsch, T. A. and A. Molzahn (2012),
    Supply-Side Effects of Strong Energy Price Hikes in German Industry and Transportation, Empirical Economics, Vol 43(3), pp. 1215-1238.
  • Knüppel, M. and G. Schultefrankenfeld (2012),
    How Informative Are Central Bank Assessments of Macroeconomic Risks?, International Journal of Central Banking, Vol. 8(3), 87-139.
  • Krause, M. and H. Uhlig (2012),
    Transitions in the German Labor Market: Structure and Crisis, Journal of Monetary Economics Vol. 59(1), 64-79.
  • Lipponer, A. and J. Ulbrich (2012),
    Is the build-up of TARGET2 balances a question of self-contained risk?, Journal of Risk Management in Financial Institutions, Vol. 5(4), 390-397.
  • Mandler, M. (2012),
    Decomposing Federal Funds Rate forecast uncertainty using time-varying Taylor rules and real-time data, North American Journal of Economics and Finance, Vol. 23(2), 228-245.
  • Mandler, M. (2012),
    Inflation-regime dependent effects of monetary policy shocks. Evidence from threshold vector auto-regressions, Economics Letters, Vol. 116(3), 422-425.
  • Meller, B. and D. Nautz (2012),
    Inflation persistence in the Euro area before and after the European Monetary Union, Economic Modelling, Vol. 29(4), 1170-1176.
  • Memmel, C., A. Sachs and I. Stein (2012),
    Contagion at the Interbank Market with stochastic LGD, International Journal of Central Banking, Vol. 8(3), 177-206.
  • Memmel, C. and A. Schertler (2012),
    The Dependency of the Banks’ Assets and Liabilities: Evidence from Germany, European Financial Management, Vol. 18(4), 602-619.
  • Metiu, N. (2012),
    Sovereign risk contagion in the Eurozone, Economics Letters, Vol. 117(1), 35-38.
  • Moench, E. (2012),
    Term Structure Surprises: The Predictive Content of Curvature, Level, and Slope, Journal of Applied Econometrics, Vol. 27(4), pp. 574-602.
  • Moyen, S. (2012),
    Monetary policy and inflationary shocks under imperfect credibility, Economics Letters, Vol. 116(3), 571-574.
  • Ongena, S., G. Tümer-Alkan and N. von Westernhagen (2012),
    Creditor Concentration: An Empirical Investigation, European Economic Review, Vol. 56(4), 830-847.
  • Tasca, P., S. Battiston, M. Puliga, R. Kaushik and G. Caldarelli (2012),
    DebtRank: Too central to fail? Financial Networks, the FED and Systemic Risk, Nature, Scientific Reports 2, No 541.
  • Vermeulen, P., D. A. Dias, M. Dossche, E. Gautier, I. Hernando, R. Sabbatini and H. Stahl (2012),
    Price Setting in the Euro Area: Some Stylised Facts from Individual Producer Price Data, Journal of Money, Credit and Banking, Vol. 44(8), pp. 1631-1650.
  • Wichert, L. and R. Wilke (2012),
    Which factors safeguard employment?: An analysis with misclassified German register data, Journal of the Royal Statistical Society: Series A, Vol. 175(1), pp. 135-151.

2011

  • Balassone, F., J. Cunha, G. Langenus, B. Manzke, J. Pavot, D. Prammer and P. Tommasino (2011),
    Fiscal sustainability and policy implications: a post-crisis analysis for the euro area, International Journal of Sustainable Economy, Vol. 3(2), 210-234.
  • Baumann, F., F. Friehe and M. Wedow (2011),
    General Ability and Specialization: Evidence from Penalty Kicks in Soccer Journal of Sports Economics, Vol. 12(1), 81-105.
  • Baumann, F., M. Mechtel and N. Stähler (2011),
    Employment Protection and Temporary Work Agencies, Labour, Vol. 25(3), 308-329.
  • Beckmann, J., A. Belke and M. Kühl (2011),
    Cointegration, structural breaks and monetary fundamentals of the Dollar/Yen Exchange, International Advances in Economic Research, Vol. 17(4), pp. 397-412.
  • Beckmann, J., A. Belke and M. Kühl (2011),
    Global Integration of Central and Eastern European Financial Markets - The Role of Economic Sentiments, Review of International Economics, Vol. 19(1), pp. 137-157.
  • Beckmann, J., A. Belke and M. Kühl (2011),
    The Dollar-Euro Exchange Rate and Macroeconomic Fundamentals: A Time-Varying Coefficient Approach, Review of World Economics, Vol. 147(1), pp. 11-40.
  • Behr, A. and F. Heid (2011),
    The success of bank mergers revisited. An assessment based on a matching strategy, Journal of Empirical Finance, Vol. 18(1), 117-135.
  • Boll, T. and F. Somogyi (2011),
    Do Competitively Acquired Funds Induce Universities to Increase Productivity?, Research Policy, Vol. 40(1), 136-147.
  • Breitung, J. and S. Eickmeier (2011),
    Testing for structural breaks in dynamic factor models, Journal of Econometrics, Vol. 163(1), pp. 71-84.
  • Breitung, J. and J. Tenhofen (2011),
    GLS estimation of dynamic factor models, Journal of the American Statistical Association, Vol. 106(495), 1150-1166.
  • Cantner, U., K. Joel and T. Schmidt (2011),
    The effects of knowledge management on innovative success - an empirical analysis of German firms, Research Policy, Vol. 40(10), 1453-1462.
  • Carvalho, C., N. Klagge and E. Moench (2011),
    The Persistent Effects of a False News Shock, Journal of Empirical Finance, Vol 18(4), pp. 597-615.
  • Christelis, D., D. Georgarakos and M. Haliassos (2011),
    Stockholding: Participation, Location, Spillovers, Journal of Banking and Finance, Vol. 35(8), pp. 1918-1930.
  • Daraio, C., A. Bonaccorsi and G. Kempkes (2011),
    The European university landscape: A micro characterization based on evidence from the Aquameth project, Research Policy, Vol. 40(1), 148-164.
  • Entorf, H., J. Moebert and K. Sonderhof (2011),
    The Foreign Exchange Rate Exposure of Nations, Open Economies Review, Vol. 22(2), 339-353.
  • Frey, R. and K. Hussinger (2011),
    European Market Integration through Technology Driven M&As, Applied Economics, Vol. 43(17), 2143-2153.
  • Gaisser, S., C. Memmel, R. Schmidt and C. S. Wehn (2011),
    Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach, Journal of Risk, Vol. 14(1), 3-40.
  • Georgarakos, D. and G. Pasini (2011),
    Trust, Sociability, and Stock Market Participation, Review of Finance, Vol. 15(4), pp. 693-725.
  • Gündüz, Y. and M. Uhrig-Homburg (2011),
    Predicting Credit Default Swap Prices with Financial and Pure Data-Driven Approaches, Quantitative Finance, Vol. 11(12), 1709-1727.
  • Harms, P. and M. Hoffmann (2011),
    Deciding to Peg the Exchange Rate in Developing Countries: The Role of Private-Sector Debt, Open Economies Review, Vol. 22, 825-846.
  • Hassler, U. and J. Scheithauer (2011),
    Detecting changes from short to long memory, Statistical Papers, Vol. 52(4), 847-870.
  • Hoffmann, M., J. Sondergaard and N. J. Westelius (2011),
    Delayed Overshooting and Real Exchange Rate Persistence in an Imperfect Information Model, Scottish Journal of Political Economy, Vol. 58(2), 248-261.
  • Kajuth, F. and S. Watzka (2011),
    Inflation expectations from index-linked bonds: correcting for liquidity and inflation risk premia, The Quarterly Review of Economics and Finance, Vol. 51(3), 225-235.
  • Kalckreuth, U. von (2011),
    Panel estimation of state-dependent adjustment when the target is unobserved, Empirical Economics, Vol. 40(1), 205-235.
  • Kalckreuth, U. von and G. Wolff (2011),
    Identifying discretionary fiscal policy with real-time data, Journal of Money, Credit and Banking, Vol. 43(6), 1271-1285.
  • Kurz, C. and J.-R. Kurz-Kim (2011),
    A nonlinear Taylor rule: from an econometric point of view, Review of Economics and Finance, Vol. 1(3), 46-51.
  • Kurz-Kim, J.-R. (2011),
    Early warning indicator for financial crashes using the log periodic power law Applied Economics Letters, Vol. 19, 1465-1469.
  • Kuzin, V., M. Marcellino and C. Schumacher (2011),
    MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area, International Journal of Forecasting. Vol. 27(2), 529-542.
  • Memmel, C. (2011),
    Banks' exposure to interest rate risk, their earnings from term transformation and the dynamics of term structure, Journal of Banking and Finance, Vol. 35(2), 282-289.
  • Moench, E. and S. Ng (2011),
    A Hierarchical Factor Analysis of US Housing Market Dynamics, The Econometrics Journal, Vol. 14(1), pp. C1-C24.
  • Nautz, D. and J. Scheithauer (2011),
    Monetary policy implementation an overnight rate persistence, Journal of International Money and Finance, Vol. 30(7), 1375-1386.
  • Peters, H., S. Ried and P. Schwarz (2011),
    Krisenreaktion und Krisenprävention im Euro-Raum: Wandel zum Besseren?, ORDO, Vol. 62, 3-28.
  • Priesmeier, C. and N. Stähler (2011),
    Long Dark Shadows or Innovative Spirits? The Effects of (Smoothing) Business Cycles on Economic Growth: A Survey of the Literature, Journal of Economic Surveys, Vol. 25(5), 898-912.
  • Puhani, P. and K. Sonderhof (2011),
    The Effects of Parental Leave Extension on Training for Young Women, Journal of Population Economics, Vol. 24(2), 731-760.
  • Reitz, S., M. A. Schmidt and M. P. Taylor (2011),
    End-User Order Flow and Exchange Rate Dynamics – Empirical Evidence from a German Bank, European Journal of Finance, Vol. 17(2), 153-168.
  • Schaltegger, C. A., J.-E. Sturm and F. Somogyi (2011),
    Tax Competition and Income Sorting: Evidence from the Zurich Metropolitan Area, European Journal of Political Economy, Vol. 27(3), 455-470.
  • Schumacher, C. (2011),
    Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP, Jahrbücher für Nationalökonomie und Statistik, Vol. 231(1), 28-49.
  • Stähler, N. and C. Thomas (2011),
    FiMod - a DSGE model for fiscal policy simulations, Economic Modelling, Vol. 29(2), 239-261.
  • Stahn, K. (2011),
    Changes in import pricing behaviour: evidence for Germany, Journal of Economics and Statistics, Vol. 231(4), 522-545.
  • Stolz, S. and M. Wedow (2011),
    Banks' Regulatory Capital Buffer and the Business Cycle: Evidence for Germany, Journal of Financial Stability, Vol. 7(2), 98-110.
  • Stolz, S. and M. Wedow (2011),
    Government Measures in Support of the Financial Sector in the EU and the United States, Intereconomics, Vol. 46(1), pp. 53-60.
  • Tödter, K.-H. (2011),
    The carry-over effect and its value in forecasting annual growth rates, Review of Economics, Vol. 62(2), 160-171.
  • Völz, M. and M. Wedow (2011),
    Market discipline and too-big-to-fail in the CDS market: Does banks' size reduce market discipline?, Journal of Empirical Finance, Vol. 18(2), 195-201.
  • Weber, A. A., R. Gerke and A. Worms (2011),
    Changes in euro area monetary transmission?, Applied Financial Economics, Vol. 21(3), 131-145.