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Dr Martin Kliem

Research Interests

  • Macroeconomics
  • Asset Pricing
  • Monetary Economics
  • Time Series and Bayesian Econometrics
  • Numerical Methods

Refereed Publications

  • Kliem, M., A. Kriwoluzky and S. Sarferaz (2016), Monetary-fiscal policy interaction and fiscal inflation: a tale of three countries, European Economic Review, Vol. 88, 158-184.
  • Kliem, M., A. Kriwoluzky and S. Sarferaz (2016), On the low-frequency relationship between public deficits and inflation, Journal of Applied Econometrics, Vol. 31(3), 566-583.
  • Kliem, M. and H. Uhlig (2016), Bayesian estimation of a dynamic stochastic general equlibrium model with asset prices, Quantitative Economics, Vol. 7(1), 257-287.
  • Kliem, M. and A. Kriwoluzky (2014), Toward a Taylor rule for fiscal policy, Review of Economic Dynamics, Vol. 17(2), 294-302.
  • Gerke, R., M. Jonsson, M. Kliem, M. Kolasa, P. Lafourcade, A. Locarno, K. Makarski and P. McAdam (2013), Assessing Macro-Financial Linkages: A Model Comparison Exercise, Economic Modelling, Elsevier, vol. 31(C), 253-264.
  • Kliem, M. and A. Kriwoluzky (2013), Reconciling narrative monetary policy disturbances with structural VAR model shocks?, Economics Letters, 121(2), 247-251.

Other Working Papers and Publications

  • Kliem, Martin (2009), Essays on asset pricing and the macroeconomy, Dissertation, Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät

Presentations

  • 2016: Next Steps for the Fiscal Theory of the Price Level, Chicago; Bundesbank Spring Conference, Eltville (discussant)
  • 2015: Annual Congress of the European Economic Association (EEA), Mannheim
  • 2014: Common challenges in Asia and Europe, Eltville; European University Institute, Florence; Workshop on Empirical Macro, Bundesbank
  • 2013: 17th Conference "T2M" (Lyon); 9th DYNARE Conference (Shanghai)
  • 2012: Annual Meeting of the American Economic Association (AEA), Chicago
  • 2011: Society for Computational Economics Annual Conference (CEF), San Francisco; Dynare Conference, Atlanta; Annual Congress of the European Economic Association (EEA), Oslo; 3rd  Bundesbank-CFS-ECB Workshop on Macro and Finance, Frankfurt
  • 2010: Econometric Society World Congress, Shanghai; Society for Computational Economics Annual Conference (CEF), London; Annual Conference of the Canadian Economic Association, Quebec (also as discussant); Dynare Conference, Helsinki (also as discussant); Jahrestagung des Vereins für Socialpolitik, Kiel.
  • 2009: People’s Bank of China-Bundesbank-GTZ Workshop on Asset Prices and Monetary Policy, Beijing; ZEI International Summer School, Königswinter; Bundesbank-CFS-ECB Workshop on Macro and Finance, Frankfurt; Jahrestagung des Vereins für Socialpolitik, Magdeburg; Humboldt University, Berlin.
  • 2008: Econometric Society European Meeting (ESEM), Milan; Deutsche Bundesbank; Humboldt University, Berlin.

Refereeing

  • Economic Journal; European Economic Review; International Finance; Journal of Applied Econometrics; Journal of Monetary Economics; Macroeconomic Dynamics

Additional information

Contact

Dr Martin Kliem

Dr Martin Kliem

+49 69 9566-4759

+49 69 9566-4026

Address

Deutsche Bundesbank

Central Office, Research Centre

Wilhelm-Epstein-Straße 14
60431 Frankfurt am Main
Germany