Discussion Papers

2011

Discussion papers of the Series 1: Economic Studies and Series 2: Banking and Financial Studies.

Series 1: "Economic Studies "

Table Discussion papers Series 1: Economic Studies

Title	Date	Size
U-MIDAS: MIDAS regressions with unrestricted lag polynomials	2011-12-30	419 KB
35/2011: Claudia Foroni; Massimiliano Marcellino; Christian Schumacher
Transitions in the German labor market: structure and crisis	2011-12-30	523 KB
34/2011: Michael U. Krause; Harald Uhlig
Optimal savings for retirement: the role of individual accounts and disaster expectations	2011-12-30	2.162 KB
33/2011: Julia Le Blanc; Almuth Scholl
Evaluating the calibration of multi-step-ahead density forecasts using raw moments	2011-12-30	453 KB
32/2011: Malte Knüppel
Bank-related loan supply factors during the crisis: an analysis based on the German bank lending survey	2011-12-30	312 KB
31/2011: Barno Blaes
The use of tax havens in exemption regimes	2011-12-30	536 KB
30/2011: Anna Gumpert, James R. Hines, Jr., Monika Schnitzer
Cross-border bank lending, risk aversion and the financial crisis	2011-12-23	392 KB
29/2011: Cornelia Düwel, Rainer Frey, Alexander Lipponer
Reforming the labor market and improving competitiveness: an analysis for Spain using FiMod	2011-12-16	432 KB
28/2011: Tim Schwarzmüller, Nikolai Stähler
How do credit supply shocks propagate internationally? A GVAR approach	2011-12-12	441 KB
27/2011: Sandra Eickmeier; Tim Ng
Detecting multiple breaks in long memory: the case of U.S. inflation	2011-11-21	676 KB
26/2011: Uwe Hassler; Barbara Meller
Output sensitivity of inflation in the euro area: indirect evidence from disaggregated consumer prices	2011-11-18	1.537 KB
25/2011: Annette Fröhling; Kirsten Lommatzsch
Monetary transmission right from the start: on the information content of the eurosystem’s main refinancing operations	2011-11-14	384 KB
24/2011: Puriya Abbassi, Dieter Nautz
Home-field advantage or a matter of ambiguity aversion? Local bias among German individual investors	2011-10-28	471 KB
23/2011: Markus Baltzer, Oscar Stolper, Andreas Walter
Using cash to monitor liquidity – implications for payments, currency demand and withdrawal behavior	2011-10-24	623 KB
22/2011: Ulf von Kalckreuth, Tobias Schmidt, Helmut Stix
Foreign demand for euro banknotes issued in Germany: estimation using indirect approaches	2011-09-05	262 KB
21/11: Nikolaus Bartzsch, Gerhard Rösl, Franz Seitz
Foreign demand for euro banknotes issued in Germany: estimation using direct approaches	2011-09-02	710 KB
20/11: Nikolaus Bartzsch, Gerhard Rösl, Franz Seitz
An information economics perspective on main bank relationships and firm R&D	2011-08-26	347 KB
19/2011: Daniel Hoewer, Tobias Schmidt, Wolfgang Sofka
Exchange rate dynamics, expectations, and monetary policy	2011-08-12	456 KB
18/2011: Qianying Chen
Recent developments in quantitative models of sovereign default	2011-08-09	299 KB
17/2011: Nikolai Stähler
Substitution between net and gross settlement systems – A concern for financial stability?	2011-08-08	332 KB
16/2011: Ben Craig, Falko Fecht
Crises, rescues, and policy transmission through international banks	2011-08-05	347 KB
15/2011: Claudia M. Buch, Cathérine Tahmee Koch, Michael Koetter
Evaluating macroeconomic risk forecasts	2011-06-27	237 KB
14/2011: Malte Knüppel, Guido Schultefrankenfeld
How informative are central bank assessments of macroeconomic risks?	2011-06-24	406 KB
13/2011: Malte Knüppel, Guido Schultefrankenfeld
Currency blocs in the 21st century	2011-06-03	727 KB
12/2011: Christoph Fischer
Fatigue in payment diaries – empirical evidence from Germany	2011-05-23	309 KB
11/2011: Tobias Schmidt
In search for yield? Survey-based evidence on bank risk taking	2011-05-13	665 KB
10/2011: Claudia M. Buch, Sandra Eickmeier, Esteban Prieto
The third pillar in Europe: institutional factors and individual decisions	2011-05-09	2.005 KB
09/2011: Julia Le Blanc
Seasonality in house prices	2011-04-19	155 KB
08/2011: Florian Kajuth, Tobias Schmidt
Portfolio holdings in the euro area - home bias and the role of international, domestic and sector-specific factors	2011-04-15	201 KB
07/2011: Axel Jochem, Ute Volz
FiMod - a DSGE model for fiscal policy simulations	2011-04-12	482 KB
06/2011: Nikolai Stähler, Carlos Thomas
The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR	2011-04-11	2.783 KB
05/2011: Sandra Eickmeier, Wolfgang Lemke, Massimiliano Marcellino
Classical time-varying FAVAR models - estimation, forecasting and structural analysis	2011-04-08	3.329 KB
04/2011: Sandra Eickmeier, Wolfgang Lemke, Massimiliano Marcellino
The impact of fiscal policy on economic activity over the business cycle - evidence from a threshold VAR analysis	2011-03-28	1.033 KB
03/2011: Anja Baum, Gerrit B. Koester
Robust monetary policy in a New Keynesian model with imperfect interest rate pass-through	2011-02-14	211 KB
02/2011: Rafael Gerke, Felix Hammermann
Long-run growth expectations and "global imbalances"	2011-02-11	332 KB
01/2011: Mathias Hoffmann, Michael Krause, Thomas Laubach

Series 2: "Banking and Financial Studies"

Table Discussion papers Series 2: Banking and Financial Studies

Title	Date	Size
A hierarchical model of tail dependent asset returns for assessing portfolio credit risk	2011-12-30	694 KB
16/2011: Natalia Puzanova
Credit contagion between financial systems	2011-12-30	303 KB
15/2011: Natalia Podlich, Michael Wedow
A hierarchical Archimedean copula for portfolio credit risk modelling	2011-11-07	415 KB
14/2011: Natalia Puzanova
Banks’ management of the net interest margin: evidence from Germany	2011-11-04	490 KB
13/2011: Christoph Memmel, Andrea Schertler
The effect of the interbank network structure on contagion and common shocks	2011-10-25	342 KB
12/2011: Co-Pierre Georg
Improvements in rating models for the German corporate sector	2011-09-09	605 KB
11/2011: Till Förstemann
Bank bailouts, interventions, and moral hazard	2011-08-29	1.364 KB
10/2011: Lammertjan Dam, Michael Koetter
The importance of qualitative risk assessment in banking supervision before and during the crisis	2011-06-10	248 KB
09/2011: Thomas Kick, Andreas Pfingsten
Systemic risk contributions: a credit portfolio approach	2011-05-20	474 KB
08/2011: Klaus Düllmann, Natalia Puzanova
The two-sided effect of financial globalization on output volatility	2011-04-26	843 KB
07/2011: Barbara Meller
Contagion at the interbank market with stochastic LGD	2011-04-18	218 KB
06/2011: Christoph Memmel, Angelika Sachs, Ingrid Stein
Does modeling framework matter? A comparative study of structural and reduced-form models	2011-04-18	51 KB
05/2011: Yalin Gündüz, Marliese Uhrig-Homburg
The price impact of lending relationships	2011-03-18	357 KB
04/2011: Ingrid Stein
Do capital buffers mitigate volatility of bank lending? A simulation study	2011-03-08	345 KB
03/2011: Frank Heid, Ulrich Krüger
Gauging the impact of a low-interest rate environment on German life insurers	2011-02-08	313 KB
02/2011: Anke Kablau, Michael Wedow
Contingent capital to strengthen the private safety net for financial institutions: Cocos to the rescue?	2011-02-07	665 KB
01/2011: George M. von Furstenberg