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Discussion Papers

1995 - 2010

Series 1: Economic Studies

Discussion papers of the Series 1: Economic Studies: [2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995]

Table Discussion papers Series 1: Economic Studies 2010
Title	Date	Size
Forecast uncertainty and the Bank of England interest rate decisions	2010-12-30	367 KB
27/2010: Guido Schultefrankenfeld
Toward a Taylor rule for fiscal policy	2010-12-30	750 KB
26/2010: Martin Kliem, Alexander Kriwoluzky
Instability and indeterminacy in a simple search and matching model	2010-12-30	325 KB
25/2010: Michael Krause, Thomas Lubik
The home bias in equities and distribution costs	2010-12-30	448 KB
24/2010: Philipp Harms, Mathias Hoffmann, Christina Ortseifer
Price-level targeting when there is price-level drift	2010-12-30	336 KB
23/2010: Christina Gerberding, Rafael Gerke, Felix Hammermann
Deep habits and the macroeconomic effects of government debt	2010-11-15	754 KB
22/2010: Rym Aloui
How useful is the carry-over effect for short-term economic forecasting?	2010-11-12	400 KB
21/2010: Karl-Heinz Tödter
Macroeconomic factors and micro-level bank risk	2010-10-25	695 KB
20/2010: Claudia M. Buch, Sandra Eickmeier, Esteban Prieto
NAIRU estimates for Germany: new evidence on the inflation unemployment trade-off	2010-09-14	380 KB
19/2010: Florian Kajuth
Government expenditures and unemployment:a DSGE perspective	2010-08-24	331 KB
18/2010: Eric Mayer, Stéphane Moyen, Nikolai Stähler
The determinants of cross-border bank flows to emerging markets – new empirical evidence on the spread of financial crises	2010-07-30	450 KB
17/2010: Sabine Herrmann, Dubravko Mihaljek
Rapid demographic change and the allocation of public education resources: evidence from East Germany	2010-07-26	367 KB
16/2010: Gerhard Kempkes
Bubbles and incentives: a post-mortem of the Neuer Markt in Germany	2010-07-23	692 KB
15/2010: Ulf von Kalckreuth, Leonid Silbermann
The discontinuous integration of Western Europe’s heterogeneous market for corporate control from 1995 to 2007	2010-07-19	819 KB
14/2010: Rainer Frey
Extraordinary measures in extraordinary times – public measures in support of the financial sector in the EU and the United States	2010-07-16	1.448 KB
13/2010: Stéphanie Marie Stolz, Michael Wedow
User costs of housing when households face a credit constraint – evidence for Germany	2010-06-30	475 KB
12/2010: Tobias Dümmler, Stephan Kienle
What can EMU countries’ sovereign bond spreads tell us about market perceptions of default probabilities during the recent financial crisis?	2010-06-18	538 KB
11/2010: Niko Dötz, Christoph Fischer
Trend and cycle features in German residential investment before and after reunification	2010-06-15	351 KB
10/2010: Thomas A. Knetsch
Banking and sovereign risk in the euro area	2010-06-07	357 KB
09/2010: Stefan Gerlach, Alexander Schulz, Guntram B. Wolff
On the nonlinear influence of Reserve Bank of Australia interventions on exchange rates	2010-05-17	510 KB
08/2010: Stefan Reitz, Jan C. Ruelke, Mark P. Taylor
Monetary policy, housing booms and financial (im)balances	2010-05-14	642 KB
07/2010: Sandra Eickmeier, Boris Hofmann
Empirical simultaneous confidence regions for path-forecasts	2010-05-07	1.894 KB
06/2010: Òscar Jordà, Malte Knüppel, Massimiliano Marcellino
Loan supply in Germany during the financial crisis	2010-05-04	625 KB
05/2010: Ulrike Busch, Michael Scharnagl, Jan Scheithauer
Heterogeneity in money holdings across euro area countries: the role of housing	2010-05-03	556 KB
04/2010: Ralph Setzer, Paul van den Noord, Guntram Wolff
Exports versus FDI revisited: Does finance matter?	2010-03-22	729 KB
03/2010: Claudia M. Buch, Iris Kesternich, Alexander Lipponer, Monika Schnitzer
Price, wage and employment response to shocks: evidence from the WDN survey	2010-03-15	394 KB
02/2010: Giuseppe Bertola, Aurelijus Dabusinskas, Marco Hoeberichts, Mario Izquierdo, Claudia Kwapil, Jérémi Montornès, Daniel Radowski
Optimal monetary policy in a small open economy with financial frictions	2010-02-15	753 KB
01/2010: Rossana Merola

Table Discussion papers Series 1: Economic Studies 2098
Title	Date	Size
Choosing and using payment instruments: evidence from German microdata	2009-12-30	425 KB
36/2009: Ulf von Kalckreuth, Tobias Schmidt, Helmut Stix
A FAVAR-based analysis of the transmission of US shocks to Germany (in German only)	2009-12-30	396 KB
35/2009: Sandra Eickmeier
Deciding to peg the exchange rate in developing countries: the role of private-sector debt	2009-12-30	322 KB
34/2009: Philipp Harms, Mathias Hoffmann
Bank capital regulation, the lending channel and business cycles	2009-12-29	306 KB
33/2009: Longmei Zhang
Are oil price forecasters finally right? Regressive expectations toward more fundamental values of the oil price	2009-12-08	564 KB
32/2009: Stefan Reitz, Jan C. Rülke, Georg Stadtmann
A solution to the problem of too many instruments in dynamic panel data GMM	2009-11-06	343 KB
31/2009: Jens Mehrhoff
Unemployment insurance and the business cycle: Prolong benefit entitlements in bad times?	2009-11-02	392 KB
30/2009: Stéphane Moyen, Nikolai Stähler
Financial constraints and the margins of FDI	2009-10-09	278 KB
29/2009: Claudia M. Buch, Iris Kesternich, Alexander Lipponer, Monika Schnitzer
Efficient estimation of forecast uncertainty based on recent forecast errors	2009-10-06	537 KB
28/2009: Malte Knüppel
Coin migration within the euro area	2009-09-29	311 KB
27/2009: Franz Seitz, Dietrich Stoyan, Karl-Heinz Tödter
Supply-side effects of strong energy price hikes in German industry and transportation	2009-09-15	448 KB
26/2009: Thomas A. Knetsch, Alexander Molzahn
Price discovery on traded inflation expectations: Does the financial crisis matter?	2009-09-07	822 KB
25/2009: Alexander Schulz, Jelena Stapf
The debt brake: business cycle and welfare consequences of Germany’s new fiscal policy rule	2009-08-28	712 KB
24/2009: Eric Mayer, Nikolai Stähler
More or less aggressive? Robust monetary policy in a New Keynesian model with financial distress	2009-08-26	216 KB
23/2009: Rafael Gerke, Felix Hammermann, Vivien Lewis
Do we really know that flexible exchange rates facilitate current account adjustment? Some new empirical evidence for CEE countries	2009-08-24	523 KB
22/2009: Sabine Herrmann
Transmission of nominal exchange rate changes to export prices and trade flows and implications for exchange rate policy	2009-08-11	373 KB
21/2009: Mathias Hoffmann, Oliver Holtemöller
Export-supporting FDI	2009-08-10	1.077 KB
20/2009: Sebastian Krautheim
Does lowering dividend tax rates increase dividends repatriated? Evidence of intra-firm cross-border dividend repatriation policies by German multinational enterprises	2009-08-04	455 KB
19/2009: Christian Bellak, Markus Leibrecht, Michael Wild
Money and monetary policy transmission in the euro area: evidence from FAVAR- and VAR approaches	2009-07-17	333 KB
18/2009: Barno Blaes
The cross-section of firms over the business cycle: new facts and a DSGE exploration	2009-07-14	525 KB
17/2009: Ruediger Bachmann, Christian Bayer
The effects of knowledge management on innovative success - an empirical analysis of German firms	2009-07-13	310 KB
16/2009: Uwe Cantner, Kristin Joel, Tobias Schmidt
Firm-specific productivity risk over the business cycle: facts and aggregate implications	2009-07-10	707 KB
15/2009: Ruediger Bachmann, Christian Bayer
Changes in import pricing behaviour: the case of Germany	2009-06-16	492 KB
14/2009: Kerstin Stahn
Financial intermediation and the role of price discrimination in a two-tier market	2009-05-22	319 KB
13/2009: Stefan Reitz, Markus A. Schmidt, Mark P. Taylor
Opting out of the great inflation: German monetary policy after the breakdown of Bretton Woods	2009-05-19	707 KB
12/2009: Andreas Beyer, Vitor Gaspar, Christina Gerberding, Otmar Issing
Forecasting national activity using lots of international predictors: an application to New Zealand	2009-05-05	679 KB
11/2009: Sandra Eickmeier, Tim Ng
Factor forecasting using international targeted predictors:the case of German GDP	2009-05-04	379 KB
10/2009: Christian Schumacher
Knowledge sourcing: legitimacy deficits for MNC subsidiaries?	2009-04-09	364 KB
09/2009: Tobias Schmidt, Wolfgang Sofka
Time-dependent pricing and New Keynesian Phillips curve	2009-03-23	613 KB
08/2009: Fang Yao
MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area	2009-03-20	360 KB
07/2009: Vladimir Kuzin, Massimiliano Marcellino, Christian Schumacher
Price convergence in the EMU? Evidence from micro data	2009-03-17	472 KB
06/2009: Christoph Fischer
Testing for structural breaks in dynamic factor models	2009-03-16	688 KB
05/2009: Jörg Breitung, Sandra Eickmeier
Fiscal sustainability and policy implications for the euro area	2009-03-10	721 KB
04/2009: Fabrizio Balassone, Jorge Cunha, Geert Langenus, Bernhard Manzke, Jeanne Pavot, Doris Prammer, Pietro Tommasino
Pooling versus model selection for nowcasting with many predictors: an application to German GDP	2009-02-17	450 KB
03/2009: Vladimir Kuzin, Massimiliano Marcellino, Christian Schumacher
Who is afraid of political risk? Multinational firms and their choice of capital structure	2009-02-16	733 KB
02/2009: Iris Kesternich, Monika Schnitzer
Spillover effects of minimum wages in a two-sector search model	2009-02-13	413 KB
01/2009: Christoph Moser, Nikolai Stähler

Table Discussion papers Series 1: Economic Studies 2008
Title	Date	Size
The price of liquidity: bank characteristics and market conditions	2008-12-23	450 KB
30/2008: Falko Fecht, Kjell G. Nyborg, Jörg Rocholl
International financial competitiveness and incentives to foreign direct investment	2008-12-09	352 KB
29/2008: Axel Jochem
Does regional redistribution spur growth?	2008-12-08	594 KB
28/2008: Michael Koetter, Michael Wedow
International financial markets' influence on the welfare performance of alternative exchange rate regimes	2008-12-05	609 KB
27/2008: Mathias Hoffmann
Employment protection and temporary work agencies	2008-12-01	415 KB
26/2008: Florian Baumann, Mario Mechtel, Nikolai Stähler
Liquidity and the dynamic pattern of price adjustment:a global view	2008-11-28	838 KB
25/2008: Ansgar Belke, Walter Orth, Ralph Setzer
Sectoral differences in wage freezes and wage cuts: evidence from a new firm survey	2008-11-07	289 KB
24/2008: Daniel Radowski, Holger Bonin
Financial integration, specialization and systemic risk	2008-11-05	430 KB
23/2008: Falko Fecht, Hans Peter Grüner, Philipp Hartmann
Financial exchange rates and international currency exposures	2008-11-05	523 KB
22/2008: Philip R. Lane, Jay C. Shambaugh
Banking globalization, monetary transmission and the lending channel	2008-11-04	622 KB
21/2008:Nicola Cetorelli, Linda S. Goldberg
Financial globalization and monetary policy	2008-11-04	490 KB
20/2008: Michael B. Devereux, Alan Sutherland
International portfolios, capital accumulation and foreign assets dynamics	2008-11-03	765 KB
19/2008: Nicolas Coeurdacier, Robert Kollmann, Philippe Martin
Restrictive immigration policy in Germany: pains and gains foregone?	2008-11-03	722 KB
18/2008: Gabriel Felbermayr, Wido Geis, Wilhelm Kohler
Global business cycles: convergence or decoupling?	2008-10-31	717 KB
17/2008: M. Ayhan Kose, Christopher Otrok, Eswar Prasad
The global dimension of inflation - evidence from factor-augmented Phillips curves	2008-10-31	810 KB
16/2008: Sandra Eickmeier, Katharina Moll
Foreign (in)direct investment and corporate taxation	2008-08-15	431 KB
15/2008: Georg Wamser
How informative are macroeconomic risk forecasts? An examination of the Bank of England’s inflation forecasts	2008-08-04	600 KB
14/2008: Malte Knüppel, Guido Schultefrankenfeld
Great moderation at the firm level? Unconditional versus conditional output volatility	2008-06-30	546 KB
13/2008: Claudia M. Buch, Jörg Döpke, Kerstin Stahn
Sovereign bond market integration: the euro, trading platforms and globalization	2008-06-23	1.874 KB
12/2008: Alexander Schulz, Guntram B. Wolff
Financing constraints, firm level adjustment of capital and aggregate implications	2008-06-20	333 KB
11/2008: Ulf von Kalckreuth
Nonlinear oil price dynamics - a tale of heterogeneous speculators?	2008-06-10	367 KB
10/2008: Stefan Reitz, Ulf Slopek
Panel estimation of state dependent adjustment when the target is unobserved	2008-06-09	458 KB
09/2008: Ulf von Kalckreuth
Business cycle evidence on firm entry	2008-04-04	401 KB
08/2008: Vivien Lewis
Integration of financial markets and national price levels: the role of exchange rate volatility	2008-03-25	846 KB
07/2008: Mathias Hoffmann, Peter Tillmann
The German sub-national government bond market: evolution, yields and liquidity	2008-03-04	791 KB
06/2008: Alexander Schulz, Guntram B. Wolff
Financial markets and the current account - emerging Europe versus emerging Asia	2008-03-03	317 KB
05/2008: Sabine Herrmann, Adalbert Winkler
Comparing the DSGE model with the factor model:an out-of-sample forecasting experiment	2008-02-25	386 KB
04/2008: Mu-Chun Wang
The impact of thin-capitalization rules on multinationals' financing and investment decisions	2008-02-25	417 KB
03/2008: Thiess Buettner, Michael Overesch, Ulrich Schreiber, Georg Wamser
Communication, decision-making and the optimal degree of transparency of monetary policy committees	2008-02-18	445 KB
02/2008: Anke Weber
Can capacity constraints explain asymmetries of the business cycle?	2008-02-15	434 KB
01/2008: Malte Knüppel

Table Discussion papers Series 1: Economic Studies 2007
Title	Date	Size
Monetary policy and core inflation	2007-12-29	481 KB
35/2007: Michele Lenza
Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP	2007-12-28	472 KB
34/2007: Massimiliano Marcellino, Christian Schumacher
The welfare effects of inflation: a cost-benefit perspective	2007-12-27	457 KB
33/2007: Karl-Heinz Tödter, Bernhard Manzke
Does Benford’s law hold in economic research and forecasting?	2007-12-10	209 KB
32/2007: Stefan Günnel, Karl-Heinz Tödter
Simple interest rate rules with a role for money	2007-11-16	570 KB
31/2007: Michael Scharnagl, Christina Gerberding, Franz Seitz
International cooperation on innovation: empirical evidence for German and Portuguese firms	2007-11-12	368 KB
30/2007: Pedro Faria, Tobias Schmidt
The timeless perspective vs. discretion: theory and monetary policy implications for an open economy	2007-11-05	700 KB
29/2007: Alfred V. Guender
The timing and magnitude of exchange rate overshooting	2007-11-02	416 KB
28/2007: Mathias Hoffmann, Jens Sondergaard, Niklas J. Westelius
Spill-over effects of monetary policy – a progress report on interest rate convergence in Europe	2007-10-08	630 KB
27/2007: Michael Flad
Taxing deficits to restrain government spending and foster capital accumulation	2007-10-08	339 KB
26/2007: Nikolai Stähler
Quantifying risk and uncertainty in macroeconomic forecasts	2007-09-21	628 KB
25/2007: Malte Knüppel, Karl-Heinz Tödter
Testing for contemporary fiscal policy discretion with real time data	2007-08-31	349 KB
24/2007: Ulf von Kalckreuth, Guntram B. Wolff
International investment positions and exchange rate dynamics: a dynamic panel analysis	2007-08-31	1.794 KB
23/2007: Michael Binder, Christian J. Offermanns
Volatile multinationals? Evidence from the labor demand of German firms	2007-08-31	402 KB
22/2007: Claudia M. Buch, Alexander Lipponer
Corporate marginal tax rate, tax loss carryforwards and investment functions - empirical analysis using a large German panel data set	2007-08-31	379 KB
21/2007: Fred Ramb
Money in monetary policy design under uncertainty: the Two-Pillar Phillips Curve versus ECB-style cross-checking	2007-08-21	244 KB
20/2007: Günter W. Beck, Volker Wieland
The rationality and reliability of expectations reported by British households: micro evidence from the British household panel survey	2007-08-21	305 KB
19/2007: James Mitchell, Martin Weale
Uncertainty about perceived inflation target and monetary policy	2007-08-21	652 KB
18/2007: Kosuke Aoki, Takeshi Kimura
Does intra-firm bargaining matter for business cycle dynamics?	2007-08-06	375 KB
17/2007: Michael Krause, Thomas Lubik
Heterogeneous expectations, learning and European inflation dynamics	2007-08-06	522 KB
16/2007: Anke Weber
On-the-job search and the cyclical dynamics of the labor market	2007-07-27	432 KB
15/2007: Michael Krause, Thomas Lubik
Does anticipation of government spending matter? Evidence from an expectation augmented VAR	2007-06-19	351 KB
14/2007: Jörn Tenhofen, Guntram B. Wolff
An affine macro-finance term structure model for the euro area	2007-06-11	1.010 KB
13/2007: Wolfgang Lemke
Money and housing – evidence for the euro area and the US	2007-06-11	733 KB
12/2007: Claus Greiber, Ralph Setzer
Exchange rate dynamics in a target zone - a heterogeneous expectations approach	2007-06-11	432 KB
11/2007: Christian Bauer, Paul De Grauwe, Stefan Reitz
A note on the coefficient of determination in regression models with infinite-variance variables	2007-05-14	453 KB
10/2007: Jeong-Ryeol Kurz-Kim, Mico Loretan
Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities	2007-05-04	392 KB
09/2007: Michael Scharnagl, Christian Schumacher
An assessment of the trends in international price competitiveness among EMU countries	2007-05-03	394 KB
08/2007: Christoph Fischer
Moral hazard and bail-out in fiscal federations: evidence for the German Länder	2007-04-27	392 KB
07/2007: Kirsten H. Heppke-Falk, Guntram B. Wolff
Money-based interest rate rules: lessons from German data	2007-04-27	370 KB
06/2007: Christina Gerberding, Franz Seitz, Andreas Worms
End-user order flow and exchange rate dynamics	2007-04-24	347 KB
05/2007: Stefan Reitz, Markus A. Schmidt, Mark P. Taylor
Unemployment and employment protection in a unionized economy with search frictions	2007-04-01	296 KB
04/2007: Nikolai StÃ¤hler
Price setting in the euro area: some stylised facts from individual producer price data	2007-03-01	288 KB
03/2007: Daniel Dias, Maarten Dossche, Erwan Gautier, Ignacio Hernando, Roberto Sabbatini, Harald Stahl, Philip Vermeulen
Threshold dynamics of short-term interest rates: empirical evidence and implications for the term structure	2007-02-01	634 KB
02/2007: Theofanis Archontakis, Wolfgang Lemke
The effect of FDI on job separation	2007-01-01	512 KB
01/2007: Sascha O. Becker, Marc-Andreas Mündler

Table Discussion papers Series 1: Economic Studies 2006
Title	Date	Size
Industries and the bank lending effects of bank credit demand and monetary policy in Germany	2006-12-30	391 KB
48/2006: Ivo J.M. Arnold, Clemens J.M. Kool, Katharina Raabe
A new mixed multiplicative-additive model for seasonal adjustment	2006-12-30	560 KB
47/2006: Stephanus Arz
Price adjustment in German manufacturing: evidence from two merged surveys	2006-12-30	811 KB
46/2006: Harald Stahl
The role of technology in M&As: a firm-level comparison of cross-border and domestic deals	2006-12-30	523 KB
45/2006: Rainer Frey, Katrin Hussinger
Precautionary saving and income uncertainty in Germany - new evidence from microdata	2006-12-29	420 KB
44/2006: Nikolaus Bartzsch
Regional currencies in Germany - local competition for the Euro?	2006-12-29	524 KB
43/2006: Gerhard Rösl
Regionalwährungen in Deutschland - Lokale Konkurrenz für den Euro?	2006-12-29	523 KB
43/2006: Gerhard Rösl
How good are dynamic factor models at forecasting output and inflation? A meta-analytic approach	2006-12-29	607 KB
42/2006: Sandra Eickmeier, Christina Ziegler
The macroeconomic effects of exogenous fiscal policy shocks in Germany: a disaggregated SVAR analysis	2006-12-27	458 KB
41/2006: Kirsten H. Heppke-Falk, Jörn Tenhofen, Guntram B. Wolff
Does trade openness increase firm-level volatility?	2006-12-19	383 KB
40/2006: Claudia M. Buch, Jörg Döpke, Harald Strotmann
How strong is the impact of exports and other demand components on German import demand? Evidence from euro-area and non-euro-area imports	2006-12-08	542 KB
39/2006: Claudia Stirböck
How to treat benchmark revisions? The case of German production and orders statistics	2006-11-27	410 KB
38/2006: Thomas A. Knetsch, Hans-Eggert Reimers
Has the export pricing behaviour of German enterprises changed? Empirical evidence from German sectoral export prices	2006-11-21	448 KB
37/2006: Kerstin Stahn
Political risk and export promotion: evidence from Germany	2006-11-13	539 KB
36/2006: Christoph Moser, Thorsten Nestmann, Michael Wedow
Fiscal institutions, fiscal policy and sovereign risk premia	2006-10-31	385 KB
35/2006: Mark Hallerberg, Guntram B. Wolff
Macroeconomic fluctuations and bank lending:evidence for Germany and the euro area	2006-10-30	479 KB
34/2006: Sandra Eickmeier, Boris Hofmann, Andreas Worms
Real-time forecasting of GDP based on a large factor model with monthly and quarterly data	2006-10-30	459 KB
33/2006: Christian Schumacher, Jörg Breitung
Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?	2006-10-13	376 KB
32/2006: Christine De Mol, Domenico Giannone, Lucrezia Reichlin
Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model	2006-10-02	641 KB
31/2006: Sandra Eickmeier
Dependence on external finance: an inherent industry characteristic?	2006-10-02	433 KB
30/2006: George M. von Furstenberg, Ulf von Kalckreuth
The within-distribution business cycle dynamics of German firms	2006-09-05	983 KB
29/2006: Jörg Döpke, Sebastian Weber
Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era	2006-08-29	505 KB
28/2006: Kurt F. Lewis, Charles H. Whiteman
Learning, structural instability and present value calculations	2006-08-29	420 KB
27/2006: Hashem Pesaran, Davide Pettenuzzo, Allan Timmermann
Do actions speak louder than words? Household expectations of inflation based on micro consumption data	2006-08-29	326 KB
26/2006: Atsushi Inoue, Lutz Kilian, Fatma Burcu Kiraz
Forecasting with panel data	2006-08-29	275 KB
25/2006: Badi H. Baltagi
Margins of multinational labor substitution	2006-07-31	447 KB
24/2006: Sascha O. Becker, Marc-Andreas Mündler
A reappraisal of the evidence on PPP: a systematic investigation into MA roots in panel unit root tests and their implications	2006-07-18	317 KB
23/2006: Christoph Fischer, Daniel Porath
Real-time forecasting and political stock market anomalies: evidence for the U.S.	2006-07-18	428 KB
22/2006: Martin Bohl, Jörg Döpke, Christian Pierdzioch
Monetary and fiscal policy interactions in a New Keynesian model with capital accumulation and non-Ricardian consumers	2006-06-19	537 KB
21/2006: Campbell Leith, Leopold von Thadden
How would formula apportionment in the EU affect the distribution and the size of the corporate tax base? - An analysis based on German multinationals	2006-06-19	207 KB
20/2006: Clemens Fuest, Thomas Hemmelgarn, Fred Ramb
Fool the markets? Creative accounting, fiscal transparency and sovereign risk premia	2006-05-26	354 KB
19/2006: Kerstin Bernoth, Guntram B. Wolff
Do monetary indicators (still) predict euro area inflation?	2006-05-23	638 KB
18/2006: Boris Hofmann
Identifying the role of labor markets for monetary policy in an estimated DSGE model	2006-05-23	2.731 KB
17/2006: Kai Christoffel, Keith Küster, Tobias Linzert
Consumer price adjustment under the microscope: Germany in a period of low inflation	2006-05-23	911 KB
16/2006: Johannes Hoffmann, Jeong-Ryeol Kurz-Kim
Internalization and internationalization under competing real options	2006-05-23	317 KB
15/2006: Jan Hendrik Fisch
Inflation and relative price variability in the euro area: evidence from a panel threshold model	2006-03-28	491 KB
14/2006: Dieter Nautz, Juliane Scharff
Foreign direct investment in the enlarged EU: do taxes matter and to what extent?	2006-03-28	373 KB
13/2006: Guntram B. Wolff
Forecasting the price of crude oil via convenience yield predictions	2006-03-28	505 KB
12/2006: Thomas A. Knetsch
The role of real wage rigidity and labor market frictions for unemployment and inflation dynamics	2006-03-14	666 KB
11/2006: Kai Christoffel, Tobias Linzert
Real-time macroeconomic data and ex ante predictability of stock returns	2006-03-07	430 KB
10/2006: Jörg Döpke, Daniel Hartmann, Christian Pierdzioch
Capital, labour and productivity: What role do they play in the potential GPD weakness of France, Germany and Italy?	2006-03-07	575 KB
09/2006: Antonio Bassanetti, Jörg Döpke, Roberto Torrini, Roberta Zizza
The coordination channel of foreign exchange intervention: a nonlinear microstructural analysis	2006-02-27	380 KB
08/2006: Stefan Reitz, Mark P. Taylor
Has the impact of key determinants of German exports changed? Results from estimations of Germany´s intra euro-area and extra euro-area exports	2006-02-27	288 KB
07/2006: Kerstin Stahn
Bond pricing when the short term interest rate follows a threshold process	2006-02-21	365 KB
06/2006: Wolfgang Lemke, Theofanis Archontakis
A disaggregated framework for the analysis of structural developments in public finances	2006-02-21	652 KB
05/2006: Jana Kremer, Claudia Rodrigues Braz, Teunis Brosens, Geert Langenus, Sandro Momigliano, Mikko Spolander
Exports versus FDI in German manufacturing: firm performance and participation in international markets	2006-02-15	392 KB
04/2006: Jens Matthias Arnold, Katrin Hussinger
Going multinational: What are the effects on home market performance?	2006-02-15	408 KB
03/2006: Robert Jäckle
Sticky prices in the euro area: a summary of new micro evidence	2006-02-15	295 KB
02/2006: Luis Alvarez, Emmanuelle Dhyne, Marco Hoeberichts, Claudia Kwapil, Herve Le Bihan, Patrick Lünnemann, Fernando Martins, Roberto Sabbatini, Harald Stahl, Philip Vermeulen, Juoko Vilmunen
The dynamic relationship between the Euro overnight rate, the ECB´s policy rate and the term spread	2006-01-20	268 KB
01/2006 Dieter Nautz, Christian J. Offermanns

Table Discussion papers Series 1: Economic Studies 2005
Title	Date	Size
Price setting in German manufacturing: new evidence from new survey data	2005-12-19	645 KB
43/2005: Harald Stahl
Unit roots and cointegration in panels	2005-11-30	696 KB
42/2005: Jörg Breitung, M. Hashem Pesaram
Trade balances of the central and east European EU member states and the role of foreign direct investment	2005-11-25	643 KB
41/2005: Sabine Herrmann, Axel Jochem
A "wreckers theory" of financial distress	2005-11-22	709 KB
40/2005: Ulf von Kalckreuth
Short-run and long-run comovement of GDP and some expenditure aggregates in Germany, France and Italy	2005-11-22	1.232 KB
39/2005: Thomas A. Knetsch
Dynamic factor models	2005-11-22	488 KB
38/2005: Jörg Breitung, Sandra Eickmeier
European inflation expectations dynamics	2005-09-27	262 KB
37/2005: Jörg Döpke, Jonas Dovern, Ulrich Fritsche, Jirka Slacalek
Comparing the value revelance of R&D reporting in Germany: standard and selection effects	2005-09-27	215 KB
36/2005: Fred Ramb, Markus Reitzig
Monetary policy with model uncertainty: distribution forecast targeting	2005-09-27	612 KB
35/2005: Lars E.O. Svensson, Noah Williams
Rational inattention: a research agenda	2005-09-27	227 KB
34/2005: Christopher A. Sims
An estimated DSGE model for the German economy within the euro area	2005-09-27	842 KB
33/2005: Ernest Pytlarczyk
Determinants of current account developments in the central and east European EU member states - consequences for the enlargement of the euro area	2005-09-27	479 KB
32/2005: Sabine Herrmann, Axel Jochem
Umstellung der deutschen VGR auf Vorjahrespreisbasis	2005-09-12	419 KB
31/05: Karl-Heinz Tödter
Ultra high frequency volatility estimation with dependent microstructure noise	2005-09-12	684 KB
30/05: Yacine Ait-Sahalia, Per A. Mykland, Lan Zhang
Asset pricing implications of Pareto optimality with private information	2005-09-12	600 KB
28/05: Narayana R. Kocherlakota, Luigi Pistaferri
Recursive robust estimation and control without commitment	2005-09-12	594 KB
28/05: Lars Peter Hansen, Thomas J. Sargent
In search of distress risk	2005-09-12	653 KB
27/05: John Y. Campbell, Jens Hilscher, Jan Szilagyi
Money demand and macroeconomic uncertainty	2005-08-11	624 KB
26/05: Claus Greiber, Wolfgang Lemke
Time-dependent or state-dependent price setting? - micro-evidence from German metal-working industries -	2005-08-11	24 KB
25/05: Harald Stahl
Forecasting German GDP using alternative factor models based on large datasets	2005-08-10	515 KB
24/05: Christian Schumacher
The cross-sectional dynamics of German business cycles: a bird´s eye view	2005-08-10	473 KB
23/05: Jörg Döpke, Michael Funke, Sean Holly, Sebastian Weber
The role of contracting schemes for the welfare costs of nominal rigidities over the business cycle	2005-07-13	640 KB
22/05: Matthias Paustian
Asymptotic distribution of linear unbiased estimators in the presence of heavy-tailed stochastic regressors and residuals	2005-07-12	725 KB
21/05: Jeong-Ryeol Kurz-Kim, Svetlozar T. Rachev, Gennady Samorodnitsky
How synchronized are central and east European economies with the euro area? Evidence from a structural factor model	2005-06-23	639 KB
20/05: Sandra Eickmeier, Jörg Breitung
Berechnung trendbereinigter Indikatoren	2005-06-14	1.991 KB
19/05: Stefan Stamfort
Monetary disequilibria and the Euro/Dollar exchange rate	2005-06-03	499 KB
18/05: Dieter Nautz, Karsten Ruth
Tax incentives and the location of FDI: evidence from a panel of German multinationals	2005-06-03	268 KB
17/05: Thiess Buettner, Martin Ruf
Consumption, wealth and business cycles: why is Germany different?	2005-05-19	565 KB
16/05: Britta Hamburg, Mathias Hoffmann, Joachim Keller
Discriminatory auctions with seller discretion: evidence from German treasury auctions	2005-05-06	438 KB
15/05: Jörg Rocholl
Learning on the quick and cheap: gains from trade through imported expertise	2005-05-06	621 KB
14/05: James R. Markusen, Thomas F. Rutherford
Foreign direct investment, spillovers and absorptive capacity: evidence from quantile regressions	2005-05-06	356 KB
13/05: Sourafel Girma, Holger Görg
The determinants of intra-firm trade: in search for export-import magnification effects	2005-05-06	367 KB
12/05: Peter Egger, Michael Pfaffermayr
Firm-level evidence on international stock market comovement	2005-05-03	366 KB
11/05: Robin Brooks, Marco Del Negro
Multinational firms, exclusivity, and the degree of backward linkages	2005-04-11	487 KB
10/05: Ping Lin, Kamal Saggi
Business cycles and FDI: evidence from German sectoral data	2005-04-11	293 KB
09/05: C. Buch, A. Lipponer
Location choice and employment decisions: a comparison of German and Swedish multinationals	2005-04-07	406 KB
08/05: Sascha O. Becker, Karolina Ekholm, Robert Jäckle, Marc-Andreas Mündler
Multinational enterprises international trade, and productivity growth: Firm-level evidence from the United States	2005-04-05	483 KB
07/05: Wolfgang Keller, Stephen R.Yeaple
International diversification at home and abroad	2005-03-31	283 KB
06/05: Fang Cai, Francis E.Warnock
Taxes and the financial structure of German inward FDI	2005-03-29	349 KB
05/05: Fred Ramb, Alfons J Weichenrieder
The New Keynesian Phillips Curve in Europe: does it fit or does it fail?	2005-03-29	484 KB
04/05: Peter Tillmann
Financial intermediaries, markets and growth	2005-03-08	722 KB
03/05: Falko Fecht, Kevin Huang, Antoine Martin
Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model	2005-02-17	484 KB
02/05: Sandra Eickmeier
Financial constraints and capacity adjustment in the United Kingdom - Evidence from a large panel of survey data	2005-02-10	442 KB
01/05: Ulf von Kalckreuth, Emma Murphy

Table Discussion papers Series 1: Economic Studies 2004
Title	Date	Size
Testing for business cycle asymmetries based on autoregressions with a Markov-switching intercept	2004-12-30	538 KB
41/2004: Malte Knüppel
Expected budget deficits and interest rate swap spreads - Evidence for France, Germany and Italy	2004-12-29	239 KB
40/2004: Kirsten Heppke-Falk, Felix Hüfner
Optimal lender of last resort policy in different financial systems	2004-12-16	377 KB
39/2004: Falko Fecht, Marcel Tyrell
What do deficits tell us about debt? Empirical evidence on creative accounting with fiscal rules in the EU	2004-12-16	294 KB
38/2004: Jürgen von Hagen, Guntram B. Wolff
Taylor rules for the euro area: the issue of real-time data	2004-12-01	296 KB
37/2004: Dieter Gerdesmeier, Barbara Roffia
Inflation and core money growth in the euro area	2004-11-17	244 KB
36/2004: Manfred J.M.Neumann, Claus Greiber
Fiscal rules and monetary policy in a dynamic stochastic general equilibrium model	2004-11-17	514 KB
35/2004: Jana Kremer
The Contribution of Rapid Financial Development to Asymmetric Growth of Manufacturing Industries: Common Claims vs. Evidence for Poland	2004-11-17	335 KB
34/2004: George M. von Furstenberg
Interest rate reaction functions for the euro area Evidence from panel data analysis	2004-11-03	482 KB
33/2004: Karsten Ruth
Estimating equilibrium real interest rates in real-time	2004-11-03	404 KB
32/2004: Todd E.Clark, Sharon Kozicki
Measurement errors in GDP and forward-looking monetary policy:The Swiss case	2004-11-03	401 KB
31/2004: Peter Kugler, Thomas J.Jordan, Carlos Lenz, Marcel R.Savioz
Forecast quality and simple instrument rules - a real-time data approach	2004-11-02	312 KB
30/2004: Heinz Glück, Stefan P. Schleicher
The reliability of Canadian output gap estimates	2004-10-15	1.170 KB
29/2004: Jean-Philippe Cayen, Simon van Norden
The use of real-time information in Phillips curve relationships for the euro area	2004-10-15	507 KB
28/2004: Maritta Paloviita, David Mayes
Do Consumer Confidence Indexes Help Forecast Consumer Spending in Real Time?	2004-10-15	186 KB
27/2004: Dean Croushore
Real-time Data for Norway: Challenges for Monetary Policy	2004-09-23	520 KB
26/2004: Tom Bernhardsen, ?yvind Eitrheim, Anne Sofie Jore, ?istein R?island
How the Bundesbank really conducted monetary policy: An analysis based on real-time data	2004-09-23	357 KB
25/2004: Christiane Gerberding, Andreas Worms, Seitz Franz
Towards a Joint Characterization of Monetary Policy and the Dynamics of the Term Structure of Interest Rates	2004-09-07	325 KB
24/2004: Ralf Fendel
Financial Liberalization and Business Cycles: The Experience of Countries in the Baltics and Central Eastern Europe	2004-09-07	816 KB
23/2004: L?cio Vinhas de Souza
Asset Prices in Taylor Rules: Specification, Estimation and Policy Implications for the ECB	2004-09-07	151 KB
22/2004: Pierre L.Siklos, Thomas Werner, Martin T.Bohl
How effectiv are automatic stabilisers? Theory and empirical results for Germany and other OECD countries	2004-08-10	395 KB
21/2004: Michael Scharnagl, Karl-Heinz Tödter
Financial constraints for investors and the speed of adaption: Are innovators special?	2004-08-10	721 KB
20/2004: Ulf von Kalckreuth
The Determinants of Venture Capital: Additional Evidence	2004-08-02	210 KB
19/2004: Astrid Romain, Bruno van Pottelsberghe
The Economic Impact of venture Capital	2004-08-02	395 KB
18/2004: Astrid Romain, Bruno van Pottelsberghe
Who do you trust while bubbles grow and blow? A comparative analysis of the explanatory power of accounting and patent information for the market values of German firms	2004-07-29	252 KB
17/2004: Fred Ramb, Markus Reitzig
On the decision to go public: Evidence from privately-held firms	2004-07-29	284 KB
16/2004: Ekkehart Boehmer, Alexander Ljungqvist
Welfare Implications of the Design of a Currency Union in Case of Member Countries of Different Sizes and Output Persistence	2004-07-28	785 KB
15/2004: Rainer Frey
Real-Time Estimation of the Output Gap in Japan and its Usefulness for Inflation Forecasting and Policymaking	2004-07-22	373 KB
14/2004: Koichiro Kamada
Consumption Smoothing Across States and Time: International Insurance vs. Foreign Loans	2004-07-08	377 KB
13/04: George M.von Furstenberg
Business Cycle Transmission from the US to Germany - a Structural Factor Approach	2004-06-04	637 KB
12/04: Sandra Eickmeier
Real-time data business cycle analysis in Germany	2004-04-16	486 KB
11/04: Jörg Döpke
Evaluating the German inventory cycle using data from the IFO business survey	2004-04-15	535 KB
10/04: Thomas A. Knetsch
The inventory cycle of the German economy	2004-04-15	416 KB
09/04: Thomas A. Knetsch
A rental-equivalence index for owner-occupied housing in West-Germany 1985 to 1998	2004-03-18	223 KB
08/04 Claudia Kurz, Johannes Hoffmann
PPP: a Disaggregates View	2004-03-18	206 KB
07/2004 Christoph Fischer
Clustering or competition? The foreign investment behaviour of German banks	2004-02-25	365 KB
06/04 Claudia M. Buch, Alexander Lipponer
FDI versus cross-border financial services: The globalisation of German banks	2004-02-25	682 KB
05/04 Claudia M. Buch, Alexander Lipponer
Inflation Targeting Rules and Welfare in an Asymmetric Currency Area	2004-01-28	451 KB
04/04 Giovanni Lombardo
Policy Instrument Choice and Non-Coordinated Monetary Policy in Interdependent Economies	2004-01-28	394 KB
03/04 Giovanni Lombardo, Alan Sutherland
Does Co-Financing by Multilateral Development Banks Increase "Risky" Direct Investment in Emerging Markets? - Evidence for German Banking FDI	2004-01-26	482 KB
02/04 Torsten Wezel
Foreign Bank Entry into Emerging Economies: An Empirical Assessment of the Determinants and Risks Predicted on German FDI Data	2004-01-26	572 KB
01/04 Torsten Wezel

Table Discussion papers Series 1: Economic Studies 2003
Title	Date	Size
How wacky is the DAX? The changing structure of German stock market volatility	2003-11-25	660 KB
18/03: Jelena Stapf, Thomas Werner
The Forecasting Performance of German Stock Option Densities	2003-11-07	627 KB
17/03: Ben R Craig (Federal Reserve Bank of Cleveland), Ernst Glatzer (Oesterreichische Nationalbank), Joachim Keller (Deutsche Bundesbank), Martin Scheicher (Oesterreichische Nationalbank)
Exact tests and confidence sets for the tail coefficient of α-stable distributions	2003-10-08	497 KB
16/03: Jean-Marie Dufour, Jeong-Ryeol Kurz-Kim
Money in a New-Keynesian model estimated with german data	2003-09-26	555 KB
15/03: Jana Kremer, Giovanni Lombardo, Thomas Werner
Did the Bundesbank React to Stock Price Movements?	2003-07-29	496 KB
14/03: Martin T.Bohl (European University Viadrina), Pierre L.Siklos (Wilfrid Laurier University Waterloo), Thomas Werner (Deutsche Bundesbank)
Bidder Behavior in Repo Auctions without Minimum Bid Rate: Evidence from the Bundesbank	2003-07-18	535 KB
13/03: Tobias Linzert, Dieter Nautz (Goethe-University Frankfurt), Jörg Breitung (University of Bonn)
Active monetary policy, passive fiscal policy and the value of public debt: Some further monetarist arithmetic	2003-07-18	515 KB
12/03: Leopold von Thadden
Determinants of German Foreign Direct Investment in Latin American and Asian Emerging Markets in the 1990s	2003-05-14	240 KB
11/03: Torsten Wezel
On the Stability of Different Financial Systems	2003-05-14	121 KB
10/03: Falko Fecht
Determinants of German FDI: New Evidence from Micro-Data	2003-05-14	433 KB
09/03: Claudia Buch, Jörn Kleinert, Farid Toubal
Die internationale Integration der Devisenmärkte in den mittel- und osteuropäischen Beitrittsländern: Spekulative Effizienz, Transaktionskosten und Wechselkursprämien	2003-05-14	95 KB
08/03: Sabine Herrmann, Axel Jochem
The international integration of foreign exchange markets in the central and east European accession countries: speculative efficiency, transaction costs and exchange rate premiums	2003-05-14	331 KB
08/03: Sabine Herrmann, Axel Jochem
Die internationale Integration der Geldmärkte in den mittel- und osteuropäischen Beitrittsländern: Abweichungen von der gedeckten Zinsparität, Kapitalverkehrskontrollen und Ineffizienzen des Finanzsektors	2003-05-14	337 KB
07/03: Sabine Herrmann, Axel Jochem
The international integration of money markets in the central and east European accession countries: deviations from covered interest parity, capital controls and inefficiencies in the financial sector	2003-05-12	333 KB
07/03: Sabine Herrmann, Axel Jochem
A vectorautoregressive investment model (VIM) and monetary policy: panel evidence from German firms	2003-05-06	345 KB
06/03: Jörg Breitung, Robert S. Chirinko, Ulf von Kalckreuth
A comparison of dynamic panel data estimators: Monte Carlo evidence and an application to the investment function	2003-04-24	90 KB
05/03: Andreas Behr
Multiple equilibrium overnight rates in a dynamic interbank market game	2003-03-27	387 KB
04/03: Jens Tapking
The stock return-inflation puzzle and the asymmetric causality in stock returns,inflation and real activity	2003-03-20	311 KB
03/03: Jeong-Ryeol Kim
Finite-sample distributions of self normalized sums	2003-02-28	535 KB
02/03: Jeong-Ryeol Kim
Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach	2003-01-31	499 KB
01/03: Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf

Table Discussion papers Series 1: Economic Studies 2002
Title	Date	Size
Optimal factor taxation under wage bargaining - a dynamic perspective	2002-12-23	405 KB
31/02: Leopold von Thadden, Erkki Koskela
Wechselkurszielzonen, wirtschaftlicher Aufholprozess und endogene Realignmentrisiken	2002-12-23	455 KB
30/02: Karin Radeck
Genetic Learning as an Explanation of Stylized Facts of Foreign Exchange Markets	2002-12-23	1.001 KB
29/02: Thomas Lux, Sascha Schornstein
Further Evidence On The Relationship Between Firm Investment And Financial Status	2002-12-04	304 KB
28/02: Robert S. Chirinko, Ulf von Kalckreuth
Cost Push Shocks and Monetary Policies in Open Economies	2002-12-04	254 KB
27/02: Alan Sutherland
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form	2002-12-04	235 KB
26/02: Silvia Goncalves, Lutz Kilian
Time Variation in the Tail Behaviour of Bund Futures Returns	2002-12-03	501 KB
25/02: Thomas Werner, Christian Upper
Tail Wags Dog? Time-Varying Information Shares in the Bund Market	2002-12-03	599 KB
24/02: Christian Upper, Thomas Werner
Dynamic Q-investment functions for Germany using panel balance sheet data and a new algorithm for the capital stock at replacement values	2002-10-17	411 KB
23/02: Andreas Behr, Egon Bellgardt
Monetary and fiscal policy rules in a model with capital accumulation and potentially non-superneutral money	2002-09-01	502 KB
22/02: Leopold von Thadden
Imperfect Competition, Monetary Policy and Welfare in a Currency Area	2002-09-01	509 KB
21/02: Giovanni Lombardo
The Eurosystems's Standing Facilities in a General Equilibrium Model of the European Interbank Market	2002-08-06	204 KB
20/02: Jens Tapking
Real currency appreciation in accession countries: Balassa-Samuelson and investment demand	2002-08-06	351 KB
19/02: Christoph Fischer
Monetary indicators and policy rules in the P-star model	2002-08-06	201 KB
18/02: Karl-Heinz Tödter
Monetäre Indikatoren und geldpolitische Regeln im P-Stern-Modell	2002-07-26	201 KB
18/02: Karl-Heinz Tödter
Central Bank Intervention and Exchange Rate Expectations - Evidence from the Daily DM/US-Dollar Exchange Rate	2002-07-25	154 KB
17/02: Stefan Reitz
Monetary Transmission in the New Economy: Service Life of Capital, Transmission Channels and the Speed of Adjustment	2002-07-24	296 KB
16/02: Ulf von Kalckreuth, Jürgen Schröder
An Examination of the Relationship between Firm Size, Growth and Liquidity in the Neuer Markt	2002-07-04	191 KB
15/02: Julie Ann Elston (University of Central Florida)
Price rigidity, the make-up and the dynamics of the current account	2002-07-03	987 KB
14/02: Giovanni Lombardo
Analysing Divisia Aggregates for the Euro Area	2002-06-13	83 KB
13/02: Hans-Eggert Reimers
Dependencies between European stock markets when price changes are unusually large	2002-05-15	76 KB
12/02: Sebastian T. Schich
The pass-through from market interest rates to bank lending rates in Germany	2002-05-13	84 KB
11/02: Mark A. Weth
Zur langfristigen Tragfähigkeit der öffentlichen Haushalte (Haushalte in Deutschland - eine Analyse anhand der Generationenbilanzierung)	2002-03-29	84 KB
10/02: Bernhard Manzke
The long-term sustainability of public finance in Germany - an analysis based on generational accounting	2002-03-28	835 KB
10/02 Bernhard Manzke
Estimating Bilateral Exposures in the German Interbank Market: Is there a Danger of Contagion?	2002-03-26	85 KB
09/02: Christian Upper, Andreas Worms
Evaluation Density Forecasts with an Application to Stock Market Returns	2002-03-25	85 KB
08/02: Gabriela de Raaij, Burkhard Raunig
The Empirical Performance of Option Based Densities of Foreign Exchange	2002-03-22	80 KB
07/02: Ben R. Craig, Joachim G. Keller
Pitfalls in the European Enlargement Process - Financial Instability and Real Divergence	2002-03-21	74 KB
06/02: Helmut Wagner
The stable long-run CAPM and teh cross-section of expected returns	2002-02-26	75 KB
05/02: Jeong-Ryeol Kim
Testing for Competition Among German Banks	2002-02-21	86 KB
04/02: Hannah S. Hempell
Fiscal Foundation of Convergence to European Union in Pre-Accession Transition Countries	2002-02-20	85 KB
03/02: L?szl? Halpern, Judit Nem?nyi
Short-Term Capital, Economic Transformation, and EU Accession	2002-02-19	80 KB
02/02: Claudia M. Buch, Lusine Lusinyan
Rent indices for housing in West Germany 1985 to 1998	2002-02-18	75 KB
01/02: Johannes Hoffmann, Claudia Kurz

Table Discussion papers Series 1: Economic Studies 2001
Title	Date	Size
Firm Investment and Monetary Policy Transmission in the Euro Area	2001-12-31	78 KB
20/01: Jean Bernard Chatelain, Andrea Generale, Ignacio Hernando, Ulf von Kalckreuth
Monetary transmission in Germany: New Perspectives on Financial Constraints and Investment Spending	2001-12-29	81 KB
19/01: Ulf von Kalkreuth
Financial Systems and the role of banks in monetary policy transmission in the euro area	2001-12-28	84 KB
18/01: Michael Ehrmann, Leonardo Gambacorta, Jorge Martinez-Pag?s, Patrick Sevestre, Andreas Worms
Monetary policy effects on bank loans in Germany: A panel-econometric analysis	2001-12-27	76 KB
17/01: Andreas Worms
The Financial System in the Czech Republic, Hungary and Poland after a Decade of Transition	2001-12-24	87 KB
16/01: Thomas Reininger, Franz Schardax Martin Summer
Currency Portfolios and Currency Exchange in a Search Economy	2001-12-21	76 KB
15/01: Ben Craig, Christopher J. Waller
Long-Run Links Among Money, Prices and Output: World-Wide Evidence	2001-10-17	80 KB
14/01: Helmut Herwartz, Hans-Eggert Reimers
Ein disaggregierter Ansatz zur Berechnung konjunkturbereinigter Budgetsalden für Deutschland: Methoden und Ergebnisse	2001-10-16	74 KB
13/01: Matthias Mohr
Precommitment, Transparency and Monetary Policy	2001-10-04	81 KB
12/01: Petra Geraats
Interbank lending and monetary policy transmission: evidence for Germany	2001-08-14	76 KB
11/01: Michael Ehrmann, Andreas Worms
Exchange rate pass-through and real exchange rate in the EU candidate countries	2001-07-19	86 KB
10/01: Zsolt Darvas
Der Informationsgehalt von Umfragedaten zur erwarteten Preisentwicklung für die Geldpolitik	2001-07-09	84 KB
09/01: Christina Gerberding
The information content of survey data on expected price developments for monetary policy	2001-07-09	87 KB
09/01: Christina Gerberding
Investment Behaviour of German Equity Fund Managers An Exploratory Analysis of Survey Data	2001-04-07	75 KB
08/01: Torsten Arnswald
Budgetary Policy and Unemployment Dynamics	2001-04-06	76 KB
07/01: Leo Kaas, Leopold von Thadden
What can we learn about monetary policy transparency from financial market data?	2001-03-15	80 KB
06/01: Andrew Clare, Roger Courtenay
Are Contemporary Central Banks Transparent about Economic Models and Objectives and What Difference does it Make?	2001-03-10	84 KB
05/01: Alex Cukierman
Optimal Degrees of Transparency in Monetary Policymaking	2001-03-08	77 KB
04/01: Henrik Jensen
Voting Transparency and Conflicting Interests in Central Bank Councils	2001-03-07	83 KB
03/01: Hans Gersbach, Volker Hahn
Should the Individual Voting Records of Central Bankers be Published?	2001-03-06	80 KB
02/01: Hans Gersbach, Volker Hahn
Unemployment, Factor Substitution and Capital Formation	2001-02-20	82 KB
01/01: Leo Kaas, Leopold von Thadden

Table Discussion papers Series 1: Economic Studies 2000
Title	Date	Size
Expectations and the Stability Problem for Optimal Monetary Policies	2000-12-27	68 KB
10/00: George W. Evans, Seppo Honkapohja
The Relationship between the Federal Funds Rate and the Fed's Funds Rate Target: Is it Open Market or Open Mouth Operations?	2000-12-24	76 KB
09/00: Daniel L. Thornton
Monetary Policy Transparency, Public Commentary, and Market Perceptions about Monetary Policy in Canada	2000-12-23	75 KB
08/00: Pierre L. Siklos
Welfare Effects of Public Information	2000-12-22	88 KB
07/00: Stephen Morris, Hyun Song Shin
Central Bank Accountability and Transparency: Theory and Some Evidence	2000-12-21	84 KB
06/00: Sylvester C. W. Eijffinger, Marco M. Hoeberichts
Exploring the Role of Uncertainty for Corporate Investment Decisions in Germany	2000-09-25	79 KB
05/00: Ulf von Kalckreuth
Kerninflationsraten: Ein Methodenvergleich auf der Basis westdeutscher Daten	2000-08-31	79 KB
04/00: Bettina Landau
Core inflation rates: A comparison of methods based on west German data	2000-08-31	79 KB
04/00: Bettina Landau
Concepts to Calculate Equilibrium Exchange Rates: An Overview	2000-07-03	79 KB
03/00: Ronald Mac Donald
The determinants of the euro-dollar exchange rate Synthetic fundamentals and a non-existing-currency	2000-05-29	79 KB
02/00: Jörg Clostermann, Bernd Schnatz
How Safe was the "Safe Haven"? Financial Market Liquidity during the 1998 Turbulences	2000-02-01	30 KB
01/00: Christian Upper

Table Discussion papers Series 1: Economic Studies
Title	Date	Size
Auswirkungen des neuen Saisonbereinigungsverfahrens Census X-12-ARIMA auf die aktuelle Wirtschaftsanalyse in Deutschland	1999-07-01	6.606 KB
07/1999: Robert Kirchner
Implicit Government Guarantees and Bank Herding Behavior	1999-06-01	2.591 KB
06/1999: Rasmus Rüffer
Cyber money as a medium of exchange	1999-05-01	1.794 KB
05/1999: Gabriele Kabelac
Monitoring Fiscal Adjustments in the European Union and EMU	1999-04-01	2.106 KB
04/1999: Rolf Strauch
Zur Diskussion über den Verbraucherpreisindex als Inflationsindikator	1999-03-01	6.927 KB
03/1999: Beiträge zu einem Workshop in der Deutschen Bundesbank
Die Kapitalmarktzinsen in Deutschland und den USA: Wie eng ist der Zinsverbund?	1999-02-01	5.244 KB
02/1999: Manfred Kremer
Die Geldmenge und ihre bilanziellen Gegenposten: Ein Vergleich zwischen wichtigen Ländern der Europäischen Währungsunion	1999-01-01	3.030 KB
01/1999: Dimut Lang

Table Discussion papers Series 1: Economic Studies
Title	Date	Size
Macroeconomic determinants of currency turbulences in emerging markets	1998-09-01	3.778 KB
03/1998: Bernd Schnatz
Intertemporal Effects of Fiscal Policy in an RBC Model	1998-03-01	2.382 KB
02/1998: Günter Coenen
Problems of Inflation Measurement in Germany	1998-02-01	8.860 KB
01/1998: Johannes Hoffmann

Table Discussion papers Series 1: Economic Studies
Title	Date	Size
Inflation and output in Germany: the role of inflation expectations	1997-10-02	3.057 KB
05/1997: Jürgen Reckwerth
Estimating the German term structure	1997-10-01	2.349 KB
04/1997: Sebastian T. Schich
Price Stability versus Low Inflation in Germany	1997-07-01	3.256 KB
03/1997: Karl-Heinz Tödter; Gerhard Ziebarth
Direct investment and Germany as a business location	1997-06-01	3.521 KB
02/1997: Thomas Jost
Reserve Requirements and Economic Stabilization	1997-01-01	3.349 KB
01/1997: Ulrich Bindseil

Table Discussion papers Series 1: Economic Studies
Title	Date	Size
Enterprises' financing structure and their response to monetary policy stimuli	1996-11-01	3.607 KB
09/1996: Elmar Stöß
Alternative specifications of the German term structure and its information content regarding inflation	1996-10-01	4.105 KB
08/1996: Sebastian T. Schich
The impact of the exchange rate on Germany's balance of trade	1996-08-01	2.499 KB
07/1996: Jörg Clostermann
Intergenerational redistribution through the public sector	1996-08-01	3.907 KB
06/1996: Stephan Boll
The role of wealth in money demand	1996-05-01	2.315 KB
05/1996: Dieter Gerdesmeier
Market Reaction to Changes in German Official Interest Rates	1996-05-01	2.341 KB
04/1996: Daniel C. Hardy
The impact of interest rates on private consumption in Germany	1996-03-02	4.003 KB
03/1996: Hermann-Josef Hansen
Monetary aggregates with special reference to structural changes in the financial markets	1996-03-01	2.855 KB
02/1996: Michael Scharnagl
Sectoral Disaggregation of German M3	1996-02-01	2.259 KB
01/1996: Vicky Read

Table Discussion papers Series 1: Economic Studies
Title	Date	Size
Das Produktionspotential in Ostdeutschland	1995-08-01	3.794 KB
04/1995: Thomas Westermann
The information content of derivates for monetary policy	1995-07-01	4.072 KB
03/1995: Holger Neuhaus
Methodology and technique for determining structural budget deficits	1995-06-01	4.183 KB
02/1995: Gerhard Ziebarth
The Circulation of Deutsche Mark Abroad	1995-02-01	4.188 KB
01/1995: Franz Seitz

Series 2: "Banking and Financial Studies"

Discussion papers Series 2 "Banking and Financial Studies": [2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 ]

Table Discussion papers Series 2: Banking and Financial Studies 2010
Title	Date	Size
How correlated are changes in banks’ net interest income and in their present value?	2010-12-30	222 KB
14/2010: Christoph Memmel
Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany	2010-12-29	386 KB
13/2010: Sven Bornemann, Thomas Kick, Christoph Memmel, Andreas Pfingsten
Interbank tiering and money center banks	2010-12-29	559 KB
12/2010: Ben Craig, Goetz von Peter
Are there disadvantaged clienteles in mutual funds?	2010-12-27	354 KB
11/2010: Stephan Jank
Do specialization benefits outweigh concentration risks in credit portfolios of German banks?	2010-11-22	494 KB
10/2010: Rolf Böve, Klaus Düllmann, Andreas Pfingsten
Do banks benefit from internationalization? Revisiting the market power-risk nexus	2010-10-18	597 KB
09/2010: Claudia M. Buch, Cathérine Tahmee Koch, Michael Koetter
Completeness, interconnectedness and distribution of interbank exposures – a parameterized analysis of the stability of financial networks	2010-10-15	421 KB
08/2010: Angelika Sachs
Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure	2010-09-20	196 KB
07/2010: Christoph Memmel
Performance and regulatory effects of non-compliant loans in German synthetic mortgage-backed securities transactions	2010-08-23	325 KB
06/2010: Gaby Trinkaus
Bank liquidity creation and risk taking during distress	2010-08-06	570 KB
05/2010: Allen N. Berger, Christa H. S. Bouwman, Thomas Kick, Klaus Schaeck
What drives portfolio investments of German banks in emerging capital markets?	2010-06-04	496 KB
04/2010: Christian Wildmann
Purchase and redemption decisions of mutual fund investors and the role of fund families	2010-05-19	230 KB
03/2010: Stephan Jank, Michael Wedow
Recovery determinants of distressed banks: Regulators, market discipline, or the environment?	2010-05-18	187 KB
02/2010: Thomas Kick, Michael Koetter, Tigran Poghosyan
Deriving the term structure of banking crisis risk with a compound option approach: the case of Kazakhstan	2010-05-10	418 KB
01/2010: Stefan Eichler, Alexander Karmann, Dominik Maltritz

Table Discussion papers Series 2: Banking and Financial Studies 2009
Title	Date	Size
How correlated are changes in banks’ net interest income and in their present value?	2010-12-30	222 KB
14/2010: Christoph Memmel
Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany	2010-12-29	386 KB
13/2010: Sven Bornemann, Thomas Kick, Christoph Memmel, Andreas Pfingsten
Interbank tiering and money center banks	2010-12-29	559 KB
12/2010: Ben Craig, Goetz von Peter
Are there disadvantaged clienteles in mutual funds?	2010-12-27	354 KB
11/2010: Stephan Jank
Do specialization benefits outweigh concentration risks in credit portfolios of German banks?	2010-11-22	494 KB
10/2010: Rolf Böve, Klaus Düllmann, Andreas Pfingsten
Do banks benefit from internationalization? Revisiting the market power-risk nexus	2010-10-18	597 KB
09/2010: Claudia M. Buch, Cathérine Tahmee Koch, Michael Koetter
Completeness, interconnectedness and distribution of interbank exposures – a parameterized analysis of the stability of financial networks	2010-10-15	421 KB
08/2010: Angelika Sachs
Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure	2010-09-20	196 KB
07/2010: Christoph Memmel
Performance and regulatory effects of non-compliant loans in German synthetic mortgage-backed securities transactions	2010-08-23	325 KB
06/2010: Gaby Trinkaus
Bank liquidity creation and risk taking during distress	2010-08-06	570 KB
05/2010: Allen N. Berger, Christa H. S. Bouwman, Thomas Kick, Klaus Schaeck
What drives portfolio investments of German banks in emerging capital markets?	2010-06-04	496 KB
04/2010: Christian Wildmann
Purchase and redemption decisions of mutual fund investors and the role of fund families	2010-05-19	230 KB
03/2010: Stephan Jank, Michael Wedow
Recovery determinants of distressed banks: Regulators, market discipline, or the environment?	2010-05-18	187 KB
02/2010: Thomas Kick, Michael Koetter, Tigran Poghosyan
Deriving the term structure of banking crisis risk with a compound option approach: the case of Kazakhstan	2010-05-10	418 KB
01/2010: Stefan Eichler, Alexander Karmann, Dominik Maltritz

Table Discussion papers Series 2: Banking and Financial Studies 2008
Title	Date	Size
Sturm und Drang in money market funds: when money market funds cease to be narrow	2008-12-30	398 KB
20/2008: Stephan Jank, Michael Wedow
Stochastic frontier analysis by means of maximum likelihood and the method of moments	2008-11-14	339 KB
19/2008: Andreas Behr, Sebastian Tente
Real estate markets and bank distress	2008-09-15	538 KB
18/2008: Michael Koetter, Tigran Poghosyan
Stress testing of real credit portfolios	2008-09-08	527 KB
17/2008: Ferdinand Mager, Christian Schmieder
The impact of downward rating momentum on credit portfolio risk	2008-06-24	340 KB
16/2008: André Güttler, Peter Raupach
The implications of latent technology regimes for competition and efficiency in banking	2008-06-13	527 KB
15/2008: Michael Koetter, Tigran Poghosyan
Regulatory capital for market and credit risk interaction: is current regulation always conservative?	2008-06-04	462 KB
14/2008: Thomas Breuer, Martin Jandacka, Klaus Rheinberger, Martin Summer
Systemic bank risk in Brazil: an assessment of correlated market, credit, sovereign and inter-bank risk in an environment with stochastic volatilities and correlations	2008-06-03	701 KB
13/2008: Theodore M. Barnhill, Jr., Marcos Rietti Souto
A value at risk analysis of credit default swaps	2008-06-03	299 KB
12/2008: Burkhard Raunig, Martin Scheicher
Interaction of market and credit risk:an analysis of inter-risk correlation and risk aggregation	2008-06-02	376 KB
11/2008: Klaus Böcker, Martin Hillebrand
Determinants of European banks' engagement in loan securitization	2008-06-02	490 KB
10/2008: Christina E. Bannier, Dennis N. Hänsel
The pricing of correlated default risk: evidence from the credit derivatives market	2008-05-30	592 KB
09/2008: Nikola Tarashev, Haibin Zhu
Market conditions, default risk and credit spreads	2008-05-30	336 KB
08/2008: Dragon Yongjun Tang, Hong Yan
Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks	2008-05-09	535 KB
07/2008: Christoph Memmel
The success of bank mergers revisited - an assessment based on a matching strategy	2008-05-06	892 KB
06/2008: Andreas Behr, Frank Heid
Rollover risk in commercial paper markets and firms' debt maturity choice	2008-05-05	334 KB
05/2008: Felix Thierfelder
Estimating asset correlations from stock prices or default rates - which method is superior?	2008-04-14	420 KB
04/2008: Klaus Düllmann, Jonathan Küll, Michael Kunisch
Monetary policy and bank distress: an integrated micro-macro approach	2008-03-25	597 KB
03/2008: Ferre de Graeve, Thomas Kick, Michael Koetter
Bank mergers and the dynamics of deposit interest rates	2008-03-17	335 KB
02/2008: Ben R. Craig, Valeriya Dinger
Analyzing the interest rate risk of banks using time series of accounting-based data: evidence from Germany	2008-02-29	496 KB
01/2008: Oliver Entrop, Christoph Memmel, Marco Wilkens, Alexander Zeisler

Table Discussion papers Series 2: Banking and Financial Studies 2007
Title	Date	Size
Estimating probabilities of default with support vector machines	2007-12-28	690 KB
18/2007: Wolfgang K. Härdle, Rouslan A. Moro, Dorothea Schäfer
Profitability of Western European banking systems: panel evidence on structural and cyclical determinants	2007-12-21	586 KB
17/2007: Rainer Beckmann
Endogenous credit derivatives and bank behavior	2007-12-11	433 KB
16/2007: Thilo Pausch
Creditor concentration: an empirical investigation	2007-12-07	554 KB
15/2007 Steven Ongena, Günseli Tümer-Alkan, Natalja von Westernhagen
Relationship lending - empirical evidence for Germany	2007-12-03	352 KB
14/2007 Christoph Memmel, Christian Schmieder, Ingrid Stein
Asset correlations and credit portfolio risk – an empirical analysis	2007-10-08	404 KB
13/2007: Klaus Düllmann, Martin Scheicher, Christian Schmieder
The marketability of bank assets and managerial rents: implications for financial stability	2007-08-27	404 KB
12/2007: Falko Fecht, Wolf Wagner
Welfare effects of financial integration	2007-08-27	573 KB
11/2007: Falko Fecht, Hans Peter Grüner, Philipp Hartmann
The quality of banking and regional growth	2007-08-24	415 KB
10/2007: Iftekhar Hasan, Michael Koetter, Michael Wedow
Banking consolidation and small businessfinance - empirical evidence for Germany	2007-08-07	500 KB
09/2007: Katharina Marsch, Christian Schmieder, Katrin Forster-van Aerssen
Time-varying contributions by the corporate bond and CDS markets to credit risk price discovery	2007-07-27	247 KB
08/2007: Niko Dötz
Modelling dynamic portfolio risk using risk drivers of elliptical processes	2007-06-04	647 KB
07/2007 Rafael Schmidt, Christian Schmieder
How do banks adjust their capital ratios? Evidence from Germany	2007-04-20	339 KB
06/2007 Christoph Memmel, Peter Raupach
Diversification and the banks’ risk-return-characteristics - evidence from loan portfolios of German banks	2007-04-02	377 KB
05/2007: Andreas Behr, Andreas Kamp, Christoph Memmel, Andreas Pfingsten
Open-end real estate funds in Germany - genesis and crisis	2007-03-09	381 KB
04/2007: Christina E. Bannier, Falko Fecht, Marcel Tyrell
Slippery slopes of stress: ordered failure events in German banking	2007-02-16	1.430 KB
03/2007: Thomas Kick, Michael Koetter
Efficient, profitable and safe banking: an oxymoron? Evidence from a panel VAR approach	2007-02-16	575 KB
02/2007: Michael Koetter, Daniel Porath
Granularity adjustment for Basel II	2007-02-09	367 KB
01/2007: Michael B. Gordy, Eva Lütkebohmert

Table Discussion papers Series 2: Banking and Financial Studies 2006
Title	Date	Size
Money market derivatives and the allocation of liquidity risk in the banking sector	2006-12-30	450 KB
12/2006: Falko Fecht, Hendrik Hakenes
Limits to international banking consolidation	2006-12-30	453 KB
11/2006: Falko Fecht, Hans Peter Gr�ner
The cost efficiency of German banks:a comparison of SFA and DEA	2006-11-14	599 KB
10/2006: Elisabetta Fiorentino, Alexander Karmann, Michael Koetter,
Sector concentration in loan portfolios and economic capital	2006-11-14	411 KB
09/2006: Klaus Düllmann, Nancy Masschelein
The stability of efficiency rankings when risk-preferences and objectives are different	2006-11-06	645 KB
08/2006: Michael Koetter
Empirical risk analysis of pension insurance - the case of Germany	2006-09-06	183 KB
07/2006: Wolfgang Gerke, Ferdinand Mager, Timo Reinschmidt, Christian Schmieder
Banks´ regulatory buffers, liquidity networks and monetary policy transmission	2006-08-31	205 KB
06/2006: Christian Merkl, St?phanie Stolz
Does diversification improve the performance of German banks? Evidence from individual bank loan portfolios	2006-08-08	415 KB
05/2006: Evelyn Hayden, Daniel Porath, Natalja von Westernhagen
Heterogeneity in lending and sectoral growth: evidence from German bank-level data	2006-07-24	670 KB
04/2006: Claudia M. Buch, Andrea Schertler, Natalja von Westernhagen
Measuring business sector concentration by an infection model	2006-05-09	636 KB
03/06: Klaus Düllmann
Finance and growth in a bank-based economy: is it quantity or quality that matters?	2006-04-11	518 KB
02/2006: Michael Koetter, Michael Wedow
Forecasting stock market volatility with macroeconomic variables in real time	2006-03-17	316 KB
01/2006: Jörg Döpke, Daniel Hartmann, Christian Pierdzioch

Table Discussion papers Series 2: Banking and Financial Studies 2005
Title	Date	Size
Inefficient or just different? Effects of heterogeneity on bank efficiency scores	2005-11-23	560 KB
15/05: Jaap W. B. Bos, Frank Heid, Michael Koetter, James W. Kolari, Clemens J. M. Kool
Time series properties of a rating system based on financial ratios	2005-11-23	905 KB
14/05: Ulrich Krüger, Martin Stötzel, Stefan Trück
Incorporating prediction and estimation risk in point-in-time credit portfolio models	2005-11-23	671 KB
13/05: Alfred Hamerle, Michael Knapp, Thilo Liebig, Nicole Wildenauer
Evaluating the German bank merger wave	2005-11-23	558 KB
12/05 Michael Koetter
Financial integration and systemic risk	2005-09-27	701 KB
11/05: Falko Fecht, Hans Peter Grüner
The eurosystem money market auctions: a banking perspective	2005-09-16	1.004 KB
10/05: Nikolaus Bartzsch, Ben Craig, Falko Fecht
Accounting for distress in bank mergers	2005-09-16	398 KB
09/05: Michael Koetter, Jaap W. B. Bos, Frank Heid, Clemens J. M. Kool, James W. Kolari, Daniel Porath
German bank lending to industrial and non-industrial countries: driven by fundamentals or different treatment?	2005-08-17	243 KB
08/05: Thorsten Nestmann
Banks´ regulatory capital buffer and the business cycle: evidence for German savings and cooperative banks	2005-07-26	352 KB
07/05: St?phanie Stolz, Michael Wedow
Cyclical implications of minimum capital requirements	2005-07-26	455 KB
06/05: Frank Heid
The forecast ability of risk-neutral densities of foreign exchange	2005-07-12	604 KB
05/05: Ben Craig, Joachim Keller
Banks, markets, and efficiency	2005-07-12	528 KB
04/05: Falko Fecht, Antoine Martin
Do banks diversify loan portfolios? A tentative answer based on individual bank loan portfolios	2005-06-10	384 KB
03/05 Andreas Kamp, Andreas Pfingsten, Daniel Porath
The supervisors portfolio: The market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation	2005-04-01	1.080 KB
02/05 Christoph Memmel, Carsten Wehn
Measurement matters - Input price proxies and bank efficiency in Germany	2005-01-01	290 KB
01/05 Michael Koetter

Table Discussion papers Series 2: Banking and Financial Studies 2004
Title	Date	Size
Estimating probabilities of default for German saving banks and credit cooperatives	2004-12-01	378 KB
06/04 Daniel Porath
How will Basel II affect bank lending to emerging markets - An analysis based on German bank level data	2004-10-01	421 KB
05/04 Thilo Liebig, Daniel Porath, Beatice Weder di Mauro, Michael Wedow
German bank lending during emerging market crises: A bank level analysis	2004-08-03	243 KB
04/04 Frank Heid, Thorsten Nestmann, Beatrice Weder di Mauro, Natalja von Westernhagen
Does capital regulation matter for bank behaviour - Evidence for German savings banks	2004-08-02	258 KB
03/04 Frank Heid, Daniel Porath, St?phanie Stolz
Systematic Risk in Recovery Rates - An empirical Analysis of US Corporate Credit Exposures	2004-08-01	480 KB
02/04 Klaus Düllmann, Monika Trapp
Forecasting Credit Portfolio Risk	2004-02-01	327 KB
01/04 Alfred Hamerle, Thilo Liebig, Harald Scheule

Table Discussion papers Series 2: Banking and Financial Studies 2003
Title	Date	Size
Credit Risk Factor Modeling and the Basel II IRB Approach	2003-11-01	467 KB
02/03 Alfred Hamerle, Thilo Liebig, Daniel Rösch
Measuring the Discriminative Power of Rating Systems	2003-10-01	326 KB
01/03 Bernd Engelmann, Evelyn Hayden, Dirk Tasche

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