Diskussionspapiere
Die Diskussionspapiere mit ökonomischen Studien oder Finanz- und Bankenstudien werden vom Forschungszentrum der Bundesbank erarbeitet.
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Does modeling framework matter? A comparative study of structural and reduced-form models Discussion paper 05/2011: Yalin Gündüz, Marliese Uhrig-Homburg
271 KB, PDF
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Contagion at the interbank market with stochastic LGD Discussion paper 06/2011: Christoph Memmel, Angelika Sachs, Ingrid Stein
183 KB, PDF
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Portfolio holdings in the euro area – home bias and the role of international, domestic and sector-specific factors Discussion paper 07/2011: Axel Jochem, Ute Volz
186 KB, PDF
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FiMod – a DSGE model for fiscal policy simulations Discussion paper 06/2011: Nikolai Stähler, Carlos Thomas
441 KB, PDF
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The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR Discussion paper 05/2011: Sandra Eickmeier, Wolfgang Lemke, Massimiliano Marcellino
3 MB, PDF
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Classical time-varying FAVAR models – estimation, forecasting and structural analysis Discussion paper 04/2011: Sandra Eickmeier, Wolfgang Lemke, Massimiliano Marcellino
3 MB, PDF
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The impact of fiscal policy on economic activity over the business cycle – evidence from a threshold VAR analysis Discussion paper 03/2011: Anja Baum, Gerrit B. Koester
987 KB, PDF
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The price impact of lending relationships Discussion paper 04/2011: Ingrid Stein
342 KB, PDF
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Do capital buffers mitigate volatility of bank lending? A simulation study Discussion paper 03/2011: Frank Heid, Ulrich Krüger
306 KB, PDF
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Robust monetary policy in a New Keynesian model with imperfect interest rate pass-through Discussion paper 02/2011: Rafael Gerke, Felix Hammermann
186 KB, PDF
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Long-run growth expectations and "global imbalances" Discussion paper 01/2011: Mathias Hoffmann, Michael Krause, Thomas Laubach
301 KB, PDF
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Gauging the impact of a low-interest rate environment on German life insurers Discussion paper 02/2011: Anke Kablau, Michael Wedow
301 KB, PDF
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Contingent capital to strengthen the private safety net for financial institutions: Cocos to the rescue? Discussion paper 01/2011: George M. von Furstenberg
642 KB, PDF
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How correlated are changes in banks´ net interest income and in their present value? Discussion paper 14/2010: Christoph Memmel
189 KB, PDF
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Price-level targeting when there is price-level drift Discussion paper 23/2010: Christina Gerberding, Rafael Gerke, Felix Hammermann
308 KB, PDF
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Instability and indeterminacy in a simple search and matching model Discussion paper 25/2010: Michael Krause, Thomas Lubik
296 KB, PDF
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The home bias in equities and distribution costs Discussion paper 24/2010: Philipp Harms, Mathias Hoffmann, Christina Ortseifer
393 KB, PDF
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Toward a Taylor rule for fiscal policy Discussion paper 26/2010: Martin Kliem, Alexander Kriwoluzky
699 KB, PDF
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Forecast uncertainty and the Bank of England interest rate decisions Discussion paper 27/2010: Guido Schultefrankenfeld
352 KB, PDF
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Interbank tiering and money center banks Discussion paper 12/2010: Ben R. Craig, Goetz von Peter
510 KB, PDF
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Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany Discussion paper 13/2010: Sven Bornemann, Thomas Kick, Christoph Memmel, Andreas Pfingsten
339 KB, PDF
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Are there disadvantaged clienteles in mutual funds? Discussion paper 11/2010: Stephan Jank
314 KB, PDF
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Do specialization benefits outweigh concentration risks in credit portfolios of German banks? Discussion paper 10/2010: Rolf Böve, Klaus Düllmann, Andreas Pfingsten
451 KB, PDF
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Deep habits and the macroeconomic effects of government debt Discussion paper 22/2010: Rym Aloui
708 KB, PDF
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How useful is the carry-over effect for short-term economic forecasting? Discussion paper 21/2010: Karl-Heinz Tödter
365 KB, PDF
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Macroeconomic factors and micro-level bank risk Discussion paper 20/2010: Claudia M. Buch, Sandra Eickmeier, Esteban Prieto
670 KB, PDF
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Do banks benefit from internationalization? Revisiting the market power-risk nexus Discussion paper 09/2010: Claudia M. Buch, Cathérine Tahmee Koch, Michael Koetter
556 KB, PDF
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Completeness, interconnectedness and distribution of interbank exposures - a parameterized analysis of the stability of financial networks Discussion paper 08/2010: Angelika Sachs
377 KB, PDF
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Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure Discussion paper 07/2010: Christoph Memmel
166 KB, PDF
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NAIRU estimates for Germany: new evidence on the inflation unemployment trade-off Discussion paper 19/2010: Florian Kajuth
344 KB, PDF
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Government expenditures and unemployment: a DSGE perspective Discussion paper 18/2010: Eric Mayer, Stéphane Moyen, Nikolai Stähler
288 KB, PDF
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Performance and regulatory effects of non-compliant loans in German synthetic mortgage-backed securities transactions Discussion paper 06/2010: Gaby Trinkaus
295 KB, PDF
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Bank liquidity creation and risk taking during distress Discussion paper 05/2010: Allen N. Berger, Christa H. S. Bouwman, Thomas Kick, Klaus Schaeck
523 KB, PDF
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The determinants of cross-border bank flows to emerging markets – new empirical evidence on the spread of financial crises Discussion paper 17/2010: Sabine Herrmann, Dubravko Mihaljek
412 KB, PDF
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Rapid demographic change and the allocation of public education resources: evidence from East Germany Discussion paper 16/2010: Gerhard Kempkes
325 KB, PDF
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Bubbles and incentives: a post-mortem of the Neuer Markt in Germany Discussion paper 15/2010: Ulf von Kalckreuth, Leonid Silbermann
652 KB, PDF
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The discontinuous integration of Western Europe’s heterogeneous market for corporate control from 1995 to 2007 Discussion paper 14/2010: Rainer Frey
784 KB, PDF
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Extraordinary measures in extraordinary times – public measures in support of the financial sector in the EU and the United States Discussion paper 13/2010: Stéphanie Marie Stolz, Michael Wedow
1 MB, PDF
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User costs of housing when households face a credit constraint – evidence for Germany Discussion paper 12/2010: Tobias Dümmler, Stephan Kienle
429 KB, PDF
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What can EMU countries’ sovereign bond spreads tell us about market perceptions of default probabilities during the recent financial crisis? Discussion paper 11/2010: Niko Dötz, Christoph Fischer
505 KB, PDF
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Trend and cycle features in German residential investment before and after reunification Discussion paper 10/2010: Thomas A. Knetsch
316 KB, PDF
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Banking and sovereign risk in the euro area Discussion paper 09/2010: Stefan Gerlach, Alexander Schulz, Guntram B. Wolff
328 KB, PDF
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What drives portfolio investments of German banks in emerging capital markets? Discussion paper 04/2010: Christian Wildmann
453 KB, PDF
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Purchase and redemption decisions of mutual fund investors and the role of fund families Discussion paper 03/2010: Stephan Jank, Michael Wedow
196 KB, PDF
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Recovery determinants of distressed banks: Regulators, market discipline, or the environment? Discussion paper 02/2010: Thomas Kick, Michael Koetter, Tigran Poghosyan
160 KB, PDF
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On the nonlinear influence of Reserve Bank of Australia interventions on exchange rates Discussion paper 08/2010: Stefan Reitz, Jan-Christoph Rülke, Mark P. Taylor
472 KB, PDF
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Monetary policy, housing booms and financial (im)balances Discussion paper 07/2010: Sandra Eickmeier, Boris Hofmann
597 KB, PDF
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Deriving the term structure of banking crisis risk with a compound option approach: the case of Kazakhstan Discussion paper 01/2010: Stefan Eichler, Alexander Karmann, Dominik Maltritz
389 KB, PDF
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Empirical simultaneous confidence regions for path-forecasts Discussion paper 06/2010: Òscar Jordà, Malte Knüppel, Massimiliano Marcellino
2 MB, PDF
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Loan supply in Germany during the financial crisis Discussion paper 05/2010: Ulrike Busch, Michael Scharnagl, Jan Scheithauer
586 KB, PDF