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  • How do credit supply shocks propagate internationally?, A GVAR approach Eickmeier S., Ng T.

    cepr.org cepr.org
  • The changing international transmission of financial shocks: Evidence from a classical time-varying FAVAR Eickmeier S., Lemke W., Marcellino M.

    cepr.org cepr.org
  • Classical time-varying FAVAR models – Estimation, forecasting and structural analysis Eickmeier S., Lemke W., Marcellino M.

    cepr.org cepr.org
  • Krisenreaktion und Krisenprävention im Euro-Raum: Wandel zum Besseren? Peters H., Ried S., Schwarz P.

  • Un nouveau dispositif d’assainissement Bofinger P., Ried S.

  • Credit spread interdependencies of European states and banks during the financial crisis Alter A., Schüler Y.

    econpapers.repec.org econpapers.repec.org
  • Currency blocs in the 21st century Fischer C.

  • What can EMU countries’ sovereign bond spreads tell us about market perceptions of default probabilities during the recent financial crisis? Dötz N., Fischer C.

  • The timing and magnitude of exchange rate overshooting Hoffmann M., Søndergaard J., Westelius N.J.

    doi.org doi.org
  • Kombinierte Firmendaten für Deutschland – (KombiFiD), Mikrodatenbank Direktinvestitionen (MiDi) Biewen E., Lipponer A.

    doku.iab.de doku.iab.de