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48573 results
  • Testing for structural breaks in dynamic factor models Breitung J., Eickmeier S.

  • Inflation expectations from index-linked bonds: Correcting for liquidity and inflation risk premia Kajuth F., Watzka S.

    doi.org doi.org
  • Employment protection and temporary work agencies Baumann F., Mechtel M., Stähler N.

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

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

    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
  • Changes in euro area monetary transmission? Weber A.A., Gerke R., Worms A.

  • Banks' exposure to interest rate risk, their earnings from term transformation and the dynamics of term structure Memmel C.

    doi.org doi.org
  • Reviewing Excess Liquidity Measures – A Comparison for Asset Markets Drescher C.

  • Currency blocs in the 21st century Fischer C.