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50839 results
  • Using cash to monitor liquidity – implications for payments, currency demand and withdrawal behaviour von Kalckreuth U., Schmidt T., Stix H.

    ideas.repec.org ideas.repec.org
  • 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
  • In search for yield? Survey-based evidence on the risk-taking channel Buch C., Eickmeier S., Prieto E.

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

    cepr.org cepr.org
  • Testing for structural breaks in dynamic factor models Breitung J., Eickmeier S.

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

    doi.org doi.org
  • Households’ portfolio structure in Germany: Analysis of financial accounts data 1959-2009 Ram F., Scharnagl M.

  • Deciding to Peg the Exchange Rate in Developing Countries: The Role of Private-Sector Debt Harms P., Hoffmann M.

    doi.org doi.org
  • Delayed Overshooting and Real Exchange Rate Persistence in an Imperfect Information Model Hoffmann M., Sondergaard J., Westelius N.J.

    doi.org doi.org