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  • Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP Schumacher, C.

  • MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area Kuzin V., Marcellino M., Schumacher C.

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

  • Determinants of Cross-Border Bank Flows to Emerging Markets – New Empirical Evidence on the Spread of Financial Crisis Herrmann S., Mihaljek D.

  • Determinants of Cross-Border Bank Flows to Emerging Markets – New Empirical Evidence on the Spread of Financial Crisis Herrmann S., Mihaljek D.

  • 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.

  • Does Gender Affect Investors' Appetite for Risk? Evidence from Peer-to-Peer Lending Barasinska N.

  • Price discovery on traded inflation expectations: Does the financial crisis matter? Schulz A., Stapf J.

  • Identifying discretionary fiscal policy with real-time data von Kalckreuth U., Wolff G.