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  • Evaluating the pilot phase of the Bundesbank online pilot survey on consumer expectations Beckmann E., Schmidt T.

    bundesbank.de bundesbank.de
  • Reconstructing and Stress Testing Credit Networks Ramadiah A., Caccioli F., Fricke D.

    doi.org doi.org
  • Fieldwork Monitoring in Practice: Insights from 17 Large-scale Social Science Surveys in Germany Meitinger K., Stadtmüller S., Silber H., Auriga R., Bergmann M., Blohm M., Blumenberg M., Christmann P., Felderer B., Frodermann C., Griese F., Gummer T., Hähnel S., Koch A., Kottwitz A., Krell K., Krieger U., Liebau E., Martin S., Müller-Kuller A., Rammstedt B., Schaurer I., Scherpenzeel A., Schmiedeberg C., Schmidt T., Schnaudt C., Zabal A.

    surveyinsights.org surveyinsights.org
  • Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors Clark T. E., McCracken M. W., Mertens E.

    doi.org doi.org
  • The Effects of Borrower-Based Macroprudential Policy – An Empirical Application to Korea Franz T.

    dx.doi.org dx.doi.org
  • What drives the short-term fluctuations of banks' exposure to interest rate risk? Memmel C.

    doi.org doi.org
  • Inequality of Educational Opportunities and the Role of Learning Intensity Camarero Garcia S.

    sebastian-camarero.com sebastian-camarero.com
  • Kommunale Antworten auf die Globale Corona-Krise: Finanzen, Innovationskraft und Lebensqualität verbessern Camarero Garcia S., Janeba S., Siegloch S., Ungerer S., Wambach A.

    zew.de zew.de
  • Interest rate bands of inaction and play-hysteresis in domestic investment –Evidence for the Euro Area Belke A., Frenzel Baudisch C., Göcke M.

    doi.org doi.org
  • Interactions between bank levies and corporate taxes: How is the bank leverage affected? Bremus F., Schmidt K., Tonzer L.

    doi.org doi.org
  • Challenges and Recent Developments in the Seasonal Adjustment of Daily Time Series Webel K.

  • Glasklar? Transparenz als neues Wundermittel der Bankenregulierung Mössinger C.

    doi.org doi.org
  • The Power of Forward Guidance in a Quantitative TANK Model Gerke R., Giesen S., Scheer A.

    doi.org doi.org
  • Bank Capital Buffers in a Dynamic Model Mankart J., Michaelides A., Pagratis S.

    doi.org doi.org
  • Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility Mertens E., Nason J.M.

    doi.org doi.org
  • The Real Effects of Bank Distress: Evidence from Bank Bailouts in Germany Bersch J., Degryse H., Kick T., Stein I.

    doi.org doi.org
  • Anatomy of Regional Price Differentials: Evidence From Micro Price Data von Auer L., Weinand S.

    doi.org doi.org
  • Modifying the sample design of the Panel on Household Finances (PHF) in wave 4: aims and challenges Bernard R., Schmidt T., Tzamourani P.

    asasrms.org asasrms.org
  • Negative Monetary Policy Rates and Systemic Banks' Risk-Taking: Evidence from the Euro Area Securities Register Bubeck J., Maddaloni A., Peydró J.

  • Benign Neglect of Covenant Violations: Blissful Banking or Ignorant Monitoring? Colonnello S., Koetter M., Stieglitz M.

    doi.org doi.org
  • On the credit-to-GDP gap and spurious medium-term cycles Schüler Y.

    doi.org doi.org
  • Measuring Risks for Consumers, Firms, and Investors in the Digital Economy Alves Werb G.

    d-nb.info d-nb.info
  • Frictions in the Interbank Market and Uncertain Liquidity Needs: Implications for Monetary Policy Implementation Bucher M., Hauck A., Neyer U.

    doi.org doi.org
  • A model-based analysis of the German current account surplus Bursian D., Goldbach S., Jochem A., Nagengast A., Schön M., Stähler N., Vetlov I.

    bundesbank.de bundesbank.de
  • Capital flows in the euro area and TARGET2 balances Hristov, N., Huelsewig O., Wollmershaeuser T.

    doi.org doi.org