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  • Latent Fragility: Conditioning Banks' Joint Probability of Default on the Financial Cycle Bochmann P., Hiebert P., Schüler Y., Segoviano M.

  • Existence and uniqueness of solutions to dynamic models with occasionally binding constraints Holden T.

    doi.org doi.org
  • Extreme Inflation and Time-Varying Expected Consumption Growth Dergunov I., Meinerding C., Schlag C.

    doi.org doi.org
  • Labor Productivity, Effort and the Euro Area Business Cycle Lewis V., Villa S.

    cepr.org cepr.org
  • Dynamic stability of the financial monitoring system: Intellectual analysis Kuzmenko O., Bilan Y., Bondarenko Y., Gavurova B., Yarovenko H.

    doi.org doi.org
  • Preferences over Taxation of High-Income Individuals: Evidence from a Survey Experiment Engelmann D., Janeba E., Mechtenberg L., Wehrhöfer N.

    doi.org doi.org
  • Estimation of Heterogeneous Agent Models: A Likelihood Approach Parra-Alvarez J.C., Posch O., Wang M.

    doi.org doi.org
  • Global Monetary and Financial Spillovers: Evidence from a New Measure of Bundesbank Policy Shocks Cloyne J., Hürtgen P., Taylor A.M.

    cepr.org cepr.org
  • Estimating the country-specific effects of shocks to interest rate expectations in the Euro area Mandler M., Scharnagl M.

    doi.org doi.org
  • Financial shocks and inflation dynamics Abbate A., Eickmeier S., Prieto Fernandez E.

    doi.org doi.org
  • Mixing QE and Interest Rate Policies at the Effective Lower Bound: Micro Evidence from the Euro Area Bittner C., Rodnyansky A., Saidi F., Timmer Y.

    cepr.org cepr.org
  • Does greater transparency discipline the loan loss provisioning of privately held banks? Bischof J., Foos D., Riepe J.

    doi.org doi.org
  • Capital Controls Checkup: Cases, Customs, Consequences Goldbach S., Nitsch V.

    doi.org doi.org
  • The Dynamic Effects of Monsoon Rainfall Shocks on Agricultural Yield, Wages, and Food Prices in India Brey B., Hertweck M. S.

    doi.org doi.org
  • Foreign Corporate Savings and Germany’s Current Account Goldbach S., Harms P., Jochem A., Nitsch V., Weichenrieder A.J.

    dx.doi.org dx.doi.org
  • Exploring the roles of green finance and environmental regulations on CO2 emissions Jia Z., Mehmood U., Shi M.

    doi.org doi.org
  • Freeze! Financial Sanctions and Bank Responses Efing M., Goldbach S., Nitsch V.

    doi.org doi.org
  • Globalization as a Response to Deglobalization Shocks Goldbach S., Imbierowicz B., Nitsch V.

  • Information Transmission between Banks and the Market for Corporate Control Bittner C., Fecht F., Pala M., Saidi F.

    cepr.org cepr.org
  • Leaping into the dark: A theory of policy gambles Anand K., Gai P., König P.

    doi.org doi.org
  • On the importance of fiscal space: Evidence from short sellers during the COVID-19 pandemic Greppmair S., Jank S., Smajlbegovic E.

    doi.org doi.org
  • A Random Forest-based Approach to Combining and Ranking Seasonality Tests Ollech D., Webel K.

    doi.org doi.org
  • Unit Root Test Combination via Random Forests Nocciola L., Ollech D., Webel K.

    doi.org doi.org
  • The Market Impact of Systemic Risk Capital Surcharges Gündüz Y.

    doi.org doi.org
  • Lighting up the dark: liquidity in the German corporate bond market Gündüz Y., Pelizzon L., Schneider M., Subrahmanyam M.G.

    doi.org doi.org
  • Back to the Roots of Internal Credit Risk Models: Does Risk Explain Why Banks’ Risk-Weighted Asset Levels Converge over Time? Böhnke V., Ongena S., Paraschiv F., Reite E. J.

    doi.org doi.org
  • The Environmental Multi-Sector DSGE model EMuSe: A technical documentation Hinterlang N., Martin A., Röhe O., Stähler N., Strobel J.

    bundesbank.de bundesbank.de
  • Carbon Pricing, Border Adjustment and Climate Clubs: Options for International Cooperation Ernst A., Hinterlang N., Mahle A., Stähler N.

    doi.org doi.org
  • Gauging the Effects of the German COVID-19 Fiscal Stimulus Package Hinterlang N., Moyen S., Röhe O., Stähler N.

    doi.org doi.org
  • The Macroeconomic Effects of Bank Capital Regulation Eickmeier S., Kolb B., Prieto Fernandez E.

    cepr.org cepr.org
  • Effects of Bank Capital Requirement Tightenings on Inequality Eickmeier S., Kolb B., Prieto Fernandez E.

    cepr.org cepr.org
  • TARGET balances in the euro area: The case of Germany Bettendorf T., Jochem A.

    doi.org doi.org
  • Connectedness between G10 Currencies: Searching for the Causal Structure Bettendorf T., Heinlein R.

    doi.org doi.org
  • Deutscher Interbankenmarkt ist sehr effizient Bednarek P., te Kaat D.

    boersen-zeitung.de boersen-zeitung.de
  • Implementing (Un)fair Procedures: Containing Favoritism When Unequal Outcomes are Inevitable Schmidt R., Trautmann S.

    doi.org doi.org
  • Time-varying volatility, financial intermediation and monetary policy Eickmeier S., Metiu N., Prieto Fernandez E.

    cepr.org cepr.org
  • The Preferential Treatment of Green Bonds Giovanardi F., Kaldorf M., Radke L., Wicknig F.

    doi.org doi.org
  • Global financial stress and financial transmission channels Eickmeier S., Metiu N., Quast J., Tanneberger S.

  • Fund Flow Externalities Under the Microscope Fricke D., Jank S., Wilke H.

    suerf.org suerf.org
  • The High Frequency Firm Survey “Bundesbank Online Panel – Firms” Boddin D., Köhler M.

    doi.org doi.org
  • Unconventional fiscal policy at work Bachmann R., Born B., Goldfayn-Frank O., Kocharkov G., Lütticke R., Weber M.

    doi.org doi.org
  • A Note on Contraception, Social Norms and Growth Cavalcanti T., Kocharkov G., Santos C.

    doi.org doi.org
  • Exchange Rate Risk, Banks' Currency Mismatches, and Credit Supply Abbassi P., Bräuning F.

    doi.org doi.org
  • Pandemic Recessions and Contact Tracing Melosi L., Rottner M.

    doi.org doi.org
  • Reversal Interest Rate and Macroprudential Policy Darracq Pariès M., Kok C., Rottner M.

    doi.org doi.org
  • Measuring geopolitical risk: Perceptions matter Bondarenko Y., Lewis V., Rottner M., Schüler Y.

    cepr.org cepr.org
  • Financial Crises and Shadow Banks: A Quantitative Analysis Rottner M.

    doi.org doi.org
  • Precision-based sampling for state space models that have no measurement error Mertens E.

    doi.org doi.org
  • Indeterminacy and Imperfect Information Lubik, T.A., C. Matthes and E. Mertens

    doi.org doi.org
  • Stochastic Volatility in Bayesian Vector Autoregressions Clark T.E., Mertens E.