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47896 results
  • Multinational banks' deleveraging in the crisis preceded by expansion and profit seeking Frey R.

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  • Public Debt in a Political Economy Röhrs S.

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  • Collateral, Central Bank Repos, and Systemic Arbitrage Fecht F., Nyborg K., Rocholl J., Worschitz J.

    dx.doi.org dx.doi.org
  • The crux of the matter with deposits: low interest rates squeezing credit institutions' margins Drescher C., Ruprecht B., Gründer M., Papageorgiou M., Töws E., Brinkmann F.

  • Effects of Incorrect Specification on the Finite Sample Properties of Full and Limited Information Estimators in DSGE Models Giesen S. , Scheufele R.

    doi.org doi.org
  • Lend global, fund local? Price and funding cost margins in multinational banking Galema R., Koetter M., Liesegang C.

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  • Revisiting the relative forecast performances of Fed staff and private forecasters: A dynamic approach El-Shagi M., Giesen S., Jung A.

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  • Banks and sovereign risk: A granular view Buch C., Koetter M., Ohls J.

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  • Forecasting with bayesian vector autoregressions estimated using professional forecasts Frey C., Mokinski F.

    jstor.org jstor.org
  • Fiscal policy during the crisis: A look on Germany and the Euro area with GEAR Gadatsch N., Hauzenberger K., Stähler N.

    doi.org doi.org
  • Bank liquidity creation and risk taking during distress Berger A.N., Bouwman C.H.S., Kick T., Schaeck K.

    dx.doi.org dx.doi.org
  • The Effect of Unemployment Benefits and Nonemployment Durations on Wages Bender S., Schmieder J., von Wachter T.

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  • On the low-frequency relationship between public deficits and inflation Kliem M., Kriwoluzky A., Sarferaz S.

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  • A Thermodynamical View on Asset Pricing Gündüz G., Gündüz Y.

    Gündüz, G., and Y. Gündüz (2016),

  • A comparison of MIDAS and bridge equations Schumacher C.

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  • Combining forecasts from successive data vintages: an application to U.S. growth Götz T., Hecq A., Urbain J.

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  • Quantifying the components of the banks' net interest margin Busch R., Memmel C.

    doi.org doi.org
  • Determining global currency bloc equilibria: An empirical strategy based on estimates of anchor currency choice Fischer C.

    doi.org doi.org
  • Public debt and changing inflation targets Krause M., Moyen S.

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  • Robust monetary policy in a new Keynesian model with imperfect interest rate pass-through Gerke R., Hammermann F.

    doi.org doi.org
  • The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR Eickmeier S., Lemke W., Marcellino M., Abbate A.

    doi.org doi.org
  • Bayesian estimation of a dynamic stochastic general equilibrium model with asset prices Kliem M., Uhlig H.

    doi.org doi.org
  • Household Heterogeneity in the Euro Area Since the Onset of the Great Recession Ampudia M., Pavlickova A., Slacalek J., Vogel E.

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  • Forward looking behavior in ECB liquidity auctions: evidence from the pre-crisis period Vogel E.

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  • Using time-stamped survey responses to measure expectations at a daily frequency Mokinski F.

    doi.org doi.org
  • The rise of the added worker effect Mankart J., Oikonomou R.

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  • Trade and labor market dynamics: What do we learn from the data? Nordmeier D., Schmerer H., Weber E.

    doi.org doi.org
  • Testing for Granger causality in large mixed-frequency VARs Götz T., Hecq A., Smeekes S.

    doi.org doi.org
  • Monetary-fiscal policy interaction and fiscal inflation: A tale of three countries Kliem M., Kriwoluzky A., Sarferaz S.

    doi.org doi.org
  • The Impact of the ECB’s (Negative) Deposit Rate on Credit Supply in the Euro Area Neyer U., Bucher M.

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  • Technology and the Changing Family: A Unified Model of Marriage, Divorce, Educational Attainment and Married Female Labor-Force Participation Greenwood J., Guner N., Kocharkov G., Santos C.

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  • Measuring the Level and Uncertainty of Trend Inflation Mertens E.

    doi.org doi.org
  • Credit Provision and Bank Stability after the GFC: The Role of Bank Regulation and the Quality of Governance Fratzscher M., König P., Lambert C.

    doi.org doi.org
  • Too Much of a Good Thing? Short-term Debt as a Sorting Device König P., Pothier D.

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  • Updating the option implied probability of default methodology Vilsmeier J.

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  • The interest rate pass-through in the euro area during the sovereign debt crisis Borstel J., Eickmeier S., Krippner L.

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  • Price Level Changes and the Redistribution of Nominal Wealth Across the Euro Area Zhu J., Adam K.

    doi.org doi.org
  • Securities trading by banks and credit supply: Micro-evidence Abbassi P., Iyer R., Peydró J., Tous F.

    doi.org doi.org
  • Creative Destruction and Asset Prices Grammig J., Jank S.

    doi.org doi.org
  • The Distribution of Exchange Rates under a Minimum Exchange Rate Regime Hertrich M.

    doi.org doi.org
  • The Costs of Implementing a Unilateral One-Sided Exchange Rate Target Zone Hertrich M.

    doi.org doi.org
  • Has the banking system become more homogeneous? Evidence from banks’ loan portfolios Fricke D.

    doi.org doi.org
  • Revisiting the Matching Function Kohlbrecher B., Merkl C., Nordmeier D.

    doi.org doi.org
  • German Labor Market and Fiscal Reforms 1999 to 2008: Can They Be Blamed for Intra-Euro Area Imbalances? Gadatsch N., Stähler N., Weigert B.

    doi.org doi.org
  • The credit quality channel: Modeling contagion in the interbank market Fink K., Krüger U., Meller B., Wong L.

    doi.org doi.org
  • Out of sight, out of mind? On the risk of sub-custodian structures Droll T., Podlich N., Wedow M.

    doi.org doi.org
  • FDI, Human Capital and Income Convergence - Comparative Evidence for European Regions Jindra B., Marek P., Völlmecke D.

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  • The Roles of Corporate Governance in Bank Failures during the Recent Financial Crisis Berger A., Imbierowicz B., Rauch C.

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  • Distributional consequences of asset price inflation in the euro area Adam K., Tzamourani P.

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  • New evidence shows characteristics of financial cycles Hiebert P., Peltonen T., Schüler Y.

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