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  • Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S. Gubler M., Hertweck M. S.

    doi.org doi.org
  • The debt brake: business cycle and welfare consequences of Germany's new fiscal policy rule Mayer E., Stähler N.

    doi.org doi.org
  • Monetary policy, housing booms, and financial (im)balances Eickmeier S., Hoffmann B.

  • The global dimension of inflation – evidence from factor-augmented Phillips curves Eickmeier S., Pijnenburg K.

  • Strategic Wage Bargaining, Labor Market Volatility, and Persistence Hertweck M. S.

    doi.org doi.org
  • Recent developments in quantitative models of sovereign default Stähler N.

    doi.org doi.org
  • Einige Anmerkungen zum Wesen der Deflation aus Sicht der Finanzstabilität Bleich D., Bleich T., Fendel R.

  • Are insurers SIFIs? A MGARCH model to measure interconnectedness Podlich N., Wedow M.

  • Does the euro dominate Central and Eastern European money markets? Kadow A., Cerrato M., MacDonald R., Straetmans S.

  • The Two-Sided Effect of Financial Globalization on Output Volatility Meller B.

  • What determines the dynamics of absolute excess returns on stock markets? Kurz C., Kurz-Kim J.-R.

  • Monetary Policy and Stock Market Volatility Bleich D., Fendel R., Rülke J.-C.

  • Do Female Mayors make a Difference? Evidence from Bavaria Schild C.-J.

    econpapers.repec.org econpapers.repec.org
  • Ein nutzungskostenbasierter Ansatz zur Messung des Faktors Kapital in aggregierten Produktionsfunktionen Knetsch T. A.

    doi.org doi.org
  • Time Variation in Macro-Financial Linkages Eickmeier S., Marcellino M., Prieto E.

    cepr.org cepr.org
  • Reconciling narrative monetary policy disturbances with structural VAR model shocks? Kliem M., Kriwoluzky A.

    sciencedirect.com sciencedirect.com
  • Assessing Macro-Financial Linkages: A Model Comparison Exercise Gerke R., Jonsson M., Kliem M., Kolasa M., Lafourcade P., Locarno A., Makarskic K., McAdam P.

    sciencedirect.com sciencedirect.com
  • The case of ECB: Better to lean against the wind than to fight a hurricane Drescher C.

  • The Fed's TRAP: A Taylor-type Rule with Asset Prices Erler A., Drescher C., Križanac D.

  • Speculation as a trigger for regulation of capital markets in Germany in the late 19th century Baltzer M.

  • Is local bias a cross-border phenomenon? Evidence from individual investors' international asset allocation Baltzer M., Stolper O., Walter A.

    dx.doi.org dx.doi.org
  • Oversampling vermögender Haushalte im Rahmen der Studie „Private Haushalte und ihre Finanzen (PHF)“ Schmidt T., Eisele M.

    konsortswd.de konsortswd.de
  • Quantifying Financial Stability in Austria – New Tools for Macroprudential Supervision Eidenberger J., Neudorfer B., Sigmund M., Stein I.

    ssrn.com ssrn.com
  • Identifying the Valuation Effects and Agency Costs of Corporate Diversification: Evidence from the Geographic Diversification of U.S. Banks Goetz M., Laeven L., Levine R.

    doi.org doi.org
  • Mitgliederschwund und Überalterung der Parteien: Prognose der Mitgliederzahlen bis 2040. Dose N., Fischer A.-K.

  • Pooling versus model selection for nowcasting GDP with many predictors: Empirical evidence for six industrialized countries Kuzin V., Marcellino M., Schumacher C.

    doi.org doi.org
  • Bayesian estimation of sparse dynamic factor models with order-independent identification Kaufmann S., Schumacher C.

    ideas.repec.org ideas.repec.org
  • Business cycles, bank credit and crises Bucher M., Dietrich D., Hauck A.

    doi.org doi.org
  • The Household Finance Survey: Description of the 2009 survey and main results on household income, wealth and debt in Greece Tzamourani P.

    bankofgreece.gr bankofgreece.gr
  • Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials Foroni C., Marcellino M., Schumacher C.

    dx.doi.org dx.doi.org
  • The role of cross-sectional heterogeneity for magnitude and timing of the euro's trade effect Herwartz H., Weber H.

    dx.doi.org dx.doi.org
  • Data-driven selection criteria for X-13ARIMA-SEATS seasonal adjustment algorithms Webel K.

  • Purchase and Redemption Decisions of Mutual Fund Investors and the Role of Fund Families Jank S., Wedow M.

    dx.doi.org dx.doi.org
  • Households’ financial portfolio choices: a comparison between France and Germany (1978-2009) Avouyi Dovi S., Borgy V., Pfister C., Scharnagl M., Sedillot F.

  • Time series-dependent selection of an appropriate seasonal adjustment approach Webel K.

  • Empirical Simultaneous Prediction Regions for Path-Forecasts Jordà Ò., Knüppel M., Marcellino M.

    doi.org doi.org
  • The effect of the interbank network structure on contagion and common shocks Georg C.

    doi.org doi.org
  • Are there bubbles in the Sterling-dollar exchange rate? New evidence from sequential ADF tests Bettendorf T., Chen W.

    doi.org doi.org
  • Wealth Transfer Effects between Stockholders and Bondholders Imbierowicz B., Wahrenburg M.

    doi.org doi.org
  • Asset Pricing under Uncertainty about Shock Propagation Branger N., Grüning P., Kraft H., Meinerding C., Schlag C.

    dx.doi.org dx.doi.org
  • Asset Allocation in Markets with Contagion: The Interplay between Volatilities, Jump Intensities, and Correlations Konermann P., Meinerding C., Sedova O.

    doi.org doi.org
  • Uncertainty about shock propagation and the countercyclicality of return volatilities and correlations Branger N., Grüning P., Kraft H., Meinerding C., Schlag C.

  • Regulation, credit risk transfer with CDS, and bank lending Pausch T., P. Welzel

    doi.org doi.org
  • Macroprudential capital add-ons for systemically important banks Puzanova N., Düllmann K.

    voxeu.org voxeu.org
  • Systemic Risk Contributions: A Credit Portfolio Approach Düllmann K., Puzanova N.

    doi.org doi.org
  • A hierarchical model of tail dependent asset returns for assessing portfolio credit risk Puzanova N.

  • The lunar cycle, sunspots and the frequency of births in Germany, 1920-1989 Bauer T. K., Bender S., Heining J., Schmidt C.M.

  • The transmission of US financial stress: Evidence for emerging market economies Fink F., Schüler Y.

    econpapers.repec.org econpapers.repec.org
  • Financial Time Series Forecasting using Wavelets. Hertrich M.

  • Valuing Stock Options when Prices are Subject to a Lower Boundary: A Correction Hertrich M., Veestraeten D.

    doi.org doi.org