Interviewer Effects and the Measurement of Financial Literacy Crossley T. F., Schmidt T., Tzamourani P., Winter J. K.

Time Preferences over the Life Cycle and Household Saving Puzzles Kureishi W., Paule-Paludkiewicz H., Tsujiyama H., Wakabayashi M.

Oil prices, manufacturing goods, and nontradeable services Khalil M.

Drifts and Volatilities under Measurement Error: Assessing Monetary Policy Shocks over the Last Century Amir-Ahmadi P., Matthes C., Wang M.-C.

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

Active labour market policies in Germany: do regional labour markets benefit? Wapler R., Werner D., Wolf K.

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

How informative are central bank assessments of macroeconomic risks? Knüppel M., Schultefrankenfeld G.

Would Households Understand Average Inflation Targeting? Hoffmann M., Mönch E., Pavlova L., Schultefrankenfeld G.

Centrality-based capital allocations Alter A., Craig B., Raupach P.

Factor forecasting using international targeted predictors: The case of German GDP Schumacher C.

R&D collaborations and the role of proximity Marek P., Blum U., Fuhrmeister C., Titze M.

Chaos in German stock returns – New evidence from the 0-1 test Webel K.

The Duration of Bank Retail Interest Rates Craig B., Dinger V.

Rollover risk, network structure and systemic financial crises Anand K., Gai P., Marsili M.

Analyzing business cycle asymmetries in a multi-level factor model Breitung J., Eickmeier S.

Analyzing international business and financial cycles using multi-level factor models: A comparison of alternative approaches Breitung J., Eickmeier S.

Demand Effects in the FX Forward Market: Micro Evidence from Banks' Dollar Hedging Abbassi P., Bräuning F.

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

The response of asset prices to monetary policy shocks: stronger than thought Alessi L., Kerßenfischer M.

Mutual Fund Flows, Expected Returns, and the Real Economy Jank S.

IV-Schätzung eines linearen Panelmodells mit anonymisierten Betriebs- und Unternehmensdaten Ronning G., Rosemann M., Biewen E.

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

Creative Destruction and Asset Prices Grammig J., Jank S.

Consumer misperceptions, uncertain fundamentals, and the business cycle Hürtgen P.

The Impact of US Tariffs against China on US Imports: Evidence for Trade Diversion? Cigna S., Meinen P., Schulte P., Steinhoff N.

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

Compilation of commercial property price indices for Germany tailored for policy use Knetsch T.A.

International cooperation on innovation: firm-level evidence from two European countries De Faria P., Schmidt T.

A history of the D-Mark’s real external value Fischer C., Sauernheimer K.

Real financial market exchange rates and capital flows Gelman M., Jochem A., Reitz S.

Time-Varying Dynamics of the German Business Cycle: A Comprehensive Investigation Reif M.

Visible Reserves in Banks – Determinants of Initial Creation, Usage, and Contribution to Bank Stability Bornemann S., Homölle S., Hubensack C., Kick T., Pfingsten A.

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

Taxing deficits to restrain government spending and foster capital accumulation Stähler N.

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

Robust Monetary Policy in a Model with Financial Distress Gerke R., Hammermann F., Lewis V.

International Banking and Liquidity Transmission: Lessons from Germany, German contribution to the International Banking Research Network’s project “International Banking and Liquidity Risk Transmission” Kerl C., Koch C.

Consumption Taxation to Finance Pension Payments Ruppert K., Schön M., Stähler N.

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

How do regional labor markets adjust to immigration? A dynamic analysis for post-war Germany Braun S.T., Weber H.

Slippery Slopes of Stress: Ordered Failure Events in German Banking. Kick T., Koetter M.

Identifying Indicators of Systemic Risk Hartwig B., Meinerding C., Schüler Y.

Two for the price of one? Additionality effects of R&D subsidies: A comparison between Flanders and Germany Aerts K., Schmidt T.

Dominating Estimators for minimum-variance portfolio Frahm G., Memmel C.

Predictability in Financial Markets: What do Survey Expectations Tell Us? Bacchetta P., Mertens E., van Wincoop E.

A Time Series Model of Interest Rates With the Effective Lower Bound Johannsen B. K., Mertens E.

Efficient Estimation of Forecast Uncertainty Based on Recent Forecast Errors Knüppel M.

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

Trennbankensystem – ein Weg zu mehr Finanzstabilität in Deutschland? Dombret A., Liebig T., Stein I.