Monetary policy and inflationary shocks under imperfect credibility Darracq Paries M., Moyen S.

An analysis of the consistency of banks’ internal ratings Berg T., Koziol P.

What determines simultaneous asset bubbles? An empirical analysis Drescher C., Herz B.

Firm Heterogeneity and Aggregate Business Services Exports: Micro Evidence from Belgium, France, Germany and Spain Ariu A., Biewen E., Blank S., Gaulier G., González M., Meinen P., Mirza D., Martín C., Tello P.

Monetary policy and financial (in)stability: An integrated micro-macro approach De Graeve F., Kick T., Koetter M.

Withdrawal from foreign lending in the financial crisis by parent banks and their branches and subsidiaries: Supply versus demand effects Frey R., Kerl C., Lipponer A.

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

An analysis of non-traditional activities at German saving banks – Does the type of fee and commission income matter? Köhler M.

Why Are Interest Rates on Bank Deposits so Low? Busch R., Memmel C.

Patience and long-run growth Hübner M., Vannoorenberghe G.

Bank Profitability, Leverage Constraints, and Risk-Taking Martynova N., Ratnovski L., Vlahu R.

Asset encumbrance, Bank Funding, and Financial Fragility Ahnert T., Anand K., Gai P., Chapman J.

Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data Schumacher C., Breitung J.

Using Coordination Games to Measure Beliefs Heinicke F., König C., Schmidt R.

Evaluating Data Fusion Methods to Improve Income Modeling Emmenegger J., Münnich R., Schaller J.

Incorporating Asymmetric Preferences into Fan Charts and Path Forecasts Demetrescu M., Wang M.-C.

Measuring the Level and Uncertainty of Trend Inflation Mertens E.

Does forward guidance of the ECB matter for the accuracy of private sector inflation forecasts? Burden D., Fendel R., Zimmermann L.

Evaluating the Calibration of Multi-Step-Ahead Density Forecasts Using Raw Moments Knüppel M.

Revisiting Real Exchange Rate Volatility: Non-Traded Goods and Cointegrated TFP Shocks Dogan A., Bettendorf T.

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

Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve Foos D., Lütkebohmert E., Markovych M., Pliszka K.

The financial accelerator and marketable debt: the prolongation channel Kühl M.

Public Debt in a Political Economy Röhrs S.

Imperfect Information about Financial Frictions and Consequences for the Business Cycle Hollmayr J., Kühl M.

The Development of Central Bank Independence: Empirical Evidence Höfer A., Jaenke K.

Are specialist funds “special”? Fricke D.

Asymmetric credit growth and current account imbalances in the euro area Unger R.

Optimal Unemployment Insurance and International Risk Sharing Moyen S., Stähler N., Winkler F.

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

Comparing the DSGE Model with the Factor Model: An Out-of-Sample Forecasting Experiment Wang M.-C.

Backtesting Macroprudential Stress Tests Caccioli F., Fricke D., Ramadiah A.

Contagion in the interbank market and its determinants Memmel C., Sachs A.

A reappraisal of the evidence on PPP: a systematic investigation into MA roots in panel unit root tests and their implications Fischer C., Porath D.

Hitting the Elusive Inflation Target Bianchi F., Melosi L., Rottner M.

Growth Prospects and the Trade Balance in Advanced Economies Belke A., Elstner S., Rujin S.

Agglomeration and FDI in East German Knowledge-intensive Business Services Marek P.

Does the Geographic Expansion of Banks Reduce Risk? Goetz M., Laeven L., Levine R.

Assessing the Impact of Basel III: Review of Transmission Channels and Insights from Policy Models de Bandt O., Durdu B., Ichiue H., Mimir Y., Mohimont J., Nikolov K., Röhrs S., Sahuc J.G., Scalone V., Straughan M.

Optimal policy and Taylor rule cross-checking under parameter uncertainty, B.E. Bursian D., Roth M.

The (Un-) importance of Chapter 7 wealth exemption levels Mankart J.

Zur Finanziellen Bildung der Privaten Haushalte in Deutschland: Ergebnisse der Studie “Private Haushalte und ihre Finanzen (PHF)“ Schmidt T., Tzamourani P.

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

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

Pre-emptive sovereign debt restructuring and holdout litigation Anand K., Gai P.

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

Early Warning Indicators for the German Banking System: A Macroprudential Analysis Jahn N., Kick T.

Macroprudential capital regulation and fiscal balances in the euro area Hristov N., Huelsewig O., Kolb B.

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

Reducing Government Debt in the Presence of Inequality Röhrs S., Winter C.