Discussion Papers
The Discussion Papers with economic studies or financial and banking studies are elaborated by the research centre of the Deutsche Bundesbank.
Subscribe to the newsletter for Discussion Papers
-
-
The effect of peer observation on consumption choices: experimental evidence Sahra Sakha, Antonia Grohmann
465 KB, PDF
-
-
-
Credit risk stress testing and copulas – is the Gaussian copula better than its reputation? Philipp Koziol, Carmen Schell, Meik Eckhardt
922 KB, PDF
-
Testing for Granger causality in large mixed-frequency VARs Thomas B. Götz, Alain Hecq, Stephan Smeekes
869 KB, PDF
-
Fundamentals matter: idiosyncratic shocks and interbank relations Peter Bednarek, Valeriya Dinger, Natalja von Westernhagen
586 KB, PDF
-
The influence of an up-front experiment on respondents’ recording behaviour in payment diaries: evidence from Germany Susann Sieber, Tobias Schmidt
464 KB, PDF
-
Monetary-fiscal policy interaction and fiscal inflation: a tale of three countries Martin Kliem, Alexander Kriwoluzky, Samad Sarferaz
866 KB, PDF
-
Do speculative traders anticipate or follow USD/EUR exchange rate movements? New evidence on the efficiency of the EUR currency futures market Oliver Hossfeld, Andreas Röthig
688 KB, PDF
-
Arbitraging the Basel securitization framework: evidence from German ABS investment Matthias Efing
4 MB, PDF
-
Cyclicality of SME lending and government involvement in banks Patrick Behr, Daniel Foos, Lars Norden
942 KB, PDF
-
The credit quality channel: modeling contagion in the interbank market Kilian Fink, Ulrich Krüger, Barbara Meller, Lui-Hsian Wong
3 MB, PDF
-
-
Asymmetric credit growth and current account imbalances in the euro area Robert Unger
875 KB, PDF
-
Identifying income and wealth-poor households in the euro area Philip Müller, Tobias Schmidt
498 KB, PDF
-
On the exposure of insurance companies to sovereign risk - portfolio investments and market forces Robert Düll, Felix König, Jana Ohls
517 KB, PDF
-
-
The winner's curse – evidence on the danger of aggressive credit growth in banking Thomas Kick, Thilo Pausch, Benedikt Ruprecht
660 KB, PDF
-
Out of sight, out of mind? On the risk of sub-custodian structures Thomas Droll, Natalia Podlich, Michael Wedow
421 KB, PDF
-
-
German labor market and fiscal reforms 1999 to 2008: can they be blamed for intra-euro area imbalances? Niklas Gadatsch, Nikolai Stähler, Benjamin Weigert
612 KB, PDF
-
Personal bankruptcy law, debt portfolios, and entrepreneurship Jochen Mankart, Giacomo Rodano
682 KB, PDF
-
Distributional consequences of asset price inflation in the euro area Klaus Adam, Panagiota Tzamourani
443 KB, PDF
-
Household search and the aggregate labor market Jochen Mankart, Rigas Oikonomou
1004 KB, PDF
-
-
The intraday interest rate – what’s that? Puriya Abbassi, Falko Fecht, Johannes Tischer
2 MB, PDF
-
Many a little makes a mickle: macro portfolio stress test for small and medium-sized German banks Ramona Busch, Philipp Koziol, Marc Mitrovic
1 MB, PDF
-
Characterizing the financial cycle: evidence from a frequency domain analysis Till Strohsal, Christian R. Proaño, Jürgen Wolters
521 KB, PDF
-
Cross-border banking and business cycles in asymmetric currency unions Lena Dräger, Christian R. Proaño
550 KB, PDF
-
-
-
Multinational banks’ deleveraging in the crisis driven by pre-crisis characteristics and behavior Rainer Frey
698 KB, PDF
-
International financial market integration, asset compositions, and the falling exchange rate pass-through Almira Buzaushina, Zeno Enders, Mathias Hoffmann
615 KB, PDF
-
Banks’ net interest margin and the level of interest rates Ramona Busch, Christoph Memmel
443 KB, PDF
-
German wage moderation and European imbalances: feeding the global VAR with theory Timo Bettendorf, Miguel A. León-Ledesma
1 MB, PDF
-
Tales of transition paths: policy uncertainty and random walks Josef Hollmayr, Christian Matthes
611 KB, PDF
-
Market discipline across bank governance models – empirical evidence from German depositors Eva A. Arnold, Ingrid Größl, Philipp Koziol
665 KB, PDF
-
Lethal lapses – how a positive interest rate shock might stress German life insurers Mark Feodoria, Till Förstemann
700 KB, PDF
-
The pattern of home ownership across cohorts and its impact on the net wealth distribution: empirical evidence from Germany and the US Arthur Alik-Lagrange, Tobias Schmidt
441 KB, PDF
-
The interest rate pass-through in the euro area during the sovereign debt crisis Julia von Borstel, Sandra Eickmeier, Leo Krippner
1 MB, PDF
-
Do exposures to sagging real estate, subprime or conduits abroad lead to contraction and flight to quality in bank lending at home? Steven Ongena, Günseli Tümer-Alkan, Natalja von Westernhagen
1 MB, PDF
-
Securities trading by banks and credit supply: micro-evidence Puriya Abbassi, Rajkamal Iyer, José-Luis Peydró, Francesc R. Tous
1 MB, PDF
-
Imperfect information about financial frictions and consequences for the business cycle Josef Hollmayr, Michael Kühl
1 MB, PDF
-
-
German and the rest of euro area fiscal policy during the crisis Niklas Gadatsch, Klemens Hauzenberger, Nikolai Stähler
969 KB, PDF
-
Financial frictions and global spillovers Norbert Metiu, Björn Hilberg, Michael Grill
532 KB, PDF
-
-
The term structure of interest rates and the macroeconomy: learning about economic dynamics from a FAVAR Arne Halberstadt
632 KB, PDF
-
Employment, hours and optimal monetary policy Maarten Dossche, Vivien Lewis, Céline Poilly
2 MB, PDF