Discussion Papers
The Discussion Papers with economic studies or financial and banking studies are elaborated by the research centre of the Deutsche Bundesbank.
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Efficient estimation of forecast uncertainty based on recent forecast errors Malte Knüppel
474 KB, PDF
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Determinants for using visible reserves in German banks - an empirical study Discussion paper 11/2009: Sven Bornemann, Susanne Homölle, Carsten Hubensack, Thomas Kick, Andreas Pfingsten
273 KB, PDF
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The dark and the bright side of liquidity risks: evidence from open-end real estate funds in Germany Discussion paper 10/2009: Falko Fecht, Michael Wedow
437 KB, PDF
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Coin migration within the euro area Franz Seitz, Dietrich Stoyan, Karl-Heinz Tödter
276 KB, PDF
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Supply-side effects of strong energy price hikes in German industry and transportation Thomas A. Knetsch, Alexander Molzahn
397 KB, PDF
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Price discovery on traded inflation expectations: Does the financial crisis matter? Alexander Schulz, Jelena Stapf
733 KB, PDF
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The debt brake: business cycle and welfare consequences of Germany’s new fiscal policy rule Eric Mayer, Nikolai Stähler
649 KB, PDF
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More or less aggressive? Robust monetary policy in a New Keynesian model with financial distress Rafael Gerke, Felix Hammermann, Vivien Lewis
190 KB, PDF
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Do we really know that flexible exchange rates facilitate current account adjustment? Some new empirical evidence for CEE countries Sabine Herrmann
490 KB, PDF
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Transmission of nominal exchange rate changes to export prices and trade flows and implications for exchange rate policy Mathias Hoffmann, Oliver Holtemöller
320 KB, PDF
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Income diversification in the German banking industry Discussion paper 09/2009: Ramona Busch, Thomas Kick
354 KB, PDF
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Does lowering dividend tax rates increase dividends repatriated? Evidence of intra-firm cross-border dividend repatriation policies by German multinational enterprises Christian Bellak, Markus Leibrecht, Michael Wild
402 KB, PDF
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Money and monetary policy transmission in the euro area: evidence from FAVAR- and VAR approaches Barno Blaes
299 KB, PDF
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The cross-section of firms over the business cycle: new facts and a DSGE exploration Ruediger Bachmann, Christian Bayer
478 KB, PDF
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The effects of knowledge management on innovative success - an empirical analysis of German firms Uwe Cantner, Kristin Joel, Tobias Schmidt
276 KB, PDF
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Firm-specific productivity risk over the business cycle: facts and aggregate implications Ruediger Bachmann, Christian Bayer
648 KB, PDF
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Financial markets´ appetite for risk - and the challenge of assessing its evolution by risk appetite indicators Discussion paper 08/2009: Birgit Uhlenbrock
1 MB, PDF
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Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books - a multivariate nonparametric approach Discussion paper 07/2009: Sandra Gaisser, Christoph Memmel, Rafael Schmidt, Carsten Wehn
882 KB, PDF
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Financial intermediation and the role of price discrimination in a two-tier market Stefan Reitz, Markus A. Schmidt, Mark P. Taylor
279 KB, PDF
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Opting out of the great inflation: German monetary policy after the breakdown of Bretton Woods Andreas Beyer, Vitor Gaspar, Christina Gerberding, Otmar Issing
656 KB, PDF
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Forecasting national activity using lots of international predictors: an application to New Zealand Sandra Eickmeier, Tim Ng
634 KB, PDF
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Factor forecasting using international targeted predictors:the case of German GDP Christian Schumacher
339 KB, PDF
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Knowledge sourcing: legitimacy deficits for MNC subsidiaries? Tobias Schmidt, Wolfgang Sofka
314 KB, PDF
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Does banks' size distort market prices? Evidence for too-big-to-fail in the CDS market Discussion paper 06/2009: Manja Völz, Michael Wedow
339 KB, PDF
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MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area Vladimir Kuzin, Massimiliano Marcellino, Christian Schumacher
324 KB, PDF
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Testing for structural breaks in dynamic factor models Jörg Breitung, Sandra Eickmeier
622 KB, PDF
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Why do savings banks transform sight deposits into illiquid assets less intensively than the regulation allows? Discussion paper 05/2009: Dorothee Holl, Andrea Schertler
176 KB, PDF
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Fiscal sustainability and policy implications for the euro area Fabrizio Balassone, Jorge Cunha, Geert Langenus, Bernhard Manzke, Jeanne Pavot, Doris Prammer, Pietro Tommasino
671 KB, PDF
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Shocks at large banks and banking sector distress: the Banking Granular Residual Discussion paper 04/2009: Sven Blank, Claudia M. Buch, Katja Neugebauer
365 KB, PDF
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The effects of privatization and consolidation on bank productivity: comparative evidence from Italy and Germany Discussion paper 03/2009: Elisabetta Fiorentino, Alessio De Vincenzo, Frank Heid, Alexander Karmann, Michael Koetter
573 KB, PDF
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Stress testing German banks in a downturn in the automobile industry Discussion paper 02/2009: Klaus Düllmann, Martin Erdelmeier
336 KB, PDF
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Dominating estimators for the global minimum variance portfolio Discussion paper 01/2009: Gabriel Frahm, Christoph Memmel
458 KB, PDF
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Pooling versus model selection for nowcasting with many predictors: an application to German GDP Vladimir Kuzin, Massimiliano Marcellino, Christian Schumacher
403 KB, PDF
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Who is afraid of political risk? Multinational firms and their choice of capital structure Iris Kesternich, Monika Schnitzer
674 KB, PDF
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Spillover effects of minimum wages in a two-sector search model Christoph Moser, Nikolai Stähler
367 KB, PDF
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Sturm und Drang in money market funds: when money market funds cease to be narrow Discussion paper 20/2008: Stephan Jank, Michael Wedow
347 KB, PDF
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The price of liquidity: bank characteristics and market conditions Falko Fecht, Kjell G. Nyborg, Jörg Rocholl
398 KB, PDF
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International financial competitiveness and incentives to foreign direct investment Axel Jochem
309 KB, PDF
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International financial markets' influence on the welfare performance of alternative exchange rate regimes Mathias Hoffmann
559 KB, PDF
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Employment protection and temporary work agencies Florian Baumann, Mario Mechtel, Nikolai Stähler
367 KB, PDF
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Liquidity and the dynamic pattern of price adjustment: a global view Ansgar Belke, Walter Orth, Ralph Setzer
801 KB, PDF
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Stochastic frontier analysis by means of maximum likelihood and the method of moments Discussion paper 19/2008: Andreas Behr, Sebastian Tente
295 KB, PDF
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Sectoral differences in wage freezes and wage cuts: evidence from a new firm survey Daniel Radowski, Holger Bonin
447 KB, PDF
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Financial integration, specialization and systemic risk Falko Fecht, Hans Peter Grüner, Philipp Hartmann
381 KB, PDF
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Financial exchange rates and international currency exposures Philip R. Lane, Jay C. Shambaugh
470 KB, PDF