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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A random forest-based approach to identifying the most informative seasonality tests Daniel Ollech, Karsten Webel
737 KB, PDF
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Real effects of foreign exchange risk migration: Evidence from matched firm-bank microdata Puriya Abbassi, Falk Bräuning
797 KB, PDF
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Classification of monetary and fiscal dominance regimes using machine learning techniques Natascha Hinterlang, Josef Hollmayr
1 MB, PDF
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Interest rate pegs and the reversal puzzle: On the role of anticipation Rafael Gerke, Sebastian Giesen, Daniel Kienzler
2 MB, PDF
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Capital controls checkup: Cases, customs, consequences Stefan Goldbach, Volker Nitsch
330 KB, PDF
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Backtesting macroprudential stress tests Amanah Ramadiah, Daniel Fricke, Fabio Caccioli
6 MB, PDF
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Predicting monetary policy using artificial neural networks Natascha Hinterlang
994 KB, PDF
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Interactions between bank levies and corporate taxes: How is bank leverage affected? Franziska Bremus, Kirsten Schmidt, Lena Tonzer
985 KB, PDF
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Estimation of heterogeneous agent models: A likelihood approach Juan Carlos Parra-Alvarez, Olaf Posch, Mu-Chun Wang
773 KB, PDF
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Household savings, capital investments and public policies: What drives the German current account? Kilian Ruppert, Nikolai Stähler
2 MB, PDF
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Does greater transparency discipline the loan loss provisioning of privately held banks? Jannis Bischof, Daniel Foos, Jan Riepe
1 MB, PDF
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Financial shocks and the relative dynamics of tangible and intangible investment: Evidence from the euro area Johannes Gareis, Eric Mayer
441 KB, PDF
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Procyclical asset management and bond risk premia Alexandru Barbu, Christoph Fricke, Emanuel Moench
1 MB, PDF
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Negative monetary policy rates and systemic banks‘ risk-taking: Evidence from the euro area securities register Johannes Bubeck, Angela Maddaloni, José-Luis Peydró
552 KB, PDF
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Central bank funding and credit risk-taking Peter Bednarek, Valeriya Dinger, Daniel Marcel te Kaat, Natalja von Westernhagen
436 KB, PDF
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Robust inference in time-varying structural VAR models: The DC-Cholesky multivariate stochastic volatility model Benny Hartwig
5 MB, PDF
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Identifying indicators of systemic risk Benny Hartwig, Christoph Meinerding, Yves Schüler
1 MB, PDF
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The (ir)relevance of the nominal lower bound for real yield curve analysis Fabian Schupp
2 MB, PDF
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The impact of aging and automation on the macroeconomy and inequality Nikolai Stähler
693 KB, PDF
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Estimating the effects of the Eurosystem’s asset purchase programme at the country level Martin Mandler, Michael Scharnagl
861 KB, PDF
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Loan supply and bank capital: A micro-macro linkage Thomas Kick, Swetlana Malinkovich, Christian Merkl
4 MB, PDF
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Stressed banks? Evidence from the largest-ever supervisory review Puriya Abbassi, Rajkamal Iyer, José-Luis Peydró, Paul E. Soto
2 MB, PDF
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Compilation of commercial property price indices for Germany tailored for policy use Thomas A. Knetsch
1 MB, PDF
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Measuring price dynamics of package holidays with transaction data Karola Henn, Chris-Gabriel Islam, Patrick Schwind, Elisabeth Wieland
2 MB, PDF
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Interbank risk assessment – A simulation approach Maximilian Jager, Thomas Siemsen, Johannes Vilsmeier
662 KB, PDF
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Foreign exchange interventions under a one-sided target zone regime and the Swiss franc Markus Hertrich
758 KB, PDF
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Unconventional monetary policy shocks in the euro area and the sovereign-bank nexus Nikolay Hristov, Oliver Hülsewig, Johann Scharler
791 KB, PDF
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Doing more with less: The catalytic function of IMF lending and the role of program size Tobias Krahnke
1 MB, PDF
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Rebalancing the euro area: Is wage adjustment in Germany the answer? Mathias Hoffmann, Martin Kliem, Michael Krause, Stephane Moyen, Radek Sauer
2 MB, PDF
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Dynamic pricing and exchange rate pass-through: Evidence from transaction-level data Arne J. Nagengast, Dirk Bursian, Jan-Oliver Menz
424 KB, PDF
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Demographics and the decline in firm entry: Lessons from a life-cycle model Oke Röhe, Nikolai Stähler
1012 KB, PDF
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Measuring spatial price differentials: A comparison of stochastic index number methods Sebastian Weinand
2 MB, PDF
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On adjusting the one-sided Hodrick-Prescott filter Elias Wolf, Frieder Mokinski, Yves Schüler
663 KB, PDF
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Implications of negative interest rates for the net interest margin and lending of euro area banks Melanie Klein
718 KB, PDF
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Leaping into the dark: A theory of policy gambles Kartik Anand, Prasanna Gai, Philipp J. König
812 KB, PDF
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Partial pooling with cross-country priors: An application to house price shocks Markus Roth
839 KB, PDF