Discussion papers
The discussion papers with economic studies or financial and banking studies are elaborated by the research center of the Deutsche Bundesbank.
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Uncertainty and bank wholesale funding Discussion paper 39/2013: Valeriya Dinger, Ben R. Craig
413 KB, PDF
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Precautionary motives in short-term cash management – evidence from German POS transactions Discussion paper 38/2013: Martina Eschelbach, Tobias Schmidt
308 KB, PDF
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Bayesian estimation of a DSGE model with asset prices Discussion paper 37/2013: Martin Kliem, Harald Uhlig
782 KB, PDF
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Asset prices, collateral, and unconventional monetary policy in a DSGE model Discussion paper 36/2013: Björn Hilberg, Josef Hollmayr
584 KB, PDF
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Modelling and measuring business risk and the resiliency of retail banks Discussion paper 35/2013: Mohamed Chaffai, Michel Dietsch
730 KB, PDF
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A model of mortgage losses and its applications for macroprudential instruments Discussion paper 34/2013: Christian Hott
564 KB, PDF
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Balance sheet strength and bank lending during the global financial crisis Discussion paper 33/2013: Tümer Kapan, Camelia Minoiu
489 KB, PDF
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Equity returns in the banking sector in the wake of the great recession and the European sovereign debt crisis Discussion paper 32/2013: Jorge A. Chan-Lau, Estelle X. Liu, Jochen M. Schmittmann
541 KB, PDF
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A single composite financial stress indicator and its real impact in the euro area Discussion paper 31/2013: Mevlud Islami, Jeong-Ryeol Kurz-Kim
213 KB, PDF
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Bank risk taking and competition: evidence from regional banking markets Discussion paper 30/2013: Thomas Kick, Esteban Prieto
623 KB, PDF
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Banks and sovereign risk: a granular view Discussion paper 29/2013: Claudia M. Buch, Michael Koetter, Jana Ohls
742 KB, PDF
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The evolution of economic convergence in the European Union Discussion paper 28/2013: Mihály Tamás Borsi, Norbert Metiu
417 KB, PDF
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Households’ disagreement on inflation expectations and socioeconomic media exposure in Germany Discussion paper 27/2013: Jan-Oliver Menz, Philipp Poppitz
974 KB, PDF
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Potential labour force in full-time equivalents: measurement, projection and applications Discussion paper 26/2013: Thomas A. Knetsch, Katja Sonderhof, Wolfram Kempe
886 KB, PDF
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Das Erwerbspersonenpotenzial zu Vollzeitäquivalenten: Messkonzept, Projektion und Anwendungsbeispiele Diskussionspapier 26/2013: Thomas A. Knetsch, Katja Sonderhof, Wolfram Kempe
874 KB, PDF
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Estimation of linear dynamic panel data models with time-invariant regressors Discussion paper 25/2013: Sebastian Kripfganz, Claudia Schwarz
718 KB, PDF
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Testing the O-ring theory for FDI Discussion paper 24/2013: Martina Engemann, Henrike Lindemann
538 KB, PDF
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Reconciling narrative monetary policy disturbances with structural VAR model shocks? Discussion paper 23/2013: Martin Kliem, Alexander Kriwoluzky
252 KB, PDF
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Evaluation of minimum capital requirements for bank loans to SMEs Discussion paper 22/2013: Klaus Düllmann, Philipp Koziol
1 MB, PDF
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Catharsis − The real effects of bank insolvency and resolution Discussion paper 21/2013: Josef Korte
756 KB, PDF
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The price impact of CDS trading Discussion paper 20/2013: Yalin Gündüz, Julia Nasev, Monika Trapp
627 KB, PDF
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Is local bias a cross-border phenomenon? Evidence from individual investors’ international asset allocation Discussion paper 18/2013: Markus Baltzer, Oscar Stolper, Andreas Walter
2 MB, PDF
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Does non-interest income make banks more risky? Retail- versus investment-oriented banks Discussion paper 17/2013: Matthias Köhler
2 MB, PDF
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Repo funding and internal capital markets in the financial crisis Discussion paper 16/2013: Cornelia Düwel
2 MB, PDF
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Structural and cyclical effects of tax progression Discussion paper 15/2013: Jana Kremer, Nikolai Stähler
420 KB, PDF
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Restructuring counterparty credit risk Discussion paper 14/2013: Claudio Albanese, Damiano Brigo, Frank Oertel
791 KB, PDF
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Time variation in macro-financial linkages Discussion paper 13/2013: Esteban Prieto, Sandra Eickmeier, Massimiliano Marcellino
1 MB, PDF
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On the low-frequency relationship between public deficits and inflation Discussion paper 12/2013: Martin Kliem, Alexander Kriwoluzky, Samad Sarferaz
958 KB, PDF
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The empirical (ir)relevance of the interest rate assumption for central bank forecasts Discussion paper 11/2013: Malte Knüppel, Guido Schultefrankenfeld
681 KB, PDF
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The expectations-driven U.S. current account Discussion paper 10/2013: Mathias Hoffmann, Michael U. Krause, Thomas Laubach
488 KB, PDF
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Sovereign default swap market efficiency and country risk in the eurozone Discussion paper 08/2013: Yalin Gündüz, Orcun Kaya
821 KB, PDF
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China‘s role in global inflation dynamics Discussion paper 07/2013: Sandra Eickmeier, Markus Kühnlenz
636 KB, PDF
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Public debt and changing inflation targets Discussion paper 06/2013: Michael U. Krause, Stéphane Moyen
304 KB, PDF
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Is the willingness to take financial risk a sex-linked trait? Evidence from national surveys of household finance Discussion paper 05/2013: Nataliya Barasinska, Dorothea Schäfer
357 KB, PDF
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Robustness and informativeness of systemic risk measures Discussion paper 04/2013: Gunter Löffler, Peter Raupach
1 MB, PDF
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Understanding global liquidity Discussion paper 03/2013: Sandra Eickmeier, Leonardo Gambacorta, Boris Hofmann
337 KB, PDF
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A distribution-free test for outliers Discussion paper 02/2013: Bertrand Candelon, Norbert Metiu
415 KB, PDF
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CDS spreads and systemic risk – a spatial econometric approach Discussion paper 01/2013: Sebastian Keiler, Armin Eder
507 KB, PDF
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The common drivers of default risk Discussion paper 36/2012: Christoph Memmel, Yalin Gündüz, Peter Raupach
429 KB, PDF
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Monetary policy and the oil futures market Discussion paper 35/2012: Sandra Eickmeier, Marco J. Lombardi
344 KB, PDF
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Estimating endogenous liquidity using transaction and order book information Discussion paper 34/2012: Philippe Durand, Yalin Gündüz, Isabelle Thomazeau
197 KB, PDF
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Which banks are more risky? The impact of loan growth and business model on bank risk-taking Discussion paper 33/2012: Matthias Köhler
292 KB, PDF
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Persuasion by stress testing – optimal disclosure of supervisory information in the banking sector Discussion paper 32/2012: Wolfgang Gick, Thilo Pausch
247 KB, PDF
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The determinants of service imports: the role of cost pressure and financial constraints Discussion paper 31/2012: Elena Biewen, Daniela Harsch, Julia Spies
512 KB, PDF
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Measuring option implied degree of distress in the US financial sector using the entropy principle Discussion paper 30/2012: Philipp Matros, Johannes Vilsmeier
851 KB, PDF
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Finding relevant variables in sparse Bayesian factor models: economic applications and simulation results Discussion paper 29/2012: Sylvia Kaufmann, Christian Schumacher
343 KB, PDF
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Diversification and determinants of international credit portfolios: evidence from German banks Discussion paper 28/2012: Benjamin Böninghausen, Matthias Köhler
379 KB, PDF
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Early warning indicators for the German banking system: a macroprudential analysis Discussion paper 27/2012: Nadya Jahn, Thomas Kick
446 KB, PDF