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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A comparison of dynamic panel data estimators: Monte Carlo evidence and an application to the investment function Andreas Behr

249 KB, PDF

24.04.2003 Discussion Paper 05/2003

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Multiple equilibrium overnight rates in a dynamic interbank market game Jens Tapking

361 KB, PDF

27.03.2003 Discussion Paper 04/2003

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The stock return-inflation puzzle and the asymmetric causality in stock returns,inflation and real activity Jeong-Ryeol Kurz-Kim

254 KB, PDF

20.03.2003 Discussion Paper 03/2003

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Finite-sample distributions of self normalized sums Jeong-Ryeol Kurz-Kim

460 KB, PDF

28.02.2003 Discussion Paper 02/2003

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Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf

380 KB, PDF

31.01.2003 Discussion Paper 01/2003

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Optimal factor taxation under wage bargaining - a dynamic perspective Leopold von Thadden, Erkki Koskela

351 KB, PDF

23.12.2002 Discussion Paper 31/2002

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Wechselkurszielzonen, wirtschaftlicher Aufholprozess und endogene Realignmentrisiken Diskussionspapier 30/2002: Karin Radeck

362 KB, PDF

23.12.2002 Diskussionspapier 30/2002 No English translation available

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Genetic Learning as an Explanation of Stylized Facts of Foreign Exchange Markets Thomas Lux, Sascha Schornstein

23.12.2002 Discussion Paper 29/2002

Genetic Learning as an Explanation of Stylized Facts of Foreign Exchange Markets
Cost Push Shocks and Monetary Policies in Open Economies Alan Sutherland

309 KB, PDF

04.12.2002 Discussion Paper 27/2002

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Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form Silvia Goncalves, Lutz Kilian

597 KB, PDF

04.12.2002 Discussion Paper 26/2002

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