Technical Paper
In der Technical Paper Reihe werden methodologische Papiere veröffentlicht, die Verfahren im Detail beschreiben, welche in anderen Publikationen, wie dem Monatsbericht oder dem Finanzstabilitätsbericht, genutzt werden.
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Monetary-Intelligent Language Agent (MILA) Felix Geiger, Dimitrios Kanelis, Philipp Lieberknecht, Diana Sola
939 KB, PDF
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The German and Italian government bond markets: The role of banks versus non-banks Puriya Abbassi, Michele Leonardo Bianchi, Daniela Della Gatta, Raffaele Gallo, Hanna Gohlke, Daniel Krause, Arianna Miglietta, Luca Moller, Jens Orben, Onofrio Panzarino, Dario Ruzzi, Willy Scherrieble, Michael Schmidt
2 MB, PDF
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Technische Dokumentation zur Analyse der Änderung des Zinsergebnisses Christoph Memmel, Atilim Seymen, Lena Strobel
1 MB, PDF
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A top-down loan-level stress test for banks’ corporate credit risk: Application to risks from commercial real estate markets Tobias Herbst, Christoph Roling
1 MB, PDF
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A Price-at-Risk approach for the German commercial real estate market Tobias Herbst, Jannick Plaasch, Florian Stammwitz
1 MB, PDF
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Late payments on mortgage loans and unemployment: Evidence from a German household panel Axel Möhlmann, Edgar Vogel
478 KB, PDF
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HICP and national CPI in Germany: as similar as possible, as different as needed Thomas A. Knetsch, Dilyana Popova, Patrick Schwind
2 MB, PDF
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Digital euro: short-term effects on the liquidity of German banks considering holding limits Benedikt Fritz, Ulrich Krüger, Lui-Hsian Wong
1 MB, PDF
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Forecasting HICP package holidays with forward-looking booking data Richard Schnorrenberger, Patrick Schwind, Elisabeth Wieland
5 MB, PDF