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Refereed Publications

Refereed publications

A listing of staff publications in journals by publication year.

8 results
    • Ahnert, T., K. Anand and P. Gai,
      Asset encumbrance, Bank Funding, and Financial Fragility, Review of Financial Studies, forthcoming.
    • Bursian, D. and A. Nagengast,
      Offshoring and the polarisation of the demand for capital, Economic Inquiry, forthcoming.
    • Dombret, A., D. Foos, K. Pliszka and A. Schulz,
      What are the real effects of financial market liquidity? Evidence on bank lending from the euro area, Journal of International Financial Markets, Institutions & Money, forthcoming.
    • Grundke, P., K. Pliszka and M. Tuchscherer,
      Model and estimation risk in credit risk stress tests, Review of Quantitative Finance and Accounting, forthcoming.
    • Khalil M.,
      Cross-Border Portfolio Diversification under Trade Linkages, Journal of Monetary Economics, forthcoming.
    • Kühl, M.,
      The financial accelerator and market-based debt instruments: A role for maturities?, The B.E. Journal of Macroeconomics, forthcoming.
    • Mankart, J., A. Michaelides and S. Pagratis,
      Bank Capital Buffers in a Dynamic Model, Financial Management, forthcoming.
    • Nöckel, M., M. Neuenkirch and J. Burgard,
      State-Dependent Transmission of Monetary Policy in the Euro Area, Journal of Money, Credit and Banking, forthcoming.
    • Schlepper, K., A. Schrimpf, R. Riordan and H. Hofer,
      The Market Microstructure of Central Bank Bond Purchases, Journal of Financial and Quantitative Analysis, forthcoming.
    • Tente, N., N. von Westernhagen and U.Slopek,
      M-PRESS-CreditRisk: Microprudential and Macroprudential Capital Requirements for Credit Risk under Systemic Stress, Journal of Money, Credit and Banking, forthcoming.
    • Adam, K. and H. Weber,
      Optimal Trend Inflation, The American Economic Review, Vol. 109(2), pp. 702-737.
    • Anand, K. and P. Gai,
      Pre-emptive sovereign debt restructuring and holdout litigation, Oxford Economic Papers, Vol. 71(2), pp.364-381.
    • Ariu, A., E. Biewen, S. Blank, G. Gaulier, J.M. González, P. Meinen, D. Mirza, C. Martin, and P. Tello,
      Firm Heterogeneity and Aggregate Business Services Exports: Micro Evidence from Belgium, France, Germany and Spain, The World Economy, Vol. 42(2), pp. 564-589.
    • Baltzer, M., S. Jank and E. Smajlbegovic, 
      Who trades on momentum?, Journal of Financial Markets, Vol. 42, pp. 56-74.
    • Bettendorf, T. and M. León-Ledesma,
      German wage moderation and European imbalances: Feeding the global VAR with theory, Journal of Money, Credit and Banking, Vol. 51(2-3), pp. 617-653.
    • Bettendorf, T.,
      Spillover effects of credit default risk in the euro area and the effects on the Euro: A GVAR approach, International Journal of Finance and Economics, Vol. 24(1), pp. 296-312.
    • Bursian, D. and N. Stähler,
      Macroeconomic Effects of Increased Wage Flexibility in EMU, Journal of Economic Policy Reform, Vol. 22(1), pp. 69-83.
    • Di Pace, F. and M.S. Hertweck,
      Labor Market Frictions, Monetary Policy and Durable Goods, Review of Economic Dynamics, Vol. 32, pp. 274-304.
    • Dombret, A., Y. Gündüz, J. Rocholl,
      Will German Banks earn their cost of capital?, Contemporary Economic Policy, Vol. 37(1), pp. 156-169.
    • Dossche, M., V. Lewis and C. Poilly,
      Employment, Hours and The Welfare Effects of Intra-Firm Bargaining, Journal of Monetary Economics, Vol. 104C, pp. 70-88.
    • Hoffmann, M., M. U. Krause and P. Tillmann,
      International Capital Flows, External Assets and Output Volatility, Journal of International Economics, Vol. 117, pp. 242-255.
    • Hoffmann, M., M. Krause and T. Laubach,
      The expectations-driven US current account, Economic Journal, Vol. 129(618), pp. 897-924.
    • Kaufmann, S., C. Schumacher,
      Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification, Journal of Econometrics, Vol. 210(1), pp. 116-134.
    • Lindner, P., A. Loeffler, E. Segalla, G. Valitova and U. Vogel,
      International Monetary Policy Spillovers through the bank funding channel, Journal of International Money and Finance. Vol. 90, pp. 161-174.
    • Nagengast, A., S. Goldbach, G. Wamser and E. Steinmüller,
      The effect of investing abroad on investment at home: On the role of technology, tax savings, and internal capital markets, Journal of International Economics, Vol. 116, pp. 58-73.
    • Nagengast, A.,
      An N-dimensional generalisation of the Amiti-Weinstein estimator, Applied Economics Letters, Vol. 26(8), pp. 669-676.
    • Schneider M. and F. Lillo,
      Cross-Impact and No-Dynamic-Arbitrage, Quantitative Finance, Vol. 19(1), pp. 137-154.
    • Abbassi, P. and M. Schmidt,
      A comprehensive view on risk reporting: Evidence from supervisory data, Journal of Financial Intermediation, Vol. 36, pp. 74-85.
    • Anand, K, S. Friedrich et al.,
      The Missing Links: A global study on uncovering financial network structure from partial data, Journal of Financial Stability. Vol. 35, pp. 107-119.
    • Blum, U., C. Fuhrmeister, P. Marek and M. Titze,
      R&D collaborations and the role of proximity, Regional Studies, Vol. 51(12), pp. 1761-1773.
    • Burger, A., B. Jindra, P. Marek and M. Rojec ,
      Functional Upgrading and Value Capture of Multinational Subsidiaries, Journal of International Management, Vol. 24(2), pp. 108-122.
    • Eickmeier, S. and M. Kühnlenz,
      China's role in global inflation dynamics, Macroeconomic Dynamics, Vol. 22(2), pp. 225-254.
    • Enders, A., Z. Enders and M. Hoffmann,
      International Financial Market Integration, Asset Compositions, and the Failing Exchange Rate Pass-Through, Journal of International Economics, Vol. 110, pp. 151-175.
    • Foroni, C., F. Furlanetto and A. Lepetit,
      Labor Supply Factors and Economic Fluctua-tions, International Economic Review, Vol 59(3), pp. 1491-1510.
    • Frey, R., C. Kerl and A. Lipponer,
      Withdrawal from foreign lending in the financial crisis by parent banks and their branches and subsidiaries: Supply versus demand effects, Journal of Financial Services Research, Vol. 54(1), pp. 1-48.
    • Ghysels, E. , C. Horan and E. Mönch,
      Forecasting through the Rear-view Mirror: Data Revisions and Bond Return Predictability, Review of Financial Studies, Vol. 31(2), pp. 678-714.
    • Grundke, P. and K. Pliszka (2018), A macroeconomic reverse stress test, Review of Quantitative Finance and Accounting, Vol. 50(4), pp. 1093-1130.
    • Imbierowicz, B., J. Kragh and J. Rangvid,
      Time-varying capital requirements and disclosure rules: Effects on capitalization and lending decisions, Journal of Money, Credit and Banking, Vol. 50(4), 573-602.
    • Kajuth, F.,
      A benchmark for wage growth through the lens of the Beveridge curve, Applied Economics Letters. Vol. 25(7), pp. 487-492.
    • Kerl C. (2018),
      German Banks in Financial Centers: How Risky is Their Business?, The Journal of Financial Perspectives, Vol. 5(1), pp. 1-17.
    • Köhler, M.,
      The payout behaviour of German savings banks, Credit and Capital Markets - Kredit und Kapital, Vol. 51(2), pp. 227-257.
    • Kühl M.,
      Excess comovements between the Euro/US dollar and Pound Sterling/US dollar exchange rates, Applied Economics, Vol. 50(34-35), pp. 3664-3685.
    • Kühl M.,
      The Effects of Government Bond Purchases on Leverage Constraints of Banks and Non-Financial Firms, International Journal of Central Banking, Vol. 14(4), pp. 93-161.
    • Lewis, V. and M. Roth,
      Interest Rate Rules under Financial Dominance, Journal of Economic Dynamics and Control, Vol. 95, pp. 70-88.
    • Löffler G. and P. Raupach,
      Pitfalls in the use of systemic risk measures, Journal of Financial and Quantitative Analysis, Vol. 53(3), pp. 269-298.
    • Meinen, P. and H. Raff,
      International Trade and Retail Market Performance and Structure: Theory and Empirical Evidence, Journal of International Economics, Vol. 115, pp. 99-114.
    • Meinen, P. and O. Röhe,
      To sign or not to sign? On the response of prices to financial and uncertainty shocks, Economics Letters, Vol. 171, pp. 189-192.
    • Memmel C., A. Seymen and M. Teichert,
      Banks' Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence, GERMAN Economic Review. Vol. 19(3), pp. 330-350.
    • Miller, P. and E. Töws,
      Loss given default adjusted workout processes for leases, Journal of Banking and Finance, Vol. 91, pp. 189-201.
    • Müller, P. and T. Schmidt,
      Identifying income and wealth-poor households in the euro area, Journal of Poverty, Vol. 22(2), pp. 126-155.
    • Ongena, S., G. Tümer-Alkan and N. von Westernhagen,
      Do Exposures to Sagging Real Estate, Subprime, or Conduits Abroad Lead to Contraction and Flight to Quality in Bank Lending at Home?, Review of Finance, Vol. 22(4), pp. 1335–1373.
    • Schneider M., F. Lillo and L. Pelizzon,
      Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market, Quantitative Finance, Vol 18(2), pp. 283-293.
    • von Beschwitz, B. and D. Foos,
      Banks' Equity Stakes and Lending: Evidence from a Tax Reform, Journal of Banking & Finance, Vol. 96, pp. 323-343.
    • Abbassi P., C. Brownlees, C. Hans and N. Podlich,
      Credit risk interconnectedness: what does the market really know?, Journal of Financial Stability, Vol. 29, pp. 1-12.
    • Abbassi, P., F. Fecht, and J.P. Tischer,
      Variations in market liquidity and the intraday interest rate, Journal of Money, Credit and Banking, Vol. 49(4), pp. 733-765.
    • Adam, K., J. Beutel and A. Marcet,
      Stock Price Booms and Expected Capital Gains, American Economic Review, Vol. 107(8), pp. 2352–2408.
    • Beckers, B., H. Herwartz and M. Seidel,
      Risk forecasting in (T)GARCH models with uncorrelated dependent innovations, Quantitative Finance, Vol. 17, pp. 121-137.
    • Beckmann J., and M. Kühl,
      The Role for Long- Run Target Values of the Exchange Rate in the Bank of Japan’s Policy Reaction Function, World Economy, Vol. 40(9), pp. 1836-1865.
    • Behr P., D. Foos and L. Norden,
      Cyclicality of SME lending and government involvement in banks, Journal of Banking and Finance, Vol. 77, pp. 64-77.
    • Berg T. and P. Koziol,
      An analysis of the consistency of banks’ internal ratings, Journal of Banking and Finance, Vol. 78, pp. 27-41.
    • Berner E., I. Birg and D. Boddin,
      Retailers and Consumers: The Pass-through of Import Price Changes, World Economy, Vol. 40(7), pp. 1314–1344.
    • Bettendorf, T.,
      Idiosyncratic and international transmission of shocks in the G7: does EMU matter?, Review of International Economics, Vol. 25(4), pp. 856-890.
    • Besedes T., S. Goldbach and V. Nitsch,
      You’re banned! The effect of sanctions on German cross-border financial flows, Economic Policy, Vol. 32(90), pp. 263-318.
    • Bettendorf T.,
      Investigating Global Imbalances: Empirical Evidence from a GVAR Approach, Economic Modelling, Vol. 64, pp. 201-210.
    • Bettendorf T. and D.Bursian,
      Chow-Lin X N: How adding a panel dimension can improve accuracy, Economics Letters, Vol. 157, pp. 5-9.
    • Bilias, Y., D. Georgarakos and M. Haliassos
      Has Greater Stock Market Participation Increased Wealth Inequality in the US?, Review of Income and Wealth, Vol. 63(1), pp. 169-188.
    • Blum, U., C. Fuhrmeister, P. Marek and M. Titze,
      R & D collaborations and the role of proximity, Regional Studies, Vol. 51(12), pp. 1761–1773.
    • Börsch-Supan, A., A. Ludwig and E. Vogel,
      Aging and Pension Reform: Extending the Retirement Age and Human Capital Formation, Journal of Pension Economics and Finance, Vol. 16(1), pp. 81-107.
    • Bursian, D.,
      Solving RE models with discontinuous policy rules – An application to minimum wage setting in Germany, Applied Economics Letters, Vol. 24(15), pp. 1121-1126.
    • Busch, R. and C. Memmel,
      Banks’ Net Interest Margin and the Level of Interest Rates, Credit and Capital Markets, Vol. 50(3), pp. 363-392.
    • Cardoso-Costa, J.-M. and V. Lewis,
      Fiscal Policy and Inflation in a Monetary Union, Economica, Vol. 84(336), pp. 779–796.
    • Döhrmann, D., M. Gürtler and M. Hibbeln,
      Insured Loss Inflation: How Natural Catastrophes Affect Reconstruction Costs, Journal of Risk and Insurance, Vol. 84(3), pp. 851-879.
    • Düll, R., F. König and J. Ohls,
      On the exposure of insurance companies to sovereign risk — Portfolio investments and market forces, Journal of Financial Stability, Vol. 31, pp. 93-106.
    • Hainz, C. and N. Hristov,
      Credit Crunch Indicator: Perceptions of the Willingness of Banks to Lend and Firms' Experience in the Credit Market, CESifo Forum, Vol. 18(2), pp. 66-69.
    • Hertrich, M. and H. Zimmermann,
      On the Credibility of the Euro/Swiss Franc Floor: A Financial Market Perspective, Journal of Money, Credit and Banking, Vol. 49(2-3), pp. 567-578.
    • Hoffmann, A., and A. Loeffler,
      Surplus liquidity, central bank losses and the use of reserve requirements in emerging markets, Review of International Economics, Vol. 25(5), pp. 990-998.
    • Hristov, N. and O. Huelsewig,
      Unexpected Loan Losses and Bank Capital in an Estimated DSGE Model of the Euro Area, Journal of Macroeconomics, Vol. 54(B), pp. 161-186.
    • Jochem, A. and S. Reitz,
      The role of global financial conditions for credit supply in EMU periphery countries, Applied Economics Letters, Vol. 24, pp. 727-731.
    • Kaufmann, S., C. Schumacher,
      Identifying relevant and irrelevant variables in sparse factor models, Journal of Applied Econometrics, Vol. 32(6), pp. 1123–1144.
    • Kick, T., I. Nehring and A. Schertler,
      Do all new brooms sweep clean? Evidence for outside bank appointments, Journal of Banking and Finance, Vol. 84, pp. 135-151.
    • Knetsch, T. and A. Nagengast,
      Penny Wise and pound Foolish? On the income of Germany’s Foreign investments, Review of World Economics, Vol. 153(4), pp. 753-778.
    • Knüppel, Malte and G. Schultefrankenfeld,
      Interest rate assumptions and predictive accuracy of central bank forecasts, Empirical Economics, Vol. 53(1), pp. 195-215.
    • König, P. and A. Meyer-Gohde,
      Decoupling Real and Nominal Rigidities: A Re-examination of the Canonical Model of Price Setting Under Menu Costs, Economic Letters, Vol. 156, pp. 129-132.
    • Kühl, M.,
      Bank capital, the state contingency of banks’ assets and its role for the transmission of shocks, Journal of Macroeconomics, Vol. 54(B), pp. 260-284.
    • Le Blanc, J., A. Porpiglia, F. Teppa, J. Zhu and M. Ziegelmeyer,
      Household saving behavior and credit constraints in the Euro area, International Journal of Central Banking, Vol. 12(2), pp. 15-70.
    • Le Blanc, J. and A. Scholl,
      Optimal savings for retirement: The role of individual accounts, Macroeconomic Dynamics, Vol. 21(6), pp. 1361–1388.
    • Lewis V. and R. Winkler,
      Government Spending, Entry and the Consumption Crowding-In Puzzle, International Economic Review, Vol. 58(3), pp. 943-972.
    • Mankart, J., and R. Oikonomou,
      Household search and the aggregate labour market, Review of Economic studies, Vol. 84(4), pp. 1735-1788.
    • Meinen P. and O. Röhe,
      On Measuring Aggregate Uncertainty and its Impact on Investment: Cross-country Evidence from the Euro Area, European Economic Review, Vol. 92, pp. 161-179.
    • Meller B. and N. Metiu,
      The synchronization of credit cycles, Journal of Banking and Finance, Vol. 82, pp. 98-111.
    • Menkhoff, L. and S. Sakha,
      Estimating Risky Behavior with Multiple-Item Risk Measures: Experimental Evidence, Journal of Economic Psychology, Vol. 59, pp. 56-86.
    • Ohls J., M. Pramor and L. Tonzer,
      International Banking and Cross-Border Effects of Regulation: Lessons from Germany, International Journal of Central Banking, Vol. 13(S1), pp. 129-162.
    • Richter M.,
      Asymmetric effects on financial cycles in a monetary union with diverging country preferences for variable- and fixed-rate mortgages, Review of Economics and Finance, Vol. 7(1), 19-36.
    • Schmidt, T. and P. Tzamourani,
      Zur finanziellen Bildung der privaten Haushalte in Deutschland: Ausgewählte Ergebnisse aus der Studie „Private Haushalte und ihre Finanzen (PHF)“, DIW Quarterly Journal of Economic Research. Vol. 86(4), pp. 31-49.
    • Sieber S. and T. Schmidt,
      The influence of an up-front experiment on respondents' recording behaviour in payment diaries: Evidence from Germany, Journal of Official Statistics, Vol. 33(29), pp. 427-454.
    • Sigmund M. and I. Stein,
      What predicts financial (in)stability? A Bayesian approach, Credit and Capital Markets. Vol 50(3), pp. 299-336.
    • Unger R.,
      Asymmetric credit growth and current account imbalances in the euro area, Journal of International Money and Finance, Vol. 73(Part. B), pp. 435-451.
    • Abbassi, P., R. Iyer, J. Peydró and F. Tous,
      Securities trading by banks and credit supply: Microevidence, Journal of Financial Economics, Vol. 121(3), pp. 569-594.
    • Abbate, A., S. Eickmeier, W. Lemke and M. Marcellino,
      The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR, Journal of Money, Credit and Banking, Vol. 48, pp. 573-601.
    • Abrahams, M., T. Adrian, R.K. Crump and E. Mönch,
      Decomposing Real and Nominal Yield Curves, Journal of Monetary Economics, Vol. 84, pp. 182-200.
    • Adam, K. and P. Tzamourani,
      Distributional consequences of asset price inflation in the euro area, European Economic Review, Vol. 89, pp. 172-192.
    • Ampudia, M., A. Pavlickova, J. Slacalek and E. Vogel,
      Household Heterogeneity in the Euro Area Since the Onset of the Great Recession, Journal of Policy Modeling, Vol. 38, pp. 181-197.
    • Andrade, P., R.K. Crump, S. Eusepi and E. Mönch,
      Fundamental Disagreement, Journal of Monetary Economics, Vol. 83, pp. 106-128.
    • Arnold, E.A., I. Größl, and P. Koziol,
      Market Discipline Across Bank Governance Models - Empirical Evidence from German Depositors, Quarterly Review of Economics and Finance, Vol. 61, issue C, pp. 126-138.
    • Arrondel, L., L. Bartiloro, P. Fessler, P. Lindner, T. Mathä, C. Rampazzi , F. Savignac, T. Schmidt, M. Schürz and P. Vermeulen,
      How do households allocate their assets? Stylized facts from the Eurosystem Household Finance and Consumption survey, International Journal of Central Banking, June, pp. 129-220.
    • Bagnall, J., D. Bounie, K. Huynh, A. Kosse, T. Schmidt, S. Schuh and H. Stix,
      Consumer cash usage: A cross-country comparison with payment diary survey data, International Journal of Central Banking, December/2016, pp. 1-62.
    • Berger, A., C. Bouwman, T. Kick and K. Schaeck,
      Bank liquidity creation and risk taking during distress, Journal of Financial Intermediation, Vol. 26, pp. 115-141.
    • Borstel, J. von, S. Eickmeier and L. Krippner,
      The interest rate pass-through in the euro area during the sovereign debt crisis, Journal of International Money and Finance, Vol. 68, pp. 386-402.
    • Bover, O., J. Casado, S. Costa, P. Du Caju, Y. McCarthy, E. Sierminska, P. Tzamourani, E. Villanueva and T. Zavadil,
      The distribution of debt across euro area countries: The role of individual characteristics, institutions and credit conditions, International Journal of Central Banking, Vol. 12(2), pp. 71-128.
    • Buch, C., M. Koetter and J. Ohls,
      Banks and sovereign risk: A granular view, Journal of Financial Stability, Vol. 25, pp. 1-15.
    • Busch, R. and C. Memmel,
      Quantifying the Components of the Banks' Net Interest Margin, Financial Markets and Portfolio Management, Vol. 30(4), pp. 371-396.
    • Cloyne, J. and P. Hürtgen,
      The macroeconomic effects of monetary policy: A new measure for the United Kingdom, American Economic Journal:Macroeconomics, Vol. 8(4), pp. 75-102.
    • Daude C., A. Nagengast and E. Levy Yeyati,
      On the effectiveness of exchange rate interventions in emerging markets, Journal of International Money and Finance, Vol. 64, pp. 239-261.
    • Droll T., N. Podlich and M. Wedow,
      Out of sight, out of mind? On the risk of sub-custodian structures, Journal of Banking and Finance, Vol. 68, pp. 47-56.
    • Eickmeier S., Marcellino M. and E. Prieto Fernandez,
      Time variation in macro-financial linkages, Journal of Applied Econometrics, Vol 31(7), pp. 1215-1233.
    • Fink K., U. Krüger, B. Meller and L. Wong,
      The credit quality channel: Modeling contagion in the interbank market, Journal of Financial Stability, Vol. 25, pp. 83-97.
    • Fischer C.,
      Determining global currency bloc equilibria: An empirical strategy based on estimates of anchor currency choice, Journal of International Money and Finance, Vol. 64, pp. 214-238.
    • Fratzscher, M., P. König and C. Lambert,
      Credit Provision and Banking Stability after the GFC, Journal of International Money and Finance, Vol. 66, pp. 113-135.
    • Frey C. and F. Mokinski,
      Forecasting with bayesian vector autoregressions estimated using professional forecasts, Journal of Applied Econometrics, Vol. 31(6), pp. 1083-1099.
    • Gadatsch N., K. Hauzenberger and N. Stähler,
      Fiscal policy during the crisis: A look on Germany and the Euro area with GEAR, Economic Modelling, Vol. 52, pp. 997-1016.
    • Gerke, R. and F. Hammermann,
      Robust Monetary Policy in a New Keynesian Model with Imperfect Interest Rate Pass-Through, Macroeconomic Dynamics, Vol. 20(6), pp. 1504-1526.
    • Giesen S. and R. Scheufele,
      Effects of Incorrect Specification on the Finite Sample Properties of Full and Limited Information Esti-mators in DSGE Models, Journal of Macroeconomics, Vol. 48, pp. 1-18.
    • Götz T., A. Hecq and S. Smeekes,
      Testing for Granger causality in large mixed-frequency VARs, Journal of Econometrics, Vol. 193, pp. 418-432.
    • Hoffmann, M. and P. Hürtgen,
      Inflation Expectations, Disagreement and Monetary Policy, Economic Letters, Vol. 146, pp. 59-63.
    • Hollmayr, J. und M. Kühl,
      Imperfect Information about Financial Frictions and Consequences for the Business Cycle, Review of Economic Dynamics, Vol. 22, pp. 179-207.
    • Hossfeld, O. and A. Röthig,
      Do speculative traders anticipate or follow USD/EUR exchange rate movements? New evidence on the efficiency of the EUR currency futures market, Finance Research Letters, Vol. 18, pp. 218-228.
    • Kick T., M. Koetter and T. Poghosyan,
      Bank Recapitalization, Regulatory Intervention, and Repayment, Journal for Money, Credit and Banking, Vol. 48(7), pp. 1467-1494.
    • Kliem M., A. Kriwoluzky and S. Sarferaz,
      Monetary-fiscal policy interaction and fiscal inflation: A tale of three countries, European Economic Review, Vol. 88, pp. 158-184.
    • Kliem, M., A. Kriwoluzky and S. Sarferaz,
      On the low-frequency relationship between public deficits and inflation, Journal of Applied Econometrics, Vol. 31(3), pp. 566-583.
    • Kliem, M. and H. Uhlig,
      Bayesian Estimation of a DSGE Model with Asset Prices, Quantitative Economics, Vol. 7(1), pp. 257-287.
    • König, P. and D. Pothier,
      Too Much of a Good Thing? Short-term Debt as a Sorting Device, Journal of Financial Intermediation, Vol. 26, pp. 100-114.
    • Kohlbrecher B., C. Merkl and D. Nordmeier,
      Revisiting the Matching Function, Journal of Economic Dynamics and Control, Vol. 69, pp. 350-374.
    • Krause M. and S. Moyen,
      Public debt and changing inflation targets, American Economic Journal: Macroeconomics, Vol. 8(4), pp. 142-176.
    • Kremer J. and N. Stähler,
      Structural and cyclical effects of tax progression, Finanz Archiv, Vol. 72, pp. 41-73.
    • Liu W. and E. Mönch,
      What predicts US recessions? International Journal of Forecasting, Vol. 32(4), pp. 1138-1150.
    • Mankart J. and R. Oikonomou,
      The rise of the added worker effect, Economics Letters, Vol. 143, pp. 48-51.
    • Meinen P.,
      Markup responses to Chinese imports, Economics Letters, Vol. 141, pp. 122-124.
    • Metiu N.,
      How does the stock market respond to changes in bank lending standards? Economics Letters, Vol. 144, pp. 92-97.
    • Mokinski F.,
      Using time-stamped survey responses to measure expectations at a daily frequency, International Journal of Forecasting, Vol. 32, pp. 271-282.
    • Nagengast A. and R. Stehrer,
      The great collapse in value added trade, Review of International Economics, Vol. 24, pp. 392-421.
    • Nagengast A. and R. Stehrer,
      Accounting for the differences between gross and value added trade balances, World Economy, Vol. 39(9), pp. 1276-1306.
    • Nordmeier D., H.Schmerer and E. Weber,
      Trade and labor market dynamics: What do we learn from the data? Economics Letters, Vol. 145, pp. 206-209.
    • Prieto, E., S. Eickmeier and M. Marcellino,
      Time variation in macro-financial linkages, Journal of Applied Econometrics, Vol. 31(7), pp 1215-1233.
    • Vilsmeier J.,
      Updating the option implied probability of default methodology, Journal of Computational Finance, Vol. 19.
    • Vogel E.,
      Forward looking behavior in ECB liquidity auctions: evidence from the pre-crisis period, Journal of Inter-national Money and Finance, Vol. 61, pp. 120-142.
    • Zhu, J. and K. Adam,
      Price Level Changes and the Redistribution of Nominal Wealth Across the Euro Area, Journal of the European Economic Association, Vol. 14(4), pp. 871-906.
    • Adrian, T., R. K. Crump and E. Moench,
      Regression-Based Estimation of Dynamic Asset Pricing Models, Federal Reserve Bank of New York Staff Reports No. 493, June 2014, Journal of Financial Economics, Vol. 118, (2), pp. 211-244.
    • Alter, A., B. Craig and P. Raupach,
      Centrality-based capital allocations, International Journal of Central Banking, Vol. 11(3), 329-377.
    • Baltzer, M., O. Stolper and A. Walter,
      Home-field advantage or a matter of ambiguity aversion? Local bias among German individual investors, European Journal of Finance, Vol. 21 (9), pp. 734-754.
    • Bleich, D. and A. Dombret,
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