Felix Geiger
Personal Details
First Name: | Felix |
Middle Name: | |
Last Name: | Geiger |
Suffix: | |
RePEc Short-ID: | pge132 |
[This author has chosen not to make the email address public] | |
Affiliation
Deutsche Bundesbank
Frankfurt, Germanyhttp://www.bundesbank.de/
RePEc:edi:dbbgvde (more details at EDIRC)
Research output
Jump to: Working papers Chapters BooksWorking papers
- policy, Work stream on macroprudential & Albertazzi, Ugo & Martin, Alberto & Assouan, Emmanuelle & Tristani, Oreste & Galati, Gabriele & Vlassopoulos, Thomas, 2021. "The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area," Occasional Paper Series 272, European Central Bank.
- Geiger, Felix & Schupp, Fabian, 2018.
"With a little help from my friends: Survey-based derivation of euro area short rate expectations at the effective lower bound,"
Discussion Papers
27/2018, Deutsche Bundesbank.
- Schupp, Fabian & Geiger, Felix, 2018. "With a little help from my friends: Survey-based derivation of euro area short rate expectations at the effective lower bound," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181529, Verein für Socialpolitik / German Economic Association.
- Muellbauer, John & Geiger, Felix & Rupprecht, Manuel, 2016. "The housing market, household portfolios and the German consumer," Working Paper Series 1904, European Central Bank.
- De Fiore, Fiorella & Raudsaar, Taavi & McCann, Fergal & Carluccio, Juan & Horny, Guillaume & Finaldi Russo, Paolo & Caruana Briffa, Elaine & Metzemakers, Paul & van der Veer, Koen & Herman, Uroš & Kar, 2013. "Corporate finance and economic activity in the euro area," Occasional Paper Series 151, European Central Bank.
- Scheffknecht, Lukas & Geiger, Felix, 2011. "A behavioral macroeconomic model with endogenous boom-bust cycles and leverage dynamcis," FZID Discussion Papers 37-2011, University of Hohenheim, Center for Research on Innovation and Services (FZID).
- Felix Geiger, 2009. "International Interest-Rate Risk Premia in Affine Term Structure Models," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 316/2009, Department of Economics, University of Hohenheim, Germany.
- Felix Geiger & Oliver Sauter, 2009. "Deflationary vs. Inflationary Expectations - A New-Keynesian Perspective with Heterogeneous Agents and Monetary Believes," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 312/2009, Department of Economics, University of Hohenheim, Germany.
- Felix Geiger & Oliver Sauter & Kai D. Schmid, 2009. "The Camp View of Inflation Forecasts," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 320/2009, Department of Economics, University of Hohenheim, Germany.
Chapters
- Felix Geiger, 2011. "Financial Risk and Boom-Bust Cycles," Lecture Notes in Economics and Mathematical Systems, in: The Yield Curve and Financial Risk Premia, chapter 0, pages 197-263, Springer.
- Felix Geiger, 2011. "The Theory of the Term Structure of Interest Rates," Lecture Notes in Economics and Mathematical Systems, in: The Yield Curve and Financial Risk Premia, chapter 0, pages 43-82, Springer.
- Felix Geiger, 2011. "Recursive Nature of the Expectations Hypothesis," Lecture Notes in Economics and Mathematical Systems, in: The Yield Curve and Financial Risk Premia, chapter 0, pages 277-278, Springer.
- Felix Geiger, 2011. "The Macro-Finance View of the Term Structure of Interest Rates," Lecture Notes in Economics and Mathematical Systems, in: The Yield Curve and Financial Risk Premia, chapter 0, pages 117-157, Springer.
- Felix Geiger, 2011. "Monetary Policy in the Presence of Term Structure Effects," Lecture Notes in Economics and Mathematical Systems, in: The Yield Curve and Financial Risk Premia, chapter 0, pages 159-193, Springer.
- Felix Geiger, 2011. "Dynamic Optimization," Lecture Notes in Economics and Mathematical Systems, in: The Yield Curve and Financial Risk Premia, chapter 0, pages 269-272, Springer.
- Felix Geiger, 2011. "Derivation of Affine Coefficient Loadings," Lecture Notes in Economics and Mathematical Systems, in: The Yield Curve and Financial Risk Premia, chapter 0, pages 279-281, Springer.
- Felix Geiger, 2011. "Financial Markets and Asset Pricing," Lecture Notes in Economics and Mathematical Systems, in: The Yield Curve and Financial Risk Premia, chapter 0, pages 9-41, Springer.
- Felix Geiger, 2011. "Conclusion and Outlook," Lecture Notes in Economics and Mathematical Systems, in: The Yield Curve and Financial Risk Premia, chapter 0, pages 265-268, Springer.
- Felix Geiger, 2011. "Optimal Monetary Policy," Lecture Notes in Economics and Mathematical Systems, in: The Yield Curve and Financial Risk Premia, chapter 0, pages 283-288, Springer.
- Felix Geiger, 2011. "Introduction," Lecture Notes in Economics and Mathematical Systems, in: The Yield Curve and Financial Risk Premia, chapter 0, pages 1-6, Springer.
- Felix Geiger, 2011. "State-Space Model and Maximum Likelihood Estimation," Lecture Notes in Economics and Mathematical Systems, in: The Yield Curve and Financial Risk Premia, chapter 0, pages 273-276, Springer.
- Felix Geiger, 2011. "A Systematic View on Term Premia," Lecture Notes in Economics and Mathematical Systems, in: The Yield Curve and Financial Risk Premia, chapter 0, pages 83-114, Springer.
Books
- Felix Geiger, 2011. "The Yield Curve and Financial Risk Premia," Lecture Notes in Economics and Mathematical Systems, Springer, number 978-3-642-21575-9, December.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- policy, Work stream on macroprudential & Albertazzi, Ugo & Martin, Alberto & Assouan, Emmanuelle & Tristani, Oreste & Galati, Gabriele & Vlassopoulos, Thomas, 2021.
"The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area,"
Occasional Paper Series
272, European Central Bank.
Cited by:
- Yannis Dafermos, 2024. "The climate crisis meets the ECB: tinkering around the edges or paradigm shift?," Working Papers 264, Department of Economics, SOAS University of London, UK.
- Thore Kockerols & Erling Motzfeldt Kravik & Yasin Mimir, 2021.
"Leaning against persistent financial cycles with occasional crises,"
Working Paper
2021/11, Norges Bank.
- Yasin Mimir, 2023. "Leaning against persistent financial cycles with occasional crises," Working Papers 56, European Stability Mechanism.
- Geiger, Felix & Schupp, Fabian, 2018.
"With a little help from my friends: Survey-based derivation of euro area short rate expectations at the effective lower bound,"
Discussion Papers
27/2018, Deutsche Bundesbank.
- Schupp, Fabian & Geiger, Felix, 2018. "With a little help from my friends: Survey-based derivation of euro area short rate expectations at the effective lower bound," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181529, Verein für Socialpolitik / German Economic Association.
Cited by:
- Halberstadt, Arne, 2023. "Decomposing the yield curve with linear regressions and survey information," The Quarterly Review of Economics and Finance, Elsevier, vol. 91(C), pages 25-39.
- Coenen, Günter & Montes-Galdón, Carlos & Saint Guilhem, Arthur & Hutchinson, John & Motto, Roberto, 2022. "Rate forward guidance in an environment of large central bank balance sheets: a Eurosystem stock-taking assessment," Occasional Paper Series 290, European Central Bank.
- Cecion, Martina & Coenen, Günter & Gerke, Rafael & Le Bihan, Hervé & Motto, Roberto & Aguilar, Pablo & Ajevskis, Viktors & Giesen, Sebastian & Albertazzi, Ugo & Gilbert, Niels & Al-Haschimi, Alexander, 2021. "The ECB’s price stability framework: past experience, and current and future challenges," Occasional Paper Series 269, European Central Bank.
- Lemke, Wolfgang & Werner, Thomas, 2020.
"Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme,"
Journal of Banking & Finance, Elsevier, vol. 111(C).
- Lemke, Wolfgang & Werner, Thomas, 2018. "Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181594, Verein für Socialpolitik / German Economic Association.
- Lemke, Wolfgang & Werner, Thomas, 2017. "Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme," Working Paper Series 2106, European Central Bank.
- Fabian Eser & Wolfgang Lemke & Ken Nyholm & Sören Radde & Andreea Liliana Vladu, 2023.
"Tracing the Impact of the ECB’s Asset Purchase Program on the Yield Curve,"
International Journal of Central Banking, International Journal of Central Banking, vol. 19(3), pages 359-422, August.
- Eser, Fabian & Lemke, Wolfgang & Nyholm, Ken & Vladu, Andreea, 2020. "Tracing the impact of the ECB's asset purchase programme on the yield curve," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224540, Verein für Socialpolitik / German Economic Association.
- Eser, Fabian & Lemke, Wolfgang & Nyholm, Ken & Radde, Sören & Vladu, Andreea Liliana, 2019. "Tracing the impact of the ECB’s asset purchase programme on the yield curve," Working Paper Series 2293, European Central Bank.
- Belke, Ansgar & Gros, Daniel, 2021.
"QE in the euro area: Has the PSPP benefited peripheral bonds?,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
- Belke, Ansgar & Gros, Daniel, 2019. "QE in the euro area: Has the PSPP benefited peripheral bonds?," Ruhr Economic Papers 803, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Peter Tillmann & Andreas Walter, 2018.
"ECB vs Bundesbank: Diverging Tones and Policy Effectiveness,"
GRU Working Paper Series
GRU_2018_009, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Peter Tillmann & Andreas Walter, 2018. "ECB vs Bundesbank: Diverging Tones and Policy Effectiveness," MAGKS Papers on Economics 201820, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Tillmann, Peter & Walter, Andreas, 2019. "The effect of diverging communication: The case of the ECB and the Bundesbank," Economics Letters, Elsevier, vol. 176(C), pages 68-74.
- Dobrew, Michael & Gerke, Rafael & Kienzler, Daniel & Schwemmer, Alexander, 2023. "Monetary policy rules under bounded rationality," Discussion Papers 18/2023, Deutsche Bundesbank.
- Rostagno, Massimo & Altavilla, Carlo & Carboni, Giacomo & Lemke, Wolfgang & Motto, Roberto & Saint Guilhem, Arthur & Yiangou, Jonathan, 2019. "A tale of two decades: the ECB’s monetary policy at 20," Working Paper Series 2346, European Central Bank.
- Muellbauer, John & Geiger, Felix & Rupprecht, Manuel, 2016.
"The housing market, household portfolios and the German consumer,"
Working Paper Series
1904, European Central Bank.
Cited by:
- Marc Peter Radke & Manuel Rupprecht, 2021. "Household Wealth: Low-Yielding and Poorly Structured?," JRFM, MDPI, vol. 14(3), pages 1-40, March.
- John Muellbauer, 2018.
"Housing, Debt and the Economy: A Tale of Two Countries,"
National Institute Economic Review, National Institute of Economic and Social Research, vol. 245(1), pages 20-33, August.
- John Muellbauer, 2018. "Housing, Debt and the Economy: a Tale of Two Countries," Economics Series Working Papers 855, University of Oxford, Department of Economics.
- Muellbauer, John, 2018. "Housing, debt and the economy: a tale of two countries," National Institute Economic Review, National Institute of Economic and Social Research, vol. 245, pages 20-33, August.
- John Muellbauer, 2016.
"Macroeconomics and Consumption,"
Economics Series Working Papers
Paper-811, University of Oxford, Department of Economics.
- Muellbauer, John, 2016. "Macroeconomics and Consumption," CEPR Discussion Papers 11588, C.E.P.R. Discussion Papers.
- Nataliya Barasinska & Philipp Haenle & Anne Koban & Alexander Schmidt, 2023. "No Reason to Worry About German Mortgages? An Analysis of Macroeconomic and Individual Drivers of Credit Risk," Journal of Financial Services Research, Springer;Western Finance Association, vol. 64(3), pages 369-399, December.
- Christophe Blot & Jérôme Creel & Paul Hubert, 2019.
"Challenges ahead for EMU monetary policy,"
Working Papers
hal-03403244, HAL.
- Christophe Blot & Jérôme Creel & Paul Hubert, 2019. "Challenges ahead for EMU monetary policy," SciencePo Working papers Main hal-03403244, HAL.
- Federica Ciocchetta & Elisa Guglielminetti & Alessandro Mistretta, 2023.
"What drives house prices in Europe?,"
Questioni di Economia e Finanza (Occasional Papers)
764, Bank of Italy, Economic Research and International Relations Area.
- Federica Ciocchetta & Elisa Guglielminetti & Alessandro Mistretta, 2024. "What Drives House Prices in Europe?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(5), pages 1089-1121, October.
- Gabe Jacob de Bondt & Arne Gieseck & Zivile Zekaite, 2020. "Thick modelling income and wealth effects: a forecast application to euro area private consumption," Empirical Economics, Springer, vol. 58(1), pages 257-286, January.
- Haertel, Thomas & Hamburg, Britta & Kusin, Vladimir, 2022. "The macroeconometric model of the Bundesbank revisited," Technical Papers 01/2022, Deutsche Bundesbank.
- Riccardo De Bonis & Danilo Liberati & John Muellbauer & Concetta Rondinelli, 2020. "Consumption and wealth: new evidence from Italy," Temi di discussione (Economic working papers) 1304, Bank of Italy, Economic Research and International Relations Area.
- John Muellbauer, 2015. "Housing and the Macroeconomy: Inflation and the Financial Accelerator," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S1), pages 51-58, March.
- Kajuth, Florian, 2020. "The German housing market cycle: Answers to FAQs," Discussion Papers 20/2020, Deutsche Bundesbank.
- Manuel Rupprecht, 2020. "Income and wealth of euro area households in times of ultra-loose monetary policy: stylised facts from new national and financial accounts data," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(2), pages 281-302, May.
- Kajuth, Florian, 2021. "Land leverage and the housing market: Evidence from Germany1," Journal of Housing Economics, Elsevier, vol. 51(C).
- Bing Zuo & Zhaoqi Lai, 2020. "The effect of housing wealth on tourism consumption in China: Age and generation cohort comparisons," Tourism Economics, , vol. 26(2), pages 211-232, March.
- Mattias Vermeiren, 2017. "One-size-fits-some! Capitalist diversity, sectoral interests and monetary policy in the euro area," Review of International Political Economy, Taylor & Francis Journals, vol. 24(6), pages 929-957, November.
- David F Hendry & John N J Muellbauer, 2018.
"The future of macroeconomics: macro theory and models at the Bank of England,"
Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 34(1-2), pages 287-328.
- David Hendry & John Muellbauer, 2017. "The future of macroeconomics: Macro theory and models at the Bank of England," Economics Series Working Papers 832, University of Oxford, Department of Economics.
- Muellbauer, John, 2018. "The Future of Macroeconomics," INET Oxford Working Papers 2018-10, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Stefanie Braun, 2021. "Effects of Preferential Tax Treatment on German Homeownership," Working Papers 209, Bavarian Graduate Program in Economics (BGPE).
- Unger, Robert, 2015.
"Asymmetric credit growth and current account imbalances in the euro area,"
Discussion Papers
36/2015, Deutsche Bundesbank.
- Unger, Robert, 2017. "Asymmetric credit growth and current account imbalances in the euro area," Journal of International Money and Finance, Elsevier, vol. 73(PB), pages 435-451.
- Hiller, Norbert & Lerbs, Oliver W., 2016. "Aging and urban house prices," Regional Science and Urban Economics, Elsevier, vol. 60(C), pages 276-291.
- Ph. Du Caju & M. Emiris & Ch. Piette & M.-D. Zachary, 2018. "Shedding new light on the mortgage debt of households in Belgium," Economic Review, National Bank of Belgium, issue i, pages 97-114, June.
- John Muellbauer & Pierre St-Amant & David Williams, 2015. "Credit Conditions and Consumption, House Prices and Debt: What Makes Canada Different?," Staff Working Papers 15-40, Bank of Canada.
- De Fiore, Fiorella & Raudsaar, Taavi & McCann, Fergal & Carluccio, Juan & Horny, Guillaume & Finaldi Russo, Paolo & Caruana Briffa, Elaine & Metzemakers, Paul & van der Veer, Koen & Herman, Uroš & Kar, 2013.
"Corporate finance and economic activity in the euro area,"
Occasional Paper Series
151, European Central Bank.
Cited by:
- Gebauer, Stefan & Setzer, Ralph & Westphal, Andreas, 2017. "Corporate debt and investment: a firm analysis for stressed euro area countries," Working Paper Series 2101, European Central Bank.
- Florentin GLÖTZL & Armon REZAI, 2016.
"A sectoral net lending perspective on Europe,"
Ecological Economics Papers
ieep12, Institute of Ecological Economics.
- Florentin Glötzl & Armon Rezai, 2018. "A sectoral net lending perspective on Europe [Fiscal, foreign, and private net borrowing: widely accepted theories don’t closely fit the facts]," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 42(3), pages 779-795.
- Glötzl, Florentin & Rezai, Armon, 2016. "A sectoral net lending perspective on Europe," Ecological Economic Papers 12, WU Vienna University of Economics and Business.
- Rodriguez-Palenzuela, Diego & Dées, Stéphane & Andersson, Malin & Bijsterbosch, Martin & Forster, Katrin & Zorell, Nico & Audoly, Richard & Buelens, Christian & Compeyron, Guillaume & Ferrando, Annali, 2016. "Savings and investment behaviour in the euro area," Occasional Paper Series 167, European Central Bank.
- Antonio De Socio & Enrico Sette, 2018. "Firms’ investments during two crises," Temi di discussione (Economic working papers) 1173, Bank of Italy, Economic Research and International Relations Area.
- Katarzyna Bankowska & Malgorzata Osiewicz & Sébastien Pérez-Duarte, 2015. "Linking qualitative survey responses with quantitative data - methodology, quality and data analysis from the matching of the ECB/EC Survey on Access to Finance of Enterprises and the Amadeus database," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, volume 39, Bank for International Settlements.
- Storz, Manuela & Koetter, Michael & Setzer, Ralph & Westphal, Andreas, 2017.
"Do we want these two to tango? On zombie firms and stressed banks in Europe,"
IWH Discussion Papers
13/2017, Halle Institute for Economic Research (IWH).
- Storz, Manuela & Koetter, Michael & Setzer, Ralph & Westphal, Andreas, 2017. "Do we want these two to tango? On zombie firms and stressed banks in Europe," Working Paper Series 2104, European Central Bank.
- Enno Schröder, 2015.
"Eurozone Imbalances: Measuring the Contribution of Expenditure Switching and Expenditure Volumes 1990-2013,"
Working Papers
1508, New School for Social Research, Department of Economics, revised Sep 2015.
- Enno Schröder, 2016. "Euro Area Imbalances: Measuring the Contribution of Expenditure Growth and Expenditure Switching," Working Papers 1604, New School for Social Research, Department of Economics.
- Holm-Hadulla, Fédéric & Thürwächter, Claire, 2020.
"Heterogeneity in corporate debt structures and the transmission of monetary policy,"
Working Paper Series
2402, European Central Bank.
- Holm-Hadulla, Fédéric & Thürwächter, Claire, 2021. "Heterogeneity in corporate debt structures and the transmission of monetary policy," European Economic Review, Elsevier, vol. 136(C).
- R. Malar MARAN, & Alexandru Mircea NEDELEA, 2017. "Corporate Finance Theories And Principles: Redundant," EcoForum, "Stefan cel Mare" University of Suceava, Romania, Faculty of Economics and Public Administration - Economy, Business Administration and Tourism Department., vol. 6(2), pages 1-20, July.
- Guender, Alfred V., 2017.
"Credit prices vs. credit quantities as predictors of economic activity in Europe: which tell a better story?,"
Bank of Estonia Working Papers
wp2017-6, Bank of Estonia, revised 11 Sep 2017.
- Guender, Alfred V, 2018. "Credit prices vs. credit quantities as predictors of economic activity in Europe: Which tell a better story?," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 380-399.
- Thomas GRJEBINE & Urszula SZCZERBOWICZ & Fabien TRIPIER, 2018. "Corporate debt structure and economic recoveries: a cross-country analysis," Rue de la Banque, Banque de France, issue 63, June.
- Manuel Rupprecht, 2020. "Income and wealth of euro area households in times of ultra-loose monetary policy: stylised facts from new national and financial accounts data," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(2), pages 281-302, May.
- Gebauer, Stefan & Setzer, Ralph & Westphal, Andreas, 2018. "Corporate debt and investment: A firm-level analysis for stressed euro area countries," Journal of International Money and Finance, Elsevier, vol. 86(C), pages 112-130.
- T. Grjebine & U. Szczerbowicz & F. Tripier, 2017.
"Corporate Debt Structure and Economic Recoveries,"
Working papers
646, Banque de France.
- Grjebine, Thomas & Szczerbowicz, Urszula & Tripier, Fabien, 2018. "Corporate debt structure and economic recoveries," European Economic Review, Elsevier, vol. 101(C), pages 77-100.
- Thomas Grjebine & Urszula Szczerbowicz & Fabien Tripier, 2014. "Corporate Debt Structure and Economic Recoveries," Working Papers 2014-19, CEPII research center.
- Thomas Grjebine & Urszula Szczerbowicz & Fabien Tripier, 2018. "Corporate debt structure and economic recoveries," Post-Print hal-02877950, HAL.
- McCann, Fergal, 2014. "Profiling the indebtedness of Irish SMEs," Economic Letters 03/EL/14, Central Bank of Ireland.
- Conor M. O'Toole & Martina Lawless & Derek Lambert, 2015. "Non-Bank Financing in Ireland: A Comparative Perspective," The Economic and Social Review, Economic and Social Studies, vol. 46(1), pages 133-161.
- Kühnhausen, Fabian & Stieber, Harald W., 2014. "Determinants of Capital Structure in Non-Financial Companies," Discussion Papers in Economics 21167, University of Munich, Department of Economics.
- Amanda Carmignani & Guido de Blasio & Cristina Demma & Alessio D'Ignazio, 2019. "Urban agglomerations and firm access to credit," Temi di discussione (Economic working papers) 1222, Bank of Italy, Economic Research and International Relations Area.
- Nicolas Griesshaber, 2017. "Towards a more comprehensive understanding of corporate leverage ratios," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Uses of central balance sheet data offices' information, volume 45, Bank for International Settlements.
- Scheffknecht, Lukas & Geiger, Felix, 2011.
"A behavioral macroeconomic model with endogenous boom-bust cycles and leverage dynamcis,"
FZID Discussion Papers
37-2011, University of Hohenheim, Center for Research on Innovation and Services (FZID).
Cited by:
- Roberto Veneziani & Luca Zamparelli & Reiner Franke & Frank Westerhoff, 2017. "Taking Stock: A Rigorous Modelling Of Animal Spirits In Macroeconomics," Journal of Economic Surveys, Wiley Blackwell, vol. 31(5), pages 1152-1182, December.
- Fischer, Thomas & Riedler, Jesper, 2012.
"Prices, debt and market structure in an agent-based model of the financial market,"
ZEW Discussion Papers
12-045, ZEW - Leibniz Centre for European Economic Research.
- Fischer, Thomas & Riedler, Jesper, 2012. "Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 58512, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Fischer, Thomas & Riedler, Jesper, 2013. "Prices, debt and market structure in an agent-based model of the financial market," ZEW Discussion Papers 12-045 [rev.], ZEW - Leibniz Centre for European Economic Research.
- Fischer, Thomas & Riedler, Jesper, 2014. "Prices, debt and market structure in an agent-based model of the financial market," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77240, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Fischer, Thomas & Riedler, Jesper, 2014. "Prices, debt and market structure in an agent-based model of the financial market," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 95-120.
- Fischer, Thomas & Riedler, Jesper, 2014. "Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market," FinMaP-Working Papers 21, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Lengnick, Matthias & Wohltmann, Hans-Werner, 2010.
"Agent-based financial markets and New Keynesian macroeconomics: A synthesis,"
Economics Working Papers
2010-10, Christian-Albrechts-University of Kiel, Department of Economics.
- Lengnick, Matthias & Wohltmann, Hans-Werner, 2011. "Agent-based financial markets and New Keynesian macroeconomics: A synthesis," Economics Working Papers 2011-09, Christian-Albrechts-University of Kiel, Department of Economics.
- Matthias Lengnick & Hans-Werner Wohltmann, 2013. "Agent-based financial markets and New Keynesian macroeconomics: a synthesis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(1), pages 1-32, April.
- Ahmad Naimzada & Marina Pireddu, 2013. "Dynamic behavior of real and stock markets with a varying degree of interaction," Working Papers 245, University of Milano-Bicocca, Department of Economics, revised Jun 2013.
- Naimzada, Ahmad & Pireddu, Marina, 2014. "Dynamic behavior of product and stock markets with a varying degree of interaction," Economic Modelling, Elsevier, vol. 41(C), pages 191-197.
- Naimzada, Ahmad & Pireddu, Marina, 2015. "Real and financial interacting markets: A behavioral macro-model," Chaos, Solitons & Fractals, Elsevier, vol. 77(C), pages 111-131.
- Frank Westerhoff, 2012. "Interactions between the Real Economy and the Stock Market: A Simple Agent-Based Approach," Discrete Dynamics in Nature and Society, Hindawi, vol. 2012, pages 1-21, July.
- Westerhoff, Frank, 2011. "Interactions between the real economy and the stock market," BERG Working Paper Series 84, Bamberg University, Bamberg Economic Research Group.
- Lengnick, Matthias & Wohltmann, Hans-Werner, 2014.
"Optimal monetary policy in a new Keynesian model with animal spirits and financial markets,"
Economics Working Papers
2014-12, Christian-Albrechts-University of Kiel, Department of Economics.
- Lengnick, Matthias & Wohltmann, Hans-Werner, 2016. "Optimal monetary policy in a new Keynesian model with animal spirits and financial markets," Journal of Economic Dynamics and Control, Elsevier, vol. 64(C), pages 148-165.
- Alexey Vasilenko, 2017. "Should Monetary Authorities Prick Asset Price Bubbles? Evidence from a New Keynesian Model with an Agent-Based Financial Market," HSE Working papers WP BRP 182/EC/2017, National Research University Higher School of Economics.
- Lukas Scheffknecht, 2013. "Contextualizing Systemic Risk," ROME Working Papers 201317, ROME Network.
- Ahmad Naimzada & Marina Pireddu, 2014. "Real and financial interacting oscillators: a behavioral macro-model with animal spirits," Working Papers 268, University of Milano-Bicocca, Department of Economics, revised Feb 2014.
- Felix Geiger & Oliver Sauter, 2009.
"Deflationary vs. Inflationary Expectations - A New-Keynesian Perspective with Heterogeneous Agents and Monetary Believes,"
Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim
312/2009, Department of Economics, University of Hohenheim, Germany.
Cited by:
- Felix Geiger & Oliver Sauter & Kai D. Schmid, 2009. "The Camp View of Inflation Forecasts," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 320/2009, Department of Economics, University of Hohenheim, Germany.
- Eran Guse & M. C. Sunny Wong, 2022. "Communication and Learning: The Bilateral Information Transmission in the Cobweb Model," Computational Economics, Springer;Society for Computational Economics, vol. 60(2), pages 693-723, August.
- Yingying Xu & Zhixin Liu & Xing Zhang, 2017. "Heterogeneous Or Homogeneous Inflation Expectation Formation Models: A Case Study Of Chinese Households And Financial Participants," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 62(04), pages 859-874, September.
- Felix Geiger & Oliver Sauter & Kai D. Schmid, 2009.
"The Camp View of Inflation Forecasts,"
Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim
320/2009, Department of Economics, University of Hohenheim, Germany.
Cited by:
- Diaf, Sami & Döpke, Jörg & Fritsche, Ulrich & Rockenbach, Ida, 2020.
"Sharks and minnows in a shoal of words: Measuring latent ideological positions of German economic research institutes based on text mining techniques,"
Working Papers
24, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
- Sami Diaf & Jörg Döpke & Ulrich Fritsche & Ida Rockenbach, 2020. "Sharks and minnows in a shoal of words: Measuring latent ideological positions of German economic research institutes based on text mining techniques," Macroeconomics and Finance Series 202001, University of Hamburg, Department of Socioeconomics.
- Sauter, Oliver, 2012. "Assessing uncertainty in Europe and the US: is there a common uncertainty factor?," MPRA Paper 38031, University Library of Munich, Germany.
- Kortelainen, Mika & Paloviita, Maritta & Viren, Matti, 2016. "How useful are measured expectations in estimation and simulation of a conventional small New Keynesian macro model?," Economic Modelling, Elsevier, vol. 52(PB), pages 540-550.
- Diaf, Sami & Döpke, Jörg & Fritsche, Ulrich & Rockenbach, Ida, 2020.
"Sharks and minnows in a shoal of words: Measuring latent ideological positions of German economic research institutes based on text mining techniques,"
Working Papers
24, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
Chapters
-
Sorry, no citations of chapters recorded.
Books
- Felix Geiger, 2011.
"The Yield Curve and Financial Risk Premia,"
Lecture Notes in Economics and Mathematical Systems,
Springer, number 978-3-642-21575-9, December.
Cited by:
- Schupp, Fabian, 2020.
"The (ir)relevance of the nominal lower bound for real yield curve analysis,"
Discussion Papers
32/2020, Deutsche Bundesbank.
- Schupp, Fabian, 2020. "The (ir)relevance of the nominal lower bound for real yield curve analysis," Working Paper Series 2476, European Central Bank.
- Scheffknecht, Lukas & Geiger, Felix, 2011. "A behavioral macroeconomic model with endogenous boom-bust cycles and leverage dynamcis," FZID Discussion Papers 37-2011, University of Hohenheim, Center for Research on Innovation and Services (FZID).
- Mustapha Olalekan Ojo & Luís Aguiar-Conraria & Maria Joana Soares, 2017.
"A time-frequency analysis of the Canadian macroeconomy and the yield curve,"
NIPE Working Papers
12/2017, NIPE - Universidade do Minho.
- Mustapha Olalekan Ojo & Luís Aguiar-Conraria & Maria Joana Soares, 2020. "A time–frequency analysis of the Canadian macroeconomy and the yield curve," Empirical Economics, Springer, vol. 58(5), pages 2333-2351, May.
- Etienne Vaccaro-Grange, 2019.
"Quantitative Easing and the Term Premium as a Monetary Policy Instrument,"
Working Papers
halshs-02359503, HAL.
- Etienne Vaccaro-Grange, 2019. "Quantitative Easing and the Term Premium as a Monetary Policy Instrument," AMSE Working Papers 1932, Aix-Marseille School of Economics, France.
- Parley Ruogu Yang, 2020. "Using the yield curve to forecast economic growth," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(7), pages 1057-1080, November.
- Sophocles N. Brissimis & Evangelia A. Georgiou, 2022. "The effects of Federal Reserve's quantitative easing and balance sheet normalization policies on long-term interest rates," Working Papers 299, Bank of Greece.
- Lubomira Gertler, 2015. "Interactions of Unconventional Monetary Policy Measures with the Euro Area Yield Curve," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(2), pages 106-126, March.
- Ye, Xiaoxia, 2012. "Market expectations of the short rate and the term structure of interest rates: a new perspective from the classic model," MPRA Paper 41093, University Library of Munich, Germany.
- Takashi Yasuoka, 2013. "Libor Market Model Under The Real-World Measure," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 16(04), pages 1-18.
- Schupp, Fabian, 2020.
"The (ir)relevance of the nominal lower bound for real yield curve analysis,"
Discussion Papers
32/2020, Deutsche Bundesbank.
More information
Research fields, statistics, top rankings, if available.Statistics
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Rankings
This author is among the top 5% authors according to these criteria:Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (7) 2009-07-11 2010-01-16 2012-01-03 2016-06-25 2018-08-27 2018-10-22 2021-09-27. Author is listed
- NEP-MON: Monetary Economics (7) 2009-07-11 2009-08-08 2010-01-16 2012-01-03 2018-08-27 2018-10-22 2021-09-27. Author is listed
- NEP-CBA: Central Banking (6) 2009-07-11 2010-01-16 2012-01-03 2018-08-27 2018-10-22 2021-09-27. Author is listed
- NEP-EEC: European Economics (2) 2018-08-27 2021-09-27
- NEP-DEM: Demographic Economics (1) 2016-06-25
- NEP-EUR: Microeconomic European Issues (1) 2016-06-25
- NEP-FOR: Forecasting (1) 2010-01-16
- NEP-ISF: Islamic Finance (1) 2021-09-27
- NEP-NET: Network Economics (1) 2016-06-25
- NEP-URE: Urban and Real Estate Economics (1) 2016-06-25
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